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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 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 12/22/12 C100     297.6  37.3  44.04   -3.9  24540
HK     HALCON RESO  HK US 11/17/12 C6         78.7  66.7   1.35    3.9   4000
XLE    SPDR-ENERGY  XLE US 11/17/12 C67       66.5  25.3   7.32   -9.6    842
TZA    DIR SMCAP B  TZA US 11/17/12 C12       49.1  61.7   3.70   37.0    644
MDRX   ALLSCRIPTS   MDRX US 11/17/12 P13      45.1  67.6   0.75   87.5   1071
DTG    DOLLAR THRI  DTG US 01/19/13 C87.5     40.4   5.7   0.05    0.0   2143
IWM    ISHARES-RUS  IWM US 11/17/12 C79       37.5  21.1   3.42  -31.5    804
NXY    NEXEN INC    NXY US 11/17/12 C26       32.2  29.9   0.65    0.0    632
ZIOP   ZIOPHARM ON  ZIOP US 11/17/12 P3       29.9 212.9   0.35  250.0   1112
DTG    DOLLAR THRI  DTG US 11/17/12 P85       28.0  22.2   2.20   37.5    527
DTG    DOLLAR THRI  DTG US 11/17/12 P82.5     27.5  31.3   1.95   69.6    637
MTW    MANITOWOC C  MTW US 11/17/12 P14       27.1  64.4   0.65    0.0    682
XLE    SPDR-ENERGY  XLE US 11/17/12 C68       26.0  24.3   6.05  -14.8   7501
IWM    ISHARES-RUS  IWM US 11/17/12 C80       25.6  20.3   2.76  -33.0   2717
MTW    MANITOWOC C  MTW US 11/17/12 C15       24.5  58.4   1.00  100.0   1639
TRIP   TRIPADVISOR  TRIP US 11/17/12 P27      23.3  78.9   1.36   74.4  18264
WFM    WHOLE FOODS  WFM US 01/19/13 C72.5     20.7  38.3  25.30    0.0    773
IWM    ISHARES-RUS  IWM US 11/17/12 C81       19.8  19.3   2.06  -40.5   1663
AEIS   ADV ENERGY   AEIS US 01/19/13 P10      19.0  50.3   0.48   37.1   3657
IWM    ISHARES-RUS  IWM US 12/22/12 C77       18.9  21.3   5.65  -21.5    690
MDRX   ALLSCRIPTS   MDRX US 11/17/12 C14      18.2  61.5   0.65    8.3   1038
DTG    DOLLAR THRI  DTG US 01/19/13 C82.5     17.8  20.1   4.50   -8.2    540
FXI    ISHARES FTS  FXI US 11/17/12 C33       17.0  21.6   4.25   -3.4    573
FIO    FUSION-IO I  FIO US 11/17/12 P26       16.9 103.2   2.20   25.7   1840
IWM    ISHARES-RUS  IWM US 11/17/12 C82       16.6  18.5   1.49  -37.7   5411
TRIP   TRIPADVISOR  TRIP US 11/17/12 P30      16.3  75.3   2.71   35.5   9496
POM    PEPCO HOLDI  POM US 11/17/12 C20       16.2  11.2   0.25   66.7    761
ETN    EATON CORP   ETN US 11/17/12 C46       15.5  32.2   1.60   -3.0   1124
XLE    SPDR-ENERGY  XLE US 11/17/12 C69       15.4  23.3   5.44    1.9    828
KBH    KB HOME      KBH US 01/19/13 P9        15.3  63.7   0.03    0.0   1234
MSFT   MICROSOFT C  MSFT US 01/19/13 P28      15.1  21.3   1.04   28.4   1318
HCN    HEALTH CARE  HCN US 11/17/12 P60       14.6  17.2   1.45  -23.7    596
DUK    DUKE ENERGY  DUK US 11/17/12 C67.5     14.4  12.9   0.15    0.0   2120
SN     SANCHEZ ENE  SN US 11/17/12 C20        14.2  41.2   0.70  -17.6    625
DIA    SPDR DJIA T  DIA US 11/17/12 C134      14.2  13.0   1.41  -43.6   1377
ARIA   ARIAD PHARM  ARIA US 11/17/12 P23      14.1  49.0   1.10   83.3    613
PMT    PENNYMAC MO  PMT US 01/19/13 C25       14.0  25.6   1.00   11.1    820
ETN    EATON CORP   ETN US 11/17/12 P45       14.0  33.8   1.25   31.6   4281
HK     HALCON RESO  HK US 11/17/12 P7         13.8  55.9   0.40   14.3   1882
LGF    LIONS GATE   LGF US 11/17/12 C14       13.8  48.8   2.50    8.7    751
S      SPRINT NEXT  S US 01/18/14 C4.5        13.7  57.9   1.32    0.0    696
ETN    EATON CORP   ETN US 11/17/12 P43       13.7  37.2   0.70   40.0   1615
DIA    SPDR DJIA T  DIA US 11/17/12 C138      13.6  11.4   0.24  -58.6    909
CTRP   CTRIP.COM-A  CTRP US 03/16/13 P20      13.5  49.8   3.10  -27.9   8187
ARIA   ARIAD PHARM  ARIA US 11/17/12 P22      13.5  49.0   0.75  150.0   1144
DIA    SPDR DJIA T  DIA US 11/17/12 C136      13.2  12.0   0.64  -51.5    816
IWM    ISHARES-RUS  IWM US 11/17/12 C83       13.2  17.5   0.99  -46.2   5622
TXT    TEXTRON INC  TXT US 11/17/12 P25       12.9  35.8   0.73   32.7   3133
MDVN   MEDIVATION   MDVN US 12/22/12 C50      12.6  54.5   6.05   19.6   1192
IWM    ISHARES-RUS  IWM US 12/22/12 C80       12.6  19.9   3.52  -26.4    593
ETN    EATON CORP   ETN US 11/17/12 P44       12.5  35.2   0.90   38.5   4287
CERN   CERNER CORP  CERN US 11/17/12 P70      12.2  38.0   2.83   57.2   3470
IYR    ISHARES-DJ   IYR US 11/17/12 P66       12.2  12.2   1.47   22.5    786
EXC    EXELON CORP  EXC US 11/17/12 C37       12.1  14.2   0.50  -33.3    768
SPY    SPDR S&P 50  SPY US 11/17/12 P150      12.0  12.6   7.10   53.0   2006
LL     LUMBER LIQU  LL US 11/17/12 P45        11.9  57.5   1.00   33.3    829
FXI    ISHARES FTS  FXI US 01/19/13 C31       11.8  25.0   6.20   -5.3   1802
VMED   VIRGIN MEDI  VMED US 12/22/12 P32      11.7  25.9   1.10   22.2   2477
BAC    BANK OF AME  BAC US 11/17/12 C7        11.7  52.3   2.46   -0.8    664
CTRP   CTRIP.COM-A  CTRP US 03/16/13 P18      11.7  52.8   1.85  -29.4   1622
SPR    SPIRIT AERO  SPR US 11/17/12 P20       11.5  45.2   0.25  -28.6    609
GMCR   GREEN MOUNT  GMCR US 11/17/12 P16      11.5  96.0   0.15  114.3   1230
QCOR   QUESTCOR PH  QCOR US 11/17/12 P21      11.4 123.1   1.45   31.8    587
TXT    TEXTRON INC  TXT US 11/17/12 C25       11.4  36.4   1.29   -0.8    757
VE     VEOLIA ENVI  VE US 11/17/12 C10        11.4  49.4   1.30   13.0    500
XLF    SPDR-FINL S  XLF US 11/17/12 C16       11.2  18.3   0.36  -30.8  69132
MSFT   MICROSOFT C  MSFT US 12/22/12 P26      11.2  23.2   0.27   28.6   1002
PPO    POLYPORE IN  PPO US 11/17/12 P30       11.2  71.0   0.70   55.6    525
SHAW   SHAW GROUP   SHAW US 01/19/13 C41      11.1  28.0   3.70  -11.9    501
IWM    ISHARES-RUS  IWM US 11/17/12 C84       11.0  16.8   0.63  -47.5  14066
MSFT   MICROSOFT C  MSFT US 04/20/13 P27      10.9  23.3   1.25   25.0    719
ECA    ENCANA CORP  ECA US 11/17/12 C25       10.9  42.2   0.57   -5.0   1726
XLF    SPDR-FINL S  XLF US 12/22/12 C15       10.9  21.5   1.24  -15.1    725
JNJ    JOHNSON&JOH  JNJ US 01/19/13 P57.5     10.8  21.0   0.06  100.0   5074
PEP    PEPSICO INC  PEP US 11/17/12 C72.5     10.6  11.6   0.14  -41.7    579
PPL    PPL CORPORA  PPL US 01/19/13 C30       10.6  11.9   0.50  -23.1   1269
IWM    ISHARES-RUS  IWM US 11/17/12 C85       10.4  16.2   0.37  -52.6   3325
TXT    TEXTRON INC  TXT US 12/22/12 P24       10.3  35.4   0.82   -3.5    893
QCOR   QUESTCOR PH  QCOR US 11/17/12 P22      10.1 120.5   2.00   33.3    688
XRT    SPDR S&P RE  XRT US 11/17/12 P64       10.1  19.1   2.27   54.4    924
QCOR   QUESTCOR PH  QCOR US 11/17/12 C26      10.0 104.9   2.30  -14.8    873

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MSFT   MICROSOFT C  MSFT US 11/17/12 C26     -57.6  25.5   2.64  -25.6    774
SIRI   SIRIUS XM R  SIRI US 01/19/13 C2      -50.7  28.3   0.91   -4.2   4583
RVBD   RIVERBED TE  RVBD US 11/17/12 C23     -46.7  41.5   1.09    9.0   1753
ATHN   ATHENAHEALT  ATHN US 11/17/12 C70     -46.5  36.3   5.11    0.0    984
CMG    CHIPOTLE ME  CMG US 11/17/12 P245     -46.2  34.2  11.24  124.8    750
CMG    CHIPOTLE ME  CMG US 11/17/12 P235     -46.1  35.5   6.70  103.0    634
CMG    CHIPOTLE ME  CMG US 11/17/12 P225     -45.8  37.8   3.70   38.6    603
CMG    CHIPOTLE ME  CMG US 11/17/12 P250     -45.5  33.8  14.40  144.9   1432
RVBD   RIVERBED TE  RVBD US 11/17/12 C24     -45.4  41.7   0.68   -2.9   1828
CMG    CHIPOTLE ME  CMG US 11/17/12 P240     -45.1  35.0   8.60  100.0    777
CMG    CHIPOTLE ME  CMG US 11/17/12 C250     -45.0  34.3   5.70  -86.4    666
RVBD   RIVERBED TE  RVBD US 11/17/12 P23     -45.0  42.1   1.07  -66.6   1197
CMG    CHIPOTLE ME  CMG US 11/17/12 P230     -44.9  36.7   4.90   69.0    721
CMG    CHIPOTLE ME  CMG US 11/17/12 P220     -44.8  39.0   2.70   -4.6    609
RVBD   RIVERBED TE  RVBD US 11/17/12 C22     -44.8  44.0   1.64   26.1    751
CMG    CHIPOTLE ME  CMG US 11/17/12 C245     -44.6  34.7   7.50  -83.9   1082
RVBD   RIVERBED TE  RVBD US 11/17/12 P22     -44.2  43.4   0.59  -76.3   1567
CMG    CHIPOTLE ME  CMG US 11/17/12 C240     -43.2  35.9  10.10  -79.0   1005
MSFT   MICROSOFT C  MSFT US 12/22/12 C27     -39.3  22.2   1.95  -25.9    593
ATHN   ATHENAHEALT  ATHN US 11/17/12 C75     -39.2  37.3   2.10    0.0   1149
EEM    ISHARES-EMG  EEM US 11/17/12 P31.5    -34.3  42.8   0.02    0.0    826
CMG    CHIPOTLE ME  CMG US 12/22/12 P225     -31.8  35.9   7.20   76.0   1266
CMG    CHIPOTLE ME  CMG US 12/22/12 C240     -31.4  34.5  14.60  -71.8    537
MSFT   MICROSOFT C  MSFT US 01/19/13 C28     -30.1  21.8   1.40  -34.0   1006
ATHN   ATHENAHEALT  ATHN US 12/22/12 P60     -27.6  50.1   1.40   33.3   1147
SNDK   SANDISK COR  SNDK US 11/17/12 P44     -26.6  33.9   1.31  -52.7    922
ATHN   ATHENAHEALT  ATHN US 12/22/12 C70     -25.5  41.1   6.91  -66.9    972
AMD    ADV MICRO D  AMD US 11/17/12 P2       -24.4  61.1   0.06  200.0    782
SNDK   SANDISK COR  SNDK US 11/17/12 P46     -23.8  33.2   2.39  -40.2    568
SIRI   SIRIUS XM R  SIRI US 11/17/12 C3      -22.5  35.0   0.08  -33.3  58832
MSFT   MICROSOFT C  MSFT US 11/17/12 P28     -21.9  20.0   0.48   45.5  10674
SNDK   SANDISK COR  SNDK US 11/17/12 C46     -21.8  34.4   1.15   15.0   1338
MSFT   MICROSOFT C  MSFT US 11/17/12 C29     -21.2  19.7   0.40  -61.2  14444
S      SPRINT NEXT  S US 11/17/12 C5         -21.1  30.8   0.72  -10.0    752
SNDK   SANDISK COR  SNDK US 11/17/12 C44     -19.6  35.2   2.15   28.0    849
MSFT   MICROSOFT C  MSFT US 11/17/12 P27     -19.6  21.9   0.21   31.2  12105
MSFT   MICROSOFT C  MSFT US 11/17/12 C28     -19.2  20.6   0.92  -48.0   3493
AMD    ADV MICRO D  AMD US 11/17/12 C2       -18.9  64.5   0.27  -56.5   2446
MCD    MCDONALDS C  MCD US 11/17/12 P85      -18.9  16.3   0.33  120.0   1078
HON    HONEYWELL I  HON US 11/17/12 C62.5    -18.6  17.6   1.12   17.9   1625
BHI    BAKER HUGHE  BHI US 11/17/12 P45      -18.5  28.6   1.62   63.6    593
MSFT   MICROSOFT C  MSFT US 11/17/12 P29     -18.4  19.3   1.01   53.0   5024
SNDK   SANDISK COR  SNDK US 11/17/12 C43     -17.6  36.2   2.89   33.2   1338
BHI    BAKER HUGHE  BHI US 11/17/12 P44      -17.4  29.3   1.22   67.1   2219
MCD    MCDONALDS C  MCD US 11/17/12 P87.5    -17.0  15.0   0.83  219.2   3744
MMR    MCMORAN EXP  MMR US 11/17/12 C12      -16.9  69.6   0.96  -32.9    939
GE     GENERAL ELE  GE US 11/17/12 C22       -16.0  18.5   0.43  -60.2   4053
HON    HONEYWELL I  HON US 11/17/12 P62.5    -16.0  17.6   1.46  -40.4    999
ARIA   ARIAD PHARM  ARIA US 11/17/12 P16     -15.8  83.0   0.10  -50.0   1275
GE     GENERAL ELE  GE US 11/17/12 P22       -15.8  18.7   0.44  109.5   3049
S      SPRINT NEXT  S US 11/17/12 P5.5       -15.8  21.8   0.06    0.0   2009
S      SPRINT NEXT  S US 11/17/12 P4.5       -15.0  47.1   0.01    0.0   1104
ATHN   ATHENAHEALT  ATHN US 12/22/12 P75     -15.0  40.6   7.32  152.4   1005
MCD    MCDONALDS C  MCD US 11/17/12 P92.5    -14.9  13.2   3.80  173.4   2689
MCD    MCDONALDS C  MCD US 11/17/12 C90      -14.6  14.0   0.93  -72.7   3308
GE     GENERAL ELE  GE US 11/17/12 P21       -14.3  22.0   0.17   88.9   1908
COF    CAPITAL ONE  COF US 11/17/12 C62.5    -14.1  21.7   0.68  183.3   1124
MSFT   MICROSOFT C  MSFT US 11/17/12 C27     -13.6  23.5   1.68  -35.1    726
HON    HONEYWELL I  HON US 11/17/12 P60      -13.1  19.4   0.58  -48.7   3233
S      SPRINT NEXT  S US 11/17/12 P5         -12.8  31.4   0.02  -33.3   1209
DISH   DISH NETWOR  DISH US 03/16/13 C33     -12.8  39.9   4.70   72.8   2000
NCR    NCR CORP     NCR US 01/19/13 P21      -12.8  34.5   0.90  -21.7    717
IR     INGERSOLL-R  IR US 11/17/12 C48       -12.4  23.3   0.60   20.0    590
IR     INGERSOLL-R  IR US 11/17/12 C47       -12.2  23.9   0.90   12.5    709
STSI   STAR SCIENT  STSI US 11/17/12 P2.5    -11.8 189.8   0.30  -14.3    658
MCD    MCDONALDS C  MCD US 12/22/12 P82.5    -11.8  16.5   0.50   92.3    617
MCD    MCDONALDS C  MCD US 11/17/12 C92.5    -11.6  13.5   0.26  -85.4   3371
GE     GENERAL ELE  GE US 11/17/12 P23       -11.4  17.0   1.10  115.7   1074
ABT    ABBOTT LABS  ABT US 11/17/12 C67.5    -11.0  18.4   0.82  -30.5   1675
MSFT   MICROSOFT C  MSFT US 12/22/12 C28     -10.9  20.9   1.18  -37.2   1638
VRNG   VRINGO INC   VRNG US 02/16/13 C2.5    -10.9 181.0   1.90   -2.6   7489
ABT    ABBOTT LABS  ABT US 11/17/12 P65      -10.8  20.1   0.98    1.0   1043
MCD    MCDONALDS C  MCD US 12/22/12 P85      -10.8  15.4   0.95  131.7    931
GE     GENERAL ELE  GE US 12/22/12 C20       -10.7  22.4   2.19  -29.4    576
MRO    MARATHON OI  MRO US 01/19/13 C22      -10.4  41.0   8.85   10.6   4252
SIRI   SIRIUS XM R  SIRI US 11/17/12 P3      -10.3  37.2   0.16  -11.1  53287

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

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