Ticker	Volume	Price	Price Delta
DJIA	15,387.60	+52.30	0.34%
S&P 500	1,669.16	+2.87	0.17%
Nasdaq	3,502.12	+5.69	0.16%

Ticker	Volume	Price	Price Delta
STOXX 50	2,821.65	-2.85	-0.10%
FTSE 100	6,803.87	+48.24	0.71%
DAX	8,472.20	+16.37	0.19%

Ticker	Volume	Price	Price Delta
Nikkei	15,560.00	+178.93	1.16%
Hang Seng	23,366.40	-126.66	-0.54%
S&P/ASX 200	5,157.50	-22.56	-0.44%

BREAKING NEWS

BOJ Affirms Easing Plan After Biggest Jump in Yields in 5 Years

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

By Bloomberg News - 2012-09-13T19:00:28Z

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
=============================================================================
TWO    TWO HARBORS  TWO US 12/22/12 C10       44.5  44.6   2.00   14.3    959
CVI    CVR ENERGY   CVI US 10/20/12 C30       43.3  41.6   4.55    5.8   1500
VWO    VANGUARD MS  VWO US 11/17/12 C42       28.1  22.1   1.55   47.6   1799
WLL    WHITING PET  WLL US 10/20/12 C50       25.7  46.3   3.90   81.4    531
KGC    KINROSS GOL  KGC US 10/20/12 C8        20.3  53.8   1.89   12.5   5314
FST    FOREST OIL   FST US 10/20/12 C9        19.9  77.8   0.70  100.0   5435
DIS    WALT DISNEY  DIS US 10/20/12 C42       18.8  32.0  10.50    8.4   1143
CALL   MAGICJACK V  CALL US 12/22/12 P25      16.1  79.4   4.80   11.6   1032
MRK    MERCK & CO   MRK US 10/20/12 C43       14.6  15.1   1.82   18.2    537
GLD    SPDR GOLD T  GLD US 09/28/12 C157      14.2  23.0  13.95   29.2    787
NEM    NEWMONT MIN  NEM US 10/20/12 P46       14.1  36.2   0.13  -53.6   1000
GE     GENERAL ELE  GE US 10/20/12 C20        14.0  24.2   2.04    9.1    560
STZ    CONSTELLATI  STZ US 10/20/12 P25       12.7  57.1   0.15   15.4    500
ORLY   O'REILLY AU  ORLY US 10/20/12 P75      12.2  33.4   0.90  157.1   1913
OCR    OMNICARE IN  OCR US 12/22/12 C32       11.8  38.7   4.30   22.9    512
FAZ    DIR FIN BEA  FAZ US 10/20/12 C15       11.4  42.9   1.92  -35.8    519
ORLY   O'REILLY AU  ORLY US 10/20/12 C85      11.2  28.8   1.65  -46.8   1401
NEM    NEWMONT MIN  NEM US 10/20/12 C52.5     11.1  30.0   3.72  105.5   4053
SPY    SPDR S&P 50  SPY US 09/28/12 P124      10.9  34.4   0.03  -25.0    885
NLY    ANNALY CAPI  NLY US 04/20/13 C17       10.9  14.6   0.67  -11.8    740
PHH    PHH CORP     PHH US 10/20/12 C20       10.9  39.9   0.63    0.0    980
NEM    NEWMONT MIN  NEM US 10/20/12 P52.5     10.8  29.8   0.92  -48.9   1237
NEM    NEWMONT MIN  NEM US 10/20/12 C50       10.8  31.3   6.00   81.8    631
XLU    SPDR-UTIL S  XLU US 10/20/12 P37       10.6   9.9   0.88  -26.7    580
XLF    SPDR-FINL S  XLF US 10/20/12 P16       10.5  17.9   0.34  -37.0   5247
DIA    SPDR DJIA T  DIA US 09/28/12 P135      10.2  11.9   1.19  -51.4    997
ACTG   ACACIA RESE  ACTG US 11/17/12 C30      10.2  60.9   2.30   76.9    611
RENN   RENREN INC-  RENN US 01/19/13 C4       10.0  60.8   0.45   50.0   1011

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
DELL   DELL INC     DELL US 01/18/14 C5      -64.6  18.8   5.55   -0.9   2000
ETH    ETHAN ALLEN  ETH US 11/17/12 P25      -31.3  37.7   2.40    0.0   1070
ANH    ANWORTH MOR  ANH US 04/20/13 C7       -25.0   9.7   0.10    0.0    705
CX     CEMEX SAB-S  CX4 US 01/19/13 C6.93    -20.8  39.3   1.63   -1.2   1566
HZNP   HORIZON PHA  HZNP US 10/20/12 C4.5    -19.6  38.5   0.20    0.0   1630
MDY    SPDR S&P MI  MDY US 03/16/13 P182     -16.5  16.9  10.50    0.0    500
MRK    MERCK & CO   MRK US 01/19/13 C30      -16.0  37.1  14.70    1.0   1740
MRK    MERCK & CO   MRK US 10/20/12 P43      -15.9  14.7   0.28  -31.7    663
PPHM   PEREGRINE P  PPHM US 10/20/12 C4      -14.5 104.0   0.45  -35.7   1407
MVG    MAG SILVER   MVG US 11/17/12 C10      -14.3  48.1   1.95   -9.3    655
GE     GENERAL ELE  GE US 12/22/12 C19       -14.2  19.9   3.10    6.9    881
AGNC   AMERICAN CA  AGNC US 10/20/12 C37     -14.1  11.6   0.07  133.3    539
CORN   TEUCRIUM CO  CORN US 11/17/12 P45     -13.6  23.5   0.40  -33.3   1457
IWM    ISHARES-RUS  IWM US 11/17/12 C77      -12.9  21.6   7.89    2.5    500
XLF    SPDR-FINL S  XLF US 10/20/12 P14      -12.8  23.9   0.02  -60.0   5282
IWM    ISHARES-RUS  IWM US 11/17/12 P55      -12.2  39.8   0.02  -33.3    570
VMED   VIRGIN MEDI  VMED US 12/22/12 P30     -11.8  22.2   1.40    0.0    999
AEO    AMER EAGLE   AEO US 11/17/12 C22      -11.5  29.4   2.16    2.9    500
IWM    ISHARES-RUS  IWM US 11/17/12 C78      -11.2  21.4   7.97   16.4    510
AGNC   AMERICAN CA  AGNC US 12/22/12 C37     -11.0  11.5   0.23    0.0   1006
ZNGA   ZYNGA INC-   ZNGA US 10/20/12 C3      -10.8  58.7   0.21  -27.6   3097
AWAY   HOMEAWAY IN  AWAY US 10/20/12 C25     -10.8  35.6   0.70  -17.6    580
SPY    SPDR S&P 50  SPY US 09/28/12 C151     -10.5  11.9   0.13  116.7    547
XLF    SPDR-FINL S  XLF US 10/20/12 P13      -10.1  32.3   0.01    0.0   1486
EQIX   EQUINIX INC  EQIX US 10/20/12 C210    -10.1  34.0   6.08  204.0    653

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

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

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