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
=============================================================================
SPY    SPDR S&P 50  SPY US 01/25/13 C140     129.8  18.9   3.07   24.3    492
SPY    SPDR S&P 50  SPY US 01/19/13 C137      86.0  22.0   4.86   21.5    754
SPY    SPDR S&P 50  SPY US 02/16/13 C142      63.6  17.5   2.85   22.3   6095
XLE    SPDR-ENERGY  XLE US 01/19/13 C68       47.1  25.4   2.77   19.4    215
SPY    SPDR S&P 50  SPY US 03/16/13 C140      45.7  18.0   4.77   10.9   4359
SPY    SPDR S&P 50  SPY US 03/16/13 C137      42.4  19.4   6.83    2.4    246
F      FORD MOTOR   F US 01/19/13 C11         40.7  50.1   1.88   -1.1    778
QQQ    POWERSH-QQQ  QQQ US 01/19/13 P66       39.0  19.5   2.14  -22.2    670
SPY    SPDR S&P 50  SPY US 03/16/13 C145      37.7  16.0   2.21   10.5    598
SPY    SPDR S&P 50  SPY US 02/16/13 C139      37.1  19.0   4.64   20.2    902
SPY    SPDR S&P 50  SPY US 02/16/13 C138      35.8  19.6   5.18    7.5    799
XLF    SPDR-FINL S  XLF US 03/16/13 C15       35.1  24.9   1.47    1.4    243
XLE    SPDR-ENERGY  XLE US 01/19/13 C71       34.9  21.8   0.93    5.7    589
BMY    BRISTOL-MYE  BMY US 01/19/13 P32       34.7  23.3   0.53  -33.8    353
VXX    IPATH-S&P S  VXX US 02/16/13 P31       34.4  76.7   1.99    3.1    213
XLE    SPDR-ENERGY  XLE US 02/16/13 C64       33.0  26.5   6.60    0.0    330
XLF    SPDR-FINL S  XLF US 01/19/13 C16       31.5  24.3   0.47   11.9    361
EEM    ISHARES-EMG  EEM US 01/19/13 C43       30.9  22.3   1.47   15.8    740
RRD    RR DONNELLE  RRD US 01/19/13 C7.5      28.6  64.1   1.35    3.9    207
BMY    BRISTOL-MYE  BMY US 01/19/13 P31       28.6  24.8   0.22  -38.9    255
SPY    SPDR S&P 50  SPY US 01/19/13 C139      27.6  20.4   3.42   22.1   3996
F      FORD MOTOR   F US 03/16/13 C10         26.7  37.7   2.87   -0.3    542
DIA    SPDR DJIA T  DIA US 01/19/13 C128      26.0  19.0   2.80   -6.3    287
PBI    PITNEY BOWE  PBI US 01/19/13 C10       26.0  46.1   0.70    7.7    450
SPY    SPDR S&P 50  SPY US 02/16/13 C144      25.5  16.5   1.89   21.9   3208
EEM    ISHARES-EMG  EEM US 01/19/13 C43.5     25.0  21.2   1.09   16.0    474
BMY    BRISTOL-MYE  BMY US 01/19/13 P29       24.7  34.3   0.07  -12.5    445
SPY    SPDR S&P 50  SPY US 02/16/13 C143      24.0  17.0   2.34   17.6   2134
SPY    SPDR S&P 50  SPY US 01/19/13 C140      22.9  19.8   2.78   26.4  29299
BAC    BANK OF AME  BAC US 01/19/13 C9        22.7  58.9   2.45    2.5    265
SPY    SPDR S&P 50  SPY US 02/16/13 C141      22.3  18.0   3.40   18.9   5044
T      AT&T INC     T US 01/19/13 C35         22.1  19.6   0.06   20.0    567
SPY    SPDR S&P 50  SPY US 02/16/13 C140      22.1  18.5   4.03   21.0   3162
SPY    SPDR S&P 50  SPY US 03/16/13 C130      21.9  22.3  12.25    2.2    295
EEM    ISHARES-EMG  EEM US 01/19/13 C45       21.8  18.7   0.35   40.0   1489
XME    SPDR S&P ME  XME US 01/19/13 C44       21.8  27.7   1.15   11.7    584
XLE    SPDR-ENERGY  XLE US 01/19/13 C72       21.7  21.0   0.56  -15.2   5408
MAKO   MAKO SURGIC  MAKO US 02/16/13 C10      20.6  87.1   2.95   18.0    399
SPY    SPDR S&P 50  SPY US 03/16/13 C138      20.3  19.0   6.12   11.9    552
LPX    LOUISIANA-P  LPX US 01/19/13 C20       20.3  44.4   0.40   60.0   1789
FCX    FREEPORT-MC  FCX US 01/19/13 P24       19.5  67.5   0.02    0.0   2598
NOK    NOKIA CORP-  NOK US 01/19/13 C3.5      17.8  65.4   0.48   20.0    747
YHOO   YAHOO! INC   YHOO US 01/19/13 C15      17.7  68.4   4.65    1.1    296
BCS    BARCLAYS PL  BCS US 01/19/13 C17.5     17.3  31.3   0.25   25.0   7482
FMCN   FOCUS MEDIA  FMCN US 01/19/13 P22      17.3  53.7   0.10  -33.3   1134
DIA    SPDR DJIA T  DIA US 01/19/13 C130      17.0  17.4   1.56   -2.5    272
SPY    SPDR S&P 50  SPY US 03/16/13 C143      17.0  16.8   3.12   11.8    587
XLE    SPDR-ENERGY  XLE US 02/16/13 C67.5     16.6  23.3   3.80    0.0    240
XME    SPDR S&P ME  XME US 01/19/13 C45       16.6  27.2   0.72   14.3   3332
CBOE   CBOE HOLDIN  CBOE US 01/19/13 P27.25   16.5  32.7   0.15   50.0    400
BAC    BANK OF AME  BAC US 01/19/13 P9        16.1  62.5   0.02    0.0    254
IWM    ISHARES-RUS  IWM US 01/19/13 C81       16.0  24.8   3.07    1.3    390
FMCN   FOCUS MEDIA  FMCN US 01/19/13 C23      15.9  43.4   2.80    0.0    200
NOK    NOKIA CORP-  NOK US 01/19/13 P3.5      15.5  71.3   0.08  -20.0    696
SPY    SPDR S&P 50  SPY US 03/28/13 C142      15.5  17.3   3.82   -3.3    210
QCOM   QUALCOMM IN  QCOM US 01/19/13 P50      15.4  50.1   0.09   28.6    713
QCOM   QUALCOMM IN  QCOM US 01/19/13 P45      15.3  65.8   0.06   50.0    800
BMY    BRISTOL-MYE  BMY US 02/16/13 P32       15.2  20.5   0.85  -19.8    342
XLU    SPDR-UTIL S  XLU US 01/19/13 C35       15.2  14.7   0.24   -4.0   1558
WLT    WALTER ENER  WLT US 01/19/13 P30       15.2  72.0   0.45  -21.1    314
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 P2.5     14.4  81.0   0.34    3.0   1633
SIRI   SIRIUS XM R  SIRI US 01/19/13 C2.5     14.3  59.6   0.41   -2.4    349
PBI    PITNEY BOWE  PBI US 01/18/14 C10       14.1  39.2   1.40   21.7    868
CAG    CONAGRA FOO  CAG US 01/19/13 C30       13.9  18.2   0.15  -25.0   2021
SPY    SPDR S&P 50  SPY US 03/16/13 C136      13.9  19.8   7.51    0.5    204
GDXJ   MARKET VECT  GDXJ US 01/19/13 C19.63   13.6  42.6   0.65   30.0    509
SPY    SPDR S&P 50  SPY US 01/19/13 C143      13.5  17.7   1.22   29.8  22908
EEM    ISHARES-EMG  EEM US 02/16/13 C44       13.5  20.7   1.31   14.9    242
DIA    SPDR DJIA T  DIA US 01/19/13 C131      13.4  16.7   1.14   14.0    519
KO     COCA-COLA C  KO US 01/19/13 C37.5      13.4  18.8   0.10  -23.1    225
ABT    ABBOTT LABS  ABT US 01/19/13 C62.5     13.3  20.1   2.32    0.9    323
EEM    ISHARES-EMG  EEM US 03/16/13 C43       13.0  22.2   2.27   19.5    326
FXI    ISHARES FTS  FXI US 01/19/13 P32       12.9  48.2   0.03    0.0   4124
WLT    WALTER ENER  WLT US 01/19/13 P32.5     12.6  68.2   0.95  -25.8    443
BAC    BANK OF AME  BAC US 01/19/13 C10       12.5  49.1   1.49    4.2   3029
GPS    GAP INC/THE  GPS US 01/19/13 C31       12.4  40.8   0.89    2.3   3647
ROST   ROSS STORES  ROST US 01/19/13 P52.5    12.3  31.8   1.10    0.0   2448
LOW    LOWE'S COS   LOW US 01/19/13 P24       12.2  83.2   0.04   33.3    320
T      AT&T INC     T US 01/19/13 P26         12.1  56.2   0.04    0.0    303
QCOM   QUALCOMM IN  QCOM US 01/19/13 P43      12.1  72.3   0.04   33.3    307
SPY    SPDR S&P 50  SPY US 01/19/13 C144      11.8  17.0   0.83   27.7  20109
IWM    ISHARES-RUS  IWM US 01/19/13 C82       11.7  23.4   2.43   12.0    836
QQQ    POWERSH-QQQ  QQQ US 01/25/13 P61       11.7  25.1   0.50  -10.7    226
JPM    JPMORGAN CH  JPM US 01/19/13 C39       11.7  42.5   4.20   -2.3    548
MTW    MANITOWOC C  MTW US 01/19/13 C10       11.7  95.6   5.50    1.9    294
QQQ    POWERSH-QQQ  QQQ US 02/16/13 P65       11.7  20.1   2.20  -18.5    314
WLT    WALTER ENER  WLT US 01/19/13 C32.5     11.7  68.1   3.66   40.2   3407
VWO    VANGUARD MS  VWO US 01/19/13 P44       11.6  20.0   0.70   -6.7    336
GPS    GAP INC/THE  GPS US 01/19/13 C30       11.5  41.8   1.38   -4.8    222
SON    SONOCO PROD  SON US 01/19/13 C30       11.5  19.2   0.30    0.0    654
MWW    MONSTER WOR  MWW US 01/19/13 P5        11.4  61.3   0.11   10.0    900
FCX    FREEPORT-MC  FCX US 01/19/13 P25       11.3  60.0   0.03    0.0    643
SAN    BANCO SANTA  SAN US 02/16/13 C7        11.2  44.9   1.10   15.8    200
MCD    MCDONALDS C  MCD US 01/19/13 C90       11.2  16.8   0.32  -25.6    648
EEM    ISHARES-EMG  EEM US 03/16/13 C44       11.2  21.1   1.63    8.0    211
PENN   PENN NATL G  PENN US 01/19/13 C50      11.2  27.3   0.77   54.0    255
KORS   MICHAEL KOR  KORS US 01/19/13 C47      11.1  62.4   3.90   -2.5    400
ROST   ROSS STORES  ROST US 01/19/13 P48.75   11.1  36.7   0.25  -16.7    595
MLNX   MELLANOX TE  MLNX US 01/19/13 P55      11.1 109.2   3.70    8.8    219
AAPL   APPLE INC    AAPL US 01/19/13 P420     10.9  54.0   0.96  -15.8    555
CPHD   CEPHEID INC  CPHD US 01/19/13 C30      10.8  44.4   4.00   21.2    263
ARMH   ARM HOLDING  ARMH US 01/19/13 C37      10.7  35.0   1.45   16.0    301
EMR    EMERSON ELE  EMR US 01/19/13 C52.5     10.7  22.1   0.81  -19.0    240
XRT    SPDR S&P RE  XRT US 01/19/13 P54       10.7  34.6   0.08    0.0   3023
ZNGA   ZYNGA INC-   ZNGA US 02/16/13 C2.5     10.7  84.7   0.23   15.0   4065
QIHU   QIHOO 360 T  QIHU US 01/19/13 C28      10.6  50.1   1.96  106.3    257
FCX    FREEPORT-MC  FCX US 01/19/13 P23       10.5  70.3   0.02    0.0    687
SPY    SPDR S&P 50  SPY US 01/19/13 C141      10.5  19.1   2.17   29.2   8472
P      PANDORA MED  P US 02/16/13 C9          10.4  70.5   0.90    9.8    608
EEM    ISHARES-EMG  EEM US 02/16/13 C44.5     10.3  20.1   1.07   13.8   1013
INTC   INTEL CORP   INTC US 01/19/13 P17.5    10.3  47.6   0.07    0.0    213
ECL    ECOLAB INC   ECL US 01/19/13 P70       10.2  19.3   0.85    0.0    202
DIA    SPDR DJIA T  DIA US 01/19/13 C132      10.2  15.9   0.77    8.4    508
AAPL   APPLE INC    AAPL US 01/19/13 P400     10.1  59.1   0.48  -31.4    394
SPY    SPDR S&P 50  SPY US 02/16/13 C147      10.1  15.2   0.92    4.5    844

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
QQQ    POWERSH-QQQ  QQQ US 01/25/13 P54      -57.2  35.1   0.07    0.0    300
SPY    SPDR S&P 50  SPY US 01/25/13 P142     -49.0  17.4   3.36  -18.1   1077
SPY    SPDR S&P 50  SPY US 02/01/13 P120     -48.1  30.8   0.22  -35.3    375
SPY    SPDR S&P 50  SPY US 01/25/13 P128     -45.6  26.7   0.40  -11.1    501
SPY    SPDR S&P 50  SPY US 02/01/13 P129     -40.5  24.9   0.65  -16.7    213
SPY    SPDR S&P 50  SPY US 02/01/13 P130     -37.7  24.3   0.70  -33.3    499
SPY    SPDR S&P 50  SPY US 01/19/13 P143     -37.6  17.3   3.67  -28.0   1276
SPY    SPDR S&P 50  SPY US 01/25/13 P131     -34.5  24.5   0.73   15.9    250
SPY    SPDR S&P 50  SPY US 02/16/13 P143     -33.5  16.6   4.70  -21.7    225
SPY    SPDR S&P 50  SPY US 01/25/13 P141     -32.8  18.1   2.88  -21.1    289
SPY    SPDR S&P 50  SPY US 01/25/13 P139     -32.4  19.3   2.18  -23.2    549
SPY    SPDR S&P 50  SPY US 01/19/13 P146     -31.5  15.6   5.90  -16.9    308
SPY    SPDR S&P 50  SPY US 02/16/13 P139     -31.2  18.7   2.97  -17.5   3125
XLB    SPDR-MATERI  XLB US 02/16/13 P36      -30.6  22.2   0.74   -1.3    215
SPY    SPDR S&P 50  SPY US 02/01/13 P136     -30.5  20.8   1.69  -12.9   2190
SPY    SPDR S&P 50  SPY US 02/16/13 P142     -30.5  17.2   4.20  -24.3    448
SPY    SPDR S&P 50  SPY US 02/16/13 P138     -29.6  19.2   2.65  -23.2   3363
AMJ    JPM-ALERIAN  AMJ US 02/16/13 C39      -29.2  11.7   0.30  -33.3    205
IWM    ISHARES-RUS  IWM US 02/16/13 P54      -29.0  45.6   0.01  -50.0    400
IWM    ISHARES-RUS  IWM US 01/19/13 P86      -28.6  19.2   3.30   -4.9    210
XLF    SPDR-FINL S  XLF US 02/16/13 P17      -28.4  20.0   0.95   -1.0    711
DIA    SPDR DJIA T  DIA US 01/19/13 P131     -26.1  16.7   3.15  -13.7   1088
SPY    SPDR S&P 50  SPY US 12/21/13 P75      -25.9  33.5   0.50   13.6    510
SPY    SPDR S&P 50  SPY US 02/01/13 P139     -25.5  19.0   2.43  -24.1    339
QQQ    POWERSH-QQQ  QQQ US 01/25/13 C67      -24.8  18.6   0.37   -9.8   1567
SPY    SPDR S&P 50  SPY US 01/19/13 P141     -24.4  18.8   2.58  -33.9   8055
SPY    SPDR S&P 50  SPY US 02/16/13 P140     -24.4  18.2   3.33  -26.0  14796
QQQ    POWERSH-QQQ  QQQ US 01/18/14 P35      -24.2  33.2   0.29   11.5   1049
SPY    SPDR S&P 50  SPY US 02/16/13 P134     -24.0  21.3   1.65  -35.8   1084
SPY    SPDR S&P 50  SPY US 01/19/13 P142     -23.3  18.0   3.11  -28.7   3616
XLE    SPDR-ENERGY  XLE US 01/19/13 P70      -23.2  22.9   1.43  -12.3    548
SPY    SPDR S&P 50  SPY US 03/16/13 P133     -22.9  20.9   2.47   -0.4    553
DIA    SPDR DJIA T  DIA US 01/19/13 P130     -22.0  17.4   2.55  -23.4    264
VXX    IPATH-S&P S  VXX US 02/16/13 P22      -21.0  65.4   0.05  -16.7    507
XLB    SPDR-MATERI  XLB US 01/19/13 P37      -20.7  21.3   0.65  -24.4   1017
SPY    SPDR S&P 50  SPY US 02/16/13 P131     -20.5  23.0   1.19  -30.0   2636
XLE    SPDR-ENERGY  XLE US 01/19/13 P67      -20.2  26.5   0.54  -28.0    497
XLB    SPDR-MATERI  XLB US 01/19/13 C37      -19.9  21.2   0.77    4.0   5407
BMY    BRISTOL-MYE  BMY US 01/19/13 C32      -19.7  14.3   0.60   76.5    264
XLE    SPDR-ENERGY  XLE US 01/19/13 P69      -18.9  23.9   1.03  -14.9    228
IWM    ISHARES-RUS  IWM US 01/19/13 P84      -18.4  21.3   1.97  -30.9   3440
SPY    SPDR S&P 50  SPY US 03/16/13 P136     -18.3  19.7   3.17   -3.1    885
SPY    SPDR S&P 50  SPY US 03/16/13 P140     -18.0  17.9   4.53  -17.6   2102
SPY    SPDR S&P 50  SPY US 01/19/13 P119     -17.8  35.8   0.08  -38.5    346
SPY    SPDR S&P 50  SPY US 02/16/13 P130     -17.1  23.5   1.06  -32.5   5658
DIA    SPDR DJIA T  DIA US 01/19/13 P128     -16.8  19.0   1.70  -24.4   1019
SPY    SPDR S&P 50  SPY US 02/16/13 P137     -16.3  19.8   2.36  -23.9   1184
QQQ    POWERSH-QQQ  QQQ US 01/25/13 C64      -16.1  21.4   1.60   31.1    542
XME    SPDR S&P ME  XME US 01/19/13 P44      -16.0  28.2   0.95  -26.4   3151
SPY    SPDR S&P 50  SPY US 01/19/13 P110     -15.9  43.7   0.03  -40.0   2249
SPY    SPDR S&P 50  SPY US 01/19/13 P131     -15.4  26.2   0.45  -62.8   1390
XLF    SPDR-FINL S  XLF US 03/16/13 P16      -15.3  21.7   0.57    0.0  31021
SPY    SPDR S&P 50  SPY US 03/16/13 P132     -14.9  21.3   2.30   -8.0    314
BMY    BRISTOL-MYE  BMY US 01/19/13 C34      -14.9  15.4   0.04   33.3    375
DIA    SPDR DJIA T  DIA US 01/19/13 P127     -14.8  19.8   1.38  -18.8    884
SPY    SPDR S&P 50  SPY US 03/28/13 P127     -14.6  23.1   1.90   -4.0    322
SPY    SPDR S&P 50  SPY US 02/16/13 P120     -13.9  28.8   0.36  -25.0    676
IWM    ISHARES-RUS  IWM US 01/19/13 P83      -13.3  22.7   1.49  -32.3   1206
SPY    SPDR S&P 50  SPY US 01/19/13 P100     -13.2  53.7   0.01  -50.0    508
DIA    SPDR DJIA T  DIA US 01/19/13 P126     -13.1  20.6   1.10  -29.0   2353
SPY    SPDR S&P 50  SPY US 01/19/13 P122     -13.1  33.3   0.11  -38.9    574
XLF    SPDR-FINL S  XLF US 01/19/13 P16      -13.0  24.0   0.28  -15.2   1891
RF     REGIONS FIN  RF US 01/19/13 C5        -12.6  69.4   2.00   -0.5    210
QQQ    POWERSH-QQQ  QQQ US 01/19/13 C61      -12.5  26.2   3.68   13.2    221
SPY    SPDR S&P 50  SPY US 06/22/13 C146     -12.3  16.3   3.84    9.7    297
SPY    SPDR S&P 50  SPY US 04/20/13 C139     -12.2  18.5   6.28    0.8    387
SPY    SPDR S&P 50  SPY US 03/16/13 P141     -12.2  17.5   4.97  -17.2    385
IWM    ISHARES-RUS  IWM US 02/16/13 P82      -12.2  22.3   1.97  -23.9   7311
SPY    SPDR S&P 50  SPY US 01/19/13 P123     -12.2  32.6   0.13  -27.8    408
SPY    SPDR S&P 50  SPY US 01/19/13 P139     -12.0  20.2   1.84  -33.6   9155
CVC    CABLEVISION  CVC US 03/16/13 C14      -11.9  34.4   1.20   26.3    864
QQQ    POWERSH-QQQ  QQQ US 04/20/13 P65      -11.9  19.9   3.27   -4.1    201
DIA    SPDR DJIA T  DIA US 01/19/13 P125     -11.8  21.4   0.94  -24.8   2620
EEM    ISHARES-EMG  EEM US 01/19/13 P44      -11.8  20.2   0.78  -16.1    628
SPY    SPDR S&P 50  SPY US 02/16/13 P124     -11.3  26.7   0.57  -23.0    245
SPY    SPDR S&P 50  SPY US 03/16/13 P134     -11.3  20.5   2.64  -20.5   2057
MO     ALTRIA GROU  MO US 01/19/13 C22.5     -11.3  58.8   8.60   -5.9    290
SPY    SPDR S&P 50  SPY US 02/16/13 P132     -11.2  22.4   1.33  -24.9    795
SPY    SPDR S&P 50  SPY US 02/16/13 P135     -11.2  20.8   1.87  -29.7   3221
SPY    SPDR S&P 50  SPY US 12/21/13 P80      -11.0  32.3   0.69    9.5    610
ITUB   ITAU UNIBAN  ITUB US 01/17/15 P8      -10.8  37.4   0.30    0.0   1059
QQQ    POWERSH-QQQ  QQQ US 04/20/13 C65      -10.7  19.9   2.37   12.9    279
SPY    SPDR S&P 50  SPY US 03/16/13 P135     -10.7  20.1   2.89  -22.9    759
BMY    BRISTOL-MYE  BMY US 01/19/13 C33      -10.4  15.4   0.18   80.0   1582
IWM    ISHARES-RUS  IWM US 01/19/13 P82      -10.3  23.9   1.18  -37.9  15059
DIA    SPDR DJIA T  DIA US 02/16/13 C130     -10.3  16.4   2.48   -8.2    241
IWM    ISHARES-RUS  IWM US 02/16/13 P83      -10.2  21.4   2.51  -11.9    271
CLSN   CELSION COR  CLSN US 02/16/13 C2.5    -10.2 348.3   5.60   -3.1    200
SPY    SPDR S&P 50  SPY US 06/22/13 P129     -10.0  21.5   3.84    0.0    260

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

-- Bloomberg News

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