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
=============================================================================
XLS    EXELIS INC   XLS US 10/20/12 C10      101.7  44.5   0.75   44.2    268
NLY    ANNALY CAPI  NLY US 01/19/13 P17.5     64.6  24.5   1.02    8.5   1302
HD     HOME DEPOT   HD US 10/20/12 C52.5      63.3  28.2   7.60   12.3   2487
DTG    DOLLAR THRI  DTG US 11/17/12 C85       53.5  11.1   2.20   -6.4    200
SVNT   SAVIENT PHA  SVNT US 01/19/13 C1       44.7 221.3   1.75   -9.3    455
HTS    HATTERAS FI  HTS US 10/20/12 C29       44.1  16.3   0.47  -27.7    200
EPD    ENTERPRISE   EPD US 11/17/12 C52.5     42.9  16.7   1.75  -20.4   3335
ZAGG   ZAGG INC     ZAGG US 10/20/12 P8       37.3  75.6   0.35   75.0    984
DTG    DOLLAR THRI  DTG US 11/17/12 P85       35.7   9.5   0.50    0.0    317
BBT    BB&T CORP    BBT US 11/17/12 C30       34.0  20.7   3.65    0.0    800
BBT    BB&T CORP    BBT US 11/17/12 C31       31.9  21.3   2.66    0.0    800
EPD    ENTERPRISE   EPD US 12/22/12 C50       28.5  17.1   3.70  -15.3    202
ZAGG   ZAGG INC     ZAGG US 10/20/12 C8       28.4  71.3   1.00   11.1    201
PPHM   PEREGRINE P  PPHM US 10/20/12 P1       27.2 279.0   0.10  -50.0    503
BMY    BRISTOL-MYE  BMY US 11/17/12 C34       24.0  15.7   0.74   19.4    873
SWY    SAFEWAY INC  SWY US 10/20/12 P16       21.9  41.4   0.45  -25.0   5197
ESI    ITT EDUCATI  ESI US 10/20/12 P30       21.2  80.4   1.40  211.1    397
DE     DEERE & CO   DE US 11/17/12 C80        21.2  22.8   4.45    4.2    407
ABT    ABBOTT LABS  ABT US 10/20/12 C70       21.0  15.2   1.12   69.7   3006
BBT    BB&T CORP    BBT US 10/20/12 C31       20.8  24.5   2.61    7.4    800
ABT    ABBOTT LABS  ABT US 10/20/12 P70       20.4  15.1   1.15  -19.6    498
EPD    ENTERPRISE   EPD US 10/20/12 C52.5     18.9  15.4   1.55  -29.6    491
ABT    ABBOTT LABS  ABT US 10/20/12 P67.5     18.9  16.8   0.37    0.0   2378
CTFO   CHINA TRANS  CTFO US 12/22/12 P5       18.4  39.5   0.05    0.0    200
ZAGG   ZAGG INC     ZAGG US 10/20/12 P7       17.6  85.4   0.20  100.0    274
DTG    DOLLAR THRI  DTG US 01/19/13 C87.5     17.1   1.3   0.05    0.0    290
DPZ    DOMINO'S PI  DPZ US 10/20/12 C38       17.1  35.9   0.65  225.0    252
NSM    NATIONSTAR   NSM US 10/20/12 C35       16.9  61.4   1.60  113.3    255
DPZ    DOMINO'S PI  DPZ US 10/20/12 P37       16.7  36.3   1.60  -48.4    594
ABT    ABBOTT LABS  ABT US 10/20/12 C72.5     16.4  15.3   0.27  170.0   1548
ZAGG   ZAGG INC     ZAGG US 11/17/12 P7       16.1  80.5   0.35   75.0    330
PM     PHILIP MORR  PM US 01/19/13 C92.5      15.8  14.8   2.51   18.4   1501
DTG    DOLLAR THRI  DTG US 10/20/12 C87.5     15.4   2.9   0.09   80.0    363
CQP    CHENIERE EN  CQP US 11/17/12 C22       15.2  40.8   1.70  -26.1    708
FSIN   FUSHI COPPE  FSIN US 11/17/12 P7.5     15.1  46.9   0.10    0.0    529
CVH    COVENTRY HE  CVH US 04/20/13 C41       14.7  15.1   2.40    6.7    500
XLU    SPDR-UTIL S  XLU US 10/20/12 C36       14.2   9.7   0.67   13.6   4519
LO     LORILLARD I  LO US 10/20/12 P105       14.1  32.2   0.25   47.1    563
SWY    SAFEWAY INC  SWY US 10/20/12 P17       13.0  37.6   0.95  -20.8    304
ABT    ABBOTT LABS  ABT US 10/20/12 C67.5     12.8  16.4   3.05   27.1    268
WRLD   WORLD ACCEP  WRLD US 10/20/12 P65      12.7  42.0   1.40   64.7   1757
CAH    CARDINAL HE  CAH US 11/17/12 C39       12.5  19.7   1.00    0.0    502
NLY    ANNALY CAPI  NLY US 10/20/12 P17       12.3  22.2   0.16    6.7    482
PM     PHILIP MORR  PM US 01/18/14 C60        12.1  32.5  32.01   -0.3    231
XLF    SPDR-FINL S  XLF US 11/17/12 C14       12.1  26.1   1.98    3.7    948
DPZ    DOMINO'S PI  DPZ US 10/20/12 C37       12.1  35.9   1.10  100.0    582
MSFT   MICROSOFT C  MSFT US 10/20/12 C28      11.8  26.6   2.94    3.5    687
BAC    BANK OF AME  BAC US 11/17/12 C7        11.5  47.1   2.17    0.9    972
JAZZ   JAZZ PHARMA  JAZZ US 10/20/12 P55      11.4  42.0   1.60   28.0    293
BMY    BRISTOL-MYE  BMY US 10/20/12 C32       11.2  19.1   2.18   12.9    533
SWY    SAFEWAY INC  SWY US 10/20/12 P14       11.1  50.4   0.05  -50.0    211
MEET   MEETME INC   MEET US 02/16/13 C3       10.9  89.7   0.50    0.0    418
BWLD   BUFFALO WIL  BWLD US 11/17/12 C90      10.8  37.4   3.00   87.5    255
MDY    SPDR S&P MI  MDY US 10/20/12 C184      10.7  13.4   1.80    7.1    226
BAC    BANK OF AME  BAC US 10/20/12 C7        10.4  55.5   2.16    1.4    540
MDT    MEDTRONIC I  MDT US 10/20/12 P40       10.3  23.5   0.09   12.5    500
GOOG   GOOGLE INC-  GOOG US 10/20/12 P665     10.2  37.5   2.33  -11.4    233
OCN    OCWEN FINL   OCN US 01/19/13 P30       10.2  52.1   4.20   -4.5    306
CLNE   CLEAN ENERG  CLNE US 11/17/12 C14      10.2  39.6   0.50  -16.7    311
DTV    DIRECTV      DTV US 10/20/12 P55       10.0  17.9   0.97  -60.6    628

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
FDS    FACTSET RES  FDS US 10/20/12 P95      -45.6  26.9   1.35  -32.8    773
FDS    FACTSET RES  FDS US 10/20/12 P100     -43.8  26.6   3.93    4.0   1133
LBTYA  LIBERTY GLO  LBTYA US 01/19/13 C55    -42.9  11.9   6.84   80.0    200
RHT    RED HAT INC  RHT US 10/20/12 C57.5    -37.8  32.4   1.00  -68.8    552
RHT    RED HAT INC  RHT US 10/20/12 P55      -35.0  32.7   1.65  -13.2    819
PAYX   PAYCHEX INC  PAYX US 10/20/12 P34     -34.7  14.7   0.75   25.0    537
RHT    RED HAT INC  RHT US 10/20/12 C55      -34.4  33.6   2.10  -53.3    775
RHT    RED HAT INC  RHT US 10/20/12 P52.5    -32.5  34.4   0.70  -33.3    317
PAYX   PAYCHEX INC  PAYX US 10/20/12 C34     -32.2  14.8   0.30  -68.1    356
IYR    ISHARES-DJ   IYR US 10/20/12 P66      -32.0  11.4   1.25   -6.7    996
PAYX   PAYCHEX INC  PAYX US 10/20/12 C35     -29.5  13.9   0.10  -78.7    334
DSW    DSW INC-CL   DSW US 10/20/12 C60      -29.4  29.4   6.46   61.5    300
RHT    RED HAT INC  RHT US 10/20/12 P50      -28.6  37.4   0.35  -40.7    407
PAYX   PAYCHEX INC  PAYX US 10/20/12 P35     -24.8  15.6   1.50   36.4    570
IYR    ISHARES-DJ   IYR US 10/20/12 P65      -23.0  12.4   0.73   -1.4    923
DVAX   DYNAVAX TEC  DVAX US 10/20/12 C5      -22.1  59.2   0.25   -3.9    932
CALL   MAGICJACK V  CALL US 11/17/12 P22.5   -21.7  67.5   1.40   -6.7   1040
IYR    ISHARES-DJ   IYR US 01/19/13 C50      -21.7  19.1  15.20   -3.8    695
CCL    CARNIVAL CO  CCL US 10/20/12 C38      -19.5  21.6   0.85   41.7    512
CCL    CARNIVAL CO  CCL US 10/20/12 C39      -19.2  20.3   0.50   38.9    961
CCL    CARNIVAL CO  CCL US 10/20/12 P37      -19.2  23.5   0.50  -56.5   2644
IYR    ISHARES-DJ   IYR US 10/20/12 C64      -19.2  12.9   1.60   -5.9    241
CCL    CARNIVAL CO  CCL US 10/20/12 P38      -18.4  21.8   0.85  -48.5    342
NLY    ANNALY CAPI  NLY US 01/19/13 C17.5    -18.4   5.4   0.26    4.0   1424
CCL    CARNIVAL CO  CCL US 10/20/12 C37      -18.1  22.9   1.55   47.6    293
TSLA   TESLA MOTOR  TSLA US 03/16/13 P23     -17.9  68.2   3.40    0.0    375
XLU    SPDR-UTIL S  XLU US 10/20/12 P37      -17.8   8.1   0.61  -23.8    292
FMER   FIRSTMERIT   FMER US 10/20/12 C15     -16.4  16.2   0.45    0.0    200
DLLR   DFC GLOBAL   DLLR US 01/19/13 C17.5   -16.1  31.6   1.20  -41.5    200
IYR    ISHARES-DJ   IYR US 10/20/12 P63      -16.1  14.5   0.24  -17.2    217
HTS    HATTERAS FI  HTS US 11/17/12 P29      -15.7  15.2   0.65    8.3    200
IYR    ISHARES-DJ   IYR US 10/20/12 P62      -14.4  15.6   0.13  -23.5    621
RHT    RED HAT INC  RHT US 12/22/12 P50      -14.1  38.8   1.85    2.8    650
ONNN   ON SEMICOND  ONNN US 10/20/12 P6      -13.8  40.1   0.15   50.0    200
BBY    BEST BUY CO  BBY US 10/20/12 P15      -13.7  45.9   0.09  -40.0    224
CALL   MAGICJACK V  CALL US 03/16/13 C17.5   -13.2  73.5   8.30   -3.5   1068
QCOR   QUESTCOR PH  QCOR US 10/20/12 P20     -13.0 123.6   2.95  -20.3    491
CCL    CARNIVAL CO  CCL US 10/20/12 P36      -12.9  25.2   0.20  -69.2   2303
Z      ZILLOW INC-  Z US 10/20/12 P40        -12.8  65.6   1.85   12.1   4989
XOM    EXXON MOBIL  XOM US 10/20/12 C80      -12.3  21.9  12.59    8.1    313
FDS    FACTSET RES  FDS US 12/22/12 C100     -12.1  27.9   4.30  -36.8    242
TSLA   TESLA MOTOR  TSLA US 03/16/13 P20     -12.0  71.9   2.10   20.0    621
SNV    SYNOVUS FIN  SNV US 02/16/13 P2       -11.9  44.5   0.10    0.0    999
TSLA   TESLA MOTOR  TSLA US 03/16/13 P19     -11.8  73.4   1.75   20.7    292
JBLU   JETBLUE AIR  JBLU US 01/19/13 P5      -11.7  33.1   0.40    0.0   1500
LVLT   LEVEL 3 COM  LVLT US 10/20/12 C24     -11.4  33.5   0.60    0.0    302
CAT    CATERPILLAR  CAT US 10/20/12 P80      -11.3  29.8   0.30   11.1   2224
IMGN   IMMUNOGEN I  IMGN US 10/20/12 C16     -11.3  35.5   0.90   25.0    268
HNR    HARVEST NAT  HNR US 10/20/12 P7.5     -11.2  84.8   0.20    0.0    658
RHT    RED HAT INC  RHT US 01/19/13 P50      -11.1  38.7   2.35    2.2    596
TSLA   TESLA MOTOR  TSLA US 03/16/13 P21     -11.0  70.1   2.30   24.3    232
WPZ    WILLIAMS PA  WPZ US 10/20/12 P55      -10.9  16.2   1.50  -16.7    250
CAT    CATERPILLAR  CAT US 10/20/12 P82.5    -10.3  28.4   0.58   20.8    796
MDRX   ALLSCRIPTS   MDRX US 10/20/12 C11     -10.3  34.4   0.40  -11.1    845
CAT    CATERPILLAR  CAT US 10/20/12 P85      -10.3  27.2   1.12   28.7   3255
HNR    HARVEST NAT  HNR US 10/20/12 C7.5     -10.2  86.8   1.70   -8.1   2859

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

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