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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 3:00 p.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 500 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
=============================================================================
LXK    LEXMARK INT  LXK US 09/22/12 C16      380.9  90.2   6.30   26.0   3235
TPCG   TPC GROUP I  TPCG US 09/22/12 C40     150.3  11.3   1.20  242.9   1132
LO     LORILLARD I  LO US 09/22/12 C125       65.8  21.4   1.40  -62.7    812
LXK    LEXMARK INT  LXK US 09/22/12 C18       65.6  65.0   4.30  138.9   3850
LXK    LEXMARK INT  LXK US 09/22/12 C17       60.5  85.4   5.30   74.3   2380
PPO    POLYPORE IN  PPO US 09/22/12 P32.5     38.8  63.8   2.85  171.4    533
PPO    POLYPORE IN  PPO US 09/22/12 P30       31.3  64.4   1.40  250.0    764
YELP   YELP INC     YELP US 09/22/12 P19      30.6 133.4   3.00    7.1   1108
LXK    LEXMARK INT  LXK US 10/20/12 C17       29.9  53.9   5.30   51.4    781
DDD    3D SYSTEMS   DDD US 09/22/12 P40       25.7  58.5   1.15  -30.7    980
YELP   YELP INC     YELP US 09/22/12 P18      25.6 129.7   2.30    4.5   1095
VMC    VULCAN MATE  VMC US 09/22/12 C41       24.2  36.8   1.25   38.9    640
LXK    LEXMARK INT  LXK US 09/22/12 P20       24.0  47.5   0.40  -73.3   1646
YELP   YELP INC     YELP US 10/20/12 P17      23.7 115.4   2.45    0.0    504
YELP   YELP INC     YELP US 09/22/12 P17      22.3 124.0   1.70    9.7   1353
NTE    NAM TAI ELE  NTE US 09/22/12 P7.5      22.2  78.7   0.10  -50.0    634
ABX    BARRICK GOL  ABX US 09/22/12 C34       22.1  33.8   3.85    1.3   4850
SHAW   SHAW GROUP   SHAW US 09/22/12 P39      20.0  31.6   0.30   20.0    560
CFN    CAREFUSION   CFN US 09/22/12 C27       19.0  23.6   0.35   16.7   1663
SHAW   SHAW GROUP   SHAW US 10/20/12 P39      19.0  31.2   0.80    0.0    763
JOSB   JOS A BANK   JOSB US 09/22/12 P40      18.9  63.3   1.90  -12.4   1389
LO     LORILLARD I  LO US 09/22/12 C120       18.8  33.7  10.00   21.2   1448
CNP    CENTERPOINT  CNP US 11/17/12 C20       17.6  20.7   1.15   35.3   5941
NKE    NIKE INC -C  NKE US 09/22/12 P90       17.6  25.7   0.22  -40.5    801
BBY    BEST BUY CO  BBY US 09/22/12 P18       17.5  58.1   1.18    9.3   2365
BBY    BEST BUY CO  BBY US 09/22/12 C18       17.4  58.4   0.97   29.3   2213
HNZ    HJ HEINZ CO  HNZ US 09/22/12 C55       17.0  20.0   3.10   67.6   1278
SHAW   SHAW GROUP   SHAW US 10/20/12 P36      16.7  36.4   0.35   40.0    510
BBY    BEST BUY CO  BBY US 09/22/12 C17       16.5  56.0   1.44   11.6    605
SPY    SPDR S&P 50  SPY US 09/22/12 C139      15.8  14.7   3.70    2.8    852
YELP   YELP INC     YELP US 09/22/12 P16      15.3 120.6   1.20    9.1    660
NKE    NIKE INC -C  NKE US 09/22/12 C97.5     15.1  19.9   2.70  128.8    765
MO     ALTRIA GROU  MO US 10/20/12 C32        15.0  19.3   2.48    8.3    760
AGQ    PRSH-ULT SI  AGQ US 09/22/12 P37       14.7  73.0   0.30    0.0   2096
NKE    NIKE INC -C  NKE US 09/22/12 C100      14.6  18.9   1.32  214.3    718
BBY    BEST BUY CO  BBY US 09/22/12 P17       14.2  55.2   0.67   15.5   3185
AINV   APOLLO INV   AINV US 03/16/13 C8       14.0  26.8   0.50   25.0    503
CAG    CONAGRA FOO  CAG US 09/22/12 P25       13.8  16.4   0.35    0.0    898
LXK    LEXMARK INT  LXK US 10/20/12 C22       13.6  42.0   1.25  400.0    584
EBIX   EBIX INC     EBIX US 03/16/13 P16      13.3  54.8   0.75    0.0    574
EBIX   EBIX INC     EBIX US 03/16/13 P22      12.8  47.2   2.30    0.0    656
ERY    DIR ENERGY   ERY US 10/20/12 C8        12.6  64.0   0.98    8.9  48909
TNGO   TANGOE INC/  TNGO US 09/22/12 P17.5    12.4  62.6   0.95  216.7    511
YELP   YELP INC     YELP US 10/20/12 P14      12.1 111.9   1.01   -3.8    514
URBN   URBAN OUTFI  URBN US 09/22/12 C31      12.1  38.7   6.10    1.7    510
CCL    CARNIVAL CO  CCL US 09/22/12 P33       12.0  29.8   0.33  -40.0    815
MW     MEN'S WEARH  MW US 09/22/12 C32        12.0  54.3   1.20   33.3    530
RCL    ROYAL CARIB  RCL US 09/22/12 P25       12.0  32.4   0.23  -43.9   2102
DTG    DOLLAR THRI  DTG US 10/20/12 C87.5     11.7   1.9   0.15   50.0    581
SHAW   SHAW GROUP   SHAW US 10/20/12 P37      11.7  35.2   0.45   28.6    620
OSG    OVERSEAS SH  OSG US 09/22/12 C6        11.6 109.8   0.85   -5.6   2502
SPY    SPDR S&P 50  SPY US 09/22/12 C138      11.3  15.8   4.50    4.7    997
FSLR   FIRST SOLAR  FSLR US 09/22/12 P26      11.2  83.8   2.29   -4.2    646
CPB    CAMPBELL SO  CPB US 09/22/12 P35       11.0  17.3   0.45    0.0   1115
LXK    LEXMARK INT  LXK US 09/22/12 P22       11.0  43.0   1.05  -63.2    950
DTG    DOLLAR THRI  DTG US 10/20/12 C85       10.7   7.0   2.35    4.4    598
KO     COCA-COLA C  KO US 09/22/12 P36.25     10.5  17.1   0.17   54.5    598
SUN    SUNOCO INC   SUN US 10/20/12 C49       10.4  13.9   0.30   20.0    922
ERY    DIR ENERGY   ERY US 09/22/12 C8        10.2  57.3   0.70    7.7    908
BAS    BASIC ENERY  BAS US 10/20/12 P10       10.1  70.6   0.55   22.2   3436
ABX    BARRICK GOL  ABX US 09/22/12 C32       10.0  46.1   5.85   -1.7   5366

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLF    SPDR-FINL S  XLF US 03/16/13 P9       -61.3  44.8   0.08  -20.0    500
SVNT   SAVIENT PHA  SVNT US 01/19/13 C0.5    -59.5  80.7   0.85    4.9   3209
SVNT   SAVIENT PHA  SVNT US 01/19/13 C1      -55.7  40.5   0.35    6.1    531
SAFM   SANDERSON F  SAFM US 09/22/12 C40     -43.8  25.9   4.08  101.0   1120
SVNT   SAVIENT PHA  SVNT US 09/22/12 C1      -42.9  71.1   0.35   16.7   3578
CALL   MAGICJACK V  CALL US 03/16/13 C17.5   -39.0  47.5   6.90   15.0    800
PWRD   PERFECT WOR  PWRD US 09/22/12 P10     -32.3  45.6   0.30  -40.0    635
STSI   STAR SCIENT  STSI US 09/22/12 C3.5    -32.0  55.3   0.50   11.1    518
YELP   YELP INC     YELP US 09/22/12 C19     -31.3  71.7   1.00  -33.3    961
SIRI   SIRIUS XM R  SIRI US 01/18/14 C1      -28.9  42.2   1.50    0.7    700
CYB    WISDOMTR CH  CYB US 04/20/13 P25      -27.5   4.3   0.25  -44.4    999
MVIS   MICROVISION  MVIS US 11/17/12 C2.5    -27.1  62.4   0.35   40.0    567
CLSN   CELSION COR  CLSN US 09/22/12 C5      -27.1  56.7   0.25  -28.6    597
PWRD   PERFECT WOR  PWRD US 09/22/12 C10     -25.9  47.1   0.75  -25.0    586
PVH    PVH CORP     PVH US 09/22/12 C95      -25.1  29.4   2.05   56.5    534
STSI   STAR SCIENT  STSI US 01/19/13 C3      -25.0  64.8   1.20    9.1   1006
PVH    PVH CORP     PVH US 09/22/12 C92.5    -23.2  30.2   3.40   68.3   2292
PVH    PVH CORP     PVH US 09/22/12 C85      -20.7  33.3   8.90   56.1    555
GRPN   GROUPON INC  GRPN US 10/20/12 C3      -20.2  71.0   1.45    0.0    600
NAVB   NAVIDEA BIO  NAVB US 10/20/12 C3      -19.5 113.3   1.10    1.9    775
EZCH   EZCHIP SEMI  EZCH US 09/22/12 C35     -18.7  41.5   1.80   80.0    803
FSLR   FIRST SOLAR  FSLR US 09/22/12 C10     -17.3 164.0  15.80    0.3   3000
CVLT   COMMVAULT S  CVLT US 09/22/12 C50     -14.9  40.6   3.20   24.0    660
SIRI   SIRIUS XM R  SIRI US 01/18/14 C2.5    -14.8  38.3   0.49    6.5    519
KCG    KNIGHT CAPI  KCG US 10/20/12 P2.5     -14.2  46.5   0.10    0.0   2629
LGF    LIONS GATE   LGF US 09/22/12 C14      -13.7  28.1   0.50   -9.1   1766
SIRI   SIRIUS XM R  SIRI US 01/18/14 C2      -13.6  40.8   0.76    5.6   1009
RDN    RADIAN GROU  RDN US 09/22/12 C3.5     -13.6  53.1   0.15    0.0    770
KCG    KNIGHT CAPI  KCG US 01/19/13 P2.5     -13.5  53.6   0.25  -16.7   3906
XLI    SPDR-INDU S  XLI US 09/22/12 P32      -13.3  27.2   0.03  -25.0    807
TWX    TIME WARNER  TWX US 01/19/13 C25      -12.2  53.4  16.45   40.0   2160
ZNGA   ZYNGA INC-   ZNGA US 09/22/12 P3      -12.1  55.3   0.14  -17.6   1329
CIM    CHIMERA INV  CIM US 12/22/12 C2.5     -11.3  28.9   0.10    0.0   1000
QIHU   QIHOO 360 T  QIHU US 09/22/12 C22.5   -10.6  67.9   1.15  -42.5    503
BIOS   BIOSCRIP IN  BIOS US 09/22/12 C7.5    -10.2  31.4   0.60  200.0   1538
XLF    SPDR-FINL S  XLF US 09/22/12 P13      -10.2  31.3   0.02    0.0   3978

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

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