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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
=============================================================================
COST   COSTCO WHOL  COST US 01/19/13 C97.5   106.6  36.2   4.65  116.3    394
COST   COSTCO WHOL  COST US 01/19/13 C100     99.5  33.7   3.14  168.4    763
COST   COSTCO WHOL  COST US 12/22/12 C97.5    86.3  33.7   4.10  206.0    525
COST   COSTCO WHOL  COST US 12/22/12 C95      85.2  34.4   6.15  127.8    262
COST   COSTCO WHOL  COST US 12/22/12 C105     63.8  30.5   0.51  537.5   1879
TEA    TEAVANA HOL  TEA US 12/22/12 C15       57.1  35.7   0.25  -16.7   1192
TEA    TEAVANA HOL  TEA US 12/22/12 P15       47.2  33.4   0.85   88.9   1950
TEA    TEAVANA HOL  TEA US 02/16/13 P15       35.8  23.5   1.20   60.0   1052
KCG    KNIGHT CAPI  KCG US 12/22/12 P3        33.3  80.3   0.05  -75.0    500
COST   COSTCO WHOL  COST US 01/18/14 C100     33.2  26.1   8.14   33.4    245
TEA    TEAVANA HOL  TEA US 05/18/13 P15       27.4  18.0   0.90   12.5    266
TEA    TEAVANA HOL  TEA US 01/19/13 P15       27.2  28.3   1.15   64.3    541
HOLX   HOLOGIC INC  HOLX US 12/22/12 P19      26.9  32.0   0.60   87.5    245
IWM    ISHARES-RUS  IWM US 12/31/12 P84       25.1  15.9   4.73   19.8    299
YONG   YONGYE INTE  YONG US 12/22/12 C5       24.7  47.0   0.50   42.9    200
TEA    TEAVANA HOL  TEA US 12/22/12 P12.5     24.3  83.2   0.40  100.0   6518
SDRL   SEADRILL LT  SDRL US 12/22/12 P39      23.1  46.9   2.75   18.5    251
STSI   STAR SCIENT  STSI US 12/22/12 C2.5     22.7  79.7   0.45   12.5    310
IOC    INTEROIL CO  IOC US 12/22/12 P50       22.2  73.3   2.01  164.5    383
IOC    INTEROIL CO  IOC US 12/22/12 C55       21.4  69.8   3.45  -26.6    263
RGR    STURM RUGER  RGR US 12/22/12 C60       20.5  56.8   1.62  118.9    366
IOC    INTEROIL CO  IOC US 12/22/12 P47.5     20.3  75.4   1.35  200.0   1162
ODP    OFFICE DEPO  ODP US 12/22/12 C3        19.9  68.1   0.35   16.7    351
IOC    INTEROIL CO  IOC US 12/22/12 P45       19.8  78.9   1.00  203.0    735
HLF    HERBALIFE L  HLF US 01/18/14 P40       17.6  52.9   7.60   -1.3    248
TEA    TEAVANA HOL  TEA US 12/22/12 P10       17.3 114.5   0.20  185.7   1503
LO     LORILLARD I  LO US 06/22/13 C125       15.7  23.0   5.30    6.0   2583
BAC    BANK OF AME  BAC US 12/22/12 C8        15.1  43.9   1.55   -7.7    831
FB     FACEBOOK IN  FB US 12/22/12 C20        14.6  65.7   6.20    1.6    263
RGR    STURM RUGER  RGR US 01/19/13 P45       14.5  39.6   0.40    5.3    253
IOC    INTEROIL CO  IOC US 12/22/12 P35       14.2 101.2   0.15  150.0    257
JAZZ   JAZZ PHARMA  JAZZ US 12/22/12 P48      14.1  55.0   1.80   50.0    600
HLF    HERBALIFE L  HLF US 12/22/12 P45       13.8  83.1   3.56   33.3   1107
HLF    HERBALIFE L  HLF US 12/22/12 P47.5     13.6  76.6   4.70   20.5    263
HLF    HERBALIFE L  HLF US 12/22/12 P42.5     13.4  88.9   2.60   33.3   2494
JCI    JOHNSON CON  JCI US 12/22/12 C27       13.3  24.3   0.64   16.4    779
HOLX   HOLOGIC INC  HOLX US 12/22/12 C19      13.3  32.4   0.60   -7.7   2750
TEA    TEAVANA HOL  TEA US 01/19/13 P12.5     13.1  64.6   0.60   50.0   1639
HLF    HERBALIFE L  HLF US 12/22/12 P40       12.9  96.7   1.95   39.3   2128
SAN    BANCO SANTA  SAN US 01/19/13 C7        11.6  38.1   0.60   -7.7    263
AGQ    PRO ULTRA S  AGQ US 12/22/12 C54       11.6  48.2   2.45  -30.0   1958
EXEL   EXELIXIS IN  EXEL US 01/19/13 P3       11.5 138.2   0.10    0.0    250
TEA    TEAVANA HOL  TEA US 02/16/13 P12.5     11.2  52.8   0.65   44.4    483
HLF    HERBALIFE L  HLF US 12/22/12 P37.5     11.0 103.7   1.50   87.5    494
ARMH   ARM HOLDING  ARMH US 01/19/13 P35      11.0  36.5   1.15   -8.0   2182
IWM    ISHARES-RUS  IWM US 12/22/12 P83       10.8  15.9   3.56   11.6    236
SWHC   SMITH & WES  SWHC US 12/22/12 C10      10.8  67.5   1.05   23.5    624
HLF    HERBALIFE L  HLF US 05/18/13 P42.5     10.3  63.2   5.70   46.1    256
GMCR   GREEN MOUNT  GMCR US 01/19/13 P19      10.2  93.0   0.12  -73.3    339
BKS    BARNES & NO  BKS US 12/22/12 P15       10.0  68.5   0.65    0.0    501

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
COST   COSTCO WHOL  COST US 12/22/12 P92.5   -67.8   6.5   0.15  -73.7    302
GMCR   GREEN MOUNT  GMCR US 01/19/13 P37     -45.0  58.2   4.00  -57.5    220
JOSB   JOS A BANK   JOSB US 12/22/12 P45     -39.3  35.2   2.15   19.4   1291
MOV    MOVADO GROU  MOV US 12/22/12 C29.5    -38.1  45.9   5.40   46.0    213
JOSB   JOS A BANK   JOSB US 12/22/12 P40     -37.8  40.4   0.45  -25.0    705
COST   COSTCO WHOL  COST US 01/18/14 P97.5   -36.9  12.6   6.90  -25.0    266
KO     COCA-COLA C  KO US 01/19/13 C27.5     -35.9  36.8   9.85   -1.5    814
GMCR   GREEN MOUNT  GMCR US 12/22/12 C34     -35.2  65.2   3.10  160.5    872
GMCR   GREEN MOUNT  GMCR US 12/22/12 P34     -34.2  65.2   1.60  -74.6   2406
AEO    AMER EAGLE   AEO US 12/22/12 C21      -34.2  30.2   0.65   85.7    391
GMCR   GREEN MOUNT  GMCR US 12/22/12 C37     -34.0  62.5   1.65  189.5   1808
GMCR   GREEN MOUNT  GMCR US 12/22/12 P31     -33.9  67.9   0.68  -84.9    817
ASIA   ASIAINFO-LI  ASIA US 07/20/13 P11     -33.9  28.9   1.20  -27.3    240
GMCR   GREEN MOUNT  GMCR US 12/22/12 P35     -33.7  64.7   2.03  -72.2   2625
GMCR   GREEN MOUNT  GMCR US 12/22/12 P33     -33.7  65.8   1.20  -79.1   3593
GMCR   GREEN MOUNT  GMCR US 12/22/12 P32     -33.6  66.7   0.91  -81.2    876
GMCR   GREEN MOUNT  GMCR US 12/22/12 C32     -33.5  67.3   4.67  158.0    655
GMCR   GREEN MOUNT  GMCR US 12/22/12 C36     -33.4  64.0   2.11  193.1   1649
ANN    ANN INC      ANN US 12/22/12 C34      -33.2  37.8   1.40   12.0    355
GMCR   GREEN MOUNT  GMCR US 12/22/12 P36     -33.0  63.7   2.54  -67.6    634
GMCR   GREEN MOUNT  GMCR US 12/22/12 C35     -32.9  64.6   2.64  200.0   1678
GMCR   GREEN MOUNT  GMCR US 12/22/12 P37     -32.8  62.9   2.93  -66.4    216
GMCR   GREEN MOUNT  GMCR US 12/22/12 P30     -32.8  70.1   0.51  -87.1   3178
AEO    AMER EAGLE   AEO US 12/22/12 C19      -32.7  32.4   2.05   86.4   1741
EXPR   EXPRESS INC  EXPR US 12/22/12 C12.5   -32.6  50.2   1.97   57.6    868
GMCR   GREEN MOUNT  GMCR US 12/22/12 C33     -32.2  66.1   3.82  169.0   1070
GMCR   GREEN MOUNT  GMCR US 12/22/12 C31     -32.0  69.2   5.50  172.3    552
ANN    ANN INC      ANN US 12/22/12 P33      -31.6  37.6   0.70  -68.0    657
GMCR   GREEN MOUNT  GMCR US 12/22/12 P29     -31.4  72.4   0.39  -88.3   1360
AEO    AMER EAGLE   AEO US 12/22/12 C22      -31.3  30.8   0.25   92.3    421
XLF    SPDR-FINL S  XLF US 12/14/12 C14      -30.6  21.2   1.53  -11.6    495
AEO    AMER EAGLE   AEO US 12/22/12 C20      -30.2  33.2   1.24   90.8   2635
GMCR   GREEN MOUNT  GMCR US 12/22/12 P28     -30.1  74.7   0.30  -89.2   2622
GMCR   GREEN MOUNT  GMCR US 12/22/12 C30     -29.9  72.5   6.25  157.2   2690
GMCR   GREEN MOUNT  GMCR US 01/19/13 P36     -28.8  58.8   3.60  -57.6    725
GMCR   GREEN MOUNT  GMCR US 12/22/12 P27     -27.9  76.8   0.21  -90.6   2551
GMCR   GREEN MOUNT  GMCR US 12/22/12 C29     -27.8  75.2   7.15  144.9    808
GMCR   GREEN MOUNT  GMCR US 12/22/12 C28     -27.7  76.7   8.05  130.0   1213
FMCN   FOCUS MEDIA  FMCN US 12/22/12 C26     -27.7  34.2   0.40  -11.1    704
GMCR   GREEN MOUNT  GMCR US 01/19/13 C29     -27.7  66.1   7.37  123.3    356
GMCR   GREEN MOUNT  GMCR US 01/19/13 P35     -27.7  59.8   3.00  -62.3   1044
EEM    ISHARES-EMG  EEM US 12/14/12 P32      -27.6  54.7   0.02    0.0    250
FMCN   FOCUS MEDIA  FMCN US 04/20/13 P25     -27.4  23.7   1.80  -27.7    400
FMCN   FOCUS MEDIA  FMCN US 12/22/12 P25     -27.2  42.2   1.10  -42.1    202
GMCR   GREEN MOUNT  GMCR US 01/19/13 P34     -27.1  60.0   2.48  -63.5    210
GMCR   GREEN MOUNT  GMCR US 01/19/13 C28     -26.4  67.8   8.49  123.4    774
GMCR   GREEN MOUNT  GMCR US 01/19/13 P32     -26.2  62.0   1.70  -69.1    655
EXPR   EXPRESS INC  EXPR US 12/22/12 P12.5   -26.2  53.2   0.20  -73.3    307
GMCR   GREEN MOUNT  GMCR US 01/19/13 C35     -25.7  59.1   3.25  155.9   1336
GMCR   GREEN MOUNT  GMCR US 01/19/13 C36     -25.7  58.5   2.68  157.7    651
FMCN   FOCUS MEDIA  FMCN US 01/17/15 P25     -25.6  12.2   2.05  -29.3    200
GMCR   GREEN MOUNT  GMCR US 12/22/12 C27     -25.5  79.7   8.97  121.5    353
AEO    AMER EAGLE   AEO US 12/22/12 P21      -25.1  32.1   0.80  -60.0    293
GMCR   GREEN MOUNT  GMCR US 01/19/13 C37     -24.9  58.1   2.46  173.3    303
FMCN   FOCUS MEDIA  FMCN US 01/19/13 P25     -24.6  37.9   1.60  -31.9   1141
FMCN   FOCUS MEDIA  FMCN US 12/22/12 P24     -24.6  47.6   0.85  -50.6    972
GMCR   GREEN MOUNT  GMCR US 01/19/13 C33     -24.6  60.6   4.56  150.6    217
GMCR   GREEN MOUNT  GMCR US 01/19/13 C34     -24.6  60.4   3.92  157.9    216
FMCN   FOCUS MEDIA  FMCN US 04/20/13 P24     -24.0  28.8   1.55  -31.7    848
GMCR   GREEN MOUNT  GMCR US 12/22/12 P26     -24.0  80.6   0.15  -91.9   4260
KCG    KNIGHT CAPI  KCG US 12/22/12 C3.5     -23.2  60.2   0.12  140.0   2892
KO     COCA-COLA C  KO US 01/19/13 C32.5     -23.2  23.7   4.75   -5.0    353
GMCR   GREEN MOUNT  GMCR US 01/19/13 C32     -23.0  61.9   5.10  146.4    283
KCG    KNIGHT CAPI  KCG US 12/22/12 P3.5     -22.1  58.8   0.30  -50.0    514
KCG    KNIGHT CAPI  KCG US 07/20/13 C3       -21.8  35.0   0.55   37.5    242
GMCR   GREEN MOUNT  GMCR US 01/19/13 P30     -21.6  64.6   1.11  -74.8    761
TFM    FRESH MARKE  TFM US 12/22/12 P50      -21.6  37.8   1.25  316.7    495
GMCR   GREEN MOUNT  GMCR US 12/22/12 C25     -20.9  85.2  11.10  119.8    240
FMCN   FOCUS MEDIA  FMCN US 04/20/13 P23     -20.6  32.4   1.30  -36.3    319
RIO    RIO TINTO-A  RIO US 12/22/12 P47.5    -20.2  26.8   1.60   10.3   1200
GMCR   GREEN MOUNT  GMCR US 01/19/13 P29     -19.6  66.2   0.96  -75.1   1300
ANN    ANN INC      ANN US 01/19/13 P33      -19.5  35.7   1.05  -57.1    297
GMCR   GREEN MOUNT  GMCR US 01/19/13 C30     -19.5  64.1   6.65  137.5   1128
EXPR   EXPRESS INC  EXPR US 01/19/13 P12.5   -19.4  49.9   0.30  -71.4    344
GMCR   GREEN MOUNT  GMCR US 12/22/12 P25     -19.3  86.4   0.14  -90.4   6150
GMCR   GREEN MOUNT  GMCR US 01/19/13 C26     -19.3  71.8  10.35  111.2    246
FMCN   FOCUS MEDIA  FMCN US 12/22/12 C24     -19.2  52.7   1.80   30.4   3522
XHB    SPDR S&P HO  XHB US 12/22/12 C22      -19.2  30.0   4.00   -6.8    341
FMCN   FOCUS MEDIA  FMCN US 01/18/14 P25     -19.2  15.5   2.00  -32.4    500
GMCR   GREEN MOUNT  GMCR US 01/19/13 P27     -19.1  69.6   0.63  -77.3    649
FMCN   FOCUS MEDIA  FMCN US 01/19/13 P24     -18.9  44.6   1.40  -33.3    842
MTL    MECHEL-SPON  MTL US 12/22/12 P5       -18.8  69.4   0.05  -50.0    901
FMCN   FOCUS MEDIA  FMCN US 01/19/13 P23     -18.5  50.7   1.45  -19.4    602
EXPR   EXPRESS INC  EXPR US 01/19/13 C12.5   -17.9  52.1   2.13   46.9   2837
GMCR   GREEN MOUNT  GMCR US 01/19/13 P28     -17.9  67.8   0.78  -76.2    389
KCG    KNIGHT CAPI  KCG US 01/18/14 C3       -17.6  31.7   0.50   11.1    208
KCG    KNIGHT CAPI  KCG US 07/20/13 P3.5     -17.5  36.5   0.50  -28.6    235
GMCR   GREEN MOUNT  GMCR US 12/22/12 C26     -17.4  84.0   9.95  116.3    225
FMCN   FOCUS MEDIA  FMCN US 04/20/13 P22     -16.9  37.3   1.25  -26.5    644
FMCN   FOCUS MEDIA  FMCN US 12/22/12 P23     -16.8  54.6   0.65  -50.0    218
HOV    HOVNANIAN E  HOV US 12/22/12 C4.5     -16.4  71.0   0.75  -25.0    201
SDRL   SEADRILL LT  SDRL US 12/22/12 C38     -16.4  15.8   0.40  -38.5    219
FMCN   FOCUS MEDIA  FMCN US 12/22/12 C25     -15.7  47.7   1.05   10.5    738
GMCR   GREEN MOUNT  GMCR US 12/22/12 P24     -15.3  90.4   0.10  -91.2   1410
KCG    KNIGHT CAPI  KCG US 04/20/13 C3       -15.1  39.7   0.45   28.6    762
ADI    ANALOG DEVI  ADI US 12/22/12 P40      -13.4  20.4   1.20    9.1    484
PVH    PVH CORP     PVH US 12/22/12 C115     -12.8  29.2   3.20   93.9    652
GMCR   GREEN MOUNT  GMCR US 03/16/13 P35     -12.6  68.9   5.30  -52.0    380
FMCN   FOCUS MEDIA  FMCN US 01/19/13 P15     -12.5  89.9   0.25  -28.6   1804
FMCN   FOCUS MEDIA  FMCN US 01/19/13 P22     -11.9  55.7   0.95  -26.9   1541
GMCR   GREEN MOUNT  GMCR US 01/19/13 C25     -11.6  75.0  11.00  103.7    901
NLNK   NEWLINK GEN  NLNK US 04/20/13 P10     -11.5 129.8   2.75    0.0   2585
GMCR   GREEN MOUNT  GMCR US 01/19/13 P25     -11.3  74.5   0.45  -76.4   3283
FMCN   FOCUS MEDIA  FMCN US 01/19/13 C26     -11.3  36.0   0.80   23.1    213
BMC    BMC SOFTWAR  BMC US 05/18/13 C40      -11.3  25.6   2.94  -12.0    500
STSI   STAR SCIENT  STSI US 12/22/12 C3      -11.1  73.7   0.15    0.0    311
EXEL   EXELIXIS IN  EXEL US 12/22/12 P5      -11.0 113.2   0.45  -18.2    460
FMCN   FOCUS MEDIA  FMCN US 01/19/13 C25     -10.4  43.0   1.40   16.7    292
GMCR   GREEN MOUNT  GMCR US 06/22/13 P31     -10.3  67.1   4.80  -32.9    322
ACAD   ACADIA PHAR  ACAD US 12/22/12 C5      -10.0  97.2   0.65  -18.8    638
NXY    NEXEN INC    NXY US 12/22/12 P24      -10.0  73.9   1.69  -15.5    617
XLE    SPDR-ENERGY  XLE US 12/22/12 C65      -10.0  22.8   5.25  -15.3    449

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

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