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
=============================================================================
PFE    PFIZER INC   PFE US 12/22/12 C20      153.2  47.5   4.65   -2.1   1040
WY     WEYERHAEUSE  WY US 01/19/13 C20       108.0  39.0   7.80    1.3   5040
AOL    AOL INC      AOL US 04/20/13 C40       68.5  49.5   2.90  141.7    302
AOL    AOL INC      AOL US 01/19/13 C36       48.9  48.8   4.30  122.8    230
AOL    AOL INC      AOL US 01/19/13 C40       48.5  47.3   2.10  255.9    254
NLY    ANNALY CAPI  NLY US 01/19/13 P16       37.9  23.4   1.18   47.5    378
NLY    ANNALY CAPI  NLY US 04/20/13 P16       30.0  19.7   1.69   35.2    289
IN     INTERMEC IN  IN US 03/16/13 C7.5       19.5  51.5   0.90   63.6    200
MET    METLIFE INC  MET US 12/22/12 C30       18.6  49.8   4.60    8.2   1675
ESRX   EXPRESS SCR  ESRX US 01/19/13 C50      17.2  28.0   5.40  -58.7    303
ARRS   ARRIS GROUP  ARRS US 02/16/13 C12.5    16.1  32.8   2.00   81.8    250
NLY    ANNALY CAPI  NLY US 01/19/13 P15       15.3  22.1   0.53   60.6    557
MET    METLIFE INC  MET US 12/22/12 C31       15.1  40.4   3.65  -15.1   8000
TRGP   TARGA RESOU  TRGP US 12/22/12 C50      13.6  22.2   1.40    0.0    750
URA    GLOBAL X UR  URA US 01/19/13 P7        13.5  34.2   0.55    0.0    291
HOV    HOVNANIAN E  HOV US 12/22/12 C5.5      12.9  68.8   0.35   25.0    830
CLWR   CLEARWIRE -  CLWR US 12/22/12 P2       12.7 108.2   0.25   25.0   3055
AGNC   AMERICAN CA  AGNC US 12/22/12 C33      11.0  21.3   0.45  -25.0   1497
NLY    ANNALY CAPI  NLY US 04/20/13 P15       10.9  19.1   0.97   31.1    509
LLTC   LINEAR TECH  LLTC US 12/22/12 P33      10.7  21.6   1.09    0.0    376

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLV    SPDR-HEALTH  XLV US 06/22/13 P34      -66.0  21.0   0.60    0.0    418
XLV    SPDR-HEALTH  XLV US 06/22/13 P35      -65.3  19.9   0.74   -5.1    451
XLV    SPDR-HEALTH  XLV US 06/22/13 P36      -64.6  18.8   0.91   -5.2    363
XLV    SPDR-HEALTH  XLV US 06/22/13 P37      -63.7  17.7   1.11   -5.1   1270
XOM    EXXON MOBIL  XOM US 01/19/13 C77.5    -63.6   9.4  13.75   10.9   9076
MET    METLIFE INC  MET US 01/19/13 C28      -63.1  18.8   6.70  -16.4   2925
XLV    SPDR-HEALTH  XLV US 06/22/13 P38      -62.0  16.9   1.40    0.0    945
AOL    AOL INC      AOL US 04/20/13 P35      -61.5  12.0   1.40  -44.0    417
MIPS   MIPS TECH I  MIPS US 01/19/13 P7      -60.4  26.3   0.30  -66.7    252
MIPS   MIPS TECH I  MIPS US 12/22/12 C7      -57.2  27.3   0.35  -41.7    834
MIPS   MIPS TECH I  MIPS US 01/19/13 C7      -57.2  28.8   0.45  -40.0    313
MET    METLIFE INC  MET US 01/19/13 C21      -54.6  43.9  13.60    0.0   5000
XOM    EXXON MOBIL  XOM US 01/19/13 C70      -51.2  18.8  21.20    4.7  16075
PFE    PFIZER INC   PFE US 01/19/13 C20      -49.0  18.8   4.65    1.1    500
GM     GENERAL MOT  GM US 01/19/13 C17.5     -47.0  24.6   8.50    2.4    250
XOM    EXXON MOBIL  XOM US 01/19/13 C60      -36.8  37.5  31.20    4.3   9000
ESRX   EXPRESS SCR  ESRX US 12/22/12 P47.5   -32.8  28.9   0.20    0.0    560
AEP    AMERICAN EL  AEP US 05/18/13 C40      -32.1  10.5   3.70   -1.3    270
XOM    EXXON MOBIL  XOM US 12/22/12 C80      -30.9  18.8  11.20    1.8    390
PFE    PFIZER INC   PFE US 12/22/12 C22      -30.6  18.8   2.67    0.4  12856
ESRX   EXPRESS SCR  ESRX US 12/22/12 P50     -30.3  26.8   0.50    0.0   1534
FOSL   FOSSIL INC   FOSL US 12/22/12 P70     -30.1  48.9   1.20    5.3    264
FOSL   FOSSIL INC   FOSL US 12/22/12 P85     -30.0  43.2   6.40   51.3    486
XLV    SPDR-HEALTH  XLV US 06/22/13 P39      -29.9  16.0   1.73    0.0    547
FOSL   FOSSIL INC   FOSL US 12/22/12 C85     -29.0  44.4   4.30  -65.6    350
ESRX   EXPRESS SCR  ESRX US 12/22/12 C47.5   -28.4  30.8   7.25    0.0    261
ESRX   EXPRESS SCR  ESRX US 12/22/12 P52.5   -28.0  25.4   1.15    0.0   3336
CDE    COEUR D'ALE  CDE US 12/22/12 C24      -26.9  50.9   2.15  -65.3    200
FTR    FRONTIER CO  FTR US 01/19/13 C4       -26.9  38.2   0.40  -33.3    205
BSFT   BROADSOFT I  BSFT US 12/22/12 P30     -25.9  59.0   1.80   24.1    285
ESRX   EXPRESS SCR  ESRX US 12/22/12 P55     -24.9  24.7   2.15  411.9    756
ESRX   EXPRESS SCR  ESRX US 01/19/13 P50     -22.8  26.4   0.79  243.5   1590
XLF    SPDR-FINL S  XLF US 02/16/13 P11      -22.1  40.3   0.04    0.0   1100
Z      ZILLOW INC-  Z US 12/22/12 P25        -21.2  61.1   1.15  113.0    310
PPP    PRIMERO MIN  PPP US 01/19/13 C7.5     -20.6  40.7   0.60   71.4    207
ESRX   EXPRESS SCR  ESRX US 01/19/13 P52.5   -20.1  25.2   1.61  323.7   2512
ESRX   EXPRESS SCR  ESRX US 01/19/13 P55     -19.3  24.2   2.53  289.2    386
VVUS   VIVUS INC    VVUS US 12/22/12 P10     -19.0  73.6   0.44  131.6    577
CDE    COEUR D'ALE  CDE US 12/22/12 P17      -18.8  65.1   0.10  -33.3    341
PHMD   PHOTOMEDEX   PHMD US 12/22/12 P12.5   -18.7  59.0   0.90  -10.0    237
VVUS   VIVUS INC    VVUS US 12/22/12 P12     -18.4  68.7   1.25  123.2    564
VVUS   VIVUS INC    VVUS US 12/22/12 C12     -18.2  69.4   1.04    0.0    274
ESRX   EXPRESS SCR  ESRX US 02/16/13 P52.5   -16.9  26.7   2.18  198.6    259
PCYC   PHARMACYCLI  PCYC US 12/22/12 P35     -16.7  80.3   0.40    0.0   1006
ASIA   ASIAINFO-LI  ASIA US 04/20/13 P10     -16.4  36.6   0.60  -53.9    200
XLE    SPDR-ENERGY  XLE US 03/16/13 P36      -16.1  48.9   0.04  -80.0    480
ESRX   EXPRESS SCR  ESRX US 01/19/13 C55     -15.9  25.2   2.15  -74.7    788
CDE    COEUR D'ALE  CDE US 12/22/12 P23      -14.9  50.7   1.20  380.0    379
CDE    COEUR D'ALE  CDE US 12/22/12 P21      -14.8  54.3   0.50  400.0    212
DTV    DIRECTV      DTV US 12/22/12 P46      -14.8  22.0   0.50   38.9    500
BSFT   BROADSOFT I  BSFT US 02/16/13 P25     -14.8  62.6   1.25   25.0    280
DTV    DIRECTV      DTV US 12/22/12 P47      -14.3  21.1   0.64   30.6    351
SBAC   SBA COMM CO  SBAC US 12/22/12 C60     -14.1  25.1   6.00   -1.6    200
CLNE   CLEAN ENERG  CLNE US 12/22/12 C10     -13.0  45.4   1.80   24.1    298
ESRX   EXPRESS SCR  ESRX US 02/16/13 C52.5   -12.3  28.0   4.15  -58.5    798
CDE    COEUR D'ALE  CDE US 12/22/12 P24      -12.2  49.7   1.40  460.0    270
VVUS   VIVUS INC    VVUS US 01/19/13 P10     -12.0  75.5   0.72   71.4    741
WAG    WALGREEN CO  WAG US 01/18/14 C20      -11.9  41.6  14.10   -2.1   2730
DTV    DIRECTV      DTV US 01/19/13 P43      -11.6  24.3   0.28    0.0    520
DTV    DIRECTV      DTV US 01/19/13 P47      -11.3  21.2   0.95   58.3    358
NVO    NOVO-NORDIS  NVO US 12/22/12 P150     -11.3  26.0   5.80   42.2    646
IWM    ISHARES-RUS  IWM US 12/22/12 P47      -11.3  58.4   0.01    0.0    203
MNKD   MANNKIND CO  MNKD US 12/22/12 P2      -11.2  56.4   0.15  -11.8    205
ESRX   EXPRESS SCR  ESRX US 02/16/13 C55     -10.6  27.1   2.88  -66.6   1061
CTRP   CTRIP.COM-A  CTRP US 12/22/12 P17     -10.5  55.2   0.35  -31.4    285
CTRP   CTRIP.COM-A  CTRP US 12/22/12 P19     -10.3  51.5   0.85   -5.6    765
EMR    EMERSON ELE  EMR US 12/22/12 C52.5    -10.2  19.2   0.80   23.1    687
CDE    COEUR D'ALE  CDE US 12/22/12 P25      -10.1  49.3   2.15  377.8    333
CTRP   CTRIP.COM-A  CTRP US 12/22/12 P18     -10.1  52.5   0.55  -26.7    604

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

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