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
=============================================================================
GE     GENERAL ELE  GE US 01/19/13 C17.5      97.0  28.7   4.80   -3.4   3056
CAG    CONAGRA FOO  CAG US 10/20/12 P27       90.3  14.8   0.30    0.0    250
UUP    POWERSHARES  UUP US 10/20/12 C20       31.2  15.0   1.79    4.7    387
VGK    VANGUARD MS  VGK US 12/22/12 C46       30.8  12.3   2.20    0.0    300
NLY    ANNALY CAPI  NLY US 04/20/13 C17       29.6  12.5   0.51   15.9    350
GE     GENERAL ELE  GE US 01/19/13 C20        29.4  22.6   2.50   -2.7    606
CVC    CABLEVISION  CVC US 10/20/12 C16       28.9  30.9   1.00  -23.1    812
NIHD   NII HOLDING  NIHD US 10/20/12 C7       24.6  90.4   1.20  118.2   7966
NLY    ANNALY CAPI  NLY US 01/19/13 C17.5     22.9  11.6   0.18   12.5    654
CAG    CONAGRA FOO  CAG US 01/19/13 C27       20.8  14.6   0.95  375.0   1562
INXN   INTERXION H  INXN US 10/20/12 C20      20.2  42.1   1.65   -2.9   1040
GE     GENERAL ELE  GE US 01/19/13 C15        19.9  33.9   7.22   -3.4    322
GE     GENERAL ELE  GE US 01/19/13 C21        17.3  20.7   1.72   -3.4    801
SNSS   SUNESIS PHA  SNSS US 10/20/12 C5       16.7 112.3   0.95   26.7    201
GE     GENERAL ELE  GE US 01/18/14 C17        16.0  29.0   5.56   -1.6    287
NIHD   NII HOLDING  NIHD US 01/19/13 C8       14.9  81.6   1.50  100.0   1240
NIHD   NII HOLDING  NIHD US 10/20/12 C8       14.2  84.2   0.80  166.7    292
GE     GENERAL ELE  GE US 12/22/12 C22        14.1  17.9   0.89   -8.2    248
PPHM   PEREGRINE P  PPHM US 01/19/13 C5       13.2 130.6   1.40   16.7   2705
POT    POTASH CORP  POT US 10/20/12 P46       13.1  28.5   2.67  -13.9    372
MNST   MONSTER BEV  MNST US 10/20/12 P45      13.1  51.0   0.25    8.7    495
POT    POTASH CORP  POT US 10/20/12 C46       12.1  28.4   0.67   81.1   6254
POT    POTASH CORP  POT US 10/20/12 P45       12.1  28.2   1.89  -19.2    312
IACI   IAC/INTERAC  IACI US 10/20/12 C55      11.4  24.1   0.75   50.0    498
GIS    GENERAL MIL  GIS US 10/20/12 C39       11.2  13.9   1.64   28.1    633
APC    ANADARKO PE  APC US 01/18/14 P32.5     11.2  48.8   0.92  -34.3    500
POT    POTASH CORP  POT US 10/20/12 C45       10.8  28.1   1.02   59.4   1143
POT    POTASH CORP  POT US 10/20/12 C44       10.8  28.2   1.42   46.4   3265
CAG    CONAGRA FOO  CAG US 12/22/12 C27       10.1  13.7   0.75  400.0    662

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
UNG    US NAT GAS   UNG US 01/19/13 C20      -77.6  42.5   1.43   -2.0    227
BBBY   BED BATH &B  BBBY US 10/20/12 C65     -37.9  25.3   1.21  -77.8    788
BBBY   BED BATH &B  BBBY US 10/20/12 P65     -37.8  25.2   2.63   62.4   1514
BBBY   BED BATH &B  BBBY US 10/20/12 C62.5   -37.6  26.4   2.44  -67.2    785
BBBY   BED BATH &B  BBBY US 10/20/12 P62.5   -37.3  26.4   1.40   40.0    918
BBBY   BED BATH &B  BBBY US 10/20/12 P60     -37.0  27.3   0.61    8.9   1518
KMX    CARMAX INC   KMX US 10/20/12 P31      -33.0  27.5   1.43   31.2    297
KMX    CARMAX INC   KMX US 10/20/12 C31      -31.1  28.3   0.70  -65.5    340
KMX    CARMAX INC   KMX US 10/20/12 P30      -30.9  29.9   0.90   16.9    232
CAG    CONAGRA FOO  CAG US 10/20/12 C28      -29.9  14.6   0.18    0.0   1395
ADBE   ADOBE SYS I  ADBE US 10/20/12 C34     -28.4  25.7   0.77  -23.0    644
CQP    CHENIERE EN  CQP US 10/20/12 C25      -28.3  25.5   0.50  -72.4    333
CQP    CHENIERE EN  CQP US 10/20/12 P24      -28.1  26.0   0.50  100.0    288
ADBE   ADOBE SYS I  ADBE US 10/20/12 C33     -28.0  26.6   1.41   -3.4    522
ADBE   ADOBE SYS I  ADBE US 10/20/12 C35     -27.9  25.6   0.48  -21.3   1455
ADBE   ADOBE SYS I  ADBE US 10/20/12 P34     -27.8  25.9   1.10  -42.1    256
ADBE   ADOBE SYS I  ADBE US 10/20/12 P33     -27.3  26.8   0.66  -51.5   1197
WES    WESTERN GAS  WES US 10/20/12 C50      -27.0  11.7   1.40   40.0    200
DLR    DIGITAL REA  DLR US 10/20/12 P65      -25.6  28.3   0.55   37.5    270
BBBY   BED BATH &B  BBBY US 11/17/12 C65     -24.3  25.9   2.00  -66.1    619
BBBY   BED BATH &B  BBBY US 11/17/12 P60     -24.2  27.9   1.26   41.6    207
FCH    FELCOR LODG  FCH US 12/22/12 C5       -23.8  36.1   0.50   -2.0    540
BBBY   BED BATH &B  BBBY US 11/17/12 P65     -23.7  25.9   3.40   70.8    592
CLSN   CELSION COR  CLSN US 10/20/12 C5      -20.4  82.2   0.80  -11.1   1977
CLSN   CELSION COR  CLSN US 10/20/12 C5.5    -20.2  82.0   0.55  -15.4    310
NSC    NORFOLK SOU  NSC US 10/20/12 P60      -19.8  30.1   0.30  500.0   2142
ADBE   ADOBE SYS I  ADBE US 10/20/12 P30     -19.7  32.0   0.12  -69.2    223
HAR    HARMAN INTL  HAR US 10/20/12 P45      -19.5  30.7   0.55  -50.0    516
UUP    POWERSHARES  UUP US 12/22/12 C20      -17.4   7.1   1.84    4.0    231
CIM    CHIMERA INV  CIM US 12/22/12 C2.5     -17.4  28.0   0.30   50.0    269
ADBE   ADOBE SYS I  ADBE US 10/20/12 P29     -16.7  33.6   0.08  -63.6    326
RPRX   REPROS THER  RPRX US 11/17/12 C15     -15.5  59.9   1.60  -13.5   1445
QCOR   QUESTCOR PH  QCOR US 10/20/12 P29     -14.6 125.8   3.90  -36.1    257
GTAT   GT ADVANCED  GTAT US 10/20/12 C5      -14.4  70.8   1.70  -12.8   1452
HAR    HARMAN INTL  HAR US 10/20/12 P47.5    -14.1  28.9   1.20  -14.3    598
CAG    CONAGRA FOO  CAG US 12/22/12 C28      -13.8  13.0   0.33  560.0    531
GE     GENERAL ELE  GE US 10/20/12 C21       -13.7  21.1   1.33   -9.5    513
SDS    PRO ULTSHRT  SDS US 10/20/12 C12      -13.5  23.9   1.37    7.0    611
BBBY   BED BATH &B  BBBY US 01/19/13 P57.5   -13.5  31.2   1.84   30.5    914
BBBY   BED BATH &B  BBBY US 01/19/13 C62.5   -13.3  29.0   5.25  -42.3    671
BBBY   BED BATH &B  BBBY US 01/19/13 P55     -13.2  32.6   1.33   26.7    268
BBBY   BED BATH &B  BBBY US 01/19/13 P60     -13.1  30.2   2.66   46.1    412
JEF    JEFFERIES G  JEF US 10/20/12 C15      -13.1  33.8   0.36  -66.0    222
PLCM   POLYCOM INC  PLCM US 10/20/12 C10     -13.1  68.8   1.71  -18.6    411
MRX    MEDICIS PHA  MRX US 04/20/13 C38      -13.0  15.3   5.70   -2.6    700
QCOR   QUESTCOR PH  QCOR US 10/20/12 P26     -13.0 130.2   3.00  -25.0   1101
UUP    POWERSHARES  UUP US 10/20/12 C21      -12.9   8.3   0.84   20.0    440
BBBY   BED BATH &B  BBBY US 01/19/13 P65     -12.8  28.2   4.60   37.3    290
BBBY   BED BATH &B  BBBY US 01/19/13 P62.5   -12.7  29.2   3.80   47.3    248
CP     CANADIAN PA  CP US 10/20/12 C85       -12.7  19.2   0.95  -47.2   2459
GE     GENERAL ELE  GE US 10/20/12 P22       -12.6  18.0   0.35    6.1   1013
SVNT   SAVIENT PHA  SVNT US 10/20/12 P2      -12.4 101.6   0.23  -14.8    332
BBBY   BED BATH &B  BBBY US 01/19/13 C65     -12.1  28.4   3.70  -47.9    282
QCOR   QUESTCOR PH  QCOR US 10/20/12 P30     -11.9 127.1   4.90  -26.5    401
ERY    DIR ENERGY   ERY US 10/20/12 P7       -11.8  49.5   0.22  -26.7    228
QCOR   QUESTCOR PH  QCOR US 10/20/12 P20     -10.9 141.2   1.00  -44.4    520
GBX    GREENBRIER   GBX US 12/22/12 C10      -10.7  63.0   7.80   -3.7    300
AMZN   AMAZON.COM   AMZN US 10/20/12 C200    -10.7  45.2  60.86   -1.7    200
CAG    CONAGRA FOO  CAG US 10/20/12 C27      -10.7  15.3   0.70  600.0    221
QCOR   QUESTCOR PH  QCOR US 10/20/12 C29     -10.6 132.5   4.30   38.7    543
EEM    ISHARES-EMG  EEM US 10/20/12 P35.5    -10.5  30.2   0.05    0.0    800
QCOR   QUESTCOR PH  QCOR US 10/20/12 P25     -10.2 133.2   2.50  -34.2    373
AMRN   AMARIN CORP  AMRN US 12/22/12 P6      -10.1 101.3   0.10  -71.4    500

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

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