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
=============================================================================
SIRI   SIRIUS XM R  SIRI US 01/19/13 C2      120.1  59.1   0.93   12.1   3320
JBHT   HUNT (JB) T  JBHT US 11/17/12 C50     116.7  44.4   8.50    1.2   2003
SIRI   SIRIUS XM R  SIRI US 01/19/13 C1.5    101.6  88.2   1.42    7.6   1960
OXY    OCCIDENTAL   OXY US 11/17/12 C50       69.7  94.6  34.95   10.4   2500
HK     HALCON RESO  HK US 11/17/12 C6         61.8  66.9   1.30   10.2   5569
NGD    NEW GOLD IN  NGD US 11/17/12 C10       61.3  60.2   2.10   -4.5   5010
GIVN   GIVEN IMAGI  GIVN US 11/17/12 P17.5    44.2  64.5   0.80  -72.4   1158
GIVN   GIVEN IMAGI  GIVN US 11/17/12 C17.5    29.7  72.3   2.65  657.1    556
RRD    RR DONNELLE  RRD US 11/17/12 P11       29.4  46.2   1.05   40.0    504
RRD    RR DONNELLE  RRD US 11/17/12 P10       26.9  50.9   0.50   66.7   2563
DISH   DISH NETWOR  DISH US 11/17/12 C35      24.6  48.7   2.05   70.8   9853
NXY    NEXEN INC    NXY US 11/17/12 C26       23.9  23.2   0.65    8.3   2212
DISH   DISH NETWOR  DISH US 11/17/12 C36      22.2  47.9   1.55  106.7   2647
JNJ    JOHNSON&JOH  JNJ US 11/17/12 P70       20.7  13.3   0.34  -30.6   3948
BP     BP PLC-ADR   BP US 11/17/12 P42        18.1  27.0   0.93   40.9   1838
HOV    HOVNANIAN E  HOV US 11/17/12 C3.5      18.0  87.6   0.80   33.3    514
JNJ    JOHNSON&JOH  JNJ US 11/17/12 P65       17.9  18.2   0.02    0.0    502
JNJ    JOHNSON&JOH  JNJ US 11/17/12 C70       17.9  12.8   2.39   67.1   1416
DISH   DISH NETWOR  DISH US 11/17/12 P32      17.4  49.3   0.65  -15.6    618
BP     BP PLC-ADR   BP US 11/17/12 P43        17.3  25.2   1.31   28.4   1658
BP     BP PLC-ADR   BP US 11/17/12 C43        17.2  25.1   1.30    5.7    660
BCS    BARCLAYS PL  BCS US 11/17/12 P16       16.9  38.2   0.90   12.5    514
S      SPRINT NEXT  S US 11/17/12 C5.5        16.9  24.9   0.29    7.4    723
BP     BP PLC-ADR   BP US 11/17/12 P41        16.5  28.4   0.63   61.5   6262
JNPR   JUNIPER NET  JNPR US 11/17/12 P18      16.4  56.1   1.15  -15.4   1571
LGF    LIONS GATE   LGF US 11/17/12 C14       16.4  45.1   2.45   36.1    762
JNPR   JUNIPER NET  JNPR US 11/17/12 C18      16.2  56.4   1.13   73.8   1873
JNPR   JUNIPER NET  JNPR US 11/17/12 P17      16.1  57.7   0.68  -20.9   1687
JNPR   JUNIPER NET  JNPR US 11/17/12 C17      16.1  58.4   1.69   50.9   1576
BP     BP PLC-ADR   BP US 11/17/12 C44        15.6  23.6   0.72    4.3   1256
MDCO   MEDICINES C  MDCO US 01/19/13 C26      15.3  52.8   2.06   28.8   6440
SIRI   SIRIUS XM R  SIRI US 11/17/12 C2.5     15.1  52.1   0.41   13.9    553
BP     BP PLC-ADR   BP US 11/17/12 C45        15.1  22.5   0.37    2.8    987
JNPR   JUNIPER NET  JNPR US 11/17/12 P16      14.3  59.9   0.37  -24.5    575
FDO    FAMILY DOLL  FDO US 11/17/12 C62.5     14.0  31.2   4.00   -4.8   2050
ECA    ENCANA CORP  ECA US 11/17/12 C24       13.9  37.6   0.90   50.0   1233
RGP    REGENCY ENE  RGP US 11/17/12 C25       13.7  33.8   0.40   33.3   3141
YHOO   YAHOO! INC   YHOO US 11/17/12 C15      13.0  29.4   1.13   -5.0    712
AREX   APPROACH RE  AREX US 11/17/12 P25      12.7  58.0   0.55  -31.2    589
XLF    SPDR-FINL S  XLF US 11/17/12 P17       12.5  16.5   0.81   -3.6   1491
JNJ    JOHNSON&JOH  JNJ US 11/17/12 P72.5     12.1  11.7   1.20  -30.2   1350
F      FORD MOTOR   F US 12/22/12 P8          12.1  36.7   0.02    0.0   1012
DF     DEAN FOODS   DF US 11/17/12 C18        12.0  56.0   1.00   81.8   1327
FDO    FAMILY DOLL  FDO US 11/17/12 P62.5     11.8  30.3   0.99   65.0    628
FDO    FAMILY DOLL  FDO US 01/19/13 P62.5     11.7  29.1   2.65   69.9    648
NEON   NEONODE INC  NEON US 04/20/13 P2.5     11.6 110.5   0.25    0.0   2000
BP     BP PLC-ADR   BP US 11/17/12 P39        11.2  30.9   0.24   33.3   1202
YHOO   YAHOO! INC   YHOO US 11/17/12 C16      11.2  27.7   0.46   -6.1   2427
AMD    ADV MICRO D  AMD US 11/17/12 C2.5      11.2  61.1   0.29  -14.7   1431
IBM    IBM          IBM US 11/17/12 C200      11.0  17.1   1.44  -58.7   4018
YHOO   YAHOO! INC   YHOO US 11/17/12 P16      10.9  27.7   0.54   28.6    578
DISH   DISH NETWOR  DISH US 01/19/13 C34      10.7  39.2   3.70   45.1   2799
FDO    FAMILY DOLL  FDO US 01/19/13 P65       10.7  28.2   3.70   37.0    638
AIG    AMERICAN IN  AIG US 01/19/13 C35       10.5  26.9   3.05    5.9   2218
VMED   VIRGIN MEDI  VMED US 03/16/13 P33      10.3  22.8   1.90   -7.3    511
OXY    OCCIDENTAL   OXY US 11/17/12 C65       10.3  56.7  20.04   17.5   2500
S      SPRINT NEXT  S US 01/18/14 C5          10.2  50.9   0.95    1.1    657
DISH   DISH NETWOR  DISH US 01/19/13 C35      10.1  38.8   2.53   23.4   1809

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EPAX   AMBASSADORS  EPAX US 11/17/12 C5      -97.1  34.8   0.40    0.0   1294
AAPL   APPLE INC    AAPL US 01/19/13 C400    -81.2   9.4 232.70   -4.9    570
SEAC   SEACHANGE I  SEAC US 11/17/12 C7.5    -76.4  48.5   1.15    0.0    500
MLNX   MELLANOX TE  MLNX US 11/17/12 C80     -49.0  57.0   4.40  -80.3    678
SCSS   SELECT COMF  SCSS US 11/17/12 P30     -44.4  38.7   1.35   -3.6    664
ALGN   ALIGN TECHN  ALGN US 11/17/12 P25     -34.2  53.0   0.85  466.7   2106
GMCR   GREEN MOUNT  GMCR US 11/17/12 P24     -33.8  65.2   1.51  -47.6   2353
GMCR   GREEN MOUNT  GMCR US 11/17/12 C25     -33.7  64.5   1.54  -24.1  14933
GMCR   GREEN MOUNT  GMCR US 11/17/12 C24     -33.2  65.7   2.11  -13.9   1632
GMCR   GREEN MOUNT  GMCR US 11/17/12 P25     -33.0  64.5   1.97  -42.9   2368
GMCR   GREEN MOUNT  GMCR US 11/17/12 P23     -33.0  66.7   1.22  -49.4   1231
GMCR   GREEN MOUNT  GMCR US 11/17/12 C22     -32.6  68.6   3.40   -2.6   2362
GMCR   GREEN MOUNT  GMCR US 11/17/12 C23     -32.5  67.0   2.71   -8.4   1834
GMCR   GREEN MOUNT  GMCR US 11/17/12 P22     -32.4  68.2   0.79  -58.4   2087
EBAY   EBAY INC     EBAY US 11/17/12 P49     -31.4  27.0   0.96  -62.6   1027
GMCR   GREEN MOUNT  GMCR US 11/17/12 P20     -30.3  72.5   0.39  -66.7   1108
EBAY   EBAY INC     EBAY US 11/17/12 P48     -30.2  27.8   0.65  -68.0    860
EBAY   EBAY INC     EBAY US 11/17/12 C52.5   -29.3  25.7   0.61   -1.6   4665
MNKD   MANNKIND CO  MNKD US 11/17/12 P2      -28.8  71.0   0.18   38.5    653
EBAY   EBAY INC     EBAY US 11/17/12 C49     -28.1  27.2   2.35   32.8   2858
GMCR   GREEN MOUNT  GMCR US 11/17/12 P19     -27.8  75.5   0.26  -72.9    519
EBAY   EBAY INC     EBAY US 11/17/12 P47     -27.8  28.9   0.42  -73.4    961
SCSS   SELECT COMF  SCSS US 12/22/12 P25     -27.5  45.8   0.50  -28.6    585
EBAY   EBAY INC     EBAY US 11/17/12 C48     -26.9  27.9   2.93   28.5   1015
GMCR   GREEN MOUNT  GMCR US 11/17/12 P18     -26.5  78.1   0.17  -74.2   1753
NOK    NOKIA CORP-  NOK US 11/17/12 C2.5     -26.2  63.6   0.38  -28.3    952
EBAY   EBAY INC     EBAY US 11/17/12 C47     -25.4  28.6   3.80   34.3    612
ASNA   ASCENA RETA  ASNA US 11/17/12 P20     -25.3  29.2   0.20  -63.6   1810
WCC    WESCO INTL   WCC US 11/17/12 P60      -25.2  30.5   0.75  -83.8   1030
EBAY   EBAY INC     EBAY US 11/17/12 P46     -25.1  29.9   0.32  -73.5   1064
SVU    SUPERVALU I  SVU US 11/17/12 C2       -25.1  85.1   0.25    8.7    535
EBAY   EBAY INC     EBAY US 11/17/12 C46     -25.1  29.6   4.42   28.5    514
KEY    KEYCORP      KEY US 11/17/12 C9       -24.0  26.1   0.17   54.5   2594
XLV    SPDR-HEALTH  XLV US 11/17/12 P41      -23.7  14.1   0.50    0.0   5077
ASNA   ASCENA RETA  ASNA US 11/17/12 C21     -23.2  28.4   0.80   14.3    553
ASNA   ASCENA RETA  ASNA US 11/17/12 C22     -22.3  28.0   0.25  -28.6    594
GMCR   GREEN MOUNT  GMCR US 11/17/12 P16     -22.1  84.0   0.07  -75.9    881
PBR    PETROBRAS S  PBR US 11/17/12 P24      -22.1  15.6   1.50   15.4   3269
TRV    TRAVELERS C  TRV US 11/17/12 C77.5    -21.9  14.5   0.20    0.0    922
RRD    RR DONNELLE  RRD US 11/17/12 P5       -21.6 143.8   0.08    0.0    570
EBAY   EBAY INC     EBAY US 11/17/12 C45     -21.5  30.5   5.50   32.2   1885
NOK    NOKIA CORP-  NOK US 11/17/12 P2.5     -20.8  68.3   0.09  -18.2   1839
BBT    BB&T CORP    BBT US 11/17/12 P30      -19.6  19.5   0.63  270.6   1033
ALGN   ALIGN TECHN  ALGN US 01/19/13 P23     -18.3  52.0   1.10  214.3    503
DHR    DANAHER COR  DHR US 11/17/12 C55      -17.3  18.5   0.60  -71.4    579
OSG    OVERSEAS SH  OSG US 11/17/12 P3       -17.3 190.9   0.45  -30.8    693
CVS    CVS CAREMAR  CVS US 11/17/12 P48      -16.9  15.3   1.71   -4.5   1373
BAX    BAXTER INTL  BAX US 11/17/12 C62.5    -15.5  15.0   1.11   14.4   2060
VZ     VERIZON COM  VZ US 11/17/12 P47       -14.9  15.1   1.66  -33.3    826
NE     NOBLE CORP   NE US 11/17/12 C38       -14.5  26.9   1.81   40.3   1064
NOK    NOKIA CORP-  NOK US 11/17/12 P2       -14.2  90.0   0.03    0.0    630
ALGN   ALIGN TECHN  ALGN US 01/19/13 C27     -13.7  49.0   2.40  -78.8    608
NE     NOBLE CORP   NE US 11/17/12 C37       -13.2  28.0   2.55   50.9    627
AXP    AMERICAN EX  AXP US 11/17/12 C57.5    -13.1  18.2   1.25  -48.4    801
AXP    AMERICAN EX  AXP US 11/17/12 P57.5    -13.1  18.1   1.10   64.2    594
CLWR   CLEARWIRE -  CLWR US 01/19/13 P2      -13.0  99.2   0.40    0.0    566
VZ     VERIZON COM  VZ US 11/17/12 P46       -12.8  15.5   0.97  -41.2   2314
VZ     VERIZON COM  VZ US 11/17/12 C46       -12.4  15.1   0.65   66.7   2228
KEY    KEYCORP      KEY US 12/22/12 P8       -12.3  27.7   0.12  -58.6   6980
UUP    POWERSHARES  UUP US 11/17/12 C22      -12.3   6.7   0.07    0.0    527
S      SPRINT NEXT  S US 08/17/13 P5         -11.4  35.7   0.93   -6.1   2970
NE     NOBLE CORP   NE US 11/17/12 C39       -11.3  26.3   1.22   58.4   1003
PM     PHILIP MORR  PM US 11/17/12 P87.5     -11.2  16.1   1.13  182.5    918
MS     MORGAN STAN  MS US 11/17/12 C18       -11.1  34.2   0.59  -44.3   5773
NE     NOBLE CORP   NE US 11/17/12 C35       -11.1  30.7   4.30  131.2   2358
MS     MORGAN STAN  MS US 11/17/12 P18       -11.0  34.1   0.79   29.5   1398
OSG    OVERSEAS SH  OSG US 11/17/12 P1       -10.8 343.0   0.10  -33.3   1581
BBT    BB&T CORP    BBT US 01/19/13 P28      -10.7  22.9   0.61  103.3   1413
PEP    PEPSICO INC  PEP US 11/17/12 P72.5    -10.4  10.1   2.19  -17.4    613
UNP    UNION PAC C  UNP US 11/17/12 C125     -10.4  20.2   3.10   15.7    645
VZ     VERIZON COM  VZ US 11/17/12 P45       -10.4  16.6   0.54  -48.6   2646
UNP    UNION PAC C  UNP US 11/17/12 P125     -10.1  20.3   2.20  -42.9    560
RDN    RADIAN GROU  RDN US 11/17/12 P4       -10.1  87.1   0.10    0.0    520

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

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