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
=============================================================================
EA     ELECTRONIC   EA US 09/22/12 C14        61.4  55.1   1.05  303.9   3282
EA     ELECTRONIC   EA US 09/22/12 C13        52.8  53.7   1.62  153.1    609
EA     ELECTRONIC   EA US 09/22/12 P13        51.8  53.4   0.41  -25.4   1497
TWX    TIME WARNER  TWX US 09/22/12 C38       39.3  24.1   4.70   -2.1    393
EA     ELECTRONIC   EA US 09/22/12 P11        35.8  56.5   0.06  -25.0    809
KITD   KIT DIGITAL  KITD US 10/20/12 C2.5     32.9  49.7   0.40  -20.0    200
CSCO   CISCO SYSTE  CSCO US 10/20/12 C13      32.2  43.4   5.60   27.3    600
AIG    AMERICAN IN  AIG US 01/19/13 C20       24.3  48.8  14.80    4.6    611
EA     ELECTRONIC   EA US 12/22/12 P14        23.5  50.6   1.46  -23.6   1376
CSTR   COINSTAR IN  CSTR US 09/22/12 P55      23.0  48.8   4.50  -39.1    275
CSTR   COINSTAR IN  CSTR US 09/22/12 C55      22.6  46.4   2.20  400.0   1073
EA     ELECTRONIC   EA US 01/19/13 P14        22.2  50.2   1.66  -34.9   2832
BKS    BARNES & NO  BKS US 09/22/12 P11       22.2 106.5   1.00   66.7   2192
CSTR   COINSTAR IN  CSTR US 09/22/12 C52.5    22.1  45.7   3.30  288.2   1131
CSTR   COINSTAR IN  CSTR US 09/22/12 C50      21.3  46.8   4.50  164.7    337
CSTR   COINSTAR IN  CSTR US 09/22/12 P52.5    20.8  48.7   3.10  -41.5    258
MDCO   MEDICINES C  MDCO US 10/20/12 P24      19.3  47.5   1.50   30.4    206
IDIX   IDENIX PHAR  IDIX US 09/22/12 C6       19.2  89.4   0.49    0.0   1200
CSTR   COINSTAR IN  CSTR US 09/22/12 P50      18.4  47.7   1.87  -46.6   1495
QQQ    POWERSH-QQQ  QQQ US 09/22/12 P70       17.6  13.1   2.80  -11.1    235
CSTR   COINSTAR IN  CSTR US 09/22/12 P47.5    17.1  47.5   1.10  -48.8    754
SIRI   SIRIUS XM R  SIRI US 01/19/13 C2       17.1  28.2   0.60    7.1    583
SIRI   SIRIUS XM R  SIRI US 09/22/12 C2       16.9  57.2   0.57    5.6    413
CSTR   COINSTAR IN  CSTR US 10/20/12 P52.5    16.3  47.6   4.12  -34.4    590
CSTR   COINSTAR IN  CSTR US 10/20/12 C55      14.9  44.3   3.00  185.7    708
CSTR   COINSTAR IN  CSTR US 10/20/12 P47.5    14.5  48.7   2.07  -35.3    563
SVU    SUPERVALU I  SVU US 10/20/12 C1.5      14.5 108.9   0.95    0.0    300
CSTR   COINSTAR IN  CSTR US 09/22/12 P45      14.4  47.7   0.55  -55.3    382
CSTR   COINSTAR IN  CSTR US 10/20/12 C47.5    14.4  47.1   7.00   89.2    275
CSTR   COINSTAR IN  CSTR US 10/20/12 C52.5    14.3  44.5   4.00  142.4    774
NVS    NOVARTIS AG  NVS US 09/22/12 C60       14.2  14.5   1.34   34.0    382
NVS    NOVARTIS AG  NVS US 09/22/12 P57.5     13.7  16.3   0.25  -10.7   1032
NUS    NU SKIN ENT  NUS US 09/22/12 P25       13.7 113.0   0.40  100.0    406
CSTR   COINSTAR IN  CSTR US 09/22/12 P42.5    13.6  49.6   0.30  -53.9    866
EA     ELECTRONIC   EA US 12/22/12 P10        13.4  53.3   0.22  -26.7    355
EA     ELECTRONIC   EA US 01/19/13 P10        13.0  53.1   0.33  -17.5    760
NVS    NOVARTIS AG  NVS US 09/22/12 P60       12.0  14.8   0.84  -18.4   1064
S      SPRINT NEXT  S US 09/22/12 C4          11.9  61.1   1.25  -10.1    259
QQQ    POWERSH-QQQ  QQQ US 09/28/12 P70       11.8  13.8   2.94  -12.2    202
QQQ    POWERSH-QQQ  QQQ US 09/22/12 P69       11.8  13.6   2.06  -14.2    317
EA     ELECTRONIC   EA US 12/22/12 C10        10.7  52.9   4.40  120.0    210
ABX    BARRICK GOL  ABX US 09/22/12 P30       10.7  34.9   0.08  -46.7   1210
MSFT   MICROSOFT C  MSFT US 09/22/12 P28      10.6  22.6   0.09  -25.0    402
BRCD   BROCADE COM  BRCD US 09/22/12 C5       10.3  48.7   0.57   21.3    266
RRC    RANGE RESOU  RRC US 09/22/12 P62.5     10.3  43.1   1.25  -13.8    507
BX     BLACKSTONE   BX US 09/22/12 C14        10.2  24.4   0.27   22.7   8052
FXY    CRYSHS-JAPA  FXY US 09/22/12 C125      10.1   7.4   0.70  -16.7    502

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AGNC   AMERICAN CA  AGNC US 09/22/12 P33     -95.6   0.4   0.82   54.7    427
MSTR   MICROSTRATE  MSTR US 09/22/12 C110    -41.0  26.8  17.00   71.9    305
NTAP   NETAPP INC   NTAP US 09/22/12 C32     -33.8  35.4   1.57  -22.3   1604
NTAP   NETAPP INC   NTAP US 09/22/12 C33     -32.5  35.1   1.08  -32.1    654
NTAP   NETAPP INC   NTAP US 09/22/12 C31     -32.4  35.9   1.77  -29.2    654
NTAP   NETAPP INC   NTAP US 09/22/12 C30     -32.3  36.7   2.87   -8.0    834
NTAP   NETAPP INC   NTAP US 09/22/12 P33     -32.0  34.9   2.16  -21.2    321
PETM   PETSMART IN  PETM US 09/22/12 P70     -31.8  22.3   1.80  -58.7    326
NTAP   NETAPP INC   NTAP US 09/22/12 P32     -31.8  35.4   1.30  -40.4    893
NTAP   NETAPP INC   NTAP US 09/22/12 P30     -31.3  36.3   0.58  -55.0   1742
DLTR   DOLLAR TREE  DLTR US 09/22/12 P50     -30.8  25.2   2.50   11.1   1097
DLTR   DOLLAR TREE  DLTR US 09/22/12 C47.5   -30.1  27.0   2.10  -45.6    600
DLTR   DOLLAR TREE  DLTR US 09/22/12 C50     -29.9  25.5   0.90  -60.9   1298
NTAP   NETAPP INC   NTAP US 09/22/12 P29     -29.8  37.2   0.38  -60.8    827
DLTR   DOLLAR TREE  DLTR US 09/22/12 P47.5   -29.0  26.8   1.20   -7.7    855
DANG   E-COMMERCE   DANG US 09/22/12 P4      -27.5  83.3   0.10  -60.0    293
NTAP   NETAPP INC   NTAP US 09/22/12 P28     -27.5  38.9   0.23  -65.7    207
GME    GAMESTOP CO  GME US 09/22/12 P17      -27.4  42.8   0.88  -33.8   1063
DLTR   DOLLAR TREE  DLTR US 09/22/12 P45     -27.2  28.8   0.50  -25.4    280
GME    GAMESTOP CO  GME US 09/22/12 P16      -27.2  43.6   0.38  -53.1    482
PLCE   CHILDREN'S   PLCE US 09/22/12 C57.5   -26.9  27.5   1.10  100.0    314
GME    GAMESTOP CO  GME US 09/22/12 P18      -26.6  43.8   1.35  -29.7    214
CSCO   CISCO SYSTE  CSCO US 09/22/12 C19     -26.5  22.7   0.42  162.5  19956
GME    GAMESTOP CO  GME US 09/22/12 C17      -26.5  41.5   1.01  -12.2    549
DANG   E-COMMERCE   DANG US 09/22/12 P5      -25.7  81.3   0.55  -26.7    309
GME    GAMESTOP CO  GME US 09/22/12 C18      -25.5  42.0   0.68  -13.9    692
GME    GAMESTOP CO  GME US 10/20/12 C17      -25.1  39.0   1.28  -23.4   1355
CSCO   CISCO SYSTE  CSCO US 09/22/12 P19     -24.8  22.8   0.67  -62.1   5598
A      AGILENT TEC  A US 09/22/12 P32        -24.6  35.2   0.12  -25.0    253
SHLD   SEARS HOLDI  SHLD US 09/22/12 C57.5   -24.3  40.8   3.99    7.8    302
GME    GAMESTOP CO  GME US 10/20/12 C16      -24.3  40.0   1.82   -8.1   1209
SHLD   SEARS HOLDI  SHLD US 09/22/12 C55     -23.8  40.7   5.70   23.6    476
PLCE   CHILDREN'S   PLCE US 09/22/12 C52.5   -23.8  31.8   4.00   66.7    359
A      AGILENT TEC  A US 09/22/12 P33        -23.7  33.3   0.20    5.3    770
NTES   NETEASE INC  NTES US 09/22/12 P50     -23.5  42.4   2.40  100.0    342
IDIX   IDENIX PHAR  IDIX US 09/22/12 P6      -23.5  85.6   0.76    0.0   1005
A      AGILENT TEC  A US 09/22/12 P35        -23.4  30.5   0.49   63.3   1096
PLCE   CHILDREN'S   PLCE US 09/22/12 C55     -23.4  30.2   2.12   63.1    281
GME    GAMESTOP CO  GME US 10/20/12 C18      -22.5  40.1   0.91  -10.8   1776
GME    GAMESTOP CO  GME US 09/22/12 P15      -22.4  46.5   0.22  -54.2    293
FRX    FOREST LABS  FRX US 01/19/13 C25      -22.4  32.6   9.10  -14.6    400
KCG    KNIGHT CAPI  KCG US 09/22/12 P2.5     -22.3  66.4   0.10  -33.3   1229
NTES   NETEASE INC  NTES US 09/22/12 C50     -22.2  43.4   3.30  -60.0    739
CSCO   CISCO SYSTE  CSCO US 09/22/12 C18     -21.8  24.4   1.03  139.5  10257
GME    GAMESTOP CO  GME US 10/20/12 P17      -21.7  44.1   1.05  -35.2    344
MIPS   MIPS TECH I  MIPS US 09/22/12 P6      -21.6  73.3   0.50   -9.1    556
A      AGILENT TEC  A US 09/22/12 P36        -21.5  29.3   0.72   94.6    211
GME    GAMESTOP CO  GME US 10/20/12 P16      -21.5  44.2   0.71  -34.9    280
CLSN   CELSION COR  CLSN US 10/20/12 C3      -20.2  60.4   0.85   18.1    335
SINA   SINA CORP    SINA US 09/22/12 C60     -20.0  47.5   2.46  115.8   1101
MTGE   AMERICAN CA  MTGE US 09/22/12 P22.5   -19.9  13.3   0.20   33.3    205
NTES   NETEASE INC  NTES US 09/22/12 C52.5   -19.9  40.7   2.00  -68.4    233
CSCO   CISCO SYSTE  CSCO US 09/22/12 P18     -19.8  24.3   0.27  -74.3   2876
A      AGILENT TEC  A US 09/22/12 C38        -19.7  27.5   1.06  -67.4    404
PETM   PETSMART IN  PETM US 10/20/12 P70     -19.5  23.2   2.55  -44.2    240
A      AGILENT TEC  A US 09/22/12 C39        -19.3  26.6   0.70  -73.2    576
WMT    WAL-MART ST  WMT US 09/22/12 P70      -18.8  14.8   0.56   69.7   2777
WMT    WAL-MART ST  WMT US 09/22/12 C72.5    -18.8  13.5   1.01  -62.2   1805
SINA   SINA CORP    SINA US 09/22/12 P57.5   -18.6  48.4   3.36  -58.0   1021
VXX    IPATH-S&P S  VXX US 10/20/12 P8       -18.1  63.5   0.08  -20.0    300
NG     NOVAGOLD RE  NG US 09/22/12 C4        -18.1  47.5   0.90   50.0    220
PETM   PETSMART IN  PETM US 10/20/12 P65     -18.1  25.2   0.95  -60.4    258
WMT    WAL-MART ST  WMT US 09/22/12 C75      -17.9  12.8   0.25  -78.6   2580
SINA   SINA CORP    SINA US 09/22/12 P55     -17.9  49.8   2.29  -65.6    587
WMT    WAL-MART ST  WMT US 09/22/12 C70      -17.8  15.1   2.63  -44.0    919
BZH    BEAZER HOME  BZH US 09/22/12 C2.5     -17.8  57.1   0.40   14.3   1035
YOKU   YOUKU INC-A  YOKU US 09/22/12 C15     -17.4  56.0   3.90   25.8    200
MSFT   MICROSOFT C  MSFT US 09/22/12 C21     -16.5  45.7   9.65   16.3    448
SINA   SINA CORP    SINA US 09/22/12 C52.5   -16.5  51.2   6.85  104.5   1034
SINA   SINA CORP    SINA US 09/22/12 P52.5   -16.2  51.4   1.51  -68.6    712
SINA   SINA CORP    SINA US 09/22/12 C50     -16.0  52.5   8.82  100.5    893
SHLD   SEARS HOLDI  SHLD US 09/22/12 P55     -15.8  53.9   2.18  -38.4    605
CSCO   CISCO SYSTE  CSCO US 09/22/12 C17     -15.8  26.8   1.85  107.9   4395
SHLD   SEARS HOLDI  SHLD US 09/22/12 P57.5   -15.8  53.5   3.10  -43.1    295
CSCO   CISCO SYSTE  CSCO US 09/22/12 P17     -15.7  27.1   0.09  -83.3   7229
URA    GLOBAL X UR  URA US 09/22/12 C8       -15.4  25.8   0.10  -33.3    242
CLSN   CELSION COR  CLSN US 10/20/12 C4      -15.3  64.1   0.35    0.0    206
CLWR   CLEARWIRE -  CLWR US 09/22/12 C1.5    -15.2  91.3   0.30    0.0    371
QQQ    POWERSH-QQQ  QQQ US 12/22/12 C50      -14.6  27.1  17.79    2.6    392
AMAT   APPLIED MAT  AMAT US 09/22/12 P12     -14.5  23.0   0.47  -16.1    967
VQ     VENOCO INC   VQ US 09/22/12 P10       -14.4  84.1   0.65  -58.1    251
AMAT   APPLIED MAT  AMAT US 09/22/12 C12     -14.4  23.2   0.24  -14.3   1191
WMT    WAL-MART ST  WMT US 09/22/12 P67.5    -14.1  17.1   0.20   66.7   1031
SINA   SINA CORP    SINA US 09/22/12 P50     -14.0  53.4   0.96  -72.6    643
CACI   CACI INTL-A  CACI US 09/22/12 P52.5   -13.9  28.7   1.43  120.0    463
AUTH   AUTHENTEC I  AUTH US 01/19/13 P7.5    -13.3  16.8   0.15    0.0    700
CSCO   CISCO SYSTE  CSCO US 10/20/12 C19     -13.1  23.9   0.59  136.0   6105
DLTR   DOLLAR TREE  DLTR US 01/19/13 C48.75  -12.7  28.1   2.95  -42.2    398
SINA   SINA CORP    SINA US 09/22/12 C47.5   -12.3  55.4  10.65   75.5    552
SVNT   SAVIENT PHA  SVNT US 01/19/13 C1      -12.2  44.1   0.12    0.0   1481
VQ     VENOCO INC   VQ US 09/22/12 P7.5      -12.2 105.4   0.20  -60.0    231
CSCO   CISCO SYSTE  CSCO US 10/20/12 P18     -12.2  24.5   0.50  -58.7   1925
ROST   ROSS STORES  ROST US 09/22/12 C70     -11.9  22.1   1.05  -29.1    436
SHLD   SEARS HOLDI  SHLD US 09/22/12 P49     -11.8  58.6   0.67  -52.1    224
WMT    WAL-MART ST  WMT US 09/22/12 P65      -11.5  20.1   0.10   66.7    500
SINA   SINA CORP    SINA US 09/22/12 P47.5   -11.4  56.0   0.63  -74.5    405
DANG   E-COMMERCE   DANG US 12/22/12 P4      -11.2  89.0   0.50    0.0    279
WMT    WAL-MART ST  WMT US 09/22/12 P55      -11.2  34.7   0.02  100.0    237
AMAT   APPLIED MAT  AMAT US 09/22/12 P11     -11.1  27.7   0.12  -33.3   2922
GME    GAMESTOP CO  GME US 01/19/13 P17.5    -11.0  46.8   2.44   -6.5    500
CSCO   CISCO SYSTE  CSCO US 10/20/12 C18     -11.0  24.9   1.16  114.8   2679
CHL    CHINA MOBIL  CHL US 09/22/12 P55      -10.6  19.2   1.65  200.0    869
CSCO   CISCO SYSTE  CSCO US 10/20/12 P19     -10.4  23.5   0.95  -51.0    522

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

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