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
=============================================================================
AKAM   AKAMAI TECH  AKAM US 08/17/13 C28      86.7  42.4   8.15  -35.6   1221
PG     PROCTER & G  PG US 04/20/13 C60        50.7  28.1  16.10    0.0    461
MUX    MCEWEN MINI  MUX US 03/16/13 C2        27.5 129.0   1.15    0.0    500
RGP    REGENCY ENE  RGP US 03/16/13 P22.5     27.4  34.7   0.50   66.7    659
ONNN   ON SEMICOND  ONNN US 07/20/13 C5       25.7  48.6   3.05    5.2    200
JNK    SPDR BARCLA  JNK US 06/22/13 P41       25.0  10.0   1.70    3.0   1802
DXJ    WISDOMTREE   DXJ US 03/16/13 C41       20.1  24.3   1.20    0.0    410
CBG    CBRE GROUP   CBG US 03/16/13 P20       15.7  39.8   0.10  -50.0    650
MMR    MCMORAN EXP  MMR US 01/18/14 C15       14.0  17.7   1.55    3.3    400
NS     NUSTAR ENER  NS US 03/16/13 C50        13.6  22.9   1.40    0.0    254
XLP    SPDR-CONS S  XLP US 06/22/13 C38       12.3  10.2   0.58   16.0   7510
SPY    SPDR S&P 50  SPY US 03/16/13 P157      10.8   9.3   7.73   14.7    553
NLY    ANNALY CAPI  NLY US 01/18/14 P8        10.4  35.6   0.12    0.0    200
VMED   VIRGIN MEDI  VMED US 06/22/13 P42      10.2  19.8   0.80  -11.1   1076
XOM    EXXON MOBIL  XOM US 03/16/13 C87.5     10.2  15.3   1.87  -29.4    406
MU     MICRON TECH  MU US 03/16/13 C8         10.1  38.7   0.26  -16.1    833

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AKAM   AKAMAI TECH  AKAM US 03/16/13 C31     -58.4  36.3   3.90    0.0    202
GMCR   GREEN MOUNT  GMCR US 03/16/13 P41     -57.0  49.8   1.09  -21.6    201
GMCR   GREEN MOUNT  GMCR US 03/16/13 P47     -51.9  44.4   3.40   -5.6    288
GMCR   GREEN MOUNT  GMCR US 03/16/13 P46     -50.9  45.3   2.99   -9.4    282
GMCR   GREEN MOUNT  GMCR US 03/16/13 P40     -44.7  51.0   0.81  -31.9    488
AKAM   AKAMAI TECH  AKAM US 03/16/13 C33     -40.7  34.3   2.59  -70.7    234
MAPP   MAP PHARMAC  MAPP US 06/22/13 P25     -40.0   1.6   0.15  -62.5    871
AKAM   AKAMAI TECH  AKAM US 03/16/13 C34     -39.5  33.4   1.90  -70.4    444
GMCR   GREEN MOUNT  GMCR US 03/16/13 P44     -39.4  46.2   1.88  -20.3    463
AKAM   AKAMAI TECH  AKAM US 03/16/13 C36     -38.3  32.8   0.90  -85.6    991
AKAM   AKAMAI TECH  AKAM US 03/16/13 P31     -37.7  33.9   0.26  160.0    527
AKAM   AKAMAI TECH  AKAM US 03/16/13 P32     -36.9  33.2   0.42    0.0   1538
AKAM   AKAMAI TECH  AKAM US 03/16/13 P33     -36.4  32.6   0.68  172.0    896
AKAM   AKAMAI TECH  AKAM US 03/16/13 P36     -36.1  31.1   2.00  227.9    379
AKAM   AKAMAI TECH  AKAM US 03/16/13 P34     -35.6  32.4   1.05  238.7   1178
AKAM   AKAMAI TECH  AKAM US 03/16/13 P35     -35.5  31.9   1.55  252.3    911
EXC    EXELON CORP  EXC US 03/16/13 P32      -34.5  18.1   1.15  -41.3    436
GMCR   GREEN MOUNT  GMCR US 03/16/13 P38     -32.4  54.5   0.53  -38.4   3098
DV     DEVRY INC    DV US 03/16/13 P30       -30.5  40.8   0.90    0.0   4757
GMCR   GREEN MOUNT  GMCR US 04/20/13 C45     -30.2  43.5   3.75  -46.4    444
TWO    TWO HARBORS  TWO US 03/16/13 P12      -28.2  16.3   0.15    0.0    495
IACI   IAC/INTERAC  IACI US 03/16/13 C45     -28.2  32.9   1.10  -31.2    459
EXC    EXELON CORP  EXC US 03/16/13 C32      -28.2  19.5   0.35  -25.5   2024
GMCR   GREEN MOUNT  GMCR US 04/20/13 P46     -27.9  44.0   3.80   -0.8    286
GMCR   GREEN MOUNT  GMCR US 03/16/13 C45     -27.7  45.7   2.70  -59.9    553
EXC    EXELON CORP  EXC US 03/16/13 C31      -27.0  20.4   1.25   47.1    380
EXC    EXELON CORP  EXC US 03/16/13 P31      -27.0  20.5   0.70  -48.9    530
EXC    EXELON CORP  EXC US 04/20/13 P31      -26.7  19.1   0.98  -40.6   2377
GMCR   GREEN MOUNT  GMCR US 04/20/13 C47     -26.1  44.0   2.83  -53.6    638
EXC    EXELON CORP  EXC US 04/20/13 C32      -25.3  18.6   0.64  -14.7    646
EXC    EXELON CORP  EXC US 04/20/13 C31      -25.3  19.5   1.50   30.4    721
DV     DEVRY INC    DV US 03/16/13 C30       -24.1  41.7   2.50  316.7   1104
EXC    EXELON CORP  EXC US 04/20/13 C33      -23.8  18.3   0.40    0.0    347
YELP   YELP INC     YELP US 03/16/13 C22     -23.6  53.3   1.20  -44.2    435
YELP   YELP INC     YELP US 03/16/13 P20     -23.6  55.6   1.00    0.0    431
AKAM   AKAMAI TECH  AKAM US 01/18/14 P25     -23.5  41.9   1.33  104.6    265
YELP   YELP INC     YELP US 03/16/13 C20     -23.1  55.4   1.75  -45.0    328
MAPP   MAP PHARMAC  MAPP US 06/22/13 P22.5   -23.1  12.4   0.10  -50.0    872
BG     BUNGE LTD    BG US 03/16/13 P70       -22.9  20.8   1.00  400.0    445
EXC    EXELON CORP  EXC US 03/16/13 P30      -22.8  22.9   0.40  -61.9    244
FMC    FMC CORP     FMC US 03/16/13 C60      -22.6  17.3   1.30  -50.0    300
BG     BUNGE LTD    BG US 03/16/13 P75       -22.0  17.1   2.15  230.8    204
BG     BUNGE LTD    BG US 03/16/13 C75       -21.4  17.2   0.55  -88.5    540
GMCR   GREEN MOUNT  GMCR US 03/16/13 P43     -20.8  47.5   1.60  -20.0    304
AAP    ADVANCE AUT  AAP US 03/16/13 C80      -20.1  26.6   1.70   79.0    662
XOM    EXXON MOBIL  XOM US 01/17/15 C50      -19.9  32.5  38.15   -4.0    249
WFR    MEMC ELEC M  WFR US 04/20/13 C1.5     -19.7 147.2   2.88   63.6    282
EXC    EXELON CORP  EXC US 07/20/13 P30      -19.7  19.1   1.12  -34.1    431
NTES   NETEASE INC  NTES US 03/16/13 C49     -19.4  30.5   1.90  111.1    230
AIZ    ASSURANT IN  AIZ US 03/16/13 P37.5    -19.1  23.3   0.64  -36.0    242
DV     DEVRY INC    DV US 03/16/13 P25       -18.9  47.8   0.10  -92.9    444
EXC    EXELON CORP  EXC US 04/20/13 P30      -18.9  21.2   0.55  -54.2   2027
TEVA   TEVA PHARM-  TEVA US 03/16/13 C37.5   -18.3  16.0   0.85  -31.4    430
ALL    ALLSTATE CO  ALL US 03/16/13 C44      -18.2  18.4   1.20  -11.8    460
V      VISA INC-CL  V US 03/16/13 C155       -17.7  19.2   5.25  -34.4    914
SNI    SCRIPPS NET  SNI US 03/16/13 P60      -17.7  23.4   2.30   64.3    289
V      VISA INC-CL  V US 03/16/13 P150       -17.5  20.9   1.35   -1.5   1642
TEVA   TEVA PHARM-  TEVA US 03/16/13 P37.5   -17.1  16.1   0.70   -1.4    227
V      VISA INC-CL  V US 03/16/13 P155       -17.1  19.3   2.69   11.2    676
MAPP   MAP PHARMAC  MAPP US 09/21/13 P22.5   -16.8  10.8   0.20  -20.0    261
PTEN   PATTERSON-U  PTEN US 03/16/13 P23     -16.4  25.6   1.10    0.0   4671
MAPP   MAP PHARMAC  MAPP US 03/16/13 C25     -16.2   3.9   0.05    0.0   2296
DBA    POWERSHARES  DBA US 03/16/13 C27      -16.1  10.8   0.45  -25.0   8860
ALL    ALLSTATE CO  ALL US 03/16/13 P44      -16.0  18.5   0.79  -35.8    236
PTEN   PATTERSON-U  PTEN US 03/16/13 C23     -15.9  26.3   0.50  194.1    697
V      VISA INC-CL  V US 03/16/13 C160       -15.9  18.5   2.66  -42.8   1449
IACI   IAC/INTERAC  IACI US 04/20/13 C45     -15.9  32.1   1.85   -7.5    220
IRBT   IROBOT CORP  IRBT US 06/22/13 P20     -15.8  40.8   1.65   54.2    628
V      VISA INC-CL  V US 03/16/13 P145       -15.6  23.6   0.84    2.4    409
MAPP   MAP PHARMAC  MAPP US 03/16/13 P22.5   -15.5  24.0   0.10  -33.3    273
GMCR   GREEN MOUNT  GMCR US 06/22/13 P45     -15.1  53.4   5.77    7.7   1327
SNE    SONY CORP-A  SNE US 03/16/13 P14      -15.1  42.4   0.40   33.3    240
BG     BUNGE LTD    BG US 04/20/13 C75       -15.1  16.3   1.00  -81.1    564
ELN    ELAN CORP-A  ELN US 03/16/13 C10      -15.0  27.7   0.25   25.0   1309
GMCR   GREEN MOUNT  GMCR US 06/22/13 C45     -14.5  52.3   5.60  -37.1   1455
AKAM   AKAMAI TECH  AKAM US 05/18/13 P33     -14.0  40.0   2.00  141.0    210
V      VISA INC-CL  V US 03/16/13 C165       -13.9  18.0   1.09  -55.9    374
AKAM   AKAMAI TECH  AKAM US 05/18/13 P35     -13.6  39.1   3.00  130.8    531
NWSA   NEWS CORP-A  NWSA US 04/20/13 C28     -13.5  20.4   0.70  -41.7    674
GMCR   GREEN MOUNT  GMCR US 06/22/13 P38     -13.3  55.8   2.82   11.5    301
LBTYA  LIBERTY GLO  LBTYA US 03/16/13 C65    -13.2  24.1   3.10   10.7    465
GMCR   GREEN MOUNT  GMCR US 06/22/13 P39     -12.8  55.3   3.05    2.4    205
GMCR   GREEN MOUNT  GMCR US 06/22/13 P44     -12.8  53.4   5.40   13.7    404
EDU    NEW ORIENTA  EDU US 03/16/13 C17      -12.7  33.1   0.60  -14.3    600
EXC    EXELON CORP  EXC US 07/20/13 C33      -12.7  18.4   0.70   16.7    747
AEE    AMEREN CORP  AEE US 06/22/13 P30      -12.4  15.0   0.60    9.1    513
LBTYA  LIBERTY GLO  LBTYA US 03/16/13 C70    -12.4  21.9   0.70   -6.7    205
TRLG   TRUE RELIGI  TRLG US 04/20/13 P27     -12.2  37.4   1.30  -68.3    202
SBH    SALLY BEAUT  SBH US 03/16/13 P25      -12.1  25.8   0.30  -25.0    207
EXC    EXELON CORP  EXC US 03/16/13 C29      -11.8  29.2   2.75   25.0    402
HYG    ISH-IBOXX H  HYG US 06/22/13 P95      -11.7   7.1   4.60    0.0   1150
PTEN   PATTERSON-U  PTEN US 03/16/13 P22     -11.7  27.4   0.75    0.0    374
XOM    EXXON MOBIL  XOM US 03/16/13 P90      -11.6  14.3   2.91   44.8    266
GPS    GAP INC/THE  GPS US 03/16/13 P29      -11.5  37.9   0.36    9.1   1188
NWSA   NEWS CORP-A  NWSA US 04/20/13 P28     -11.5  20.2   1.37   19.1    610
GMCR   GREEN MOUNT  GMCR US 06/22/13 P43     -11.3  54.3   5.00   14.9    462
DELL   DELL INC     DELL US 03/16/13 C14     -11.2  11.8   0.04  -42.9   1505
LBTYA  LIBERTY GLO  LBTYA US 03/16/13 P65    -11.1  24.4   1.50  -26.8    500
DELL   DELL INC     DELL US 04/20/13 C13     -10.9  13.2   0.62    1.6    836
ALL    ALLSTATE CO  ALL US 04/20/13 C46      -10.9  17.2   0.79    2.6    315
KCG    KNIGHT CAPI  KCG US 01/17/15 P2       -10.6  30.4   0.05  -37.5    200
S      SPRINT NEXT  S US 05/18/13 P5.5       -10.6  26.6   0.34   -2.9   5065
NLY    ANNALY CAPI  NLY US 03/16/13 P15      -10.5  14.3   0.47   38.2    253
PSSI   PSS WORLD M  PSSI US 03/16/13 P25     -10.5  30.6   0.05    0.0    342
KGC    KINROSS GOL  KGC US 01/18/14 P8       -10.5  33.0   0.99   -5.7   1420
NLY    ANNALY CAPI  NLY US 03/16/13 C15      -10.4  14.2   0.12  -53.9    314
GPS    GAP INC/THE  GPS US 03/16/13 P30      -10.3  36.6   0.65   35.4    266

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

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