U.S. Stock Options With Biggest Changes in Implied Volatility

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
=============================================================================
EXPE   EXPEDIA INC  EXPE US 10/20/12 C35      50.0  81.5  22.44   -3.7    500
SEMG   SEMGROUP CO  SEMG US 10/20/12 C25      48.6  51.9   9.10   19.7    245
AAPL   APPLE INC    AAPL US 09/22/12 C445     19.1  59.8 174.00    6.8    350
AAPL   APPLE INC    AAPL US 09/22/12 C450     16.2  56.6 169.79    1.6    586
LDK    LDK SOLAR C  LDK US 12/22/12 P1        15.7 139.9   0.25    0.0    800
ENOC   ENERNOC INC  ENOC US 09/22/12 P7.5     15.0  53.4   0.15  -84.2    344
AAPL   APPLE INC    AAPL US 10/20/12 C425     14.4  51.5 194.00    1.8    441
AAPL   APPLE INC    AAPL US 09/22/12 C420     13.6  65.5 199.00   -2.3    862
VC     VISTEON COR  VC US 12/22/12 P25        13.3  69.0   0.90  -63.3    232
GT     GOODYEAR TI  GT US 09/22/12 C2         13.0 232.9   9.60    0.0    200
AAPL   APPLE INC    AAPL US 10/20/12 C420     13.0  52.2 199.00   -2.0   1015
SIRI   SIRIUS XM R  SIRI US 01/18/14 C1       12.5  42.4   1.35    2.3    401
GPOR   GULFPORT EN  GPOR US 09/22/12 P25      12.4  53.4   1.40    0.0    202
VNET   21VIANET-AD  VNET US 12/22/12 C10      12.3  78.6   2.35   17.5   1546
AAPL   APPLE INC    AAPL US 09/22/12 C440     12.3  58.0 179.00   -0.2    310
RIMM   RESEARCH IN  RIMM US 09/22/12 C7       12.2  73.1   1.12   36.6   1338
BAC    BANK OF AME  BAC US 09/22/12 P6        12.0  49.2   0.04   33.3    454
AAPL   APPLE INC    AAPL US 10/20/12 C470     11.9  38.5 150.00   -0.8    930
RIMM   RESEARCH IN  RIMM US 09/22/12 C8       11.9  72.2   0.64   56.1  17884
CLSN   CELSION COR  CLSN US 01/19/13 C2.5     11.8 102.5   1.10    4.8    260
AAPL   APPLE INC    AAPL US 09/22/12 C435     11.7  59.4 184.20   -2.5    425
MTW    MANITOWOC C  MTW US 09/22/12 C11       11.4  67.0   2.30   15.0   3728
DF     DEAN FOODS   DF US 09/22/12 C13        11.3  53.9   4.00  627.3    989
AAPL   APPLE INC    AAPL US 09/22/12 C425     11.2  62.4 194.00   29.9    595
AAPL   APPLE INC    AAPL US 10/20/12 C445     11.1  44.7 175.00   -0.8   1116
SLW    SILVER WHEA  SLW US 09/22/12 P31       10.4  38.5   1.89  -35.9    598
AAPL   APPLE INC    AAPL US 09/22/12 C495     10.3  39.7 124.00   -4.1    855
SLW    SILVER WHEA  SLW US 09/22/12 P30       10.3  39.4   1.42  -36.0    792
EXPR   EXPRESS INC  EXPR US 09/22/12 P15      10.2  57.6   0.60   -7.7    500

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
DF     DEAN FOODS   DF US 09/22/12 C17       -42.9  35.1   0.90 1700.0    467
DF     DEAN FOODS   DF US 09/22/12 P17       -37.7  35.8   0.85  -82.7    325
SVNT   SAVIENT PHA  SVNT US 01/19/13 C0.5    -33.8  60.8   0.20    0.0    265
SODA   SODASTREAM   SODA US 09/22/12 C42.5   -28.3  47.9   2.50  -26.5    214
SUN    SUNOCO INC   SUN US 09/22/12 C47      -27.9  12.3   1.05    0.0   1250
WCRX   WARNER CHIL  WCRX US 10/20/12 C16     -25.5  38.5   1.20  -35.1    641
WCRX   WARNER CHIL  WCRX US 10/20/12 P15     -25.4  42.7   0.55  -40.2   7824
KWK    QUICKSILVER  KWK US 12/22/12 C5       -23.9  54.5   0.60    0.0   4546
SODA   SODASTREAM   SODA US 10/20/12 C42.5   -23.0  47.1   3.00  -26.8    331
KCG    KNIGHT CAPI  KCG US 09/22/12 C2.5     -22.6  63.8   0.75    7.1    793
WCRX   WARNER CHIL  WCRX US 09/22/12 C16     -22.2  38.3   1.00  -52.4    365
PCLN   PRICELINE.C  PCLN US 09/22/12 P500    -22.1  36.8   5.20  372.7    221
SPPI   SPECTRUM PH  SPPI US 09/22/12 P11     -21.5  69.8   0.78   73.3    397
PCLN   PRICELINE.C  PCLN US 09/22/12 P495    -21.3  37.3   4.64  303.5    209
DF     DEAN FOODS   DF US 09/22/12 P16       -21.1  37.3   0.48  -78.2    262
PCLN   PRICELINE.C  PCLN US 09/22/12 P475    -20.4  38.7   2.80  211.1    238
PCLN   PRICELINE.C  PCLN US 10/20/12 P510    -20.1  36.2  12.00  233.3    207
CREE   CREE INC     CREE US 09/22/12 C27     -20.0  43.4   1.41  -18.0    292
SODA   SODASTREAM   SODA US 09/22/12 P32.5   -19.8  66.3   0.60  -45.5    225
PCLN   PRICELINE.C  PCLN US 09/22/12 C600    -19.4  32.2  14.50  -83.8    344
EZCH   EZCHIP SEMI  EZCH US 09/22/12 P30     -18.9  53.6   2.63  378.2    242
IQNT   NEUTRAL TAN  IQNT US 09/22/12 C12.5   -18.6  30.1   0.60  -14.3    503
RAX    RACKSPACE H  RAX US 09/22/12 C55      -18.4  37.5   2.65  103.8    286
CREE   CREE INC     CREE US 09/22/12 C25     -17.7  46.0   2.52   -8.0    317
PCLN   PRICELINE.C  PCLN US 09/22/12 C580    -17.6  32.9  23.00    0.0    356
SUN    SUNOCO INC   SUN US 09/22/12 P47      -16.9  12.5   0.67   -6.9    290
BZH    BEAZER HOME  BZH US 02/16/13 C2.5     -16.7  60.7   0.55   37.5   3194
HOS    HORNBECK OF  HOS US 12/22/12 C40      -16.7  36.6   3.90   -7.1    200
SODA   SODASTREAM   SODA US 10/20/12 P40     -16.6  59.6   3.50  -27.8    262
BZH    BEAZER HOME  BZH US 02/16/13 P2.5     -16.4  63.9   0.40  -20.0   4407
WCRX   WARNER CHIL  WCRX US 09/22/12 C14     -15.9  40.4   2.40  -35.1    288
DISH   DISH NETWOR  DISH US 09/22/12 C31     -15.6  31.0   1.00  -28.6    234
NXY    NEXEN INC    NXY US 09/22/12 C25      -15.6  13.9   1.00    5.3    385
CSC    COMPUTER SC  CSC US 09/22/12 C27.5    -15.4  31.8   2.65  341.7    293
KCG    KNIGHT CAPI  KCG US 10/20/12 C2.5     -15.2  65.5   0.80    6.7    417
TLT    ISHARES BAR  TLT US 09/22/12 P108     -14.7  21.8   0.04    0.0    259
WMT    WAL-MART ST  WMT US 09/22/12 C65      -14.6  23.9   9.55    6.1    304
DIS    WALT DISNEY  DIS US 09/22/12 C49      -13.9  18.5   2.20   11.1    361
DIS    WALT DISNEY  DIS US 09/22/12 P49      -13.7  18.7   0.68  -40.4    727
CSC    COMPUTER SC  CSC US 09/22/12 C29      -13.6  32.1   1.55  933.3    236
DF     DEAN FOODS   DF US 12/22/12 P16       -13.6  39.2   1.10   -4.3    229
PHMD   PHOTOMEDEX   PHMD US 09/22/12 P12.5   -13.5  86.3   1.10  -12.0    350
RENN   RENREN INC-  RENN US 09/22/12 C3.5    -13.2  54.6   0.50    0.0    204
RENN   RENREN INC-  RENN US 10/20/12 P4      -13.2  60.6   0.50   11.1    521
WPZ    WILLIAMS PA  WPZ US 01/19/13 P45      -13.1  24.9   1.40   21.7    570
BZH    BEAZER HOME  BZH US 01/19/13 C2.5     -13.0  62.1   0.50    0.0   2026
DIS    WALT DISNEY  DIS US 09/22/12 C48      -12.9  19.3   2.92   12.3    796
RL     RALPH LAURE  RL US 09/22/12 P125      -12.7  41.6   0.98   -6.7    699
SUNH   SUN HEALTHC  SUNH US 11/17/12 C7.5    -12.6  18.2   0.95    0.0    200
NRG    NRG ENERGY   NRG US 09/22/12 C20      -12.2  31.1   0.88   10.0    428
SHAW   SHAW GROUP   SHAW US 10/20/12 C41     -11.7  21.6   1.30    0.0   1060
DF     DEAN FOODS   DF US 09/22/12 C15       -11.3  40.4   2.20 2100.0    265
TLT    ISHARES BAR  TLT US 09/22/12 P105     -10.7  21.0   0.03    0.0    272
RAX    RACKSPACE H  RAX US 09/22/12 P47      -10.4  45.7   0.70  -70.8    201
SPPI   SPECTRUM PH  SPPI US 11/17/12 P12     -10.1  66.5   1.70   36.0    837
WFR    MEMC ELEC M  WFR US 10/20/12 P2.5     -10.1  87.6   0.35  -40.7    264

x - Ex-dividend. * - Ex-earnings.

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