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
=============================================================================
ALSN   ALLISON TRA  ALSN US 03/16/13 C20      41.4  46.9   3.30    0.0    609
IBM    IBM          IBM US 04/20/13 C180      38.3  20.5  21.65   -5.7    764
BPI    BRIDGEPOINT  BPI US 03/16/13 C10       35.5  74.3   1.05   31.2    451
BBEP   BREITBURN E  BBEP US 06/22/13 C17.5    34.9  37.4   3.60   -7.7   4500
BPI    BRIDGEPOINT  BPI US 03/16/13 P10       27.4  72.2   0.80   33.3   1194
MWE    MARKWEST EN  MWE US 05/18/13 P52.5     26.8  20.3   1.45   -9.4   1157
GME    GAMESTOP CO  GME US 03/16/13 C24       23.4  42.5   1.59  -27.7    288
BPI    BRIDGEPOINT  BPI US 03/16/13 P7.5      18.7  90.2   0.15    0.0    414
IBM    IBM          IBM US 03/16/13 C200      17.9  14.1   4.15   -8.6    608
SVNT   SAVIENT PHA  SVNT US 03/16/13 C1       17.4  83.8   0.07  -12.5    872
EWJ    ISHARES-JAP  EWJ US 03/16/13 P9        16.8  25.4   0.03   50.0   1059
END    ENDEAVOUR I  END US 06/22/13 C5        16.7  72.1   0.90   -2.2    310
AFL    AFLAC INC    AFL US 05/18/13 P52.5     16.2  20.6   3.55   57.8    332
BAC    BANK OF AME  BAC US 02/22/13 P11       15.9  34.2   0.05   25.0    404
KKR    KKR & CO LP  KKR US 03/16/13 C18       15.6  32.3   0.45   25.0    235
SODA   SODASTREAM   SODA US 03/16/13 C50      15.3  65.2   4.25   57.4    268
SODA   SODASTREAM   SODA US 03/16/13 C45      15.1  68.7   7.40   35.3   1304
IBM    IBM          IBM US 03/16/13 C205      14.9  13.1   1.78   -5.8   1500
IBM    IBM          IBM US 03/16/13 C210      14.8  12.4   0.56    0.0    395
AEP    AMERICAN EL  AEP US 01/17/15 C42       14.6  15.5   3.80   -2.6    242
XLF    SPDR-FINL S  XLF US 02/22/13 C17       14.5  16.5   0.62   -4.6    201
ZIOP   ZIOPHARM ON  ZIOP US 04/20/13 P2       14.4 174.0   0.18  -10.0   1000
SODA   SODASTREAM   SODA US 03/16/13 C52.5    14.4  64.2   3.20   65.8    402
DELL   DELL INC     DELL US 03/16/13 C13      14.1  13.3   0.51    6.2    265
SODA   SODASTREAM   SODA US 03/16/13 C47.5    13.2  66.0   5.70   48.0    262
BIIB   BIOGEN IDEC  BIIB US 03/16/13 P160     13.1  22.4   2.29  -64.8    901
GNC    GNC HOLDING  GNC US 03/16/13 C35       12.0  48.5   2.25    7.1   3000
BBRY   RESEARCH IN  BBRY US 03/16/13 P6       11.7 146.6   0.02    0.0    250
DELL   DELL INC     DELL US 01/17/15 C10      11.7  17.5   3.45   -2.8    401
GME    GAMESTOP CO  GME US 03/16/13 P24       11.5  43.4   1.14  171.4    559
AZN    ASTRAZENECA  AZN US 03/16/13 P47.5     11.1  16.3   1.74   12.3    326
BAC    BANK OF AME  BAC US 02/22/13 C11       11.0  34.5   0.98    3.2   1626
IWF    ISHARES-RS   IWF US 03/16/13 P66       10.9  15.6   0.40    0.0    221
DELL   DELL INC     DELL US 04/20/13 P13      10.7  12.6   0.11   -8.3    892
BIIB   BIOGEN IDEC  BIIB US 03/16/13 P165     10.2  21.3   5.70    0.0    281
PBI    PITNEY BOWE  PBI US 04/20/13 P8        10.2  76.3   0.05    0.0    200

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
MIPS   MIPS TECH I  MIPS US 03/16/13 P8      -49.2   4.2   0.05    0.0    817
EXPE   EXPEDIA INC  EXPE US 03/16/13 P65     -33.1  33.5   2.50  -21.9    422
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 P3      -32.0  59.8   0.25  -47.9   1374
EXPE   EXPEDIA INC  EXPE US 03/16/13 P60     -31.8  35.7   0.95  -37.5    272
SHS    SAUER-DANFO  SHS US 03/16/13 C55      -30.1  14.9   0.90  125.0   3220
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 C3      -28.9  63.9   0.23    4.5  19402
CERN   CERNER CORP  CERN US 03/16/13 C85     -27.8  23.1   2.90    3.6    852
HAIN   HAIN CELEST  HAIN US 03/16/13 P50     -27.3  38.8   0.48  -44.8    219
SFLY   SHUTTERFLY   SFLY US 03/16/13 C40     -27.1  36.9   1.85  516.7    559
MUSA   METALS USA   MUSA US 06/22/13 C17.5   -25.8  23.8   3.10   82.3    287
SFLY   SHUTTERFLY   SFLY US 03/16/13 C37.5   -24.5  39.7   3.10  313.3    360
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 C2.5    -23.6  62.8   0.54   31.7   4056
CMG    CHIPOTLE ME  CMG US 03/16/13 C325     -23.6  28.1   8.80   44.3    260
SFLY   SHUTTERFLY   SFLY US 03/16/13 P37.5   -22.8  39.0   1.00    0.0    232
ELN    ELAN CORP-A  ELN US 03/16/13 P10      -22.2  26.4   0.60  100.0    763
INFN   INFINERA CO  INFN US 03/16/13 C7      -22.1  47.7   0.50  -41.2    230
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 P2.5    -21.9  62.7   0.06  -60.0    762
PDH    PETROLOGIST  PDH US 03/16/13 C15      -21.9  32.9   1.15   -4.2    744
VMED   VIRGIN MEDI  VMED US 03/16/13 C35     -21.8  35.6   9.29   -7.5    356
VMED   VIRGIN MEDI  VMED US 03/16/13 C44     -20.9  20.1   1.30  -51.9    272
TWX    TIME WARNER  TWX US 03/16/13 C52.5    -20.7  18.9   0.93   63.2   1630
AFL    AFLAC INC    AFL US 03/16/13 P52.5    -20.3  18.8   2.26   73.8    202
CVS    CVS CAREMAR  CVS US 03/16/13 P50      -20.2  16.8   0.51  -34.6    218
AFL    AFLAC INC    AFL US 03/16/13 P50      -20.0  20.8   0.98   58.1   1441
FBC    FLAGSTAR BA  FBC US 03/16/13 P15      -20.0  38.7   0.60    9.1    263
RL     RALPH LAURE  RL US 03/16/13 C185      -20.0  25.2   2.70  164.7    221
DIS    WALT DISNEY  DIS US 03/16/13 C55      -19.7  17.6   1.14   -4.2   1618
ELN    ELAN CORP-A  ELN US 04/20/13 P10      -19.1  26.7   0.75   87.5   1225
RL     RALPH LAURE  RL US 03/16/13 C170      -18.9  26.9   9.00   80.0    527
GNW    GENWORTH FI  GNW US 03/16/13 C9       -18.7  38.5   0.39  -37.1    273
ZNGA   ZYNGA INC-   ZNGA US 04/20/13 C2.5    -18.2  57.9   0.50    4.2    895
SPY    SPDR S&P 50  SPY US 03/16/13 P158     -17.9   8.4   7.73    0.3    320
FBC    FLAGSTAR BA  FBC US 03/16/13 C15      -17.9  40.4   0.90  -33.3    299
CHRW   CH ROBINSON  CHRW US 03/16/13 C62.5   -17.8  21.7   0.75  -83.3    678
MIPS   MIPS TECH I  MIPS US 07/20/13 P8      -17.8   4.7   0.05    0.0    500
CMG    CHIPOTLE ME  CMG US 03/16/13 P300     -17.5  29.8   4.40  -66.3    434
ELN    ELAN CORP-A  ELN US 03/16/13 C9       -17.0  33.2   0.70  -54.8    418
GNW    GENWORTH FI  GNW US 03/16/13 P8       -16.7  42.6   0.16  -11.1    323
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 P2      -16.5  73.5   0.02  -60.0    770
ELN    ELAN CORP-A  ELN US 04/20/13 P9       -16.4  28.6   0.20  -33.3    601
CHRW   CH ROBINSON  CHRW US 03/16/13 P57.5   -16.3  23.7   0.80  220.0   1040
VMED   VIRGIN MEDI  VMED US 03/16/13 C46     -16.1  19.5   0.40  -65.2    525
TTWO   TAKE-TWO IN  TTWO US 03/16/13 P12     -16.1  38.4   0.05  -88.9   1393
CLDX   CELLDEX THE  CLDX US 03/16/13 C7      -15.7  59.2   0.86  -14.0    284
AFL    AFLAC INC    AFL US 03/16/13 P40      -15.5  39.7   0.07   40.0    212
AFL    AFLAC INC    AFL US 03/16/13 C52.5    -15.3  18.1   0.56  -69.7   1078
CMG    CHIPOTLE ME  CMG US 03/16/13 P285     -15.2  32.6   2.20  -70.7    203
PNRA   PANERA BREA  PNRA US 03/16/13 P150    -14.9  31.7   1.60  -44.6    605
CHRW   CH ROBINSON  CHRW US 03/16/13 P60     -14.9  23.0   1.65  266.7    308
XCO    EXCO RESOUR  XCO US 03/16/13 C6       -14.7  44.0   0.75   15.4    200
AFL    AFLAC INC    AFL US 03/16/13 C50      -14.5  20.1   1.78  -41.6    444
AAU    ALMADEN MIN  AAU US 03/16/13 C2.5     -14.5  66.0   0.20  -35.5    553
ZNGA   ZYNGA INC-   ZNGA US 04/20/13 C2      -14.4  66.6   1.03   24.1    706
ELN    ELAN CORP-A  ELN US 03/16/13 C10      -14.0  31.1   0.20  -75.0   1129
CHRW   CH ROBINSON  CHRW US 03/16/13 C60     -13.9  22.8   1.85  -73.2   2911
STSI   STAR SCIENT  STSI US 03/16/13 P2      -13.5  72.7   0.20    0.0    203
SFLY   SHUTTERFLY   SFLY US 03/16/13 C32.5   -13.2  48.7   7.50  183.0    977
AGO    ASSURED GUA  AGO US 03/16/13 C18      -13.0  37.9   1.24   44.2   2004
SU     SUNCOR ENER  SU US 03/16/13 P32       -13.0  22.1   0.69  130.0    376
ZNGA   ZYNGA INC-   ZNGA US 06/22/13 C3      -12.9  59.8   0.41   13.9   3020
CMI    CUMMINS INC  CMI US 03/16/13 C125     -12.8  23.7   1.60   15.1    551
DIS    WALT DISNEY  DIS US 04/20/13 C57.5    -12.7  16.6   0.63  -13.7    384
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 C2      -12.7  73.7   1.00   28.2    468
ITUB   ITAU UNIBAN  ITUB US 01/17/15 P8      -12.6  35.8   0.20   17.6   1022
TTWO   TAKE-TWO IN  TTWO US 03/16/13 C14     -12.6  37.6   0.75  200.0    345
EXPE   EXPEDIA INC  EXPE US 04/20/13 P44.48  -12.4  46.2   0.10  -50.0    288
ACAD   ACADIA PHAR  ACAD US 06/22/13 C5      -12.3  63.0   1.60  -11.1    285
CMG    CHIPOTLE ME  CMG US 03/16/13 P265     -12.2  38.0   0.95  -72.1    653
KCG    KNIGHT CAPI  KCG US 01/17/15 P2       -12.1  34.4   0.08  -46.7    250
FTE    FRANCE TELE  FTE US 03/16/13 C10      -12.0  36.5   0.85  -26.1    300
DIS    WALT DISNEY  DIS US 04/20/13 C55      -11.9  17.6   1.61   -1.2    415
CMI    CUMMINS INC  CMI US 03/16/13 P120     -11.8  24.2   4.50  -21.1    212
AGO    ASSURED GUA  AGO US 03/16/13 P18      -11.5  38.6   0.63  -47.1    381
CMI    CUMMINS INC  CMI US 03/16/13 C120     -11.5  24.1   3.40   17.2    327
SU     SUNCOR ENER  SU US 03/16/13 C34       -11.1  20.0   0.30  -75.8  19073
FISV   FISERV INC   FISV US 03/16/13 P80     -10.7  16.8   1.65    0.0    412
AGO    ASSURED GUA  AGO US 03/16/13 C19      -10.7  37.4   0.66   32.0    421
JBL    JABIL CIRCU  JBL US 03/16/13 P20      -10.6  26.3   0.85  -15.0    756
GRA    WR GRACE &   GRA US 03/16/13 C75      -10.3  21.7   2.40   79.1    221

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

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