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
=============================================================================
C      CITIGROUP I  C1 US 01/19/13 P5         92.4  59.4   1.14    5.6   7978
RAD    RITE AID CO  RAD US 07/20/13 C1        37.0  99.6   0.55    0.0    544
PBR    PETROBRAS S  PBR US 01/19/13 C17       34.8  36.8   2.17  -27.7   1497
XLF    SPDR-FINL S  XLF US 01/19/13 C15       26.9  28.5   1.24  -10.8    529
SNV    SYNOVUS FIN  SNV US 02/16/13 P2        25.6  79.8   0.05  -50.0   3078
CMCSK  COMCAST COR  CMCSK US 01/19/13 C30     24.6  61.7   5.30  -20.9  11000
CMCSK  COMCAST COR  CMCSK US 01/19/13 C20     23.1 163.1  15.30   -2.5   3200
UVXY   PRO ULTRA V  UVXY US 01/19/13 P20      19.1 155.2   1.00   -9.9    814
UVXY   PRO ULTRA V  UVXY US 01/19/13 P18      18.5 151.9   0.54  -10.0    801
UVXY   PRO ULTRA V  UVXY US 01/19/13 C25      17.4 159.8   5.50   71.9    589
SAN    BANCO SANTA  SAN US 01/19/13 C8        17.3  34.3   0.20   33.3   1250
UVXY   PRO ULTRA V  UVXY US 01/19/13 C22      17.2 156.9   7.30   58.7    585
SHAW   SHAW GROUP   SHAW US 01/19/13 C47      17.1   7.2   0.05  -50.0   1084
EWZ    ISHARES-BRA  EWZ US 01/19/13 C50       16.6  29.7   5.17   -5.3   2868
FAZ    DIR FIN BEA  FAZ US 01/19/13 C14       16.3  55.7   1.95   32.6    833
SPY    SPDR S&P 50  SPY US 01/19/13 C129      15.7  27.7  12.00   -8.1   1866
MDLZ   MONDELEZ IN  MDLZ US 01/19/13 C26      15.4  18.2   0.19   11.8    570
ANN    ANN INC      ANN US 01/19/13 C33       15.3  38.8   0.80    9.6   2213
EWJ    ISHARES-JAP  EWJ US 03/16/13 P9        15.2  22.7   0.14   40.0   4231
UVXY   PRO ULTRA V  UVXY US 01/19/13 P25      14.9 157.2   2.95  -15.7    775
UVXY   PRO ULTRA V  UVXY US 01/19/13 P24      14.8 155.0   2.50  -16.7    593
TLT    ISHARES BAR  TLT US 04/20/13 C122      14.2  13.8   3.70   10.4    505
JWN    NORDSTROM I  JWN US 01/19/13 C49       13.7  35.1   3.10    5.8   1186
BRK/B  BERKSHIRE H  BRKB US 01/19/13 C90      13.2  15.2   0.82  -14.6   1553
SVU    SUPERVALU I  SVU US 01/19/13 C2.5      12.9 106.1   0.25    0.0    599
URA    GLOBAL X UR  URA US 04/20/13 C6        12.8  38.4   0.80  -15.8   1000
MRVL   MARVELL TEC  MRVL US 01/19/13 C6       12.7  63.8   1.16  -20.0   1106
MDLZ   MONDELEZ IN  MDLZ US 01/19/13 P25      12.6  19.7   0.36   28.6   2943
NUGT   DIR GLD BUL  NUGT US 01/19/13 C9       12.5  98.2   1.90   15.2   2060
TLAB   TELLABS INC  TLAB US 06/22/13 C2       12.3  46.2   0.45  -18.2   1155
TZA    DIR SMCAP B  TZA US 01/19/13 C13       12.3  59.1   1.75   26.8    508
GCI    GANNETT CO   GCI US 02/16/13 P17       12.1  39.1   0.75    0.0   7636
IWM    ISHARES-RUS  IWM US 01/19/13 C82       12.0  22.3   1.90  -20.2    716
IWM    ISHARES-RUS  IWM US 01/19/13 C85       11.9  19.4   0.60  -22.1   5146
CLX    CLOROX CO    CLX US 01/19/13 C75       11.8  13.5   0.22  -12.0    563
IMAX   IMAX CORP    IMAX US 01/19/13 C22.5    11.7  36.1   0.50    0.0    501
SPY    SPDR S&P 50  SPY US 01/19/13 C130      11.7  26.3  11.00   -9.6   1996
GLD    SPDR GOLD T  GLD US 01/19/13 P150      11.6  18.9   0.20   33.3   1108
IWM    ISHARES-RUS  IWM US 01/19/13 C84       11.5  20.3   0.98  -16.9   1357
F      FORD MOTOR   F US 01/25/13 P13         11.5  37.8   0.86   22.9   1017
FST    FOREST OIL   FST US 01/19/13 C6        11.3  65.7   0.75  -25.0   2132
PAYX   PAYCHEX INC  PAYX US 01/19/13 P30      11.3  22.2   0.35   75.0   8471
EWJ    ISHARES-JAP  EWJ US 03/16/13 P10       11.3  19.4   0.51    4.1    505
MDLZ   MONDELEZ IN  MDLZ US 02/16/13 P25      11.2  19.9   0.65   16.1    660
JPM    JPMORGAN CH  JPM US 01/19/13 C45       11.1  29.4   0.47  -27.7   4086
GLD    SPDR GOLD T  GLD US 01/19/13 C157      11.0  14.4   4.83    7.3   1058
PRU    PRUDENTL FI  PRU US 01/19/13 C55       11.0  26.6   0.46  -20.7    566
SAP    SAP AG-SPON  SAP US 01/19/13 P82.5     10.9  23.8   3.25   -9.7   1500
IWM    ISHARES-RUS  IWM US 01/19/13 C83       10.9  21.2   1.37  -20.4    887
USB    US BANCORP   USB US 06/22/13 C31       10.7  23.3   2.25   -9.3    508
SPY    SPDR S&P 50  SPY US 01/19/13 C146      10.5  15.4   0.45  -22.4   8122
XLF    SPDR-FINL S  XLF US 01/19/13 C16       10.5  21.7   0.40  -25.9   1244
VZ     VERIZON COM  VZ US 01/19/13 C45        10.5  17.0   0.09  -18.2   4745
F      FORD MOTOR   F US 01/25/13 C13         10.5  38.5   0.35  -12.5    934
EWJ    ISHARES-JAP  EWJ US 02/16/13 P9        10.4  22.8   0.08   33.3    567
SPY    SPDR S&P 50  SPY US 01/19/13 C145      10.2  15.9   0.67  -21.2  66290
TOT    TOTAL SA-SP  TOT US 01/19/13 P45       10.1  39.4   0.10    0.0   1374
SDS    PRO ULTSHRT  SDS US 01/19/13 C54       10.1  35.2   2.90   36.1   1955

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TZA    DIR SMCAP B  TZA US 01/18/14 C15      -18.2  54.2   3.20    8.5   2264
MMR    MCMORAN EXP  MMR US 01/19/13 C16      -18.2  14.5   0.09  -40.0    740
BPZ    BPZ RESOURC  BPZ US 01/19/13 C3       -17.8  74.6   0.15   50.0    500
MMR    MCMORAN EXP  MMR US 02/16/13 P9       -16.9  67.7   0.02    0.0   3149
WAG    WALGREEN CO  WAG US 01/19/13 C25      -14.1  62.6  11.60   -5.7   1675
SFI    ISTAR FINAN  SFI US 01/19/13 P5       -13.2 120.4   0.05    0.0   8765
MRVL   MARVELL TEC  MRVL US 01/19/13 P6      -13.1  65.3   0.09    0.0   2792
S      SPRINT NEXT  S US 01/19/13 C5.5       -12.9  18.4   0.15   25.0   1478
AEC    ASSOC ESTAT  AEC US 03/16/13 C15      -11.7  16.1   0.90   50.0    800
BAC    BANK OF AME  BAC US 01/19/13 C7.5     -11.3  69.4   3.78   -6.7   1256
NOK    NOKIA CORP-  NOK US 01/19/13 C3.5     -10.9  55.2   0.52  -11.9    788
HLF    HERBALIFE L  HLF US 02/16/13 P25      -10.6 113.6   2.95  -21.3   1391
CY     CYPRESS SEM  CY US 01/19/13 P9        -10.5  54.3   0.05    0.0    524
PG     PROCTER & G  PG US 01/19/13 C55       -10.4  38.2  12.55  -16.3   1478

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

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