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
=============================================================================
GNW    GENWORTH FI  GNW US 03/16/13 C5        49.8  87.7   4.11   -1.0    200
OZM    OCH-ZIFF CA  OZM US 03/16/13 C7.5      44.3  94.6   2.75   14.6    200
VMED   VIRGIN MEDI  VMED US 03/16/13 P42      43.5  34.6   0.80    0.0   1181
VMED   VIRGIN MEDI  VMED US 03/16/13 C40      36.6  35.8   5.70  660.0    486
VMED   VIRGIN MEDI  VMED US 03/16/13 C41      36.5  35.0   4.70  683.3    437
ITUB   ITAU UNIBAN  ITUB US 01/18/14 P10      33.4  49.7   0.14   16.7   2000
MAPP   MAP PHARMAC  MAPP US 06/22/13 P25      31.3   2.6   0.40    0.0    200
SPY    SPDR S&P 50  SPY US 03/16/13 P155      27.7   9.7   5.16  -17.2   4183
UUP    POWERSHARES  UUP US 03/16/13 C21       23.3   7.8   0.72   -2.7    280
VLO    VALERO ENER  VLO US 03/16/13 P31       22.6  54.3   0.04  100.0   9368
INTC   INTEL CORP   INTC US 05/18/13 C20      21.2  21.9   1.62   12.5   2836
LBTYA  LIBERTY GLO  LBTYA US 03/16/13 C70     20.2  26.9   1.00   -4.8    875
MHP    MCGRAW-HILL  MHP US 03/16/13 P50       18.0  48.5   4.30   43.3    312
RNF    RENTECH NIT  RNF US 07/20/13 C40       17.1  32.8   7.45   -8.0    209
VLO    VALERO ENER  VLO US 03/16/13 P32       16.6  49.9   0.05  150.0   1511
ZNGA   ZYNGA INC-   ZNGA US 06/22/13 C2       16.1  73.5   0.86   26.5    856
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 C2       15.9  93.1   0.71   18.3   1164
SD     SANDRIDGE E  SD US 03/16/13 P5         15.1  77.4   0.17  112.5    779
VLO    VALERO ENER  VLO US 03/16/13 P33       13.5  46.3   0.04   33.3   1241
WAG    WALGREEN CO  WAG US 03/16/13 P38       13.4  25.5   0.30  -33.3    992
MCO    MOODY'S COR  MCO US 05/18/13 C47       13.3  36.7   4.35  -13.0   1059
ITUB   ITAU UNIBAN  ITUB US 01/17/15 P8       12.3  40.7   0.17  -43.3   1000
LBTYA  LIBERTY GLO  LBTYA US 03/16/13 P60     12.2  33.1   0.40    0.0    750
IWM    ISHARES-RUS  IWM US 02/22/13 P81       11.8  26.8   0.06  -40.0    735
BAC    BANK OF AME  BAC US 03/16/13 C9        11.7  44.3   2.82    9.7    219
SPY    SPDR S&P 50  SPY US 03/01/13 P153      11.4  10.0   3.00  -21.3    212
MHP    MCGRAW-HILL  MHP US 05/18/13 P40       11.3  45.5   1.60   33.3    217
TTWO   TAKE-TWO IN  TTWO US 03/16/13 P12      11.2  48.5   0.45  -10.0    580
SD     SANDRIDGE E  SD US 01/18/14 P5         11.0  59.3   0.83   33.9    603
XLF    SPDR-FINL S  XLF US 04/20/13 P14       10.8  31.6   0.06   50.0  59655
SD     SANDRIDGE E  SD US 04/20/13 P6         10.8  66.6   0.71   31.5   1078
SD     SANDRIDGE E  SD US 09/21/13 P5         10.8  63.3   0.66   40.4    651
BX     BLACKSTONE   BX US 03/16/13 C18        10.6  30.0   1.25   30.2    363
SPY    SPDR S&P 50  SPY US 02/22/13 P152      10.5  10.3   2.00  -34.2    487
BBRY   RESEARCH IN  BBRY US 03/16/13 C10      10.4  99.2   6.06   21.0    897
KERX   KERYX BIOPH  KERX US 03/16/13 P5.5     10.2 101.4   0.25  -16.7    242
MHP    MCGRAW-HILL  MHP US 08/17/13 P45       10.1  37.7   4.10   95.2    461

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
KCAP   KCAP FINANC  KCAP US 03/16/13 P10     -93.7  26.2   0.35   40.0    254
OPXA   OPEXA THERA  OPXA1 US 03/16/13 C2.5   -66.3 257.7   0.10    0.0    860
PBR/A  PETROBRAS-S  PBRA US 06/22/13 C17.5   -59.3  44.8   1.20  -33.3    400
DELL   DELL INC     DELL US 03/16/13 P13     -55.7  10.9   0.05  -82.8   4050
DELL   DELL INC     DELL US 04/20/13 P13     -52.0  10.6   0.11  -70.3    640
DELL   DELL INC     DELL US 01/18/14 C10     -50.8  13.5   3.44   -0.9    340
DELL   DELL INC     DELL US 08/17/13 C14     -44.5   7.0   0.08  -55.6   6470
DELL   DELL INC     DELL US 05/18/13 P13     -43.9  11.2   0.15  -62.5   1050
DELL   DELL INC     DELL US 03/16/13 C13     -43.2  14.3   0.50  -16.7    843
BIDU   BAIDU INC-S  BIDU US 02/22/13 P90     -42.7  35.3   0.84   33.3    278
DELL   DELL INC     DELL US 03/16/13 C14     -42.3  12.4   0.03  -76.9  10002
BIDU   BAIDU INC-S  BIDU US 02/22/13 P95     -41.6  33.6   2.36   93.4    348
DELL   DELL INC     DELL US 04/20/13 C14     -41.4  10.0   0.04  -75.0   7815
DELL   DELL INC     DELL US 01/18/14 C13     -41.1   9.0   0.66  -26.7    236
BIDU   BAIDU INC-S  BIDU US 02/22/13 P85     -40.4  38.1   0.25  -19.4    256
DELL   DELL INC     DELL US 05/18/13 C14     -40.1   9.3   0.07  -56.2   6101
BIDU   BAIDU INC-S  BIDU US 02/22/13 C100    -39.3  34.0   1.36  -85.2    213
BIDU   BAIDU INC-S  BIDU US 02/22/13 P100    -39.1  33.7   5.30  126.5    238
DELL   DELL INC     DELL US 03/16/13 C12     -38.3  21.8   1.42    1.4   1188
DELL   DELL INC     DELL US 05/18/13 C13     -36.6  12.4   0.56  -16.4   4987
BIDU   BAIDU INC-S  BIDU US 02/22/13 P80     -35.5  43.2   0.09  -18.2    362
DELL   DELL INC     DELL US 03/16/13 P12     -35.0  23.0   0.03  -80.0    313
BIDU   BAIDU INC-S  BIDU US 03/01/13 P100    -33.2  33.7   5.80  120.5    237
BIDU   BAIDU INC-S  BIDU US 03/01/13 C100    -32.4  34.7   1.68  -82.9    280
BIDU   BAIDU INC-S  BIDU US 03/01/13 P80     -30.4  39.0   0.15   25.0    214
DELL   DELL INC     DELL US 08/17/13 C13     -30.4  11.0   0.65  -13.3   3195
DELL   DELL INC     DELL US 01/18/14 P13     -29.9   9.3   0.26  -55.9   1397
INTC   INTEL CORP   INTC US 03/16/13 P22     -29.1  17.8   1.02  -15.0    246
MIL    MFC INDUSTR  MIL US 04/20/13 C7.5     -28.5  34.4   2.30   -2.1    300
BIDU   BAIDU INC-S  BIDU US 03/16/13 P80     -27.8  38.6   0.36   16.1    214
BIDU   BAIDU INC-S  BIDU US 03/16/13 P85     -27.2  36.7   0.83   36.1    489
BIDU   BAIDU INC-S  BIDU US 03/16/13 P87.5   -27.2  35.9   1.28   60.0    733
BIDU   BAIDU INC-S  BIDU US 03/16/13 C90     -27.0  36.3   7.90  -56.1    236
EL     ESTEE LAUDE  EL US 03/16/13 C65       -27.0  22.3   1.85   68.2    306
BIDU   BAIDU INC-S  BIDU US 03/16/13 P92.5   -26.9  34.9   2.77   87.2    262
BIDU   BAIDU INC-S  BIDU US 02/22/13 P75     -26.8  51.9   0.05    0.0    264
BIDU   BAIDU INC-S  BIDU US 03/16/13 P95     -26.3  34.6   3.80   91.9   1027
YUM    YUM! BRANDS  YUM US 03/16/13 C62.5    -25.9  24.9   1.78  -49.9   1751
BIDU   BAIDU INC-S  BIDU US 03/16/13 P97.5   -25.7  34.2   5.05   99.6    220
YUM    YUM! BRANDS  YUM US 03/16/13 P62.5    -25.4  24.8   2.21    5.7   1846
BIDU   BAIDU INC-S  BIDU US 03/16/13 C95     -25.4  35.5   4.95  -64.1    460
BIDU   BAIDU INC-S  BIDU US 03/16/13 C97.5   -25.4  35.0   3.70  -69.3    520
DELL   DELL INC     DELL US 08/17/13 P13     -25.2  10.9   0.25  -46.8   3930
GILD   GILEAD SCIE  GILD US 03/16/13 P41.25  -25.1  22.1   1.63  -30.3    605
EW     EDWARDS LIF  EW US 03/16/13 P85       -24.9  25.0   1.35   22.7    337
DELL   DELL INC     DELL US 05/18/13 P12     -24.7  19.1   0.10  -50.0   1035
YUM    YUM! BRANDS  YUM US 03/16/13 P60      -24.7  26.0   1.18   -3.3   6126
ARCC   ARES CAPITA  ARCC US 01/17/15 P10     -24.6  31.1   0.50  -23.1    254
YUM    YUM! BRANDS  YUM US 03/16/13 P65      -24.5  24.1   3.80   16.9    601
BIDU   BAIDU INC-S  BIDU US 03/16/13 C100    -24.3  34.8   2.60  -74.8   1461
GILD   GILEAD SCIE  GILD US 03/16/13 C42.5   -24.1  22.8   0.50  -13.8    791
DELL   DELL INC     DELL US 08/17/13 P12     -24.1  16.1   0.14  -50.0    752
DELL   DELL INC     DELL US 01/17/15 P12     -23.9  10.1   0.20  -53.5   1330
YUM    YUM! BRANDS  YUM US 03/16/13 C60      -23.6  26.0   3.20  -46.8   1109
GILD   GILEAD SCIE  GILD US 03/16/13 P40     -22.9  22.7   0.94  -41.2    743
YUM    YUM! BRANDS  YUM US 03/16/13 C65      -22.8  24.0   0.83  -61.8    880
YUM    YUM! BRANDS  YUM US 03/16/13 P57.5    -22.7  27.4   0.58  -14.7   1386
YUM    YUM! BRANDS  YUM US 03/16/13 P55      -22.4  28.9   0.30  -21.1    613
GILD   GILEAD SCIE  GILD US 03/16/13 C41.25  -22.2  23.0   0.94    5.6   1121
DELL   DELL INC     DELL US 05/18/13 C12     -22.1  19.4   1.46   -5.2   2225
GILD   GILEAD SCIE  GILD US 03/16/13 C40     -22.1  23.7   1.62   18.2    686
EW     EDWARDS LIF  EW US 03/16/13 C90       -22.1  24.5   1.90  -65.5    220
BP     BP PLC-ADR   BP US 02/22/13 C45       -21.6  20.9   0.36    0.0    210
DELL   DELL INC     DELL US 08/17/13 C12     -21.4  17.1   1.52  -22.4   1735
GILD   GILEAD SCIE  GILD US 03/16/13 P38.75  -21.4  23.8   0.50  -55.0    608
EL     ESTEE LAUDE  EL US 03/16/13 P60       -21.4  25.3   0.40  -80.5    400
VMED   VIRGIN MEDI  VMED US 01/18/14 P40     -21.1  18.3   1.20  -67.6    474
GILD   GILEAD SCIE  GILD US 03/16/13 P37.5   -20.3  25.1   0.33  -52.9    456
TLAB   TELLABS INC  TLAB US 03/16/13 C2      -20.1  33.1   0.10  -33.3   2223
BIDU   BAIDU INC-S  BIDU US 04/20/13 C95     -19.8  35.5   6.55  -56.2    270
K      KELLOGG CO   K US 03/16/13 C60        -19.4  10.8   0.35   16.7   1075
IDIX   IDENIX PHAR  IDIX US 03/16/13 C5      -19.0  68.1   0.25  -50.0    297
PBR    PETROBRAS S  PBR US 03/16/13 P14      -18.6  42.8   0.09    0.0    380
BP     BP PLC-ADR   BP US 02/22/13 P44       -18.1  21.1   1.00  -28.6    344
YUM    YUM! BRANDS  YUM US 04/20/13 C62.5    -17.8  23.5   2.36  -40.4    604
TSLA   TESLA MOTOR  TSLA US 03/16/13 C25     -17.7  72.8  12.80    8.5    721
GNW    GENWORTH FI  GNW US 03/16/13 C4       -17.6  94.9   5.10   -1.0    200
HCA    HCA HOLDING  HCA US 03/16/13 C37.5    -17.6  28.9   1.50  -16.7    312
IDIX   IDENIX PHAR  IDIX US 04/20/13 P5      -17.3  69.0   0.70  -17.6    278
ACI    ARCH COAL I  ACI US 03/16/13 P5       -17.0  67.8   0.09    0.0    315
RBN    ROBBINS & M  RBN US 04/20/13 P55      -16.4  17.3   0.55  -47.6   1439
ITUB   ITAU UNIBAN  ITUB US 06/22/13 P11     -16.0  46.5   0.05  -87.5    700
BIDU   BAIDU INC-S  BIDU US 04/20/13 P90     -16.0  35.5   3.50   93.4    339
HZNP   HORIZON PHA  HZNP US 05/18/13 C2.5    -15.9  84.0   0.36   20.0    230
EL     ESTEE LAUDE  EL US 04/20/13 P60       -15.8  23.2   0.70  -68.2    575
K      KELLOGG CO   K US 03/16/13 C57.5      -15.8  11.7   1.75   33.6    506
PBR    PETROBRAS S  PBR US 04/20/13 P11      -15.8  50.6   0.06   20.0   1000
BIDU   BAIDU INC-S  BIDU US 04/20/13 P95     -15.7  34.9   5.51   86.8    247
YUM    YUM! BRANDS  YUM US 04/20/13 P60      -15.4  24.2   1.86   10.1   1123
YUM    YUM! BRANDS  YUM US 04/20/13 P62.5    -15.1  23.4   2.94   11.8    300
YUM    YUM! BRANDS  YUM US 04/20/13 P57.5    -14.8  25.3   1.07    0.0    247
HIG    HARTFORD FI  HIG US 03/16/13 C25      -14.8  25.3   0.67  -16.2    225
YUM    YUM! BRANDS  YUM US 04/20/13 C65      -14.7  22.7   1.31  -49.4    337
YUM    YUM! BRANDS  YUM US 04/20/13 C60      -14.7  24.6   3.40  -40.9    351
VWO    VANGUARD FT  VWO US 03/16/13 P40      -14.4  23.5   0.15    0.0    839
VMED   VIRGIN MEDI  VMED US 03/16/13 C47     -14.4  30.8   1.10    0.0   1081
YUM    YUM! BRANDS  YUM US 04/20/13 P65      -14.3  22.6   4.40   15.8    222
ANR    ALPHA NATUR  ANR US 04/20/13 C3       -14.0 127.1   5.55    0.0    220
MCO    MOODY'S COR  MCO US 03/16/13 P40      -13.3  60.6   0.76    0.0    210
ADM    ARCHER-DANI  ADM US 03/16/13 P30      -13.3  20.1   1.00  -46.0   1173
MCO    MOODY'S COR  MCO US 03/16/13 P50      -13.0  39.8   3.30   10.4   3427
LINE   LINN ENERGY  LINE US 04/20/13 P34     -12.8  24.2   0.35   34.6    316
HIG    HARTFORD FI  HIG US 03/16/13 P24      -12.7  26.1   0.57  -21.9    201
ADM    ARCHER-DANI  ADM US 03/16/13 C30      -12.1  20.1   0.52  108.0    204
MHP    MCGRAW-HILL  MHP US 03/16/13 C50      -11.9  48.1   2.05  -33.9    917
EW     EDWARDS LIF  EW US 05/18/13 P80       -11.8  28.6   1.87    3.9    340
BP     BP PLC-ADR   BP US 03/16/13 C46       -11.7  21.2   0.40   -2.4    207
DELL   DELL INC     DELL US 08/17/13 P11     -11.3  22.0   0.11  -50.0    237
SIRI   SIRIUS XM R  SIRI US 03/16/13 C3      -11.3  34.3   0.20  -16.7    204
EEM    ISHARES-EMG  EEM US 02/22/13 C45      -11.2  12.8   0.16    0.0    307
DELL   DELL INC     DELL US 05/18/13 P8      -11.1  43.4   0.01  -66.7    220
SPY    SPDR S&P 50  SPY US 03/16/13 C139     -10.9  18.1  12.08    8.5    807
ACAD   ACADIA PHAR  ACAD US 03/16/13 P5.5    -10.8  65.3   0.15  -50.0    200
BP     BP PLC-ADR   BP US 03/01/13 P43       -10.8  23.4   0.72  -28.7    312
PBR    PETROBRAS S  PBR US 03/16/13 P15      -10.7  36.1   0.18  260.0    499
XLI    SPDR-INDU S  XLI US 03/16/13 C36      -10.6  20.9   4.50    5.9    237
BAC    BANK OF AME  BAC US 04/20/13 C7       -10.6  49.8   4.75    2.1    203
MCO    MOODY'S COR  MCO US 03/16/13 C50      -10.5  40.7   2.05  -10.9    519
BP     BP PLC-ADR   BP US 03/16/13 C44       -10.4  22.1   1.09    6.9   2741
LINE   LINN ENERGY  LINE US 04/20/13 P35     -10.3  23.9   0.50   42.9    772
ADM    ARCHER-DANI  ADM US 03/16/13 P29      -10.0  21.1   0.59  -56.6    380
THO    THOR INDUST  THO US 03/16/13 P40      -10.0  37.3   2.59   44.7   1138

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

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