U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Apr 25, 2011
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 11:30 a.m. in New York. This {OSCH <GO>} search was limited to options that are more than 10 days from expiration, have trading volume of at least 200 contracts and have strike prices within 5 percent of the underlying security's price.
Top Volatility Increases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
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POT POTASH CORP POT US 06/18/11 P60 438.6 33.8 4.35 6.1 537
F FORD MOTOR F US 06/18/11 C15 278.8 31.8 0.95 1.1 432
LLY ELI LILLY & LLY US 05/21/11 C36 251.3 12.6 0.47 -11.3 315
CLF CLIFFS NATU CLF US 05/21/11 C95 223.3 38.3 5.35 7.0 384
CIM CHIMERA INV CIM US 06/18/11 P4 187.4 30.3 0.25 25.0 254
JCI JOHNSON CON JCI US 05/21/11 C40 182.0 24.7 0.65 -61.8 222
GDX MKT VECT-GO GDX US 05/21/11 C62 150.8 30.7 1.53 -34.0 714
GDX MKT VECT-GO GDX US 05/21/11 C62 150.8 30.7 1.53 -34.0 714
SLV ISHARES SIL SLV US 01/21/12 P46 115.4 42.6 6.65 1.5 424
MSFT MICROSOFT C MSFT US 01/19/13 C25 98.2 26.8 3.30 -2.9 464
SPY SPDR S&P 50 SPY US 05/21/11 C134 92.8 12.8 1.47 -7.0 8312
IWM ISHARES-RUS IWM US 05/21/11 C76 91.7 25.6 7.98 -3.5 616
BA BOEING CO/T BA US 05/21/11 P75 91.2 22.6 2.11 14.7 232
TRAD TRADESTATIO TRAD US 12/17/11 P10 90.0 7.0 0.30 -14.3 210
C CITIGROUP I C US 09/17/11 P4.5 85.6 24.1 0.25 -3.9 383
CY CYPRESS SEM CY US 05/21/11 C21 85.2 34.3 0.70 7.7 369
BDX BECTON DICK BDX US 05/21/11 C85 84.5 23.4 1.45 11.5 554
DIA SPDR DJIA T DIA US 05/21/11 C125 84.5 10.9 1.12 -15.2 707
VXX IPATH-S&P S VXX US 05/21/11 C25 78.9 53.7 1.34 -7.6 3084
ANR ALPHA NATUR ANR US 05/21/11 C57.5 76.4 34.1 1.86 -2.6 743
GLD SPDR GOLD T GLD US 06/18/11 P145 70.2 15.7 2.72 5.8 1384
TBT PROSHARES U TBT US 05/21/11 C37 67.8 23.2 0.63 -17.1 1545
ELNK EARTHLINK I ELNK US 10/22/11 P8 65.0 34.2 0.70 -6.7 5900
FAS FINL BULL 3 FAS US 05/21/11 C30 60.6 39.8 0.85 -3.4 781
BAC BANK OF AME BAC US 11/19/11 C13 60.5 28.2 0.84 10.5 4135
SINA SINA CORP SINA US 05/21/11 C140 60.0 76.3 10.80 42.1 512
SPY SPDR S&P 50 SPY US 06/18/11 P132 59.4 16.1 2.66 4.7 2309
GLD SPDR GOLD T GLD US 05/21/11 P145 57.0 15.1 1.54 2.0 1661
CNO CNO FINANCI CNO US 05/21/11 C7 53.2 60.5 0.85 41.7 3347
IWM ISHARES-RUS IWM US 05/21/11 C74 51.0 25.1 10.05 -1.1 321
HAL HALLIBURTON HAL US 05/21/11 C52.5 49.6 32.8 0.86 0.0 3862
IWM ISHARES-RUS IWM US 05/21/11 C86 48.9 15.7 0.59 -26.2 524
FCX FREEPORT-MC FCX US 05/21/11 C57 46.6 33.0 1.00 -2.0 2269
CBLI CLEVELAND B CBLI US 05/21/11 C7.5 46.3 62.1 0.70 -12.5 236
CYOU CHANGYOU.CO CYOU US 05/21/11 C27 44.3 102.7 14.50 12.4 500
PFE PFIZER INC PFE US 06/18/11 P19 44.1 24.7 0.41 -18.0 251
WLP WELLPOINT I WLP US 05/21/11 P70 43.8 26.6 1.20 10.1 220
V VISA INC-CL V US 05/21/11 C80 42.3 25.0 1.05 -4.5 210
CEDC CENTRAL EUR CEDC US 05/21/11 C12.5 42.2 73.0 1.10 450.0 858
TLAB TELLABS INC TLAB US 05/21/11 C5.5 42.1 45.3 0.20 0.0 3382
CSR CHINA SECUR CSR US 09/17/11 C5 41.8 40.7 0.80 6.7 571
NOK NOKIA CORP- NOK US 05/21/11 C8 41.8 32.8 0.72 12.5 1051
SHOR SHORETEL IN SHOR US 10/22/11 C7.5 41.4 60.4 2.25 275.0 275
ID L-1 IDENTIT ID US 05/21/11 P10 38.2 62.0 0.15 200.0 331
AMGN AMGEN INC AMGN US 05/21/11 P52.5 38.1 20.8 0.68 -4.2 881
SMOD SMART MODUL SMOD US 05/21/11 C7.5 37.2 66.9 1.00 33.3 1000
TXN TEXAS INSTR TXN US 06/18/11 C37 36.0 20.3 0.45 -6.2 204
SPY SPDR S&P 50 SPY US 09/17/11 P123 35.9 21.3 2.92 -1.4 400
SOHU SOHU.COM IN SOHU US 05/21/11 C100 35.3 51.8 9.70 136.6 2042
SOHU SOHU.COM IN SOHU US 06/18/11 P85 33.9 55.1 1.50 -58.3 213
TEVA TEVA PHARM- TEVA US 06/18/11 P42.5 33.8 25.5 0.82 -2.4 749
ID L-1 IDENTIT ID US 05/21/11 P11 33.2 41.4 0.25 150.0 537
ZSL PRSH-ULTSH ZSL1 US 08/20/11 P9 33.1 86.8 5.20 10.6 201
BDX BECTON DICK BDX US 05/21/11 P85 29.5 22.9 2.40 7.1 2000
BDX BECTON DICK BDX US 05/21/11 P80 29.0 26.4 0.85 70.0 1034
DIA SPDR DJIA T DIA US 05/21/11 P126 28.8 13.1 2.74 12.8 220
INTC INTEL CORP INTC US 05/21/11 P20 28.1 24.5 0.07 -36.4 537
USO UNITED STAT USO US 07/16/11 C30 27.6 33.6 14.35 0.7 208
ZAGG ZAGG INC ZAGG US 05/21/11 C7.5 26.1 78.0 1.40 47.4 224
AMGN AMGEN INC AMGN US 05/21/11 P55 26.1 19.8 1.94 -1.5 526
EWG ISHARES-GER EWG US 06/18/11 C28 25.9 19.7 0.50 0.0 201
IWM ISHARES-RUS IWM US 05/21/11 C81 25.8 20.4 3.55 -12.8 349
SLV ISHARES SIL SLV US 05/21/11 P38 22.8 54.7 0.27 12.5 2290
AMAG AMAG PHARMA AMAG US 05/21/11 P12.5 22.1 78.1 0.05 0.0 1517
NOK NOKIA CORP- NOK US 05/21/11 P9 21.4 32.2 0.86 -6.5 376
GT GOODYEAR TI GT US 05/21/11 C16 21.2 48.5 0.85 30.8 223
IWM ISHARES-RUS IWM US 05/21/11 C82 21.0 19.5 2.84 -9.8 1518
SPY SPDR S&P 50 SPY US 05/21/11 C126 21.0 19.1 7.68 -5.4 397
LYV LIVE NATION LYV US 05/21/11 C10 20.5 47.7 0.40 0.0 1512
AGQ PRSH-ULT SI AGQ US 05/21/11 P340 20.3 104.6 35.95 7.6 289
PAY VERIFONE SY PAY US 06/18/11 C48 20.2 56.9 7.90 0.0 795
SPPI SPECTRUM PH SPPI US 05/21/11 C9 19.7 104.6 1.25 19.1 632
AGQ PRSH-ULT SI AGQ US 05/21/11 C335 19.5 102.9 41.00 17.3 260
XOM EXXON MOBIL XOM US 05/21/11 C90 19.5 17.5 0.27 3.9 6582
AGQ PRSH-ULT SI AGQ US 05/21/11 C340 19.5 102.9 38.80 17.6 503
DIA SPDR DJIA T DIA US 05/21/11 P124 19.3 13.5 1.63 19.0 7202
SPY SPDR S&P 50 SPY US 06/18/11 P138 18.7 14.7 5.89 3.0 242
CRUS CIRRUS LOGI CRUS US 05/21/11 P13 18.7 76.0 0.20 0.0 297
SPY SPDR S&P 50 SPY US 05/21/11 C139 18.2 10.7 0.13 -7.1 363
SPY SPDR S&P 50 SPY US 05/21/11 C128 18.0 17.5 5.84 -7.5 284
SLV ISHARES SIL SLV US 05/21/11 C40 18.0 51.9 6.25 5.0 7978
XLV SPDR-HEALTH XLV US 05/21/11 C33 17.9 15.6 1.35 -12.3 233
SGMS SCIENTIFIC SGMS US 05/21/11 C10 17.7 52.4 0.45 50.0 1105
DMD DEMAND MEDI DMD US 05/21/11 P15 17.6 99.5 1.75 34.6 577
ZSL PRSH-ULTSH ZSL US 05/21/11 P13 17.5 99.8 0.80 14.3 479
UNG US NAT GAS UNG US 05/21/11 C10 17.2 35.8 1.46 -7.6 300
IWM ISHARES-RUS IWM US 05/21/11 C83 17.2 18.6 2.15 -8.1 733
SID SID NACIONA SID US 05/21/11 C16 16.9 32.9 0.25 -16.7 735
COF CAPITAL ONE COF US 05/21/11 P48 16.8 30.0 0.10 -16.7 220
VECO VEECO INSTR VECO US 05/21/11 C49 16.7 55.0 2.00 -21.6 804
SLV ISHARES SIL SLV US 05/21/11 C42 16.6 50.6 4.50 2.3 7621
AA ALCOA INC AA US 05/21/11 C17 16.5 28.2 0.37 -15.9 2776
ONNN ON SEMICOND ONNN US 05/21/11 C10 16.4 39.3 0.45 50.0 312
WFC WELLS FARGO WFC US 10/22/11 P20 16.2 37.2 0.24 -7.7 1051
KEYN KEYNOTE SYS KEYN US 06/18/11 C20 16.2 58.3 2.55 -3.8 400
TKR TIMKEN CO TKR US 05/21/11 C55 16.1 36.8 1.10 15.8 776
GT GOODYEAR TI GT US 05/21/11 P16 16.1 46.9 0.80 6.7 389
NVDA NVIDIA CORP NVDA US 05/21/11 C18 16.1 51.3 1.55 32.5 5555
SLV ISHARES SIL SLV US 05/21/11 C39 16.1 53.1 7.00 2.9 7852
CSTR COINSTAR IN CSTR US 05/21/11 C42.5 16.0 65.0 8.55 34.6 750
SPY SPDR S&P 50 SPY US 05/21/11 C129 15.8 16.6 5.00 -7.1 462
HEK HECKMANN CO HEK US 12/17/11 C5 15.8 43.0 1.60 0.0 202
ABX BARRICK GOL ABX US 05/21/11 C55 15.8 30.8 0.82 -58.8 6133
SLV ISHARES SIL SLV US 05/21/11 C38 15.7 54.1 8.00 3.9 8375
SPY SPDR S&P 50 SPY US 06/18/11 P137 15.3 14.8 5.21 5.2 888
APKT ACME PACKET APKT US 05/21/11 C77.5 15.2 68.4 6.20 26.5 423
CPX COMPLETE PR CPX US 05/21/11 P35 15.0 49.0 2.40 -4.0 228
ZSL PRSH-ULTSH ZSL US 05/21/11 C14 15.0 101.5 1.80 1.1 407
APKT ACME PACKET APKT US 05/21/11 C80 15.0 67.8 5.00 28.2 1383
YHOO YAHOO! INC YHOO US 05/21/11 C17 15.0 33.8 0.72 46.9 619
SLV ISHARES SIL SLV US 05/21/11 C45 14.9 49.2 2.80 13.8 19091
DIA SPDR DJIA T DIA US 05/21/11 P122 14.8 14.6 0.95 17.3 4718
NVDA NVIDIA CORP NVDA US 05/21/11 P18 14.8 50.0 0.55 -17.9 481
SLV ISHARES SIL SLV US 05/21/11 C33 14.7 60.1 12.50 0.8 283
SPY SPDR S&P 50 SPY US 05/21/11 C130 14.6 15.8 4.23 -4.3 1007
ESRX EXPRESS SCR ESRX US 05/21/11 C57.5 14.6 27.2 0.73 -23.2 713
EEM ISHARES-EMG EEM US 05/21/11 C48 14.5 23.2 2.24 -12.8 206
UTEK ULTRATECH I UTEK US 05/21/11 C30 14.5 57.5 2.40 92.0 297
AN AUTONATION AN US 05/21/11 P34 14.4 35.7 1.40 12.0 620
ZSL PRSH-ULTSH ZSL US 05/21/11 P15 14.4 100.4 1.80 12.5 222
SLW SILVER WHEA SLW US 05/21/11 C43 14.3 56.9 1.79 -13.9 822
SLW SILVER WHEA SLW US 05/21/11 P43 14.1 56.5 3.45 27.8 320
EEM ISHARES-EMG EEM US 05/21/11 C49 14.1 21.7 1.56 -11.9 2551
GG GOLDCORP IN GG US 01/21/12 P35 14.0 36.8 0.51 8.5 220
SLV ISHARES SIL SLV US 05/21/11 P42 14.0 51.0 0.94 6.8 8948
MTW MANITOWOC C MTW US 05/21/11 C22 14.0 49.9 1.35 -10.0 352
BDX BECTON DICK BDX US 06/18/11 P80 13.9 22.0 1.40 27.3 253
ILMN ILLUMINA IN ILMN US 05/21/11 C70 13.9 40.0 2.90 11.5 239
NOK NOKIA CORP- NOK US 05/21/11 P8 13.9 31.7 0.18 -18.2 632
CRUS CIRRUS LOGI CRUS US 05/21/11 P14 13.8 69.7 0.40 60.0 1246
ESRX EXPRESS SCR ESRX US 05/21/11 P55 13.8 28.9 1.36 22.5 279
SPY SPDR S&P 50 SPY US 05/21/11 C131 13.8 15.0 3.41 -6.1 1867
SPY SPDR S&P 50 SPY US 05/21/11 C132 13.7 14.3 2.69 -5.6 4009
AIG AMERICAN IN AIG US 06/18/11 C32 13.7 36.5 1.55 -12.9 1353
GET GAYLORD ENT GET US 05/21/11 P30 13.7 50.1 0.25 -44.4 311
TSL TRINA SOLAR TSL US 05/21/11 C28 13.7 48.8 1.21 11.0 640
SLV ISHARES SIL SLV US 05/21/11 P45 13.7 49.7 1.95 -1.0 9936
APKT ACME PACKET APKT US 05/21/11 C70 13.6 73.5 11.13 17.2 237
SLV ISHARES SIL SLV US 05/21/11 C47 13.6 49.4 1.90 18.0 17828
SLV ISHARES SIL SLV US 06/18/11 C38 13.5 49.7 8.30 3.8 295
SLW SILVER WHEA SLW US 05/21/11 C40 13.5 57.1 2.88 -23.2 873
SLW SILVER WHEA SLW US 05/21/11 C42 13.5 56.8 2.09 -17.4 3423
SLW SILVER WHEA SLW US 05/21/11 C41 13.4 57.0 2.57 -17.4 504
ZAGG ZAGG INC ZAGG US 05/21/11 C9 13.4 72.4 0.57 62.9 442
SLV ISHARES SIL SLV US 05/21/11 P41 13.4 51.4 0.69 6.2 3275
PCP PRECISION C PCP US 05/21/11 C155 13.3 23.8 1.20 -29.4 467
SLV ISHARES SIL SLV US 05/21/11 P40 13.2 52.4 0.50 4.2 10662
VLTR VOLTERRA SE VLTR US 05/21/11 P25 13.2 55.8 1.35 12.5 260
XL XL GROUP PL XL US 05/21/11 P21 13.2 54.0 0.30 30.4 244
AKAM AKAMAI TECH AKAM US 05/21/11 C42 13.2 52.0 1.48 18.4 1460
AKAM AKAMAI TECH AKAM US 05/21/11 C41 13.1 51.8 1.86 16.2 842
ABX BARRICK GOL ABX US 05/21/11 C52.5 13.1 30.5 1.79 -52.3 3011
AIG AMERICAN IN AIG US 05/21/11 C32 13.1 38.0 1.03 -27.5 335
EEM ISHARES-EMG EEM US 05/21/11 C52 13.1 18.6 0.25 -19.4 468
OPEN OPENTABLE I OPEN US 05/21/11 P105 13.1 69.0 3.70 8.8 257
SLV ISHARES SIL SLV US 05/21/11 P43 13.1 50.0 1.20 3.5 9714
RYL RYLAND GROU RYL US 05/21/11 C18 13.1 41.3 0.50 28.2 600
SLV ISHARES SIL SLV US 05/21/11 P44 13.1 49.8 1.53 -0.7 5350
SLV ISHARES SIL SLV US 07/16/11 C35 13.1 48.6 11.05 0.5 408
SLV ISHARES SIL SLV US 05/21/11 C43 13.1 48.8 4.00 9.6 4276
SLV ISHARES SIL SLV US 05/21/11 C44 13.1 48.8 3.40 13.3 5648
SLV ISHARES SIL SLV US 06/18/11 C42 13.1 46.7 4.85 -4.0 729
SPY SPDR S&P 50 SPY US 05/21/11 C133 13.0 13.5 2.04 -6.0 9378
AA ALCOA INC AA US 05/21/11 P17 13.0 27.2 0.62 24.0 1007
UAL UNITED CONT UAL US 05/21/11 P19 13.0 49.5 0.22 -31.2 226
F FORD MOTOR F US 05/21/11 C13 12.9 43.5 2.55 3.2 303
XOM EXXON MOBIL XOM US 05/21/11 C87.5 12.9 16.6 0.78 -6.0 2707
ING ING GROEP-A ING US 05/21/11 C13 12.9 32.1 0.35 16.7 651
SPY SPDR S&P 50 SPY US 05/21/11 C138 12.9 10.7 0.21 -12.5 947
SLV ISHARES SIL SLV US 05/21/11 P39 12.8 53.7 0.37 8.8 20171
AKAM AKAMAI TECH AKAM US 05/21/11 P39 12.8 51.3 1.50 -2.0 422
SLW SILVER WHEA SLW US 05/21/11 P42 12.8 56.1 2.96 34.5 759
YHOO YAHOO! INC YHOO US 05/21/11 C16 12.8 33.7 1.35 25.0 1409
DIA SPDR DJIA T DIA US 05/21/11 P121 12.8 15.2 0.73 19.7 331
FCX FREEPORT-MC FCX US 08/20/11 P35 12.8 50.0 0.27 -15.6 500
NVDA NVIDIA CORP NVDA US 05/21/11 P19 12.8 49.6 0.98 -17.6 676
APKT ACME PACKET APKT US 05/21/11 C75 12.8 69.2 7.70 22.2 1015
SLV ISHARES SIL SLV US 06/18/11 C37 12.7 49.9 9.00 4.0 280
SPY SPDR S&P 50 SPY US 06/18/11 P136 12.6 14.8 4.60 6.2 2062
SLW SILVER WHEA SLW US 05/21/11 P41 12.6 56.2 2.32 34.1 734
SPY SPDR S&P 50 SPY US 05/21/11 P124 12.6 20.3 0.27 3.9 914
XLB SPDR-MATERI XLB US 05/21/11 C41 12.6 18.4 0.37 -27.4 264
PCX PATRIOT COA PCX US 05/21/11 C27 12.6 43.6 0.68 -9.3 1889
ABX BARRICK GOL ABX US 05/21/11 P55 12.5 30.3 3.20 137.0 1500
SLV ISHARES SIL SLV US 06/18/11 C39 12.5 48.7 7.05 -1.4 205
CDE COEUR D'ALE CDE US 05/21/11 C30 12.4 62.6 2.33 -24.6 233
AKAM AKAMAI TECH AKAM US 05/21/11 C38 12.4 51.7 3.47 8.4 1539
COF CAPITAL ONE COF US 05/21/11 P50 12.4 26.5 0.24 -25.0 314
IWM ISHARES-RUS IWM US 05/21/11 C85 12.3 16.6 0.95 -18.1 1429
ZSL PRSH-ULTSH ZSL US 05/21/11 C15 12.3 100.6 1.35 3.9 630
TSL TRINA SOLAR TSL US 05/21/11 P27 12.2 49.4 1.08 0.0 771
GFRE GULF RESOUR GFRE US 05/21/11 P2.5 12.2 258.9 0.25 25.0 276
CDE COEUR D'ALE CDE US 05/21/11 C32 12.2 60.9 1.35 -30.8 531
XOM EXXON MOBIL XOM US 06/18/11 C90 12.1 16.5 0.66 6.5 6203
SLW SILVER WHEA SLW US 05/21/11 P40 12.1 56.6 1.85 38.1 853
YHOO YAHOO! INC YHOO US 05/21/11 P17 12.0 33.0 0.52 -18.8 349
UDN POWERSHARES UDN US 05/21/11 C28 12.0 12.4 0.90 0.0 251
SPY SPDR S&P 50 SPY US 05/21/11 C135 12.0 12.1 1.00 -9.1 7633
ESRX EXPRESS SCR ESRX US 05/21/11 P52.5 11.9 31.7 0.75 56.2 784
UAL UNITED CONT UAL US 05/21/11 P20 11.9 47.9 0.44 -32.3 202
EEM ISHARES-EMG EEM US 05/21/11 C50 11.9 20.5 0.93 -19.1 476
XOM EXXON MOBIL XOM US 05/21/11 P87.5 11.9 16.8 2.74 14.2 311
AKAM AKAMAI TECH AKAM US 05/21/11 C40 11.9 51.6 2.34 13.0 1613
AKAM AKAMAI TECH AKAM US 05/21/11 P40 11.9 51.1 2.02 -1.0 371
CRUS CIRRUS LOGI CRUS US 05/21/11 P16 11.9 63.9 1.10 22.2 707
QQQ POWERSH-QQQ QQQ US 05/21/11 P61 11.9 12.9 2.77 0.7 976
SPY SPDR S&P 50 SPY US 06/18/11 P135 11.8 15.1 4.03 6.9 2306
PCX PATRIOT COA PCX US 05/21/11 C26 11.8 45.2 1.15 -3.4 353
SIRI SIRIUS XM R SIRI US 06/18/11 C2 11.8 43.9 0.10 0.0 723
NVDA NVIDIA CORP NVDA US 05/21/11 C19 11.8 49.7 1.00 40.9 4571
MKSI MKS INSTRUM MKSI US 05/21/11 C30 11.8 39.4 0.75 15.4 855
DIA SPDR DJIA T DIA US 05/21/11 P119 11.7 16.7 0.44 7.3 3068
ZSL PRSH-ULTSH ZSL US 01/21/12 C15 11.7 81.6 3.80 0.0 335
SSRI SILVER STAN SSRI US 05/21/11 P36 11.6 47.7 2.75 19.6 200
VOD VODAFONE GR VOD US 07/16/11 C28 11.6 23.3 1.15 15.0 203
SINA SINA CORP SINA US 05/21/11 P115 11.5 73.0 2.45 -14.6 315
NVS NOVARTIS AG NVS US 06/18/11 P55 11.5 19.6 1.00 42.9 364
AKAM AKAMAI TECH AKAM US 05/21/11 P37 11.5 51.4 0.82 -1.2 399
SLV ISHARES SIL SLV US 06/18/11 C43 11.5 46.0 4.75 9.4 791
PCX PATRIOT COA PCX US 05/21/11 P27 11.4 43.8 1.94 12.1 254
SLV ISHARES SIL SLV US 06/18/11 C40 11.4 47.3 6.65 3.1 733
SLV ISHARES SIL SLV US 06/18/11 P40 11.4 48.8 1.11 14.4 2516
SLV ISHARES SIL SLV US 06/18/11 C45 11.4 45.7 3.60 10.8 4745
LUV SOUTHWEST A LUV US 05/21/11 C11 11.4 27.1 0.65 30.0 364
SLV ISHARES SIL SLV US 06/18/11 C41 11.4 46.9 5.90 4.4 323
EGO ELDORADO GO EGO US 05/21/11 C18 11.4 38.7 0.55 -21.4 2866
SPY SPDR S&P 50 SPY US 05/21/11 C136 11.3 11.5 0.61 -12.9 1636
SINA SINA CORP SINA US 05/21/11 P120 11.3 73.6 3.30 -25.0 336
EXPD EXPEDITORS EXPD US 05/21/11 C55 11.3 27.7 0.75 -16.7 452
SLV ISHARES SIL SLV US 05/21/11 P47 11.3 49.8 3.15 0.0 5342
XLE SPDR-ENERGY XLE US 05/21/11 C81 11.3 18.5 0.58 -22.7 407
SIVR ETFS PHYS S SIVR US 05/21/11 P43 11.2 50.1 1.78 87.4 562
NTRI NUTRISYSTEM NTRI US 05/21/11 P14 11.2 60.9 1.00 28.2 221
YHOO YAHOO! INC YHOO US 05/21/11 P16 11.2 32.6 0.17 -22.7 550
STI SUNTRUST BA STI US 05/21/11 P27 11.1 28.9 0.51 -33.8 302
SLW SILVER WHEA SLW US 05/21/11 P39 11.1 56.4 1.46 41.8 1168
S SPRINT NEXT S US 05/21/11 C5 11.1 45.8 0.13 0.0 1337
SLV ISHARES SIL SLV US 06/18/11 P47 11.1 46.8 4.00 1.3 1596
XL XL GROUP PL XL US 05/21/11 P22 11.1 47.5 0.45 28.6 363
GG GOLDCORP IN GG US 01/21/12 C25 11.1 48.1 29.30 -3.1 205
PFE PFIZER INC PFE US 12/17/11 C18 11.1 25.8 2.45 -2.4 226
OVTI OMNIVISION OVTI US 05/21/11 C34 11.1 48.3 1.47 48.5 252
SLV ISHARES SIL SLV US 06/18/11 P41 11.1 47.9 1.36 12.4 9471
JDSU JDS UNIPHAS JDSU US 05/21/11 P19 11.1 64.9 1.00 21.9 522
MMM 3M CO MMM US 05/21/11 C97.5 11.1 19.2 0.48 -7.7 2327
SLV ISHARES SIL SLV US 06/18/11 P38 11.0 50.7 0.73 15.9 443
SPPI SPECTRUM PH SPPI US 05/21/11 P9 11.0 99.3 0.80 0.0 267
SINA SINA CORP SINA US 05/21/11 P110 11.0 72.6 1.35 -22.9 389
SLV ISHARES SIL SLV US 06/18/11 P35 11.0 54.5 0.37 23.3 1127
SPY SPDR S&P 50 SPY US 05/21/11 C137 11.0 11.0 0.36 -12.2 634
XOM EXXON MOBIL XOM US 05/21/11 C85 11.0 17.1 1.90 -12.0 758
SLV ISHARES SIL SLV US 06/18/11 C44 10.9 45.9 3.96 5.6 2115
LEN LENNAR CORP LEN US 05/21/11 C20 10.9 28.9 0.23 27.8 455
EBAY EBAY INC EBAY US 05/21/11 C33 10.9 35.5 1.14 56.2 1339
CCJ CAMECO CORP CCJ US 05/21/11 C30 10.9 35.0 0.65 0.0 670
JDSU JDS UNIPHAS JDSU US 05/21/11 C18 10.9 67.3 2.42 -4.7 1156
SLV ISHARES SIL SLV US 06/18/11 P44 10.9 46.7 2.38 5.3 1549
IWM ISHARES-RUS IWM US 06/18/11 C80 10.8 22.6 5.17 -6.0 245
GLD SPDR GOLD T GLD US 05/21/11 C144 10.8 15.4 4.05 2.5 813
EBAY EBAY INC EBAY US 05/21/11 C34 10.8 34.8 0.70 79.5 322
SPPI SPECTRUM PH SPPI US 05/21/11 P7 10.8 114.0 0.25 66.7 280
MTW MANITOWOC C MTW US 05/21/11 P22 10.8 49.2 0.92 15.0 238
SLV ISHARES SIL SLV US 06/18/11 P43 10.8 46.9 1.97 7.1 1208
AGQ PRSH-ULT SI AGQ US 01/21/12 C200 10.8 82.6 167.90 7.6 329
ARMH ARM HOLDING ARMH US 05/21/11 C32 10.8 45.2 1.02 2.0 499
IWM ISHARES-RUS IWM US 06/18/11 C81 10.8 22.0 4.50 -8.2 351
SLV ISHARES SIL SLV US 06/18/11 P45 10.8 46.5 2.78 2.2 2959
SLV ISHARES SIL SLV US 05/21/11 P36 10.8 57.9 0.14 -6.7 2037
MAS MASCO CORP MAS US 05/21/11 P13 10.7 40.9 0.40 14.3 200
SLV ISHARES SIL SLV US 06/18/11 P42 10.7 47.5 1.60 6.0 1587
STX SEAGATE TEC STX US 05/21/11 P11 10.7 84.0 0.01 -50.0 201
SLV ISHARES SIL SLV US 06/18/11 P36 10.7 52.9 0.45 21.6 1031
AGQ PRSH-ULT SI AGQ US 05/21/11 P220 10.7 95.2 1.88 108.9 285
ESRX EXPRESS SCR ESRX US 05/21/11 P50 10.7 35.6 0.37 68.2 355
QQQ POWERSH-QQQ QQQ US 06/18/11 P60 10.7 15.9 2.43 1.2 689
SLV ISHARES SIL SLV US 05/21/11 P35 10.7 60.5 0.12 0.0 1839
EBAY EBAY INC EBAY US 05/21/11 P32 10.7 36.4 0.90 -25.0 245
JDSU JDS UNIPHAS JDSU US 05/21/11 C20 10.7 64.4 1.22 -8.3 674
GLD SPDR GOLD T GLD US 05/21/11 C146 10.6 15.5 2.82 4.4 2574
SLV ISHARES SIL SLV US 06/18/11 P39 10.6 49.6 0.85 7.6 1347
SLV ISHARES SIL SLV US 05/21/11 P37 10.6 55.5 0.19 5.6 40951
SLV ISHARES SIL SLV US 05/21/11 C36 10.6 55.4 9.70 1.1 488
HMY HARMONY GOL HMY US 05/21/11 P16 10.6 45.2 1.09 9.0 335
NEM NEWMONT MIN NEM US 05/21/11 C60 10.5 30.1 1.05 -29.5 402
SLV ISHARES SIL SLV US 06/18/11 P31 10.5 60.2 0.15 36.4 211
JDSU JDS UNIPHAS JDSU US 05/21/11 C19 10.5 65.5 1.68 -9.7 384
SLV ISHARES SIL SLV US 05/21/11 C35 10.5 53.2 10.25 -3.3 687
SLW SILVER WHEA SLW US 05/21/11 P38 10.5 56.5 1.06 43.2 736
BAC BANK OF AME BAC US 05/21/11 P11 10.5 33.8 0.04 -20.0 9323
SLV ISHARES SIL SLV US 06/18/11 P37 10.5 51.8 0.61 24.5 731
CAT CATERPILLAR CAT US 05/21/11 C110 10.4 27.7 2.44 -12.5 2040
PG PROCTER & G PG US 05/21/11 C65 10.4 14.9 0.17 -26.1 2412
FTR FRONTIER CO FTR US 05/21/11 P8 10.4 23.8 0.20 33.3 1025
JKS JINKOSOLAR- JKS US 05/21/11 C25 10.4 65.2 1.35 -12.9 399
SRE SEMPRA ENER SRE US 05/21/11 C55 10.4 14.4 0.30 20.0 208
GLD SPDR GOLD T GLD US 05/21/11 C149 10.4 15.8 1.52 7.0 1031
SLV ISHARES SIL SLV US 06/18/11 P46 10.4 46.2 3.35 1.5 979
YOKU YOUKU.COM I YOKU US 05/21/11 C65 10.4 66.0 5.20 57.6 442
HAL HALLIBURTON HAL US 05/21/11 C50 10.4 34.1 1.90 -4.0 847
SPY SPDR S&P 50 SPY US 06/18/11 P134 10.4 15.4 3.49 5.1 1474
AKAM AKAMAI TECH AKAM US 05/21/11 P35 10.3 52.4 0.41 -4.7 369
GLD SPDR GOLD T GLD US 05/21/11 C151 10.3 16.2 0.95 3.3 653
URI UNITED RENT URI US 06/18/11 P28 10.3 45.2 1.45 16.0 364
BP BP PLC-ADR BP US 05/21/11 C44 10.3 26.3 2.21 -6.0 317
LLNW LIMELIGHT N LLNW US 06/18/11 C6 10.3 70.3 1.15 21.1 200
ABX BARRICK GOL ABX US 06/18/11 C55 10.2 30.1 1.39 -47.7 857
SINA SINA CORP SINA US 05/21/11 P130 10.2 73.6 6.80 -20.9 548
UPS UNITED PARC UPS US 05/21/11 P70 10.2 21.2 0.61 17.3 539
XL XL GROUP PL XL US 05/21/11 P24 10.2 37.5 0.99 22.2 527
EBAY EBAY INC EBAY US 05/21/11 P28 10.2 44.0 0.16 -27.3 2011
MSFT MICROSOFT C MSFT US 05/21/11 C21 10.2 41.8 4.40 0.0 225
GLD SPDR GOLD T GLD US 05/21/11 C148 10.1 15.6 1.88 5.0 1395
INTC INTEL CORP INTC US 05/21/11 P22 10.1 18.8 0.65 -27.0 1446
EXPE EXPEDIA INC EXPE US 05/21/11 C25 10.1 31.7 0.53 32.5 641
GLD SPDR GOLD T GLD US 05/21/11 C150 10.1 15.9 1.22 9.9 2172
VALE VALE SA-SP VALE US 05/21/11 C29 10.1 28.7 4.35 1.2 1000
CRUS CIRRUS LOGI CRUS US 05/21/11 P15 10.1 65.8 0.65 30.0 2463
IWM ISHARES-RUS IWM US 05/21/11 C88 10.1 14.7 0.18 -21.7 1135
NUE NUCOR CORP NUE US 05/21/11 C47 10.1 23.3 0.38 -47.2 347
GLD SPDR GOLD T GLD US 05/21/11 C147 10.0 15.5 2.26 3.2 1501
QCOM QUALCOMM IN QCOM US 05/21/11 C55 10.0 24.7 2.68 2.3 1532
FCX FREEPORT-MC FCX US 05/21/11 P57 10.0 32.9 3.56 13.0 444
SLV ISHARES SIL SLV US 06/18/11 C46 10.0 45.4 3.15 15.0 3397
SLW SILVER WHEA SLW US 05/21/11 P37 10.0 56.9 0.83 50.9 255
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
PNX PHOENIX COS PNX US 07/16/11 C2.5 -59.7 61.4 0.25 -16.7 200
BPOP POPULAR INC BPOP US 01/21/12 C2 -54.4 53.2 1.33 -8.3 700
LWSN LAWSON SOFT LWSN US 05/21/11 P12.5 -45.2 18.3 0.20 -79.0 325
LWSN LAWSON SOFT LWSN US 11/19/11 C12.5 -39.2 16.5 0.50 -50.0 381
LWSN LAWSON SOFT LWSN US 08/20/11 C12.5 -32.5 19.8 0.55 -15.4 355
LWSN LAWSON SOFT LWSN US 06/18/11 P12.5 -30.8 23.2 0.39 0.0 919
SYNA SYNAPTICS I SYNA US 05/21/11 P25 -26.6 36.2 0.15 -70.0 420
AVNR AVANIR PHAR AVNR US 05/21/11 C4 -26.1 47.2 0.40 0.0 2702
PLCM POLYCOM INC PLCM US 05/21/11 P55 -25.7 34.7 1.00 -85.3 671
PLCM POLYCOM INC PLCM US 05/21/11 P52.5 -24.9 36.1 0.40 -86.2 426
PLCM POLYCOM INC PLCM US 05/21/11 P50 -24.7 38.8 0.20 -90.0 279
LWSN LAWSON SOFT LWSN US 06/18/11 C12.5 -24.6 21.6 0.40 -20.0 3238
KMB KIMBERLY-CL KMB US 05/21/11 P62.5 -23.7 14.2 0.45 80.0 344
PLCM POLYCOM INC PLCM US 05/21/11 C55 -23.2 35.9 3.80 153.3 513
PLCM POLYCOM INC PLCM US 05/21/11 C47.5 -22.2 39.7 11.13 106.1 204
PLCM POLYCOM INC PLCM US 05/21/11 C52.5 -22.1 37.7 6.20 143.1 318
PLCM POLYCOM INC PLCM US 05/21/11 C50 -21.8 39.6 8.20 100.0 229
CBE COOPER INDS CBE US 05/21/11 C65 -21.1 29.1 2.00 -44.4 213
KMB KIMBERLY-CL KMB US 05/21/11 C65 -20.6 12.8 0.40 -76.5 995
KMB KIMBERLY-CL KMB US 05/21/11 P65 -20.4 12.3 1.55 93.8 429
MELA MELA SCIENC MELA US 05/21/11 C4 -20.2 61.0 0.25 25.0 827
PCYC PHARMACYCLI PCYC US 05/21/11 P6 -19.2 41.4 0.25 -16.7 200
CYMI CYMER INC CYMI US 05/21/11 C50 -18.5 40.0 1.85 -56.0 201
AMD ADV MICRO D AMD US 05/21/11 C8 -17.9 37.8 0.59 -31.4 4100
GFRE GULF RESOUR GFRE US 05/21/11 C2.5 -17.8 133.2 1.70 -5.6 243
SIRI SIRIUS XM R SIRI US 01/21/12 C1 -17.3 40.7 0.92 -3.2 621
JCI JOHNSON CON JCI US 05/21/11 P39 -15.3 25.1 1.00 47.1 395
AF ASTORIA FIN AF US 07/16/11 C15 -15.0 23.4 0.35 -50.0 386
JCI JOHNSON CON JCI US 05/21/11 P38 -14.8 26.5 0.70 55.6 273
SNDK SANDISK COR SNDK US 05/21/11 C50 -14.2 36.5 2.20 15.8 3742
AMRN AMARIN CORP AMRN US 06/18/11 C10 -13.3 70.1 6.50 -7.7 592
YOKU YOUKU.COM I YOKU US 05/21/11 C30 -13.2 140.7 36.00 0.8 361
SNDK SANDISK COR SNDK US 05/21/11 C52.5 -13.1 36.7 1.16 9.4 11127
SNDK SANDISK COR SNDK US 05/21/11 C49 -13.0 36.5 2.78 18.8 1323
SPY SPDR S&P 50 SPY US 05/21/11 P138 -12.8 9.9 4.88 8.4 1187
INFA INFORMATICA INFA US 06/18/11 C52.5 -12.7 32.9 3.10 -5.2 1680
SPY SPDR S&P 50 SPY US 05/21/11 P139 -12.7 10.3 5.76 7.5 341
INFA INFORMATICA INFA US 06/18/11 C47.5 -12.7 34.5 6.50 -3.0 2601
SLT STERLITE IN SLT US 06/18/11 C15 -12.6 29.0 1.65 73.7 667
SNDK SANDISK COR SNDK US 05/21/11 C47 -12.6 36.9 4.05 17.4 280
KMB KIMBERLY-CL KMB US 07/16/11 P57.5 -12.5 16.6 0.30 50.0 404
SNDK SANDISK COR SNDK US 05/21/11 P52.5 -12.5 35.9 3.10 -31.1 319
KMB KIMBERLY-CL KMB US 07/16/11 P62.5 -12.5 13.6 1.30 85.7 748
SNDK SANDISK COR SNDK US 05/21/11 C48 -12.4 36.6 3.42 22.1 856
SOHU SOHU.COM IN SOHU US 05/21/11 P105 -12.2 50.2 4.80 -58.6 333
SORL SORL AUTO P SORL US 06/18/11 P5 -12.2 61.0 0.30 0.0 515
SNDK SANDISK COR SNDK US 05/21/11 C46 -12.0 37.2 4.95 21.3 237
PLCM POLYCOM INC PLCM US 06/18/11 C55 -11.8 33.9 5.40 206.8 281
SNDK SANDISK COR SNDK US 05/21/11 P48 -11.5 36.4 0.93 -48.0 1127
GLBC GLOBAL CROS GLBC US 05/21/11 C25 -11.4 29.8 0.50 -33.3 250
IWM ISHARES-RUS IWM US 05/21/11 P86 -11.3 16.2 2.76 12.2 877
SYNA SYNAPTICS I SYNA US 06/18/11 P29 -11.2 34.3 2.00 -23.4 274
JCI JOHNSON CON JCI US 05/21/11 P41 -11.2 24.4 2.00 35.1 375
MCP MOLYCORP IN MCP US 06/18/11 C55 -11.1 60.4 16.20 4.8 409
SNDK SANDISK COR SNDK US 05/21/11 P47 -11.0 36.5 0.60 -55.9 2250
LZ LUBRIZOL CO LZ US 12/17/11 C135 -10.9 1.5 0.30 -33.3 314
CYOU CHANGYOU.CO CYOU US 05/21/11 C42 -10.8 52.8 2.60 44.4 250
KMB KIMBERLY-CL KMB US 07/16/11 C65 -10.8 13.0 0.80 -62.8 1880
ELX EMULEX CORP ELX US 07/16/11 C10 -10.6 30.8 0.70 7.7 3362
SOHU SOHU.COM IN SOHU US 05/21/11 C110 -10.2 49.9 4.30 160.6 1092
SNDK SANDISK COR SNDK US 05/21/11 P46 -10.1 36.8 0.44 -56.0 518
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net
-0- Apr/25/2011 15:30 GMT