Ticker	Volume	Price	Price Delta
DJIA	15,303.10	+8.60	0.06%
S&P 500	1,649.60	-0.91	-0.06%
Nasdaq	3,459.14	-0.27	-0.01%

Ticker	Volume	Price	Price Delta
STOXX 50	2,764.29	-12.49	-0.45%
FTSE 100	6,654.34	-42.45	-0.63%
DAX	8,305.32	-46.66	-0.56%

Ticker	Volume	Price	Price Delta
Nikkei	14,612.50	+128.47	0.89%
Hang Seng	22,618.70	-51.01	-0.23%
S&P/ASX 200	4,983.50	-78.95	-1.56%

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

By Bloomberg News - 2013-01-10T16:30:10Z

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
=============================================================================
RPRX   REPROS THER  RPRX US 02/16/13 C12.5    30.7  77.3   4.90   19.5   2665
LYG    LLOYDS BANK  LYG US 07/20/13 C2        23.3  59.4   1.50   15.4    306
S      SPRINT NEXT  S US 05/18/13 P4.5        21.6  41.7   0.11   -8.3    200
TROX   TRONOX LTD-  TROX US 02/16/13 P20      19.1  48.2   1.30   85.7    436
TROX   TRONOX LTD-  TROX US 02/16/13 P17.5    18.7  56.9   0.55  266.7   5045
WMS    WMS INDS IN  WMS US 02/16/13 P17.5     17.4  56.3   1.10   37.5   2511
R      RYDER SYSTE  R US 02/16/13 P52.5       14.0  30.0   1.60  -30.4    500
JRCC   JAMES RIVER  JRCC US 02/16/13 P3       13.2  76.9   0.30  -14.3    201
CBS    CBS CORP-B   CBS US 02/16/13 C39       12.0  30.3   1.15   27.8    606
F      FORD MOTOR   F US 03/16/13 C11         11.6  35.0   2.81   11.5    552
R      RYDER SYSTE  R US 02/16/13 C55         11.5  27.6   1.10  100.0    328
HLSS   HOME LOAN S  HLSS US 02/16/13 C20      11.5  30.4   0.65    8.3    514
RGR    STURM RUGER  RGR US 02/16/13 P40       11.4  59.4   0.70   55.6   1582
PAA    PLAINS ALL   PAA US 02/16/13 C50       10.8  14.9   0.75  114.3    464
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 C2       10.3  74.8   0.59   13.5    255
ADT    ADT CORP/TH  ADT US 02/16/13 C47       10.1  27.2   1.10  -42.1    818

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
SVU    SUPERVALU I  SVU US 02/16/13 C3.5     -57.4  47.0   0.15  -40.0    253
SVU    SUPERVALU I  SVU US 02/16/13 C3       -53.3  52.6   0.45   12.5   1185
SVU    SUPERVALU I  SVU US 02/16/13 P3.5     -47.9  59.3   0.32  -57.3    816
SVU    SUPERVALU I  SVU US 02/16/13 P3       -47.4  52.7   0.10  -77.8    252
SVU    SUPERVALU I  SVU US 04/20/13 C3.5     -37.4  45.1   0.25  -16.7    278
SVU    SUPERVALU I  SVU US 04/20/13 C3       -37.1  50.7   0.50   11.1   1778
SVU    SUPERVALU I  SVU US 01/18/14 P2.5     -29.5  40.5   0.30  -45.5   2251
GRPN   GROUPON INC  GRPN US 02/16/13 P5      -27.5  66.1   0.36  -33.3    365
RT     RUBY TUESDA  RT US 02/16/13 P7.5      -27.0  34.1   0.20    0.0    358
SVU    SUPERVALU I  SVU US 02/16/13 P2.5     -26.9  83.8   0.05  -75.0    893
GRPN   GROUPON INC  GRPN US 02/16/13 C5      -25.6  67.5   0.50  -19.4   1237
WPZ    WILLIAMS PA  WPZ US 02/16/13 P50      -25.4  15.7   1.50  -11.8    200
SVU    SUPERVALU I  SVU US 07/20/13 P3       -23.8  48.6   0.30  -53.9    206
GLF    GULFMARK OF  GLF US 02/16/13 C35      -23.0  27.3   1.50   25.0    274
SVU    SUPERVALU I  SVU US 04/20/13 P3.5     -22.6  61.1   0.55  -31.2    567
SVU    SUPERVALU I  SVU US 01/18/14 C3       -22.2  45.6   0.60    9.1    395
PACB   PACIFIC BIO  PACB US 06/22/13 C2.5    -21.8  89.5   0.55   -3.5    206
ARO    AEROPOSTALE  ARO US 02/16/13 P12      -20.2  46.1   0.50   25.0    568
CLWR   CLEARWIRE -  CLWR US 02/16/13 C3      -19.6  27.2   0.20    0.0   1038
TIF    TIFFANY & C  TIF US 02/16/13 C60      -14.6  27.0   2.55  -40.0    534
TIF    TIFFANY & C  TIF US 02/16/13 P60      -14.2  27.2   1.64   37.8   1130
TIF    TIFFANY & C  TIF US 02/16/13 P62.5    -14.0  26.1   2.97   42.1    463
TIF    TIFFANY & C  TIF US 02/16/13 P55      -13.6  29.8   0.39   14.7    879
TIF    TIFFANY & C  TIF US 02/16/13 P57.5    -13.6  28.4   0.82   26.1    312
NOK    NOKIA CORP-  NOK US 02/16/13 C3       -13.5  58.4   1.45   83.5    389
EXEL   EXELIXIS IN  EXEL US 01/17/15 C5      -13.2  56.8   1.50    0.0    200
AEO    AMER EAGLE   AEO US 02/16/13 P19.5    -12.0  34.2   0.80   45.5    573
NGLS   TARGA RESOU  NGLS US 03/16/13 C36     -11.5  20.2   2.65   76.7    389
NOK    NOKIA CORP-  NOK US 02/16/13 C4.5     -11.1  64.0   0.30  150.0   4848
VVUS   VIVUS INC    VVUS US 02/16/13 P13     -11.0  61.3   0.59   -9.2    619
NOK    NOKIA CORP-  NOK US 02/16/13 P4.5     -10.8  69.6   0.43  -53.3   1784
SWHC   SMITH & WES  SWHC US 02/16/13 P7      -10.2  59.6   0.20   53.9    512

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

-- Bloomberg News

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