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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 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
=============================================================================
XLU    SPDR-UTIL S  XLU US 03/16/13 C36       25.7  10.2   0.77  -14.4   2212
TD     TORONTO-DOM  TD US 03/16/13 C85        24.6  13.7   0.75   15.4   1739
HRB    H&R BLOCK I  HRB US 03/16/13 P22       20.5  32.0   0.35   -7.9    848
DPM    DCP MIDSTRE  DPM US 03/16/13 P40       18.5  29.0   0.25    0.0    546
AMRS   AMYRIS INC   AMRS US 06/22/13 P2.5     17.8  82.1   0.25  -16.7    500
HRB    H&R BLOCK I  HRB US 04/20/13 P20       17.4  34.9   0.30    3.5   2500
RRGB   RED ROBIN G  RRGB US 03/16/13 P30      16.5  52.5   0.40   81.8    988
ETP    ENERGY TRAN  ETP US 03/16/13 C42.5     16.5  37.3   4.67    1.5  15566
CXW    CORRECTIONS  CXW US 03/16/13 P34       16.0  38.6   0.55   57.1   5075
SIRI   SIRIUS XM R  SIRI US 03/16/13 C3       15.5  42.7   0.26  -13.3    615
XLF    SPDR-FINL S  XLF US 02/22/13 C18       15.0  15.2   0.05  -44.4    527
AIG    AMERICAN IN  AIG US 03/16/13 C40       14.8  29.1   0.75  -14.8    797
LINE   LINN ENERGY  LINE US 03/16/13 P38      14.8  22.2   0.85    0.0    632
TLLP   TESORO LOGI  TLLP US 03/16/13 C45      14.6  19.3   0.85   21.4    655
EXC    EXELON CORP  EXC US 04/20/13 C31       14.1  24.6   1.00   -9.1    863
HRB    H&R BLOCK I  HRB US 04/20/13 P22       14.1  27.9   0.65    0.0    500
PEP    PEPSICO INC  PEP US 03/16/13 C75       14.0  11.6   0.23   21.1   3661
LINE   LINN ENERGY  LINE US 04/20/13 P35      13.9  23.7   0.35   16.7    828
TD     TORONTO-DOM  TD US 04/20/13 P80        13.7  15.1   1.30   44.4   1552
EXPD   EXPEDITORS   EXPD US 03/16/13 C45      13.4  26.1   0.65    8.3  10551
TMO    THERMO FISH  TMO US 09/21/13 P75       13.0  23.1   6.55   26.0    542
TWX    TIME WARNER  TWX US 03/16/13 C52.5     12.8  22.1   0.61   -1.6    947
SPY    SPDR S&P 50  SPY US 03/01/13 C156      12.7   9.9   0.11  -35.3    793
AIG    AMERICAN IN  AIG US 03/16/13 C39       12.7  28.8   1.12  -13.2   3833
XLF    SPDR-FINL S  XLF US 02/22/13 C17.5     12.1  15.0   0.20  -33.3   8975
ALL    ALLSTATE CO  ALL US 03/16/13 C45       11.8  22.9   0.80  -27.9  11722
NFLX   NETFLIX INC  NFLX US 03/16/13 P150     11.5  68.0   5.75  -17.3   1207
NFLX   NETFLIX INC  NFLX US 03/01/13 C175     11.4  67.5  10.93   58.4    548
XLE    SPDR-ENERGY  XLE US 03/16/13 C81       11.2  14.6   0.36  -25.0    543
PEP    PEPSICO INC  PEP US 03/16/13 C72.5     11.0  11.9   1.09    3.8    533
IWM    ISHARES-RUS  IWM US 02/22/13 C93       10.9  13.4   0.14  -41.7    907
AIG    AMERICAN IN  AIG US 03/16/13 C38       10.8  28.8   1.52  -16.5    820
SD     SANDRIDGE E  SD US 06/22/13 C6         10.6  56.0   0.94  -14.6   1317
AA     ALCOA INC    AA US 03/16/13 C9         10.4  22.4   0.18  -18.2   1147
YUM    YUM! BRANDS  YUM US 03/16/13 P60       10.4  33.8   0.92   41.5   2290
YUM    YUM! BRANDS  YUM US 03/16/13 P62.5     10.4  32.4   1.64   36.7   1592
SEE    SEALED AIR   SEE US 04/20/13 P17.5     10.3  31.5   0.50  -23.1   1338
SPY    SPDR S&P 50  SPY US 02/22/13 C153      10.3  10.1   0.34  -44.3    845
SPY    SPDR S&P 50  SPY US 02/22/13 C152      10.2  10.5   0.60  -43.4    623
FB     FACEBOOK IN  FB US 02/22/13 C29        10.2  38.3   0.63  -56.2    739
YUM    YUM! BRANDS  YUM US 03/16/13 C65       10.1  30.8   2.57  -13.8   1164
AAPL   APPLE INC    AAPL US 02/22/13 P450     10.1  27.1  14.35   38.0    892
NFLX   NETFLIX INC  NFLX US 03/16/13 C170     10.1  65.4  15.60   44.4    793
SPY    SPDR S&P 50  SPY US 02/22/13 C151      10.1  11.1   1.03  -35.6   1651
YUM    YUM! BRANDS  YUM US 03/16/13 P67.5     10.1  29.4   3.90   18.2    559
XLP    SPDR-CONS S  XLP US 03/16/13 C37       10.1  10.1   0.43  -18.9   1186
XLF    SPDR-FINL S  XLF US 02/22/13 P17.5     10.1  15.2   0.26   44.4   9444
YUM    YUM! BRANDS  YUM US 03/16/13 P65       10.0  31.0   2.70   31.1   3384

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
APKT   ACME PACKET  APKT US 08/17/13 C29     -93.0   3.3   0.55    0.0    892
APKT   ACME PACKET  APKT US 08/17/13 P29     -89.2   5.0   0.25    0.0   2409
APKT   ACME PACKET  APKT US 01/18/14 C30     -88.8   5.3   0.35  -86.5    698
APKT   ACME PACKET  APKT US 08/17/13 C30     -88.8   5.3   0.15  -89.7   1150
APKT   ACME PACKET  APKT US 05/18/13 P29     -88.0   5.3   0.23  -96.6    692
APKT   ACME PACKET  APKT US 03/16/13 P29     -87.7   6.4   0.20    0.0   2611
APKT   ACME PACKET  APKT US 05/18/13 C29     -86.9   6.1   0.60  -29.4   1085
APKT   ACME PACKET  APKT US 03/16/13 C29     -85.9   7.3   0.40   21.2   7178
APKT   ACME PACKET  APKT US 08/17/13 C28     -85.0   7.3   1.45  -30.9    521
APKT   ACME PACKET  APKT US 05/18/13 C30     -84.1   7.4   0.20  -69.2   1476
APKT   ACME PACKET  APKT US 08/17/13 P28     -83.3   7.8   0.20  -96.9    848
APKT   ACME PACKET  APKT US 03/16/13 C30     -79.3  10.3   0.15    0.0   6319
APKT   ACME PACKET  APKT US 05/18/13 C28     -75.3  11.9   1.32   15.8    546
APKT   ACME PACKET  APKT US 05/18/13 C23     -24.0  40.7   6.22   94.4    548
DELL   DELL INC     DELL US 03/16/13 P13     -24.0  25.0   0.30   -6.2  14881
INTC   INTEL CORP   INTC US 01/18/14 C13     -22.5  44.7   8.30    1.8   2100
DELL   DELL INC     DELL US 04/20/13 C13     -21.9  21.7   0.69  -31.0    930
DELL   DELL INC     DELL US 05/18/13 P13     -21.9  19.7   0.44   -2.2    543
DELL   DELL INC     DELL US 08/17/13 C13     -20.6  16.7   0.72  -35.1    510
MOS    MOSAIC CO/T  MOS US 03/16/13 C40      -20.3  76.1  20.80   14.9    660
DELL   DELL INC     DELL US 05/18/13 P12     -18.9  26.1   0.25   -7.4    593
DELL   DELL INC     DELL US 03/16/13 C13     -16.9  26.9   0.65  -32.3   5273
HYG    ISH-IBOXX H  HYG US 03/16/13 P92      -14.9   7.4   0.70    7.7   9893
CLSN   CELSION COR  CLSN US 03/16/13 P1      -14.7 128.4   0.15    0.0   1682
HYG    ISH-IBOXX H  HYG US 03/16/13 P90      -13.8   9.4   0.35   16.7   4130
HYG    ISH-IBOXX H  HYG US 03/16/13 P93      -13.3   6.6   1.15   15.0   2255
P      PANDORA MED  P US 03/16/13 C12        -13.2  82.9   1.00    0.0    500
DELL   DELL INC     DELL US 05/18/13 C10     -12.1  36.9   3.40   -8.6   4878
CLX    CLOROX CO    CLX US 04/20/13 P80      -11.5  12.8   1.65  -32.6   1005
SID    SID NACIONA  SID US 03/16/13 C5       -11.1  38.2   0.49  -10.9    500
SIRI   SIRIUS XM R  SIRI US 01/18/14 C2      -11.1  42.2   1.21   -6.2   1125
SYY    SYSCO CORP   SYY US 01/17/15 C30      -10.7  14.8   2.80   -5.1    821
BUD    ANHEUSER-SP  BUD US 03/16/13 P80      -10.2  27.4   0.60  100.0   1178

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

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