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
=============================================================================
AGNC   AMERICAN CA  AGNC US 10/20/12 C36     149.2  14.2   0.20  -50.0    758
QCOR   QUESTCOR PH  QCOR US 10/20/12 P20     145.4 341.1   1.10 1000.0    661
QCOR   QUESTCOR PH  QCOR US 10/20/12 P25      50.0 236.7   2.45    0.0   2884
QCOR   QUESTCOR PH  QCOR US 10/20/12 P29      40.9 145.1   3.70 3263.6    554
QCOR   QUESTCOR PH  QCOR US 01/19/13 C30      39.0  94.6   6.50  -70.8    745
QCOR   QUESTCOR PH  QCOR US 01/19/13 C31      35.0  90.8   6.29    0.0    588
SNV    SYNOVUS FIN  SNV US 11/17/12 C2.5      33.0  44.1   0.15   50.0    510
SSRI   SILVER STAN  SSRI US 10/20/12 C13      31.9  62.0   3.60   24.1    500
ITW    ILLINOIS TO  ITW US 10/20/12 C55       23.2  27.9   6.40    6.7    630
ASTX   ASTEX PHARM  ASTX US 01/19/13 C3       21.0  74.1   0.70    0.0    643
QCOR   QUESTCOR PH  QCOR US 01/19/13 P25      20.0 112.7   3.50  629.2   3134
HEK    HECKMANN CO  HEK US 10/20/12 P4        19.2  72.3   0.10    0.0   3000
VIAB   VIACOM INC-  VIAB US 10/20/12 P50      18.6  24.9   0.30  -40.0    533
SCHW   SCHWAB (CHA  SCHW US 10/20/12 C14      18.4  29.7   0.30  -14.3    655
GE     GENERAL ELE  GE US 10/20/12 C19        17.3  47.6   3.50    9.4  18543
SNV    SYNOVUS FIN  SNV US 02/16/13 C2.5      16.8  48.5   0.27    8.0   5195
SPY    SPDR S&P 50  SPY US 10/20/12 C135      16.7  22.3  11.97    4.4   6064
IVR    INVESCO MOR  IVR US 10/20/12 C21       15.9  14.8   0.20    0.0    720
GDXJ   MARKET VECT  GDXJ US 10/20/12 C20      15.6  52.3   5.20    4.0    587
GE     GENERAL ELE  GE US 10/20/12 C18        15.5  59.0   4.45    9.9   3697
QCOR   QUESTCOR PH  QCOR US 10/20/12 P30      14.4 111.4   4.70 4600.0   4029
PPHM   PEREGRINE P  PPHM US 10/20/12 C5       14.2 126.1   0.65   62.5    524
ARNA   ARENA PHARM  ARNA US 10/20/12 P7       13.5  76.7   0.07   16.7   1545
QCOR   QUESTCOR PH  QCOR US 10/20/12 P31      13.0 109.8   4.90 9700.0    669
URBN   URBAN OUTFI  URBN US 10/20/12 P38      13.0  33.7   0.95   25.0    914
GE     GENERAL ELE  GE US 11/17/12 C19        12.8  34.1   3.45   11.7   4600
XLB    SPDR-MATERI  XLB US 10/20/12 C38       12.8  17.6   0.64   16.4    787
VIAB   VIACOM INC-  VIAB US 10/20/12 C55      12.6  19.5   0.75  316.7    516
ACHN   ACHILLION P  ACHN US 12/22/12 C7.5     12.6  99.6   2.80   49.7    708
QCOR   QUESTCOR PH  QCOR US 10/20/12 C32      12.5 109.2   4.00  -76.5    940
STSI   STAR SCIENT  STSI US 10/20/12 P3.5     12.0  90.6   0.20  -33.3   1060
RSH    RADIOSHACK   RSH US 10/20/12 P2        11.9 133.9   0.09  -10.0    657
MTU    MITSUBISHI   MTU US 11/17/12 C5        11.8  29.4   0.25   66.7    507
QCOR   QUESTCOR PH  QCOR US 10/20/12 C30      11.6 118.0   5.20  -70.8   1577
RENN   RENREN INC-  RENN US 10/20/12 C4       11.4  49.0   0.40  100.0    683
URBN   URBAN OUTFI  URBN US 10/20/12 C40      11.2  31.5   1.05   16.7    783
GE     GENERAL ELE  GE US 11/17/12 C18        11.1  42.4   4.45    3.2   1300
NSM    NATIONSTAR   NSM US 10/20/12 C30       10.9  47.5   1.60   60.0    630
GDX    MKT VECT-GO  GDX US 03/16/13 P43       10.9  34.7   1.02  -12.1   1000
QCOR   QUESTCOR PH  QCOR US 10/20/12 C31      10.9 111.9   4.68  -50.2    652
AVP    AVON PRODUC  AVP US 10/20/12 P16       10.8  41.2   0.75   19.1   1480
URBN   URBAN OUTFI  URBN US 10/20/12 P39      10.6  32.1   1.30    4.0    995
LCC    US AIRWAYS   LCC US 10/20/12 P9        10.5  76.9   0.24  -14.3    506
URBN   URBAN OUTFI  URBN US 10/20/12 P37      10.3  34.0   0.55    0.0   1659
DRYS   DRYSHIPS IN  DRYS US 10/20/12 C2.5     10.3  61.7   0.26   36.8   1701

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
GE     GENERAL ELE  GE US 10/20/12 C21       -56.0   9.4   1.49   21.1   4706
AGNC   AMERICAN CA  AGNC US 10/20/12 P36     -55.5  14.0   1.30   18.2    873
GE     GENERAL ELE  GE US 10/20/12 C20       -41.7  18.8   2.48   13.2  49308
AGNC   AMERICAN CA  AGNC US 10/20/12 P34     -32.9  17.7   0.30   20.0   2005
TWO    TWO HARBORS  TWO US 12/22/12 C10      -31.1  27.6   1.90    8.6   2383
AGNC   AMERICAN CA  AGNC US 10/20/12 P33     -25.2  20.3   0.16   23.1   1033
NOV    NATL OILWEL  NOV US 11/17/12 P55      -22.9  51.5   0.11  -78.0    500
AGNC   AMERICAN CA  AGNC US 12/22/12 P34     -19.3  14.5   1.08   11.3    596
QCOR   QUESTCOR PH  QCOR US 10/20/12 P28     -18.1 111.2   3.50  900.0    818
NLY    ANNALY CAPI  NLY US 04/20/13 C17      -18.0  10.9   0.44   -2.2    558
AZO    AUTOZONE IN  AZO US 10/20/12 P360     -15.8  22.0   5.40  -57.3    577
AZO    AUTOZONE IN  AZO US 10/20/12 P310     -15.7  32.7   0.40  -73.3    877
STSI   STAR SCIENT  STSI US 11/17/12 C4      -15.7  78.1   0.55    0.0    701
AZO    AUTOZONE IN  AZO US 10/20/12 C370     -14.4  21.2   8.30   36.7   1094
STSI   STAR SCIENT  STSI US 02/16/13 C3.5    -14.1  70.9   0.90    5.9   1100
KMB    KIMBERLY-CL  KMB US 10/20/12 C87.5    -13.7  10.7   0.15   50.0    541
GIS    GENERAL MIL  GIS US 10/20/12 C39      -13.3  12.0   1.20   71.4    679
HK     HALCON RESO  HK US 10/20/12 C6        -13.2  84.3   1.60   -3.0   2020
GIS    GENERAL MIL  GIS US 10/20/12 C40      -13.1  11.0   0.46   91.7   2456
NLY    ANNALY CAPI  NLY US 01/19/13 C17.5    -12.8   9.9   0.18    5.9   1479
NOV    NATL OILWEL  NOV US 11/17/12 P60      -12.4  45.9   0.22   29.4    502
NGD    NEW GOLD IN  NGD US 10/20/12 C10      -12.1  46.7   2.56    4.5   3000
JCP    J.C. PENNEY  JCP US 10/20/12 P30      -11.9  51.4   2.23   -7.5    566
NAVB   NAVIDEA BIO  NAVB US 10/20/12 P3      -11.4  75.9   0.25   25.0    544
YHOO   YAHOO! INC   YHOO US 10/20/12 P16     -11.3  22.6   0.45  -16.7   2164
JCP    J.C. PENNEY  JCP US 10/20/12 C30      -11.0  51.1   1.49   -1.3    833
JCP    J.C. PENNEY  JCP US 10/20/12 C29      -10.6  51.8   1.97   -1.5   1506
JCP    J.C. PENNEY  JCP US 10/20/12 P29      -10.6  51.6   1.47  -22.6   1837
JCP    J.C. PENNEY  JCP US 10/20/12 P28      -10.5  51.6   1.06  -26.4   1721
SPY    SPDR S&P 50  SPY US 10/20/12 C141     -10.4  13.6   6.15    8.7   4591
HCA    HCA HOLDING  HCA US 10/20/12 C32      -10.2  29.3   1.55   34.8   1021

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

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