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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
=============================================================================
BMY    BRISTOL-MYE  BMY US 10/20/12 C32      203.1  28.4   2.00    7.0    625
CSCO   CISCO SYSTE  CSCO US 01/19/13 C12.5    59.6  42.5   6.45   -0.8    701
PCS    METROPCS CO  PCS US 10/20/12 P12       39.3  76.6   0.25  -70.6    665
CSCO   CISCO SYSTE  CSCO US 01/19/13 C10      39.1  53.4   8.95   -1.1    219
BZH    BEAZER HOME  BZH US 10/20/12 C3        36.1  77.8   0.50  -18.0    221
PCS    METROPCS CO  PCS US 10/20/12 C12       33.2  75.2   1.85  362.5    454
TWC    TIME WARNER  TWC US 10/20/12 P97.5     33.0  20.3   1.15  -41.0    330
THLD   THRESHOLD P  THLD US 10/20/12 C5       30.1  98.2   1.61   19.3   1240
SLCA   US SILICA H  SLCA US 12/22/12 C10      30.0  76.0   5.00   11.1    350
LEAP   LEAP WIRELE  LEAP US 10/20/12 P7       28.8 101.4   0.35  -39.7    695
PCS    METROPCS CO  PCS US 10/20/12 P13       28.6  70.8   0.60  -60.0   1289
PCS    METROPCS CO  PCS US 10/20/12 C13       25.8  73.1   1.15  721.4    411
DSW    DSW INC-CL   DSW US 10/20/12 C60       24.5  37.6   5.40   -8.5    350
ARUN   ARUBA NETWO  ARUN US 10/20/12 C21      24.5  62.3   0.90  -52.6    392
SWY    SAFEWAY INC  SWY US 10/20/12 P14       24.3  54.8   0.05    0.0    291
PHH    PHH CORP     PHH US 11/17/12 P20       22.9  48.8   0.85  -26.1    401
C      CITIGROUP I  C US 01/19/13 P3          22.7 202.1   0.02  100.0    200
LEAP   LEAP WIRELE  LEAP US 10/20/12 C8       22.6 103.5   0.54  157.1   1713
ARUN   ARUBA NETWO  ARUN US 10/20/12 P19      21.0  65.6   0.50  525.0    222
STSI   STAR SCIENT  STSI US 01/19/13 C2.5     20.8 112.6   0.85  -10.5   1356
TWC    TIME WARNER  TWC US 10/20/12 C100      20.6  19.3   1.05  600.0    754
TWC    TIME WARNER  TWC US 11/17/12 C100      20.2  21.3   2.40  242.9    602
TWC    TIME WARNER  TWC US 11/17/12 P97.5     20.2  22.2   2.35  -24.2    253
ARUN   ARUBA NETWO  ARUN US 10/20/12 P21      19.5  61.5   1.20  166.7    795
LEAP   LEAP WIRELE  LEAP US 10/20/12 C6       18.6 113.4   1.77   41.6    688
RPM    RPM INTL IN  RPM US 10/20/12 P25       18.6  44.7   0.20  300.0    535
ARUN   ARUBA NETWO  ARUN US 10/20/12 P20      18.4  64.0   0.80  220.0   2956
RPM    RPM INTL IN  RPM US 11/17/12 P25       16.9  31.8   0.35  133.3    590
ETP    ENERGY TRAN  ETP US 12/22/12 P42.5     15.8  19.4   2.35   -4.9   1915
SHAW   SHAW GROUP   SHAW US 11/17/12 P42      15.7  22.3   0.60    0.0    223
PHH    PHH CORP     PHH US 11/17/12 C20       13.9  48.5   1.85   72.9    421
BMY    BRISTOL-MYE  BMY US 10/20/12 C33       13.6  16.9   0.83   -6.7   1892
GM     GENERAL MOT  GM US 10/20/12 C22        13.4  38.3   1.78   21.1    764
ARUN   ARUBA NETWO  ARUN US 11/17/12 C19      13.2  71.7   3.00    0.0    250
LEAP   LEAP WIRELE  LEAP US 11/17/12 C8       13.2  97.7   1.03  145.2    654
ARUN   ARUBA NETWO  ARUN US 11/17/12 P17      13.2  74.8   0.65   30.0   1052
AN     AUTONATION   AN US 10/20/12 C44        13.1  28.0   0.95   58.3    200
CELG   CELGENE COR  CELG US 10/20/12 P72.5    13.0  31.0   0.27  -32.5    884
GM     GENERAL MOT  GM US 10/20/12 C20        13.0  48.7   3.50    0.0    234
NOK    NOKIA CORP-  NOK US 10/20/12 C1.5      12.9 171.8   1.24    8.8    211
GM     GENERAL MOT  GM US 10/20/12 P20        12.9  46.7   0.05    0.0   1000
SWY    SAFEWAY INC  SWY US 10/20/12 C16       12.7  39.0   0.60   13.2   6461
GM     GENERAL MOT  GM US 10/20/12 C23        12.7  36.2   0.94   32.4   2213
DKS    DICK'S SPOR  DKS US 10/20/12 P46       12.6  39.2   0.30    0.0    415
UEC    URANIUM ENE  UEC US 11/17/12 P2.5      12.4  72.4   0.10  -50.0    310
S      SPRINT NEXT  S US 10/20/12 C5          12.4  55.7   0.22  -33.3   4478
CHKP   CHECK POINT  CHKP US 10/20/12 P46      12.2  40.6   1.10    0.0    252
ARUN   ARUBA NETWO  ARUN US 11/17/12 P20      12.2  69.0   1.65   83.3   1510
TWC    TIME WARNER  TWC US 01/19/13 P97.5     12.1  19.1   4.00  -15.6    530
CELG   CELGENE COR  CELG US 10/20/12 C75      11.9  26.6   4.15   66.0    334
OPTR   OPTIMER PHA  OPTR US 11/17/12 C10      11.8  82.4   3.60   -2.7    452
ARUN   ARUBA NETWO  ARUN US 11/17/12 P19      11.8  71.1   1.05   61.5    389
CHKP   CHECK POINT  CHKP US 10/20/12 C46      11.7  41.0   2.15    4.9    400
SKUL   SKULLCANDY   SKUL US 10/20/12 C12.5    11.6  75.1   1.50    3.5   1017
CHKP   CHECK POINT  CHKP US 10/20/12 P47      11.4  39.2   1.55   34.8    513
CDE    COEUR D'ALE  CDE US 10/20/12 P28       11.3  47.0   1.00   81.8   1818
VNDA   VANDA PHARM  VNDA US 10/20/12 C4       11.3  52.2   0.20  -16.7    221
PCS    METROPCS CO  PCS US 10/20/12 C14       11.3  72.1   0.63  215.0    482
DWA    DREAMWORKS   DWA US 11/17/12 P17.5     11.1  45.9   0.40  -20.0   1512
CDE    COEUR D'ALE  CDE US 10/20/12 P26       11.1  49.9   0.40   60.0    246
PFE    PFIZER INC   PFE US 10/20/12 P24       11.0  17.6   0.05  -16.7    226
AN     AUTONATION   AN US 11/17/12 C45        11.0  29.1   1.60   60.0    596
TWC    TIME WARNER  TWC US 04/20/13 C97.5     11.0  21.0   6.20   56.6    320
CVA    COVANTA HOL  CVA US 12/22/12 C17.5     10.8  17.6   0.40   33.3   4476
CELG   CELGENE COR  CELG US 10/20/12 P77.5    10.5  24.3   1.27  -27.4    906
HPQ    HEWLETT-PAC  HPQ US 10/20/12 C15       10.3  44.6   2.11   -5.0    299
CELG   CELGENE COR  CELG US 10/20/12 C77.5    10.2  24.4   2.12   87.6    365

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
ELY    CALLAWAY GO  ELY US 05/18/13 P5       -49.5  41.6   0.30    0.0   1024
NLY    ANNALY CAPI  NLY US 01/19/13 P17.5    -44.2  12.1   1.23   -3.1   4375
XLI    SPDR-INDU S  XLI US 10/20/12 P32      -36.4  30.0   0.01  -83.3    363
CLB    CORE LABS N  CLB US 10/20/12 P100     -32.0  38.9   2.50    0.0    233
MSTR   MICROSTRATE  MSTR US 10/20/12 C130    -30.8  26.9   5.90   -3.3    275
HLF    HERBALIFE L  HLF US 10/20/12 P52.5    -29.5  41.0   2.07  -63.6    530
XLF    SPDR-FINL S  XLF US 10/20/12 C14      -27.2  23.8   1.68    0.6    223
HLF    HERBALIFE L  HLF US 10/20/12 C52.5    -24.2  41.7   1.70    9.7   1668
SUN    SUNOCO INC   SUN US 10/20/12 P47      -23.8  15.3   0.70  -26.3    482
HLF    HERBALIFE L  HLF US 10/20/12 P50      -23.3  42.3   1.05  -56.2    934
HLF    HERBALIFE L  HLF US 10/20/12 C50      -21.7  43.2   3.30   37.5    589
HLF    HERBALIFE L  HLF US 10/20/12 C47.5    -20.5  47.3   5.40   46.0    484
HLF    HERBALIFE L  HLF US 10/20/12 P47.5    -20.4  45.8   0.50  -61.5    803
MOS    MOSAIC CO/T  MOS US 10/20/12 P52.5    -20.0  28.3   0.37   85.0    602
LGF    LIONS GATE   LGF US 10/20/12 C15      -19.5  25.5   0.40  -11.1    355
MOS    MOSAIC CO/T  MOS US 10/20/12 C55      -19.3  26.4   1.40  -63.2    758
MOS    MOSAIC CO/T  MOS US 10/20/12 P55      -18.5  26.3   1.13  117.3   3040
RBN    ROBBINS & M  RBN US 01/19/13 C60      -18.0   1.7   0.20   11.1   1200
CSCO   CISCO SYSTE  CSCO US 10/20/12 P19     -16.0  23.0   0.42   -8.7    719
BTH    BLYTH INC    BTH US 10/20/12 P25      -16.0  51.8   0.85   -5.6    200
S      SPRINT NEXT  S US 01/19/13 C2.5       -15.4  67.5   2.47   -9.5    333
MOS    MOSAIC CO/T  MOS US 10/20/12 P57.5    -15.3  25.8   2.60   98.5    413
SBAC   SBA COMM CO  SBAC US 10/20/12 C50     -14.9  51.1  12.73   -5.7    295
BWLD   BUFFALO WIL  BWLD US 10/20/12 P85     -14.1  29.5   1.64  -20.0    349
FNP    FIFTH & PAC  FNP US 10/20/12 P11      -14.0  50.5   0.40  700.0    335
MOS    MOSAIC CO/T  MOS US 10/20/12 C57.5    -13.9  26.1   0.47  -75.0   1237
NUS    NU SKIN ENT  NUS US 10/20/12 P40      -13.6  54.4   1.45  -30.9    389
UNG    US NAT GAS   UNG US 10/20/12 C20      -13.3  42.7   2.40   -1.6    211
ETP    ENERGY TRAN  ETP US 10/20/12 C42.5    -13.3  14.7   0.70   40.0   1006
XCO    EXCO RESOUR  XCO US 10/20/12 P8       -12.9  41.8   0.20    0.0    366
ZUMZ   ZUMIEZ INC   ZUMZ US 10/20/12 P25     -12.8  51.2   0.25  -54.5    671
EDZ    DIR EMR MKT  EDZ US 04/20/13 C11      -12.3  64.3   2.30  -11.9    280
NSM    NATIONSTAR   NSM US 11/17/12 P35      -12.2  92.1   4.40  -15.4    322
NUS    NU SKIN ENT  NUS US 10/20/12 P35      -12.1  64.6   0.35  -41.7    351
INTC   INTEL CORP   INTC US 10/20/12 C20     -11.6  34.8   2.89    4.7    360
MOS    MOSAIC CO/T  MOS US 11/17/12 P50      -11.6  30.4   0.55   44.7    252
NLY    ANNALY CAPI  NLY US 01/17/15 P13      -10.9  15.4   1.73    1.8    408
CLB    CORE LABS N  CLB US 10/20/12 P105     -10.9  37.8   4.90 4800.0    364
ETP    ENERGY TRAN  ETP US 12/22/12 C35      -10.6  26.9   7.70    5.5    300
MOS    MOSAIC CO/T  MOS US 11/17/12 P47.5    -10.5  33.3   0.29   45.0    212
SPLK   SPLUNK INC   SPLK US 10/20/12 P35     -10.2  48.7   1.65   17.9    310
ALU    ALCATEL-LUC  ALU US 03/16/13 C1       -10.1  71.7   0.25    0.0    200

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

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