U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-01-28T16:30:14Z
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
=============================================================================
F FORD MOTOR F US 02/16/13 C12 307.6 38.2 1.74 4.8 1065
F FORD MOTOR F US 03/16/13 C11 108.0 39.0 2.80 4.5 1425
WM WASTE MANAG WM US 03/16/13 P37 80.9 18.2 1.25 -32.4 2056
WM WASTE MANAG WM US 02/16/13 C36 74.2 24.1 1.30 333.3 646
WM WASTE MANAG WM US 03/16/13 C37 73.2 18.2 0.75 1150.0 422
WM WASTE MANAG WM US 02/16/13 P37 71.8 22.1 0.85 0.0 2125
WM WASTE MANAG WM US 02/16/13 P36 70.2 23.8 0.45 -35.7 422
WM WASTE MANAG WM US 03/16/13 C36 69.8 19.4 1.40 250.0 1120
WM WASTE MANAG WM US 02/16/13 C37 62.3 23.6 0.70 1300.0 2152
WM WASTE MANAG WM US 03/16/13 P36 61.9 18.9 0.30 -70.0 308
WM WASTE MANAG WM US 04/20/13 P37 46.2 15.2 0.85 -57.5 200
WM WASTE MANAG WM US 04/20/13 C37 44.2 15.8 0.92 360.0 2018
INTC INTEL CORP INTC US 02/16/13 C20 42.6 21.7 1.08 6.9 427
PFE PFIZER INC PFE US 02/16/13 P28 41.8 16.8 1.28 -6.6 342
WM WASTE MANAG WM US 03/16/13 C38 39.4 17.7 0.40 0.0 1769
HLF HERBALIFE L HLF US 02/16/13 C37.5 38.2 90.0 6.20 -19.5 210
WM WASTE MANAG WM US 04/20/13 C35 38.1 17.5 2.15 95.5 1883
PPG PPG INDS IN PPG US 02/16/13 C140 37.0 22.9 2.00 -62.3 1169
BBG BILL BARRET BBG US 02/16/13 P15 36.7 55.9 0.35 250.0 606
UPS UNITED PARC UPS US 02/16/13 C75 36.3 23.3 7.20 -3.4 751
WM WASTE MANAG WM US 04/20/13 C38 34.4 15.0 0.45 350.0 582
MRO MARATHON OI MRO US 02/16/13 C29 33.7 36.6 4.63 51.8 200
GNTX GENTEX CORP GNTX US 02/16/13 P17.5 31.9 55.7 0.35 94.4 236
HLF HERBALIFE L HLF US 02/16/13 C42.5 29.9 76.5 2.90 -9.4 602
YHOO YAHOO! INC YHOO US 02/16/13 C20 27.9 38.3 0.91 19.7 2705
HLF HERBALIFE L HLF US 02/16/13 P42.5 27.7 81.0 3.00 46.3 619
HES HESS CORP HES US 02/16/13 C57.5 27.3 36.6 4.76 107.0 1279
HLF HERBALIFE L HLF US 02/16/13 P40 27.2 83.2 1.90 61.0 2854
YOKU YOUKU TUDOU YOKU US 02/16/13 P21 27.0 66.0 0.25 -50.0 256
YOKU YOUKU TUDOU YOKU US 03/16/13 P15 26.8 84.0 0.10 -33.3 500
SCHW SCHWAB (CHA SCHW US 03/16/13 C15 26.8 25.4 1.25 13.6 1099
OMX OFFICEMAX I OMX US 02/16/13 C10 26.6 49.0 0.90 20.0 1146
YHOO YAHOO! INC YHOO US 02/16/13 C19 26.5 39.0 1.63 10.9 1177
WM WASTE MANAG WM US 07/20/13 C38 26.4 14.3 0.80 263.6 526
FGP FERRELLGAS- FGP US 03/16/13 P17.5 26.3 37.9 0.70 7.7 545
YHOO YAHOO! INC YHOO US 02/16/13 P20 26.0 37.8 0.50 19.1 1322
HES HESS CORP HES US 02/16/13 P55 25.9 40.2 0.20 -55.6 548
HES HESS CORP HES US 02/16/13 P57.5 25.9 36.2 0.45 -55.9 550
MAPP MAP PHARMAC MAPP US 02/16/13 C25 25.7 8.0 0.05 0.0 311
ARUN ARUBA NETWO ARUN US 02/16/13 C24 25.5 39.4 0.80 280.9 594
IVR INVESCO MOR IVR US 02/16/13 C20 25.3 29.7 1.65 12.2 200
OPK OPKO HEALTH OPK US 06/22/13 P6 25.2 48.3 0.70 -11.4 499
YHOO YAHOO! INC YHOO US 02/16/13 P19 25.1 39.2 0.18 20.0 1669
KERX KERYX BIOPH KERX US 02/16/13 C2.5 25.1 197.6 2.30 100.0 5063
YOKU YOUKU TUDOU YOKU US 02/16/13 C23 25.1 63.2 2.00 83.5 317
CMI CUMMINS INC CMI US 02/16/13 C120 24.7 33.6 1.76 0.6 1541
WM WASTE MANAG WM US 02/16/13 C38 24.2 22.8 0.29 0.0 2656
HES HESS CORP HES US 02/16/13 P60 23.7 33.3 0.94 -62.4 602
NUS NU SKIN ENT NUS US 02/16/13 P45 23.7 60.8 2.85 29.6 689
KMP KINDER MORG KMP US 02/16/13 P87.5 23.6 16.9 0.88 -17.8 314
YHOO YAHOO! INC YHOO US 02/16/13 P21 23.3 37.4 1.00 3.1 226
PG PROCTER & G PG US 02/16/13 C70 22.7 17.2 3.90 30.0 236
BBBY BED BATH &B BBBY US 02/16/13 C57.5 22.7 23.3 1.48 -46.2 331
YHOO YAHOO! INC YHOO US 02/16/13 C21 22.5 37.4 0.45 32.4 7339
NWL NEWELL RUBB NWL US 02/16/13 C24 22.4 26.8 0.21 -30.0 719
NUS NU SKIN ENT NUS US 02/16/13 P40 21.8 70.5 1.15 91.7 612
ZNGA ZYNGA INC- ZNGA US 02/16/13 C2.5 21.7 77.3 0.22 46.7 3387
WM WASTE MANAG WM US 07/20/13 C36 21.5 15.0 1.75 113.4 232
BBBY BED BATH &B BBBY US 02/16/13 C60 20.9 22.2 0.47 -50.5 210
PG PROCTER & G PG US 02/16/13 P72.5 20.8 12.7 0.37 -17.8 1371
ZNGA ZYNGA INC- ZNGA US 03/16/13 P2.5 20.2 65.6 0.19 -13.6 923
SDRL SEADRILL LT SDRL US 02/16/13 P39 20.2 19.0 0.60 20.0 203
YHOO YAHOO! INC YHOO US 02/16/13 P18 19.9 40.7 0.07 40.0 389
GLW CORNING INC GLW US 02/16/13 C11 19.6 38.3 1.04 -16.8 549
PG PROCTER & G PG US 02/16/13 C72.5 19.2 12.7 1.60 53.9 405
HLF HERBALIFE L HLF US 02/16/13 P37.5 19.1 84.1 1.15 64.3 1705
DBD DIEBOLD INC DBD US 02/16/13 C30 18.9 26.0 0.45 -25.0 479
GE GENERAL ELE GE US 02/16/13 C21 18.9 21.0 1.45 11.5 427
KMP KINDER MORG KMP US 02/16/13 P85 18.9 18.7 0.33 -15.4 296
HES HESS CORP HES US 03/16/13 C60 18.6 29.5 3.55 130.5 650
TA TRAVELCENTE TA US 03/16/13 C7.5 18.6 55.2 0.65 44.4 404
AA ALCOA INC AA US 02/16/13 C9 18.2 20.4 0.10 -33.3 875
ASIA ASIAINFO-LI ASIA US 03/16/13 P10 18.1 37.7 0.25 0.0 814
HES HESS CORP HES US 03/16/13 P62.5 18.1 28.0 2.84 -35.5 522
HLF HERBALIFE L HLF US 02/16/13 P35 18.0 93.1 0.75 87.5 1196
TTT PRO -3X 20+ TTT US 04/20/13 C19 17.9 44.7 1.58 66.3 412
CMI CUMMINS INC CMI US 02/16/13 P115 17.8 33.9 3.10 29.2 695
ARUN ARUBA NETWO ARUN US 02/16/13 C23 17.8 40.7 1.36 126.7 227
HES HESS CORP HES US 02/16/13 P62.5 17.7 31.2 1.95 -52.4 263
OPK OPKO HEALTH OPK US 06/22/13 P5 17.6 50.0 0.30 50.0 3111
HES HESS CORP HES US 02/16/13 C62.5 17.6 31.2 1.50 341.2 438
EMC EMC CORP/MA EMC US 02/16/13 C26 17.6 28.7 0.31 6.9 2234
AGO ASSURED GUA AGO US 02/16/13 C16 17.5 37.2 1.05 2.9 1675
BX BLACKSTONE BX US 02/16/13 C19 17.4 30.3 0.18 -5.3 2432
QQQ POWERSH-QQQ QQQ US 02/16/13 C62 17.3 20.8 5.21 2.8 260
HOV HOVNANIAN E HOV US 02/16/13 C6 17.1 58.3 0.30 -25.0 640
QIHU QIHOO 360 T QIHU US 02/16/13 P30 16.9 53.9 1.00 66.7 480
WFC WELLS FARGO WFC US 02/16/13 C34 16.9 16.4 0.99 -13.2 807
UIS UNISYS CORP UIS US 02/16/13 P19 16.9 61.9 1.00 0.0 202
HES HESS CORP HES US 03/16/13 P47.5 16.4 44.5 0.11 -42.1 856
ALXN ALEXION PHA ALXN US 02/16/13 C95 16.4 40.7 3.00 7.1 2634
IBM IBM IBM US 02/16/13 C200 16.4 13.8 6.05 13.1 442
SBUX STARBUCKS C SBUX US 02/16/13 C52.5 16.2 25.1 3.75 -11.8 246
X US STEEL CO X US 02/16/13 P24 16.2 52.2 1.26 48.2 294
SNE SONY CORP-A SNE US 02/16/13 C15 16.2 47.5 0.60 71.4 5145
HLF HERBALIFE L HLF US 03/16/13 P42.5 16.1 71.4 4.60 21.1 225
HOT STARWOOD HO HOT US 02/16/13 C62.5 16.1 26.6 1.02 70.0 209
EMC EMC CORP/MA EMC US 02/16/13 P25 16.0 28.5 0.58 18.4 261
UIS UNISYS CORP UIS US 02/16/13 C20 15.9 62.0 0.70 100.0 225
NUS NU SKIN ENT NUS US 02/16/13 P35 15.8 83.6 0.35 40.0 530
HLF HERBALIFE L HLF US 03/16/13 P40 15.7 74.8 3.55 26.3 422
YHOO YAHOO! INC YHOO US 03/16/13 C21 15.7 29.9 0.63 28.6 2075
VMED VIRGIN MEDI VMED US 02/16/13 C39 15.6 31.6 1.70 17.2 638
QIHU QIHOO 360 T QIHU US 02/16/13 P31 15.6 51.9 1.30 36.8 617
YHOO YAHOO! INC YHOO US 02/16/13 P17 15.5 43.9 0.03 50.0 250
ALXN ALEXION PHA ALXN US 02/16/13 P90 15.4 42.4 1.69 7.6 2618
EEM ISHARES-EMG EEM US 02/16/13 C45.5 15.3 14.1 0.08 -33.3 26942
PFE PFIZER INC PFE US 02/16/13 C26 15.3 17.4 1.01 6.3 600
AMT AMERICAN TO AMT US 02/16/13 C80 15.3 12.0 0.44 -41.3 240
HLF HERBALIFE L HLF US 03/16/13 P35 15.3 81.4 1.85 48.0 291
SSYS STRATASYS L SSYS US 02/16/13 P80 15.1 52.7 3.80 216.7 609
OMX OFFICEMAX I OMX US 02/16/13 C11 15.1 44.4 0.32 28.0 2028
KFN KKR FINANCI KFN US 02/16/13 P11 15.1 18.8 0.35 16.7 530
KERX KERYX BIOPH KERX US 03/16/13 C2 15.1 160.2 2.80 80.7 201
RSH RADIOSHACK RSH US 03/16/13 P2.5 15.1 84.7 0.17 -19.1 241
HLF HERBALIFE L HLF US 03/16/13 P37.5 15.1 77.1 2.50 25.0 557
CS CREDIT SUIS CS US 02/16/13 C29 15.0 33.9 1.20 4.3 1000
GLW CORNING INC GLW US 02/16/13 C12 15.0 36.0 0.34 -26.1 2626
CRM SALESFORCE. CRM US 02/16/13 P160 14.9 34.3 0.55 -27.6 584
CRM SALESFORCE. CRM US 02/16/13 C170 14.9 29.1 8.90 43.5 238
SCHW SCHWAB (CHA SCHW US 02/16/13 P15 14.8 28.2 0.08 60.0 300
X US STEEL CO X US 02/16/13 C24 14.6 51.7 0.96 -25.6 304
NUS NU SKIN ENT NUS US 02/16/13 C45 14.6 56.5 1.75 -18.6 858
TLT ISHARES BAR TLT US 02/16/13 P123 14.6 15.1 6.10 9.5 708
YHOO YAHOO! INC YHOO US 03/16/13 C20 14.5 29.7 1.08 14.9 704
YHOO YAHOO! INC YHOO US 03/16/13 P21 14.5 29.5 1.18 1.7 237
ZNGA ZYNGA INC- ZNGA US 03/16/13 C2.5 14.5 66.6 0.29 52.6 351
X US STEEL CO X US 02/16/13 P23 14.4 51.7 0.74 57.5 501
IRF INTL RECTIF IRF US 02/16/13 C20 14.4 42.0 0.89 78.0 202
JCP J.C. PENNEY JCP US 02/16/13 P12 14.4 109.0 0.03 0.0 200
CRM SALESFORCE. CRM US 02/16/13 P165 14.3 31.3 0.82 -40.1 323
F FORD MOTOR F US 03/16/13 P9 14.3 61.6 0.02 0.0 504
SYNA SYNAPTICS I SYNA US 02/16/13 C37 14.1 34.5 0.60 -25.0 357
HES HESS CORP HES US 03/16/13 C65 14.0 26.8 1.18 391.7 455
HUN HUNTSMAN CO HUN US 02/16/13 P18 14.0 40.8 0.70 27.3 357
RSH RADIOSHACK RSH US 04/20/13 P2 13.8 82.9 0.08 -38.5 207
TUP TUPPERWARE TUP US 02/16/13 C70 13.8 33.5 1.89 5.0 202
ZNGA ZYNGA INC- ZNGA US 02/16/13 P2.5 13.8 75.5 0.13 -18.8 629
HLF HERBALIFE L HLF US 02/16/13 P32.5 13.7 99.0 0.45 50.0 562
TRIP TRIPADVISOR TRIP US 02/16/13 C47 13.7 60.8 2.75 77.4 430
QIHU QIHOO 360 T QIHU US 02/16/13 P29 13.7 53.9 0.50 25.0 616
WYNN WYNN RESORT WYNN US 02/16/13 C125 13.7 28.0 2.35 0.9 201
WFT WEATHERFORD WFT US 02/16/13 P12 13.6 37.1 0.11 -8.3 2904
HOG HARLEY-DAVI HOG US 02/16/13 C55 13.4 35.2 0.96 -8.6 389
ACAD ACADIA PHAR ACAD US 02/16/13 P5.5 13.4 65.9 0.10 0.0 200
AIG AMERICAN IN AIG US 02/16/13 C34 13.4 28.5 3.30 19.6 541
MAR MARRIOTT IN MAR US 02/16/13 P39 13.3 18.9 0.30 -25.0 498
YHOO YAHOO! INC YHOO US 03/16/13 C19 13.2 30.6 1.76 6.7 443
WFC WELLS FARGO WFC US 02/16/13 P32 13.2 22.5 0.04 33.3 1158
SLB SCHLUMBERGE SLB US 02/16/13 C72.5 13.2 26.5 7.00 -0.4 605
AMZN AMAZON.COM AMZN US 02/16/13 C290 13.1 50.4 7.51 -19.7 607
RSH RADIOSHACK RSH US 04/20/13 C2.5 13.1 77.8 0.56 36.6 397
CRM SALESFORCE. CRM US 02/16/13 P170 13.0 29.1 1.75 -31.4 302
MA MASTERCARD MA US 02/16/13 C520 13.0 25.7 9.48 -13.8 222
MAPP MAP PHARMAC MAPP US 03/16/13 C25 12.9 5.0 0.05 0.0 1109
MTW MANITOWOC C MTW US 02/16/13 P17 12.8 45.6 0.45 12.5 312
AMZN AMAZON.COM AMZN US 02/16/13 C285 12.8 51.0 9.56 -18.3 632
GE GENERAL ELE GE US 02/16/13 P21 12.8 21.9 0.04 -20.0 1093
GLW CORNING INC GLW US 02/16/13 P12 12.7 35.4 0.42 55.6 3944
OIH MARKET VECT OIH US 02/16/13 P42 12.6 21.1 0.35 0.0 640
RF REGIONS FIN RF US 02/16/13 C8 12.6 26.3 0.08 33.3 777
SNE SONY CORP-A SNE US 02/16/13 P15 12.6 48.4 0.70 -27.1 372
P PANDORA MED P US 03/16/13 C12 12.6 75.6 1.05 16.7 4226
RIG TRANSOCEAN RIG US 02/16/13 C57.5 12.5 26.4 1.78 95.6 318
AMZN AMAZON.COM AMZN US 02/16/13 P280 12.5 51.5 13.45 26.9 806
NFLX NETFLIX INC NFLX US 01/18/14 C70 12.5 71.9 104.10 1.6 354
EMC EMC CORP/MA EMC US 02/16/13 P24 12.5 29.6 0.23 15.0 2135
F FORD MOTOR F US 02/16/13 P11 12.5 51.8 0.01 0.0 515
TEX TEREX CORP TEX US 02/16/13 P33 12.5 46.7 1.50 -21.1 251
MJN MEAD JOHNSO MJN US 02/16/13 P65 12.5 35.9 0.76 65.2 451
LVS LAS VEGAS S LVS US 02/16/13 C50 12.5 43.1 3.65 2.2 229
QIHU QIHOO 360 T QIHU US 02/16/13 C33 12.5 52.2 0.75 -25.0 446
EPD ENTERPRISE EPD US 02/16/13 P52.5 12.4 21.4 0.10 -52.4 231
HAIN HAIN CELEST HAIN US 02/16/13 P55 12.4 58.2 2.41 30.3 483
AMZN AMAZON.COM AMZN US 02/16/13 C260 12.4 54.5 24.20 -11.7 248
CI CIGNA CORP CI US 04/20/13 C45 12.4 33.4 14.00 4.9 5890
DLR DIGITAL REA DLR US 02/16/13 C75 12.4 19.8 0.45 80.0 203
XLY SPDR-CONS D XLY US 03/16/13 C49 12.4 14.8 2.19 18.4 320
BUD ANHEUSER-SP BUD US 02/16/13 C95 12.4 19.0 0.50 11.1 243
CRM SALESFORCE. CRM US 02/16/13 C175 12.3 27.2 5.50 54.9 380
CVX CHEVRON COR CVX US 02/16/13 C115 12.3 14.9 2.08 6.1 321
TRIP TRIPADVISOR TRIP US 02/16/13 P46 12.3 60.6 1.81 -27.6 209
YHOO YAHOO! INC YHOO US 03/16/13 P19 12.3 30.3 0.32 18.5 390
AMZN AMAZON.COM AMZN US 02/16/13 C280 12.2 51.6 11.69 -18.9 1005
BX BLACKSTONE BX US 02/16/13 C18 12.2 30.3 0.53 -10.2 571
CLSN CELSION COR CLSN US 02/16/13 P3.5 12.2 560.2 0.95 5.6 777
KBH KB HOME KBH US 02/16/13 P17 12.2 43.4 0.32 113.3 701
EEM ISHARES-EMG EEM US 02/16/13 C45 12.2 14.1 0.16 -27.3 1796
LVS LAS VEGAS S LVS US 02/16/13 C52.5 12.1 41.9 2.12 6.0 691
SYMC SYMANTEC CO SYMC US 02/16/13 P16 12.1 79.2 0.04 -42.9 310
BG BUNGE LTD BG US 02/16/13 P77.5 12.1 21.7 1.20 20.0 322
TEX TEREX CORP TEX US 02/16/13 C33 12.1 47.5 1.20 41.2 982
MSFT MICROSOFT C MSFT US 02/16/13 P27 12.1 19.6 0.12 -25.0 1192
BBBY BED BATH &B BBBY US 03/16/13 C60 12.1 21.6 1.02 -36.6 640
GNW GENWORTH FI GNW US 02/16/13 C9 12.1 53.1 0.60 -9.1 1030
VMW VMWARE INC- VMW US 02/16/13 C100 12.1 44.0 3.20 0.0 949
AMZN AMAZON.COM AMZN US 02/16/13 P285 12.0 50.6 16.65 29.6 297
SPLS STAPLES INC SPLS US 03/16/13 C13 12.0 34.7 0.76 38.2 237
SPY SPDR S&P 50 SPY US 02/16/13 P116 12.0 43.0 0.01 0.0 242
RIMM RESEARCH IN RIMM US 02/16/13 C12 12.0 105.2 4.52 -19.6 267
CMG CHIPOTLE ME CMG US 02/16/13 C305 12.0 38.8 14.04 56.0 461
BBBY BED BATH &B BBBY US 02/16/13 P55 11.9 25.5 0.28 250.0 995
GPS GAP INC/THE GPS US 02/16/13 C35 11.9 28.6 0.27 -6.9 1550
HLF HERBALIFE L HLF US 02/16/13 P30 11.9 107.2 0.30 100.0 544
PFE PFIZER INC PFE US 02/16/13 P27 11.9 15.2 0.47 -7.8 320
LNKD LINKEDIN CO LNKD US 02/16/13 P125 11.9 48.8 5.12 -12.3 239
HES HESS CORP HES US 04/20/13 P57.5 11.9 28.3 1.40 -44.0 328
DV DEVRY INC DV US 02/16/13 C25 11.9 64.4 1.35 35.0 260
CLSN CELSION COR CLSN US 02/16/13 P4 11.8 560.7 1.20 -4.0 1324
EWJ ISHARES-JAP EWJ US 03/16/13 C10 11.8 15.2 0.11 -21.4 958
TRIP TRIPADVISOR TRIP US 02/16/13 P47 11.8 60.9 2.35 0.0 255
VOD VODAFONE GR VOD US 02/16/13 C27 11.8 22.0 0.55 10.0 7129
FB FACEBOOK IN FB US 02/22/13 P23 11.8 64.9 0.05 -28.6 200
PG PROCTER & G PG US 02/16/13 P62.5 11.8 33.7 0.02 -50.0 330
LVS LAS VEGAS S LVS US 02/16/13 P52.5 11.8 41.7 1.82 1.1 3523
MSFT MICROSOFT C MSFT US 02/16/13 P26 11.7 22.6 0.04 0.0 439
AMZN AMAZON.COM AMZN US 02/16/13 P265 11.7 53.5 7.50 37.6 650
Z ZILLOW INC- Z US 02/16/13 C25 11.7 102.8 11.20 9.8 1000
ASML ASML HOLDIN ASML US 03/16/13 P70 11.7 30.6 1.05 -25.0 1000
CRUS CIRRUS LOGI CRUS US 02/16/13 C29 11.7 55.3 1.40 -12.5 213
FB FACEBOOK IN FB US 03/16/13 C23 11.7 58.2 9.50 9.8 395
QIHU QIHOO 360 T QIHU US 02/16/13 C30 11.7 53.4 2.15 -20.4 333
RSH RADIOSHACK RSH US 03/16/13 C3 11.7 80.4 0.24 71.4 468
VMED VIRGIN MEDI VMED US 02/16/13 C41 11.7 28.3 0.70 75.0 635
AMZN AMAZON.COM AMZN US 02/16/13 P270 11.6 52.7 9.10 32.9 485
AIG AMERICAN IN AIG US 02/16/13 P35 11.6 26.0 0.15 -34.8 1669
HES HESS CORP HES US 02/16/13 C65 11.6 30.4 0.61 916.7 1205
BX BLACKSTONE BX US 02/16/13 P18 11.6 29.8 0.42 20.0 282
TZA DIR SMCAP B TZA US 02/16/13 C10 11.6 42.4 1.14 -0.9 216
SNE SONY CORP-A SNE US 02/16/13 C14 11.5 49.5 1.30 52.9 1383
RIMM RESEARCH IN RIMM US 02/16/13 C11 11.5 115.3 5.75 -13.7 269
SNE SONY CORP-A SNE US 02/16/13 P14 11.5 49.6 0.30 -33.3 522
OKS ONEOK PARTN OKS US 03/16/13 P55 11.5 19.6 0.30 20.0 272
YOKU YOUKU TUDOU YOKU US 03/16/13 P21 11.5 68.4 0.95 -17.4 220
VMW VMWARE INC- VMW US 02/16/13 C97.5 11.4 43.8 4.45 -3.3 499
MOS MOSAIC CO/T MOS US 02/16/13 C65 11.4 24.1 0.31 -45.6 204
LVS LAS VEGAS S LVS US 02/16/13 P50 11.4 42.8 0.90 5.9 338
MGM MGM RESORTS MGM US 02/16/13 C13 11.3 32.2 0.30 -16.7 994
CRM SALESFORCE. CRM US 02/16/13 P175 11.3 27.2 3.25 -33.7 341
LYB LYONDELLBAS LYB US 02/16/13 C62.5 11.3 29.5 1.10 -33.3 1447
HOG HARLEY-DAVI HOG US 02/16/13 P50 11.3 41.0 0.68 28.3 271
AIG AMERICAN IN AIG US 02/16/13 C35 11.3 26.0 2.40 32.6 694
CRM SALESFORCE. CRM US 02/16/13 C180 11.3 26.6 2.96 75.2 459
MPEL MELCO CROWN MPEL US 02/16/13 P20 11.3 47.9 0.75 10.3 1022
ANN ANN INC ANN US 02/16/13 P32 11.2 33.6 1.60 70.2 275
IBM IBM IBM US 02/16/13 C210 11.2 12.5 0.54 28.6 311
MJN MEAD JOHNSO MJN US 02/16/13 C70 11.2 31.1 1.27 -32.1 510
VFC VF CORP VFC US 02/16/13 C145 11.2 34.3 6.00 -6.2 264
SNE SONY CORP-A SNE US 04/20/13 P13 11.2 41.4 0.40 -11.1 267
AA ALCOA INC AA US 03/16/13 C9 11.2 21.9 0.21 -19.2 597
RSH RADIOSHACK RSH US 02/16/13 P3 11.2 77.0 0.24 -40.0 440
LNKD LINKEDIN CO LNKD US 02/16/13 C120 11.2 50.7 8.90 20.3 904
BRK/B BERKSHIRE H BRKB US 02/16/13 C97.5 11.1 12.9 0.89 -4.3 680
CAT CATERPILLAR CAT US 04/20/13 P90 11.0 22.3 1.43 -29.9 252
F FORD MOTOR F US 02/16/13 P10 11.0 66.3 0.01 0.0 344
NXY NEXEN INC NXY US 03/16/13 C26 11.0 20.8 1.30 0.0 347
FDO FAMILY DOLL FDO US 02/16/13 P60 11.0 23.9 2.46 29.5 407
MSFT MICROSOFT C MSFT US 02/16/13 C27 11.0 19.9 1.17 17.0 1313
F FORD MOTOR F US 02/16/13 P13 10.9 33.0 0.14 -12.5 1902
VMED VIRGIN MEDI VMED US 03/16/13 C39 10.9 26.5 1.85 2.8 355
BIDU BAIDU INC-S BIDU US 02/16/13 C110 10.9 50.5 4.80 25.0 1328
JNPR JUNIPER NET JNPR US 02/16/13 P21 10.9 35.8 0.16 -11.1 235
SQNM SEQUENOM IN SQNM US 02/16/13 C4.5 10.9 76.6 0.27 28.6 213
AMZN AMAZON.COM AMZN US 02/16/13 P255 10.9 55.2 4.60 42.9 313
AMZN AMAZON.COM AMZN US 02/16/13 P260 10.8 54.1 5.95 41.7 492
FIO FUSION-IO I FIO US 02/16/13 P21 10.8 101.1 1.95 8.3 639
BPI BRIDGEPOINT BPI US 03/16/13 C10 10.8 56.6 1.30 18.2 285
ZNGA ZYNGA INC- ZNGA US 03/16/13 C2 10.8 69.8 0.64 25.5 445
IAU ISHARES GOL IAU US 07/20/13 P15 10.8 15.0 0.20 -33.3 230
LNKD LINKEDIN CO LNKD US 02/16/13 C125 10.7 48.5 5.55 20.6 464
F FORD MOTOR F US 02/16/13 P14 10.7 29.8 0.53 -13.1 1468
LNKD LINKEDIN CO LNKD US 02/16/13 P120 10.7 50.4 3.15 -12.5 311
STSI STAR SCIENT STSI US 03/16/13 P2 10.7 89.2 0.15 0.0 200
SNE SONY CORP-A SNE US 04/20/13 P15 10.6 39.4 1.20 -17.2 413
AMZN AMAZON.COM AMZN US 02/16/13 P250 10.6 56.2 3.59 43.6 952
INFA INFORMATICA INFA US 02/16/13 C35 10.6 40.9 2.20 2.3 282
X US STEEL CO X US 02/16/13 P22 10.6 51.9 0.36 50.0 344
XOM EXXON MOBIL XOM US 02/16/13 C90 10.6 15.2 1.56 -25.7 1382
RF REGIONS FIN RF US 03/16/13 C8 10.6 25.1 0.17 30.8 5662
BIDU BAIDU INC-S BIDU US 02/16/13 C105 10.5 51.0 7.70 21.1 288
LVS LAS VEGAS S LVS US 03/16/13 P55 10.5 36.5 4.00 1.3 1561
WAG WALGREEN CO WAG US 02/16/13 P38 10.5 19.6 0.19 -5.0 282
TRIP TRIPADVISOR TRIP US 02/16/13 C45 10.5 59.9 4.00 37.9 271
F FORD MOTOR F US 02/22/13 C13 10.4 30.5 0.85 11.8 257
NTAP NETAPP INC NTAP US 02/16/13 P32 10.4 57.7 0.31 -16.2 764
F FORD MOTOR F US 02/16/13 C13 10.4 33.3 0.83 15.3 3348
PG PROCTER & G PG US 04/20/13 P65 10.4 19.0 0.23 9.5 1625
PII POLARIS IND PII US 02/16/13 P90 10.3 53.2 4.10 40.4 248
FB FACEBOOK IN FB US 02/22/13 P24 10.3 63.7 0.07 -22.2 379
UNG US NAT GAS UNG US 02/16/13 C19 10.3 37.2 0.46 -50.0 1263
WFC WELLS FARGO WFC US 02/16/13 P33 10.3 18.6 0.08 14.3 434
IBM IBM IBM US 02/16/13 P200 10.2 14.2 0.93 -10.6 347
ANN ANN INC ANN US 02/16/13 C31 10.2 35.2 0.89 -49.1 560
TEX TEREX CORP TEX US 02/16/13 P30 10.2 49.8 0.50 -28.6 266
LVS LAS VEGAS S LVS US 02/16/13 P48 10.2 44.3 0.43 2.4 1485
VFC VF CORP VFC US 02/16/13 C150 10.2 33.4 3.60 -5.3 201
LNKD LINKEDIN CO LNKD US 02/16/13 C130 10.1 46.8 3.40 34.4 310
UNG US NAT GAS UNG US 02/16/13 C18 10.1 36.7 1.04 -38.8 269
AMZN AMAZON.COM AMZN US 02/16/13 P240 10.1 58.6 2.13 43.0 518
SLV ISHARES SIL SLV US 02/16/13 C31 10.1 23.0 0.24 -20.0 1439
KBH KB HOME KBH US 02/16/13 P18 10.1 42.0 0.61 35.6 211
CVX CHEVRON COR CVX US 02/16/13 P115 10.1 15.7 1.59 8.2 278
TPX TEMPUR-PEDI TPX US 02/16/13 P36 10.0 50.6 0.35 40.0 383
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
GILD GILEAD SCIE GILD US 02/16/13 C40 -75.5 27.1 0.76 0.0 654
VXX IPATH-S&P S VXX US 03/16/13 P19 -64.5 54.1 0.31 -22.5 1054
GILD GILEAD SCIE GILD US 05/18/13 C40 -59.6 25.7 2.00 0.0 210
JOSB JOS A BANK JOSB US 02/16/13 P35 -44.2 36.6 0.35 0.0 231
KERX KERYX BIOPH KERX US 02/16/13 P5 -43.0 75.3 0.45 0.0 2275
RPRX REPROS THER RPRX US 02/16/13 P10 -41.1 99.0 0.25 400.0 511
KERX KERYX BIOPH KERX US 02/16/13 C5 -35.0 86.4 0.35 250.0 1472
NTE NAM TAI ELE NTE US 02/16/13 C12.5 -34.1 68.4 1.20 -40.0 233
NTE NAM TAI ELE NTE US 02/16/13 P12.5 -33.9 68.9 0.45 -35.7 408
PPG PPG INDS IN PPG US 02/16/13 P135 -33.4 25.8 1.70 11.1 679
VXX IPATH-S&P S VXX US 01/17/15 P9 -32.2 71.8 1.31 -8.4 267
CIM CHIMERA INV CIM US 03/16/13 P3 -31.7 19.9 0.10 -50.0 439
KERX KERYX BIOPH KERX US 03/16/13 P4.5 -27.9 79.5 0.35 -75.9 434
SVU SUPERVALU I SVU US 02/16/13 C3.5 -27.8 24.0 0.15 50.0 304
JOSB JOS A BANK JOSB US 03/16/13 P35 -27.3 33.8 0.74 0.0 214
KERX KERYX BIOPH KERX US 02/16/13 C4.5 -27.2 94.0 0.55 266.7 882
RPRX REPROS THER RPRX US 05/18/13 P12.5 -26.9 61.1 1.85 76.2 2060
VXX IPATH-S&P S VXX US 01/18/14 P15 -26.5 68.2 1.96 -2.0 1240
RPRX REPROS THER RPRX US 05/18/13 C12.5 -25.1 63.5 1.65 -75.4 292
XCO EXCO RESOUR XCO US 02/16/13 C6 -23.6 39.9 0.50 -47.4 244
KERX KERYX BIOPH KERX US 03/16/13 C3.5 -23.2 87.6 1.45 190.0 459
KERX KERYX BIOPH KERX US 02/16/13 P4 -23.2 98.2 0.10 -87.5 619
KERX KERYX BIOPH KERX US 02/16/13 C4 -22.3 100.4 0.95 280.0 8539
KERX KERYX BIOPH KERX US 06/22/13 C5 -21.5 64.8 0.70 100.0 355
KERX KERYX BIOPH KERX US 02/16/13 P4.5 -21.2 91.8 0.20 0.0 1010
XCO EXCO RESOUR XCO US 03/16/13 C6 -20.1 39.4 0.65 -23.5 293
HOGS ZHONGPIN IN HOGS US 06/22/13 P12.5 -18.9 13.8 0.40 0.0 233
KERX KERYX BIOPH KERX US 03/16/13 C4 -18.6 91.4 1.10 214.3 384
NTE NAM TAI ELE NTE US 03/16/13 C12.5 -17.4 64.7 1.70 -26.1 1075
KERX KERYX BIOPH KERX US 06/22/13 P4 -17.2 69.8 0.45 0.0 15000
CAT CATERPILLAR CAT US 02/16/13 P97.5 -17.0 20.2 2.13 -36.4 2687
HOGS ZHONGPIN IN HOGS US 03/16/13 P12.5 -15.6 13.8 0.20 0.0 200
CAT CATERPILLAR CAT US 02/16/13 C100 -15.4 19.8 0.59 -6.3 2373
PPG PPG INDS IN PPG US 03/16/13 P130 -15.2 26.8 2.15 7.5 262
F FORD MOTOR F US 02/16/13 C11 -15.1 50.5 2.80 4.5 332
CIM CHIMERA INV CIM US 02/16/13 P3 -15.1 22.2 0.05 -64.3 5355
F FORD MOTOR F US 01/18/14 C8 -14.9 35.7 5.75 0.9 1512
CAT CATERPILLAR CAT US 02/16/13 P95 -14.7 21.1 1.03 -47.5 2444
CAT CATERPILLAR CAT US 02/16/13 C97.5 -14.7 20.2 1.41 6.0 1363
TLT ISHARES BAR TLT US 03/16/13 P92 -14.0 27.9 0.02 0.0 200
GGC GEORGIA GUL GGC US 02/16/13 C55 -12.3 39.9 1.20 60.0 1024
XOM EXXON MOBIL XOM US 02/16/13 P95 -12.3 14.3 4.75 9.2 209
ACAD ACADIA PHAR ACAD US 03/16/13 P5.5 -12.1 54.1 0.15 -48.3 225
RPRX REPROS THER RPRX US 02/16/13 P12.5 -11.9 80.7 1.00 1900.0 546
GGC GEORGIA GUL GGC US 02/16/13 P50 -11.7 47.1 0.95 -62.0 815
ARCC ARES CAPITA ARCC US 01/17/15 P8 -11.4 41.2 0.50 0.0 367
GGC GEORGIA GUL GGC US 02/16/13 C50 -10.9 38.7 4.00 77.8 660
GGC GEORGIA GUL GGC US 02/16/13 C47.5 -10.5 38.1 5.90 73.5 1427
KERX KERYX BIOPH KERX US 03/16/13 C3 -10.3 109.0 1.90 123.5 318
KERX KERYX BIOPH KERX US 01/18/14 C4 -10.2 71.9 1.63 48.2 223
CAT CATERPILLAR CAT US 02/16/13 C95 -10.1 21.0 2.79 14.3 706
CAT CATERPILLAR CAT US 02/16/13 P100 -10.0 20.3 3.70 -28.9 728
x - Ex-dividend. * - Ex-earnings.
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