Ticker	Volume	Price	Price Delta
DJIA	15,335.30	-19.12	-0.12%
S&P 500	1,666.29	-1.18	-0.07%
Nasdaq	3,496.43	-2.53	-0.07%

Ticker	Volume	Price	Price Delta
STOXX 50	2,808.60	-15.90	-0.56%
FTSE 100	6,761.99	+6.36	0.09%
DAX	8,431.88	-23.95	-0.28%

Ticker	Volume	Price	Price Delta
Nikkei	15,381.00	+20.21	0.13%
Hang Seng	23,366.40	-126.66	-0.54%
S&P/ASX 200	5,180.06	-28.98	-0.56%

U.S. Stock Options With Biggest Changes in Implied Volatility

By Bloomberg News - 2012-10-29T15:30:12Z

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
=============================================================================
SPY    SPDR S&P 50  SPY US 12/21/13 P110     806.6  25.4   4.09    0.0    476
EBAY   EBAY INC     EBAY US 01/19/13 C25     261.9  67.9  23.85    0.0    300
SPY    SPDR S&P 50  SPY US 01/19/13 P134     148.5   6.8   2.24    0.0   1403
LL     LUMBER LIQU  LL US 11/17/12 C40       133.7  52.8  13.77    0.0    200
SPY    SPDR S&P 50  SPY US 12/31/12 P130     133.0   9.8   1.23    0.0    741
SPY    SPDR S&P 50  SPY US 02/16/13 P140      57.9   9.3   4.92    0.0    547
HOGS   ZHONGPIN IN  HOGS US 11/17/12 C10      39.8  69.4   1.75    0.0    200
SPY    SPDR S&P 50  SPY US 12/21/13 P105      38.4   5.2   3.21    0.0    490
SPY    SPDR S&P 50  SPY US 01/19/13 P133      31.2   3.1   2.09    0.0   8490
NXY    NEXEN INC    NXY US 11/17/12 P22       29.1  59.4   0.80    0.0    234
HBAN   HUNTINGTON   HBAN US 12/22/12 C6       21.3  28.0   0.48    0.0    290
SPY    SPDR S&P 50  SPY US 12/22/12 P125      17.9   4.5   0.57    0.0   6307
IWM    ISHARES-RUS  IWM US 11/17/12 P85       17.3  17.6   4.12    0.0   1113
SPY    SPDR S&P 50  SPY US 01/19/13 P135      17.2   5.1   2.55    0.0   4114
CLGX   CORELOGIC I  CLGX US 11/17/12 C20      16.6  40.1   2.50    0.0    200
SPY    SPDR S&P 50  SPY US 12/31/12 P134      15.6   4.0   1.73    0.0    247
SPY    SPDR S&P 50  SPY US 01/19/13 P132      14.9   3.6   1.83    0.0   1292
NFLX   NETFLIX INC  NFLX US 11/17/12 C50      14.8  82.8  17.25    0.0    437
IWM    ISHARES-RUS  IWM US 11/17/12 P84       11.9  17.8   3.29    0.0   8894
SPY    SPDR S&P 50  SPY US 02/16/13 P142      11.1   6.0   5.58    0.0    354

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SPY    SPDR S&P 50  SPY US 12/31/12 P131     -78.4   1.9   1.42    0.0    223
SPY    SPDR S&P 50  SPY US 12/21/13 P100     -58.6   2.3   2.58    0.0    713
SPY    SPDR S&P 50  SPY US 02/16/13 P137     -56.6   2.3   3.90    0.0    288
SPY    SPDR S&P 50  SPY US 12/31/12 P128     -31.4   1.8   0.91    0.0   2942
SPY    SPDR S&P 50  SPY US 02/16/13 P139     -28.7   5.5   4.55    0.0    218
GNOM   COMPLETE GE  GNOM US 01/19/13 P2.5    -25.3  37.9   0.05    0.0    400
SPY    SPDR S&P 50  SPY US 02/16/13 P136     -22.7   4.5   3.50    0.0    325
DTG    DOLLAR THRI  DTG US 11/17/12 P72.5    -19.5  59.4   1.75    0.0    216
SPY    SPDR S&P 50  SPY US 01/19/13 P129     -15.2   5.7   1.47    0.0    960
CVC    CABLEVISION  CVC US 11/17/12 C16      -13.0  33.8   1.95    0.0   1000
SPY    SPDR S&P 50  SPY US 03/16/13 P140     -12.8   9.6   5.98    0.0    221
SPY    SPDR S&P 50  SPY US 02/16/13 P135     -12.8   5.7   3.32    0.0    272
SPY    SPDR S&P 50  SPY US 01/19/13 P130     -12.5   3.9   1.62    0.0   3094
BJRI   BJ'S RESTAU  BJRI US 11/17/12 P30     -12.4  35.3   0.35    0.0    562
EEM    ISHARES-EMG  EEM US 12/22/12 C34      -11.4  29.2   7.25    0.0    210
ERIC   ERICSSON LM  ERIC US 11/17/12 P9      -11.0  27.4   0.40    0.0   2699
FTR    FRONTIER CO  FTR US 12/22/12 C4.5     -10.5  33.5   0.35    0.0    305
CAG    CONAGRA FOO  CAG US 11/17/12 C27      -10.1  20.1   1.30    0.0    400

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

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

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