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
=============================================================================
PPHM   PEREGRINE P  PPHM US 01/19/13 C1      133.1 216.1   0.65    0.0   3164
IYR    ISHARES-DJ   IYR US 10/20/12 P67       52.1  17.7   1.94   -3.0    376
RMBS   RAMBUS INC   RMBS US 10/20/12 C5       48.1  74.1   0.98  326.1    682
IYR    ISHARES-DJ   IYR US 10/20/12 P66       41.1  16.4   1.24   -3.1    427
YHOO   YAHOO! INC   YHOO US 10/20/12 C15      39.6  26.2   0.88    2.3    362
RMBS   RAMBUS INC   RMBS US 10/20/12 C5.5     38.2  69.1   0.61  577.8    513
RMBS   RAMBUS INC   RMBS US 11/17/12 C5       34.4  71.1   1.11  170.7    351
ESRX   EXPRESS SCR  ESRX US 10/20/12 C60      31.7  25.8   3.70   -1.1    300
FDS    FACTSET RES  FDS US 10/20/12 P95       30.2  41.1   1.30  -10.3    633
DXCM   DEXCOM       DXCM US 10/20/12 C15      30.2  54.2   0.75   50.0    343
RMBS   RAMBUS INC   RMBS US 11/17/12 C5.5     25.1  67.4   0.73  247.6    375
FDS    FACTSET RES  FDS US 10/20/12 P100      24.4  36.9   2.65   -3.6   1216
LAMR   LAMAR ADVER  LAMR US 10/20/12 C39      22.6  34.1   0.75  400.0    244
NLY    ANNALY CAPI  NLY US 10/20/12 P17       22.3  15.6   0.15  -28.6    218
SIVR   ETFS PHYS S  SIVR US 10/20/12 C28      21.7  41.0   5.70  -12.3    216
RMBS   RAMBUS INC   RMBS US 11/17/12 C6       19.4  65.8   0.57  470.0    483
BAC    BANK OF AME  BAC US 10/20/12 C8        17.9  42.7   1.21    4.3   1770
PG     PROCTER & G  PG US 10/20/12 C72.5      17.8  12.3   0.08   14.3  27064
ZNGA   ZYNGA INC-   ZNGA US 12/22/12 C2       16.7  79.1   1.14   -9.5    473
WAG    WALGREEN CO  WAG US 10/20/12 P25       16.2  66.0   0.02  -33.3    233
WMS    WMS INDS IN  WMS US 10/20/12 P15       16.2  46.7   0.25    0.0    210
TTWO   TAKE-TWO IN  TTWO US 10/20/12 C10      16.1  56.9   1.25    4.2   1050
KCG    KNIGHT CAPI  KCG US 04/20/13 P2.5      15.6  47.6   0.35   16.7    250
CLSN   CELSION COR  CLSN US 10/20/12 C5.5     15.3  83.3   0.65   30.0    342
XLU    SPDR-UTIL S  XLU US 10/20/12 C36       14.4   9.9   0.52   33.3   4851
CIT    CIT GROUP I  CIT US 10/20/12 C41       14.2  25.5   0.73  143.3    429
RVBD   RIVERBED TE  RVBD US 10/20/12 C24      13.4  80.0   1.50   33.9    423
GOOG   GOOGLE INC-  GOOG US 10/20/12 P775     13.2  28.8  41.40  -16.4    583
SCLN   SCICLONE PH  SCLN US 01/19/13 P5       13.2  54.6   0.35  -30.0    808
AAPL   APPLE INC    AAPL US 11/17/12 P300     13.1  77.5   0.10  -37.5    200
VVUS   VIVUS INC    VVUS US 10/20/12 P21      12.9  67.7   2.08   47.5    387
GOOG   GOOGLE INC-  GOOG US 10/20/12 P730     12.8  30.9  17.30  -17.6    334
CY     CYPRESS SEM  CY US 10/20/12 C12        12.8  48.6   0.49   -2.0    219
GOOG   GOOGLE INC-  GOOG US 10/20/12 P720     12.7  31.3  13.60  -18.0    478
CIT    CIT GROUP I  CIT US 10/20/12 C42       12.6  25.2   0.45  246.2    228
MM     MILLENNIAL   MM US 10/20/12 P15        12.3  94.2   1.15  -28.1   1028
RVBD   RIVERBED TE  RVBD US 10/20/12 P21      12.3  85.3   1.07  -11.6    285
RIMM   RESEARCH IN  RIMM US 10/20/12 P4       12.3 113.0   0.04   33.3    724
KFT    KRAFT FOODS  KFT US 10/20/12 P42       12.1  14.5   0.89   17.1    211
ZNGA   ZYNGA INC-   ZNGA US 10/20/12 C3       12.1  77.1   0.28  -26.3    620
RVBD   RIVERBED TE  RVBD US 10/20/12 C23      12.1  80.8   1.93   27.0    292
NIHD   NII HOLDING  NIHD US 10/20/12 C7       12.0  81.9   1.30  -13.3    510
SPPI   SPECTRUM PH  SPPI US 11/17/12 P11      12.0  79.1   0.90   28.6   1112
LUV    SOUTHWEST A  LUV US 10/20/12 C9        11.9  28.0   0.20   33.3    202
VVUS   VIVUS INC    VVUS US 10/20/12 C21      11.7  68.4   1.03  -28.5    408
RIMM   RESEARCH IN  RIMM US 10/20/12 P5       11.7 108.0   0.17   30.8   4592
PG     PROCTER & G  PG US 10/20/12 C70        11.7  11.3   0.51  -12.1   5316
UNH    UNITEDHEALT  UNH US 10/20/12 P57.5     11.7  20.9   2.02   -8.6    200
PNR    PENTAIR INC  PNR US 11/17/12 C45       11.7  28.1   1.00    0.0    475
PG     PROCTER & G  PG US 10/20/12 P70        11.4  11.2   1.48   12.1    338
GOOG   GOOGLE INC-  GOOG US 10/20/12 P735     11.2  30.7  19.40  -15.7    276
DAL    DELTA AIR L  DAL US 10/20/12 P5        11.2 117.2   0.01    0.0    300
LAMR   LAMAR ADVER  LAMR US 10/20/12 C38      11.1  35.7   1.05   50.0    313
AMZN   AMAZON.COM   AMZN US 10/20/12 C255     11.1  24.4   6.25  -17.8   1146
SPPI   SPECTRUM PH  SPPI US 11/17/12 P12      11.1  75.8   1.30   18.2    504
TXI    TEXAS INDUS  TXI US 10/20/12 C45       11.1  45.8   1.55   44.9    644
GOOG   GOOGLE INC-  GOOG US 10/20/12 P725     11.1  31.1  15.40  -17.6    326
GOOG   GOOGLE INC-  GOOG US 10/20/12 P670     11.0  34.2   3.70  -17.8    214
GOOG   GOOGLE INC-  GOOG US 10/20/12 C740     11.0  30.6  26.42   35.5    973
MRX    MEDICIS PHA  MRX US 10/20/12 C44       11.0   6.9   0.05    0.0    464
GOOG   GOOGLE INC-  GOOG US 10/20/12 P715     11.0  31.6  11.91  -18.9    467
GOOG   GOOGLE INC-  GOOG US 10/20/12 P740     10.9  30.5  21.40  -17.7   1715
GOOG   GOOGLE INC-  GOOG US 10/20/12 P745     10.8  30.3  23.60  -18.3   1077
MLNX   MELLANOX TE  MLNX US 10/20/12 P110     10.7  59.3   8.50   39.3    228
GOOG   GOOGLE INC-  GOOG US 10/20/12 P685     10.7  33.2   5.50  -19.1    259
STP    SUNTECH POW  STP US 10/20/12 C1        10.7 137.0   0.12    9.1    264
TWC    TIME WARNER  TWC US 10/20/12 C97.5     10.7  14.1   0.95  137.5    891
FB     FACEBOOK IN  FB US 10/20/12 P22        10.6  53.7   1.54   81.2   2041
GOOG   GOOGLE INC-  GOOG US 10/20/12 P700     10.6  32.2   8.20  -18.0    686
EWA    ISHARES-AUS  EWA US 10/20/12 P23       10.6  23.2   0.20   33.3    874
GOOG   GOOGLE INC-  GOOG US 10/20/12 C735     10.5  30.8  29.00   31.6    360
SPPI   SPECTRUM PH  SPPI US 02/16/13 P10      10.5  77.0   1.20   18.8   1522
UPS    UNITED PARC  UPS US 10/20/12 P70       10.4  18.1   0.61   -9.0    466
VVUS   VIVUS INC    VVUS US 10/20/12 P20      10.4  68.8   1.37   45.7   1804
GOOG   GOOGLE INC-  GOOG US 10/20/12 P680     10.3  33.4   4.80  -20.0   2048
GOOG   GOOGLE INC-  GOOG US 10/20/12 P695     10.3  32.5   7.20  -20.0    548
STI    SUNTRUST BA  STI US 10/20/12 P30       10.3  26.7   1.47   -9.3    500
MDRX   ALLSCRIPTS   MDRX US 10/20/12 C11      10.3  39.2   0.45   50.0    641
JNJ    JOHNSON&JOH  JNJ US 10/20/12 C70       10.2  10.8   0.37   -9.8   1719
GOOG   GOOGLE INC-  GOOG US 10/20/12 C725     10.2  31.2  35.10   28.6    951
GOOG   GOOGLE INC-  GOOG US 11/17/12 P750     10.2  25.1  31.50  -13.2    267
GOOG   GOOGLE INC-  GOOG US 11/17/12 C750     10.1  25.2  26.16   39.1    356

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLY    SPDR-CONS D  XLY US 10/20/12 P48      -81.5  11.6   0.95   26.7    208
XLY    SPDR-CONS D  XLY US 12/22/12 P47      -63.9  15.3   1.42   16.4    220
PPHM   PEREGRINE P  PPHM US 10/20/12 P1      -50.4 248.2   0.15    0.0    310
TIVO   TIVO INC     TIVO US 10/20/12 C10     -41.3  36.2   0.38  -19.1   7600
TIVO   TIVO INC     TIVO US 10/20/12 C9      -40.5  35.1   1.06    7.1   1541
XLI    SPDR-INDU S  XLI US 10/20/12 C38      -39.3  13.5   0.15  -28.6   2700
TIVO   TIVO INC     TIVO US 10/20/12 P9      -37.0  36.8   0.08  -77.1    345
TIVO   TIVO INC     TIVO US 10/20/12 P10     -36.4  38.7   0.38  -53.7   1683
BPL    BUCKEYE PAR  BPL US 11/17/12 C45      -28.5  23.3   3.70   -9.8    250
XLU    SPDR-UTIL S  XLU US 12/22/12 P37      -28.0   9.4   1.40   -9.7   1391
XLI    SPDR-INDU S  XLI US 10/20/12 P28      -27.9  48.0   0.03  -50.0    960
SEE    SEALED AIR   SEE US 10/20/12 C15      -27.1  24.6   1.65   -2.9    200
PHM    PULTEGROUP   PHM US 10/20/12 C9       -24.7 105.4   7.90   10.6   1507
UUP    POWERSHARES  UUP US 01/19/13 C20      -23.7   6.1   1.84    5.1    200
WFT    WEATHERFORD  WFT US 10/20/12 C12      -22.9  41.8   1.31    2.3    200
IYR    ISHARES-DJ   IYR US 10/20/12 C65      -21.8   8.7   1.04    2.0    554
TIVO   TIVO INC     TIVO US 11/17/12 P10     -21.4  41.5   0.64  -36.0    961
FTR    FRONTIER CO  FTR US 10/20/12 C5       -21.4  25.7   0.15  -25.0    659
TIVO   TIVO INC     TIVO US 11/17/12 C10     -20.6  42.8   0.65    1.6   1191
TIVO   TIVO INC     TIVO US 11/17/12 P9      -20.5  42.7   0.21  -58.0    669
SIRI   SIRIUS XM R  SIRI US 10/20/12 P2.5    -18.9  30.5   0.08   14.3    445
ETP    ENERGY TRAN  ETP US 10/20/12 C45      -18.9  15.7   0.25   25.0    438
KFT    KRAFT FOODS  KFT US 10/20/12 C41      -16.4  15.6   1.05  -12.5    625
EPI    WISDOMTREE   EPI US 10/20/12 C18      -15.9  22.4   0.85  -19.1   1504
IYR    ISHARES-DJ   IYR US 10/20/12 C66      -15.5   9.1   0.48    4.3    812
STSI   STAR SCIENT  STSI US 11/17/12 C3      -15.1  80.4   1.10    4.8    920
PHM    PULTEGROUP   PHM US 10/20/12 C10      -14.9  89.0   6.80   -7.6   1238
CIE    COBALT INTE  CIE US 10/20/12 C22.5    -14.7  53.6   1.50  -42.3    696
SPF    STANDARD PA  SPF US 10/20/12 C7       -14.5  45.3   0.65  -30.9    240
XLI    SPDR-INDU S  XLI US 10/20/12 P37      -14.2  14.5   0.60    1.7    325
JRCC   JAMES RIVER  JRCC US 10/20/12 C3      -14.0  96.7   0.25  -28.6    728
CIE    COBALT INTE  CIE US 10/20/12 P22.5    -14.0  52.7   1.05   40.0    486
PBI    PITNEY BOWE  PBI US 01/19/13 C15      -14.0  24.5   0.40  -11.1    206
STSI   STAR SCIENT  STSI US 10/20/12 P3.5    -13.6  79.9   0.15  -40.0    277
PLX    PROTALIX BI  PLX US 10/20/12 P5       -13.5  49.5   0.25  -34.2   1500
ZUMZ   ZUMIEZ INC   ZUMZ US 10/20/12 C25     -13.3  53.3   2.55  -17.7    352
LEN    LENNAR CORP  LEN US 10/20/12 C36      -13.1  36.4   2.10  -17.3    324
RSH    RADIOSHACK   RSH US 10/20/12 P3       -13.1  80.8   0.23  -32.4   1916
MSFT   MICROSOFT C  MSFT US 10/20/12 C29     -13.0  23.4   1.92  -17.2   1290
NTRI   NUTRISYSTEM  NTRI US 10/20/12 C11     -12.9  21.4   0.20   33.3   1069
MWW    MONSTER WOR  MWW US 12/22/12 C8       -12.9  71.2   1.04  -20.0   1055
STR    QUESTAR COR  STR US 10/20/12 C20      -12.9  14.0   0.30  200.0    291
DVA    DAVITA INC   DVA US 10/20/12 C100     -12.7  21.2   2.57  -19.7    338
LEN    LENNAR CORP  LEN US 10/20/12 P34      -12.2  38.3   0.36  -28.0    209
NBL    NOBLE ENERG  NBL US 10/20/12 P70      -12.1  48.9   0.05    0.0    266
CEDC   CENTRAL EUR  CEDC US 10/20/12 P3      -11.9  84.8   0.30  -14.3    310
XIDE   EXIDE TECH   XIDE US 12/22/12 P2.5    -11.6  75.3   0.10  -50.0    200
KERX   KERYX BIOPH  KERX US 10/20/12 C3      -11.6  78.6   0.15  -25.0    344
KFT    KRAFT FOODS  KFT US 10/20/12 C42      -11.6  14.8   0.48  -15.8    367
LEN    LENNAR CORP  LEN US 10/20/12 P36      -11.3  36.8   0.86  -15.7    320
TIVO   TIVO INC     TIVO US 01/19/13 C10     -11.1  43.6   0.97    6.6    487
LEN    LENNAR CORP  LEN US 10/20/12 C37      -10.8  36.1   1.55  -20.9   1050
IP     INTL PAPER   IP US 10/20/12 C38       -10.4  26.2   0.48   45.5   4474
IP     INTL PAPER   IP US 10/20/12 P38       -10.4  25.9   1.88  -29.6    277
LEN    LENNAR CORP  LEN US 10/20/12 C38      -10.4  36.3   1.05  -29.1    853
TIVO   TIVO INC     TIVO US 01/19/13 P10     -10.4  43.4   0.97  -23.6    548
MWW    MONSTER WOR  MWW US 10/20/12 P6       -10.2  99.6   0.20   -9.1    218
MWW    MONSTER WOR  MWW US 10/20/12 C8       -10.1 106.7   0.76  -23.2   2310
EEM    ISHARES-EMG  EEM US 10/20/12 P34.5    -10.0  32.4   0.02    0.0    300

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

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