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
=============================================================================
SPY    SPDR S&P 50  SPY US 12/20/14 C85      229.1  30.9  61.87    0.3    744
SPY    SPDR S&P 50  SPY US 10/20/12 C141     195.8  14.3   5.73    4.8    810
XLU    SPDR-UTIL S  XLU US 12/22/12 C35      169.3  12.1   1.40   -0.7    660
SPY    SPDR S&P 50  SPY US 10/20/12 C140     166.5  15.2   6.62   -1.2   1868
SPY    SPDR S&P 50  SPY US 10/20/12 C142     140.3  13.5   4.83    2.1   4993
QQQ    POWERSH-QQQ  QQQ US 10/20/12 C66       86.7  16.9   4.53    6.3    999
IP     INTL PAPER   IP US 01/19/13 C25        57.5  42.7  10.85    4.3   3787
SPY    SPDR S&P 50  SPY US 10/20/12 C143      56.5  12.9   4.06    4.4   2288
XLF    SPDR-FINL S  XLF US 10/20/12 C15       52.6  20.4   0.93   -1.1    535
SPY    SPDR S&P 50  SPY US 12/22/12 P147      52.5  13.4   4.81   -6.0   1337
ARQL   ARQULE INC   ARQL US 10/20/12 P5       44.9  93.0   0.45   80.0   5298
QQQ    POWERSH-QQQ  QQQ US 10/20/12 C67       39.2  15.8   3.45    3.9   1836
FTR    FRONTIER CO  FTR US 11/17/12 C5        37.0  38.6   0.30  172.7  30713
SPY    SPDR S&P 50  SPY US 10/20/12 C144      36.9  12.2   3.21    2.9   3812
SPY    SPDR S&P 50  SPY US 12/22/12 P145      36.1  14.2   3.95   -5.5   3102
DAR    DARLING INT  DAR US 10/20/12 P17.5     34.6  31.7   0.30  -75.0    782
GORO   GOLD RESOUR  GORO US 10/20/12 C17.5    32.6  62.5   4.70    0.0    753
SPY    SPDR S&P 50  SPY US 01/19/13 P146      32.3  14.6   5.19   -2.8   2534
XLP    SPDR-CONS S  XLP US 01/19/13 C35       31.9  11.5   1.54   28.3    786
FTR    FRONTIER CO  FTR US 11/17/12 C4.5      31.7  40.4   0.55   37.5    585
VPHM   VIROPHARMA   VPHM US 11/17/12 C25      31.6  59.3   6.00   62.2   1230
XLU    SPDR-UTIL S  XLU US 01/19/13 C36       28.5  10.9   0.82   -3.5    554
SPY    SPDR S&P 50  SPY US 10/20/12 C145      26.9  11.6   2.49   -0.4  34121
PG     PROCTER & G  PG US 10/20/12 C67.5      23.7  12.0   2.24    1.8    870
SPY    SPDR S&P 50  SPY US 11/17/12 C142      22.9  14.6   6.00    7.0    647
ALKS   ALKERMES PL  ALKS US 10/20/12 C20      22.9  34.9   1.10   46.7    550
SPY    SPDR S&P 50  SPY US 12/22/12 P141      22.1  15.6   2.64   -7.0    530
SPY    SPDR S&P 50  SPY US 01/19/13 P143      22.1  15.6   4.02   -5.6    565
XLP    SPDR-CONS S  XLP US 12/22/12 C36       22.1  10.3   0.84    2.4    510
XLU    SPDR-UTIL S  XLU US 12/22/12 C37       21.5   9.5   0.30  -11.8    590
ALXN   ALEXION PHA  ALXN US 10/20/12 C115     21.3  42.8   5.00   35.1    586
RSH    RADIOSHACK   RSH US 10/20/12 C3        21.0  74.0   0.18   80.0    675
BPZ    BPZ RESOURC  BPZ US 03/16/13 P3        20.4  75.1   0.55   10.0    762
FIG    FORTRESS IN  FIG US 10/20/12 C4        20.3  43.8   0.47   -6.0    500
SPY    SPDR S&P 50  SPY US 01/19/13 P142      20.3  15.9   3.70   -5.6    553
HERO   HERCULES OF  HERO US 10/20/12 P4.5     20.2  60.3   0.15  -25.0   1059
JRCC   JAMES RIVER  JRCC US 10/20/12 C3       18.8 127.4   0.40   60.0   1103
SPY    SPDR S&P 50  SPY US 01/19/13 P141      18.6  16.3   3.41   -4.8    590
XHB    SPDR S&P HO  XHB US 10/20/12 C23       18.0  30.9   3.10   15.2    519
DXCM   DEXCOM       DXCM US 10/20/12 C15      18.0  36.2   0.60  100.0   2552
XLV    SPDR-HEALTH  XLV US 12/22/12 C40       17.8  12.7   1.13   14.1    504
SPY    SPDR S&P 50  SPY US 12/31/12 P138      17.1  16.9   2.19   -4.0   1404
SPY    SPDR S&P 50  SPY US 01/19/13 P140      17.0  16.6   3.16   -5.1   4046
PHH    PHH CORP     PHH US 01/19/13 P10       16.9  84.9   0.15  -25.0   1800
SPY    SPDR S&P 50  SPY US 11/17/12 C144      16.7  13.7   4.32    2.6   1178
SPY    SPDR S&P 50  SPY US 12/22/12 P137      16.3  17.2   1.78   -8.2   3169
SPY    SPDR S&P 50  SPY US 01/19/13 P139      16.1  17.0   2.89   -5.6   3241
SPY    SPDR S&P 50  SPY US 12/22/12 P136      15.4  17.6   1.62   -8.0   1436
SPY    SPDR S&P 50  SPY US 10/20/12 C147      15.3  10.5   1.31   -4.4  43915
RSH    RADIOSHACK   RSH US 10/20/12 P2.5      15.1 104.3   0.13   -7.1    530
SPY    SPDR S&P 50  SPY US 01/19/13 P138      15.0  17.3   2.67   -5.0    949
SPY    SPDR S&P 50  SPY US 11/17/12 C145      14.7  13.3   3.64    2.8    793
SPY    SPDR S&P 50  SPY US 12/22/12 P135      14.3  17.9   1.47   -7.0   5903
SPY    SPDR S&P 50  SPY US 12/22/12 C142      14.3  15.1   6.79    3.0    803
SPY    SPDR S&P 50  SPY US 01/19/13 P137      14.0  17.7   2.47   -4.3   2166
SPY    SPDR S&P 50  SPY US 12/22/12 P134      13.9  18.4   1.33   -5.0   1011
XLE    SPDR-ENERGY  XLE US 10/20/12 C74       13.7  17.7   1.86    4.5    602
CLSN   CELSION COR  CLSN US 01/19/13 P4       13.4 148.6   1.09   21.1   1704
RIMM   RESEARCH IN  RIMM US 10/20/12 P6       13.2  96.7   0.45   73.1   4138
FTR    FRONTIER CO  FTR US 01/19/13 P4.5      12.8  37.7   0.28  -30.0    643
QQQ    POWERSH-QQQ  QQQ US 10/20/12 C69       12.5  13.5   1.79    5.3   1826
SPY    SPDR S&P 50  SPY US 10/20/12 C148      12.4  10.2   0.89   -7.3  49746
SPY    SPDR S&P 50  SPY US 01/19/13 P135      12.4  18.4   2.06   -5.1    529
EXPE   EXPEDIA INC  EXPE US 10/20/12 P55      12.2  38.4   0.88  -48.2    688
SPY    SPDR S&P 50  SPY US 12/31/12 P132      12.2  19.1   1.27   -9.3   3265
SPY    SPDR S&P 50  SPY US 12/22/12 C143      12.1  14.6   6.09    3.9    557
SPY    SPDR S&P 50  SPY US 12/22/12 P131      11.8  19.6   1.03   -4.6    620
SPY    SPDR S&P 50  SPY US 12/22/12 P130      11.6  20.0   0.92   -8.9    919
SPY    SPDR S&P 50  SPY US 11/17/12 C147      11.6  12.4   2.44    0.8   3797
RIMM   RESEARCH IN  RIMM US 11/17/12 P6       11.3  84.3   0.61   60.5   2596
RIMM   RESEARCH IN  RIMM US 10/20/12 C6       11.2  96.8   0.95  -20.8    890
SPY    SPDR S&P 50  SPY US 12/22/12 P129      11.1  20.4   0.85   -9.6   1290
LBTYA  LIBERTY GLO  LBTYA US 01/19/13 C60     11.0  21.5   2.35   51.6  25140
SSRI   SILVER STAN  SSRI US 10/20/12 C14      11.0  62.5   2.80    8.1    778
ALKS   ALKERMES PL  ALKS US 10/20/12 P20      11.0  32.2   0.60  -45.5   1641
MAS    MASCO CORP   MAS US 10/20/12 C15       11.0  39.7   1.53    9.3    621
BPZ    BPZ RESOURC  BPZ US 10/20/12 P3        10.9  78.5   0.20    0.0   3173
FNF    FIDELITY NA  FNF US 10/20/12 C20       10.8  22.2   0.85   66.7    754
INVN   INVENSENSE   INVN US 10/20/12 P12.5    10.6  60.7   0.35  -36.4   1310
QQQ    POWERSH-QQQ  QQQ US 12/22/12 P66       10.6  18.4   1.01   -2.9   1039
SPY    SPDR S&P 50  SPY US 12/22/12 C145      10.5  14.0   4.70    0.9   2124
QQQ    POWERSH-QQQ  QQQ US 12/22/12 C66       10.5  17.9   5.14    6.2    610
SPY    SPDR S&P 50  SPY US 01/19/13 P130      10.4  20.2   1.39   -6.7    588
SPY    SPDR S&P 50  SPY US 12/22/12 P128      10.3  20.8   0.77   -6.1    958
CMCSK  COMCAST COR  CMCSK US 10/20/12 C36     10.2  16.2   0.25  150.0   1100
JEF    JEFFERIES G  JEF US 10/20/12 P13       10.2  41.7   0.15    0.0   4230
EXPE   EXPEDIA INC  EXPE US 10/20/12 C55      10.2  37.7   5.26   54.7   1224
SNV    SYNOVUS FIN  SNV US 02/16/13 C2.5      10.1  52.5   0.30    0.0   1661
SPY    SPDR S&P 50  SPY US 11/17/12 C148      10.1  12.0   1.93   -1.5   3232
SPY    SPDR S&P 50  SPY US 03/16/13 P147      10.0  15.4   7.47   -2.0   1014

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SVNT   SAVIENT PHA  SVNT US 01/19/13 C1      -46.4 101.3   1.41   11.9    541
SPY    SPDR S&P 50  SPY US 10/20/12 P152     -42.7   9.6   5.86   -9.6    559
TIBX   TIBCO SOFTW  TIBX US 10/20/12 C31     -42.1  30.3   0.65  -50.0   1340
RPTP   RAPTOR PHAR  RPTP US 10/20/12 C5      -37.6  44.6   0.60  -14.3   1035
XLU    SPDR-UTIL S  XLU US 10/20/12 P36      -36.2   9.2   0.35  -10.3   3548
SPY    SPDR S&P 50  SPY US 10/20/12 P150     -35.4   9.6   4.20   -9.3   1212
CTAS   CINTAS CORP  CTAS US 10/20/12 P40     -34.1  18.8   0.50  -33.3    723
ORCL   ORACLE CORP  ORCL US 10/20/12 C33     -32.2  17.4   0.44  -26.7   6927
ORCL   ORACLE CORP  ORCL US 10/20/12 P33     -31.3  17.8   0.89  -36.9   4054
ORCL   ORACLE CORP  ORCL US 10/20/12 C32     -31.1  18.9   1.02   -5.6   3200
ORCL   ORACLE CORP  ORCL US 10/20/12 P34     -31.1  17.5   1.60  -17.5    555
SPY    SPDR S&P 50  SPY US 10/20/12 P149     -30.9   9.9   3.45   -4.7   1196
ORCL   ORACLE CORP  ORCL US 10/20/12 C34     -30.8  17.2   0.16  -46.7   3288
ORCL   ORACLE CORP  ORCL US 10/20/12 P32     -30.4  19.0   0.42  -53.3   8250
ORCL   ORACLE CORP  ORCL US 10/20/12 P31     -29.3  20.4   0.20  -63.0   1253
ORCL   ORACLE CORP  ORCL US 10/20/12 C31     -28.8  20.2   1.76    0.6    532
TIBX   TIBCO SOFTW  TIBX US 10/20/12 P30     -28.3  30.6   0.90  -45.5   1282
XLI    SPDR-INDU S  XLI US 10/20/12 P38      -28.1  13.3   1.11   -5.9    921
TIBX   TIBCO SOFTW  TIBX US 10/20/12 P31     -27.1  29.7   1.40  -34.9   1920
SPY    SPDR S&P 50  SPY US 10/20/12 P148     -26.9  10.2   2.73   -9.0   2549
KBH    KB HOME      KBH US 10/20/12 C12      -26.2  48.5   3.25  100.6   5554
ORCL   ORACLE CORP  ORCL US 10/20/12 P30     -25.1  23.2   0.09  -71.9   6531
QQQ    POWERSH-QQQ  QQQ US 10/20/12 P73      -25.1  11.4   2.89   -7.4   5832
DRI    DARDEN REST  DRI US 10/20/12 C55      -24.8  19.7   2.20   69.2    850
KBH    KB HOME      KBH US 10/20/12 P15      -21.0  53.6   0.80  -69.3   2259
KBH    KB HOME      KBH US 10/20/12 P14      -20.2  53.8   0.40  -75.5   7717
KBH    KB HOME      KBH US 10/20/12 C15      -19.9  51.3   0.95  156.8   3387
CXW    CORRECTIONS  CXW US 12/22/12 P26      -19.6  41.5   0.35  -61.1   5000
QQQ    POWERSH-QQQ  QQQ US 10/20/12 P72      -19.6  11.6   2.10   -3.2   1217
ORCL   ORACLE CORP  ORCL US 10/20/12 P29     -19.6  26.5   0.05  -73.7    514
TIBX   TIBCO SOFTW  TIBX US 11/17/12 C28     -19.1  36.4   2.95  -15.7    945
XLI    SPDR-INDU S  XLI US 10/20/12 P37      -18.7  14.5   0.55   -9.8   1570
LSI    LSI CORP     LSI US 10/20/12 C6       -18.1  40.4   1.40  -28.2    500
SPY    SPDR S&P 50  SPY US 10/20/12 P145     -17.8  11.6   1.35  -13.5  58592
XLB    SPDR-MATERI  XLB US 10/20/12 P38      -17.4  16.4   0.96    2.1   2602
XLE    SPDR-ENERGY  XLE US 10/20/12 P76      -16.8  16.5   2.03  -11.7   1130
QCOR   QUESTCOR PH  QCOR US 10/20/12 C30     -16.2 100.5   3.70   -8.6    800
DIA    SPDR DJIA T  DIA US 10/20/12 P137     -16.0   9.7   2.25  -12.4   1202
SPY    SPDR S&P 50  SPY US 11/17/12 P148     -15.9  12.1   3.81   -5.9   2220
SPY    SPDR S&P 50  SPY US 10/20/12 P144     -15.7  12.2   1.07  -14.4  62987
IYR    ISHARES-DJ   IYR US 10/20/12 C67      -15.0  10.0   0.16  -30.4   2609
KBH    KB HOME      KBH US 10/20/12 P13      -14.9  56.4   0.18  -79.5   1440
IYR    ISHARES-DJ   IYR US 10/20/12 C65      -14.9  11.5   1.02   -8.1    646
QQQ    POWERSH-QQQ  QQQ US 10/20/12 P71      -14.8  12.1   1.37   -9.9   5927
IBN    ICICI BANK-  IBN US 10/20/12 P42      -14.5  27.7   2.29    0.0    500
SPY    SPDR S&P 50  SPY US 11/17/12 P147     -14.4  12.5   3.31   -5.2   2857
TSM    TAIWAN SEMI  TSM US 10/20/12 C15      -14.4  21.9   0.35  -22.2   2322
VWO    VANGUARD MS  VWO US 10/20/12 C43      -14.3  17.7   0.50    8.7  11029
KBH    KB HOME      KBH US 10/20/12 C14      -14.2  52.7   1.62  170.0   4044
XLE    SPDR-ENERGY  XLE US 10/20/12 P75      -14.2  17.1   1.54  -12.0    925
SPY    SPDR S&P 50  SPY US 10/20/12 P143     -13.8  12.8   0.85  -17.5  10778
DIA    SPDR DJIA T  DIA US 10/20/12 P136     -13.8  10.2   1.70  -11.5   1473
IYR    ISHARES-DJ   IYR US 10/20/12 C68      -13.3   9.7   0.04  -42.9    767
XLB    SPDR-MATERI  XLB US 10/20/12 P37      -13.1  17.4   0.50   -3.9   5330
GSS    GOLDEN STAR  GSS US 11/17/12 C2       -12.9  75.2   0.20  -20.0    504
VWO    VANGUARD MS  VWO US 10/20/12 P43      -12.4  16.8   1.25  -29.8   1789
DIA    SPDR DJIA T  DIA US 10/20/12 P135     -12.3  10.7   1.32  -12.6   1376
F      FORD MOTOR   F US 12/22/12 C9         -12.2  25.9   1.47   -2.6    569
AAPL   APPLE INC    AAPL US 10/20/12 P425    -11.8  60.3   0.04  -63.6    505
SPY    SPDR S&P 50  SPY US 11/17/12 P145     -11.8  13.4   2.48   -8.2  15376
SPY    SPDR S&P 50  SPY US 10/20/12 P142     -11.7  13.6   0.69  -14.8  47771
XLE    SPDR-ENERGY  XLE US 10/20/12 P74      -11.6  17.8   1.11  -14.6   1246
MLNX   MELLANOX TE  MLNX US 10/20/12 C110    -11.6  53.6   7.35   22.5   1088
KGN    KEEGAN RESO  KGN US 11/17/12 C2.5     -11.4 106.2   1.45   11.5   1402
IWM    ISHARES-RUS  IWM US 10/20/12 C81      -11.3  17.2   4.72    6.3    777
XLF    SPDR-FINL S  XLF US 10/20/12 P16      -11.2  16.9   0.36   -5.3   5213
DIA    SPDR DJIA T  DIA US 11/17/12 P139     -11.2  10.7   4.45   -6.3    751
FB     FACEBOOK IN  FB US 10/20/12 P20       -11.0  49.9   0.31  -31.1    957
QQQ    POWERSH-QQQ  QQQ US 11/17/12 P72      -11.0  13.5   2.45   -6.1    616
AMED   AMEDISYS IN  AMED US 10/20/12 C14     -10.9  38.5   1.14  -37.0    500
FB     FACEBOOK IN  FB US 10/20/12 C20       -10.8  50.0   3.00    0.0   1413
XLE    SPDR-ENERGY  XLE US 10/20/12 P73.5    -10.8  18.2   0.93  -17.0   8080
ADSK   AUTODESK IN  ADSK US 10/20/12 P34     -10.7  29.1   1.29  -13.4   1011
CYS    CYS INVESTM  CYS US 12/22/12 C14      -10.7  17.5   0.85   21.4   2385
ORCL   ORACLE CORP  ORCL US 12/22/12 C33     -10.5  21.1   1.14   -2.6    991
SPY    SPDR S&P 50  SPY US 11/17/12 P144     -10.5  13.8   2.13   -9.4   3180
BMY    BRISTOL-MYE  BMY US 10/20/12 C32      -10.4  14.7   1.68   46.1    698
ORCL   ORACLE CORP  ORCL US 12/22/12 C34     -10.4  20.3   0.76   -3.8   1016
QQQ    POWERSH-QQQ  QQQ US 10/20/12 P70      -10.1  12.9   0.89   -8.2   8031
QCOR   QUESTCOR PH  QCOR US 10/20/12 P31     -10.1 100.4   3.70  -11.9    624

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

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