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
=============================================================================
CWH    COMMONWEALT  CWH US 03/16/13 P17.5    173.6  70.8   0.15  -88.5    280
OKE    ONEOK INC    OKE US 03/16/13 P45       38.3  24.3   0.85  142.9    226
CWH    COMMONWEALT  CWH US 03/16/13 P20       32.7  64.7   0.65    0.0    573
CLWR   CLEARWIRE -  CLWR US 03/16/13 C3       30.2  37.0   0.20    0.0    200
BRLI   BIO-REFER L  BRLI US 03/16/13 P22.5    28.9  84.4   0.70   16.7   1397
XLF    SPDR-FINL S  XLF US 03/16/13 P18       28.7  17.1   0.91    8.3    398
PGH    PENGROWTH E  PGH US 10/19/13 C4        27.1  37.6   0.35   -7.9    502
UUP    POWERSHARES  UUP US 03/16/13 C22       23.9   8.6   0.37    2.8   3590
SLXP   SALIX PHARM  SLXP US 03/16/13 P47      23.5  39.7   1.15    9.5   1510
MO     ALTRIA GROU  MO US 03/16/13 P36        20.1  16.3   2.03   14.7    316
SPY    SPDR S&P 50  SPY US 03/22/13 P155      20.1  11.0   6.14    0.3    410
SD     SANDRIDGE E  SD US 03/16/13 P5         18.6  88.9   0.22   46.7    717
SPY    SPDR S&P 50  SPY US 03/16/13 P154      18.4  11.4   5.54   -6.1   1624
UVXY   PRO ULTRA V  UVXY US 03/16/13 C9       17.8 169.7   4.40    7.3    201
QIHU   QIHOO 360 T  QIHU US 03/16/13 P25      16.6  86.1   0.40  300.0    733
TPX    TEMPUR-PEDI  TPX US 03/16/13 C37       16.2  79.5   2.77    8.6    479
QIHU   QIHOO 360 T  QIHU US 03/16/13 P28      15.9  79.9   1.05  114.3    281
SAN    BANCO SANTA  SAN US 06/22/13 P7        15.8  35.8   0.45   12.5    351
TPX    TEMPUR-PEDI  TPX US 03/16/13 C39       15.3  75.6   1.95   30.0   1003
STO    STATOIL ASA  STO US 10/19/13 P22.5     14.3  21.1   0.80    6.7    311
DF     DEAN FOODS   DF US 03/16/13 P15        14.3  32.4   0.30  100.0    688
KMB    KIMBERLY-CL  KMB US 03/16/13 P90       14.1  24.4   0.60   33.3    571
CY     CYPRESS SEM  CY US 03/16/13 P10        14.1  40.8   0.25  -37.5    567
IWM    ISHARES-RUS  IWM US 03/16/13 P92       13.0  17.8   3.40    0.9   4354
BUD    ANHEUSER-SP  BUD US 03/16/13 C95       12.9  29.1   0.90  -25.0    371
STP    SUNTECH POW  STP US 03/16/13 P0.5      12.7 429.5   0.05   25.0   2425
TPX    TEMPUR-PEDI  TPX US 03/16/13 C38       12.6  76.5   2.40   42.0    657
CTRP   CTRIP.COM-A  CTRP US 06/22/13 P18      12.5  46.3   1.40   55.6   1640
BP     BP PLC-ADR   BP US 03/16/13 P35        12.2  42.2   0.08   60.0    271
VXX    IPATH-S&P S  VXX US 03/16/13 C20       11.9  73.4   6.10    4.3    511
UUP    POWERSHARES  UUP US 03/16/13 P22       11.6   7.9   0.05   66.7   9669
QIHU   QIHOO 360 T  QIHU US 03/16/13 P27      11.3  80.3   0.75   87.5    723
BRK/B  BERKSHIRE H  BRKB US 03/16/13 C90      11.2  29.7   8.90    1.1    203
ILMN   ILLUMINA IN  ILMN US 03/16/13 C50      11.0  35.1   0.90    0.0    253
QIHU   QIHOO 360 T  QIHU US 03/16/13 P30      11.0  77.0   1.90   81.0    742
SYK    STRYKER COR  SYK US 03/16/13 P57.5     11.0  26.5   0.10  -33.3    240
XHB    SPDR S&P HO  XHB US 03/16/13 C24       10.9  32.6   3.40   11.5    339
SDRL   SEADRILL LT  SDRL US 03/16/13 P37      10.8  21.9   1.25   13.6    206
HNZ    HJ HEINZ CO  HNZ US 06/22/13 C75       10.8   6.2   0.15    0.0   4480
IWM    ISHARES-RUS  IWM US 04/20/13 P92       10.6  16.4   4.31    2.1    339
DRYS   DRYSHIPS IN  DRYS US 03/16/13 P2       10.6  93.2   0.24   33.3    552
QIHU   QIHOO 360 T  QIHU US 03/16/13 C28      10.2  80.8   3.60  -20.0    715
TZA    DIR SMCAP B  TZA US 07/20/13 C8        10.1  43.4   3.25    8.3    312
ELN    ELAN CORP-A  ELN US 03/16/13 P11       10.1  21.0   0.15   50.0    362
QIHU   QIHOO 360 T  QIHU US 03/16/13 C30      10.1  77.4   2.15  -23.2    315

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
NVS    NOVARTIS AG  NVS US 03/16/13 P67.5    -54.0  15.0   1.15   -4.2    600
MELI   MERCADOLIBR  MELI US 03/16/13 P80     -46.2  40.8   1.45  -54.7    265
MELI   MERCADOLIBR  MELI US 03/16/13 P85     -45.2  39.2   3.36  -35.4    307
EXPD   EXPEDITORS   EXPD US 03/16/13 P37.5   -42.2  26.4   0.71   18.3    708
MELI   MERCADOLIBR  MELI US 03/16/13 P75     -40.9  44.7   0.45  -71.9   1883
ADSK   AUTODESK IN  ADSK US 03/16/13 P38     -38.0  29.3   1.30  -45.4    677
ADSK   AUTODESK IN  ADSK US 03/16/13 C39     -37.6  28.2   0.37  -37.3   1267
ADSK   AUTODESK IN  ADSK US 03/16/13 P37     -36.1  30.9   0.82  -52.0    583
ADSK   AUTODESK IN  ADSK US 03/16/13 C38     -35.9  30.0   0.75  -22.7   2008
ADSK   AUTODESK IN  ADSK US 03/16/13 C37     -34.8  31.3   1.31   -6.4    530
ADSK   AUTODESK IN  ADSK US 03/16/13 C36     -34.2  33.1   1.96    3.7   1053
ADSK   AUTODESK IN  ADSK US 03/16/13 P36     -34.0  32.7   0.47  -63.9    582
ADSK   AUTODESK IN  ADSK US 03/16/13 P35     -33.5  33.8   0.26  -70.5   1203
PLCE   CHILDREN'S   PLCE US 03/16/13 C45     -33.1  32.1   1.40  -77.0    525
ADSK   AUTODESK IN  ADSK US 03/16/13 C35     -32.2  34.5   2.80    5.3   1029
PLCE   CHILDREN'S   PLCE US 03/16/13 P45     -32.0  31.9   1.10   37.5    370
PLCE   CHILDREN'S   PLCE US 03/16/13 C47.5   -31.9  30.7   0.50  -61.5    873
GTI    GRAFTECH IN  GTI US 03/16/13 P7.5     -31.6  64.6   0.30   20.0    450
RSH    RADIOSHACK   RSH US 03/16/13 C2.5     -30.6  82.5   0.59   -4.8   3055
ADSK   AUTODESK IN  ADSK US 03/16/13 P34     -30.4  36.8   0.18  -71.0    852
AZO    AUTOZONE IN  AZO US 03/16/13 C380     -30.1  21.1   3.30  -66.7   1087
AZO    AUTOZONE IN  AZO US 03/16/13 P370     -30.0  22.0   6.50    1.6    697
RRD    RR DONNELLE  RRD US 03/16/13 C10      -29.6  32.9   0.30  -14.3   1017
RSH    RADIOSHACK   RSH US 03/16/13 P2.5     -29.3  90.5   0.05  -58.3    947
AMT    AMERICAN TO  AMT US 03/16/13 P77.5    -28.7  18.2   2.55  -27.1    701
PLCE   CHILDREN'S   PLCE US 03/16/13 P42.5   -28.5  35.1   0.35  -50.0   1115
AMT    AMERICAN TO  AMT US 03/16/13 C75      -28.2  18.8   1.39   20.9    200
GTI    GRAFTECH IN  GTI US 03/16/13 C7.5     -27.4  69.9   0.55  -56.0    450
RSH    RADIOSHACK   RSH US 03/16/13 C3       -27.2  79.7   0.22  -26.7    738
RSH    RADIOSHACK   RSH US 03/16/13 P3       -27.0  83.0   0.17  -41.4    404
VVUS   VIVUS INC    VVUS US 03/16/13 P11     -26.9  60.6   0.48   33.3    348
D      DOMINION RE  D US 03/16/13 P55        -26.6  12.9   0.50    0.0    330
IOC    INTEROIL CO  IOC US 03/16/13 C37.5    -26.5 141.4  34.00   -8.1    400
GLW    CORNING INC  GLW US 03/16/13 C11      -25.9  34.9   1.30  -17.2    361
AZO    AUTOZONE IN  AZO US 03/16/13 P360     -25.3  23.5   3.70   15.6    229
VVUS   VIVUS INC    VVUS US 03/16/13 P10     -25.1  65.2   0.18   28.6    382
AZO    AUTOZONE IN  AZO US 03/16/13 P380     -24.3  22.7  12.62   19.1    491
SLCA   US SILICA H  SLCA US 03/16/13 C22     -23.7  61.4   0.65  225.0    363
HD     HOME DEPOT   HD US 03/16/13 C65       -22.9  20.8   2.72  169.3   1561
LNCO   LINN CO LLC  LNCO US 05/18/13 P35     -22.8  17.9   0.60  -40.0    250
SLCA   US SILICA H  SLCA US 03/16/13 C19.5   -22.3  67.5   2.05  156.2    202
HD     HOME DEPOT   HD US 03/16/13 C67.5     -21.6  19.9   1.05  303.9   3365
FRAN   FRANCESCAS   FRAN US 03/16/13 P22.5   -20.7  66.5   0.60  -20.0    837
HFC    HOLLYFRONTI  HFC US 03/16/13 P53.5    -20.4  27.0   2.30   64.3    325
OKS    ONEOK PARTN  OKS US 03/16/13 P55      -20.2  21.8   1.35  125.0    224
AMT    AMERICAN TO  AMT US 03/16/13 C72.5    -20.2  22.3   2.95   14.8    206
SPRD   SPREADTRUM-  SPRD US 03/16/13 C16     -20.1  52.1   0.80  -33.3    338
CSX    CSX CORP     CSX US 03/16/13 P22.5    -19.9  22.0   0.73   14.1    341
OKS    ONEOK PARTN  OKS US 04/20/13 P50      -19.2  23.5   0.45   28.6    321
ADSK   AUTODESK IN  ADSK US 04/20/13 P36     -19.1  29.7   1.06  -30.3    572
THC    TENET HEALT  THC US 03/16/13 P36      -18.9  37.2   0.60  -29.4    237
ADSK   AUTODESK IN  ADSK US 04/20/13 C37     -18.6  29.5   1.84   -2.1    351
THC    TENET HEALT  THC US 03/16/13 P38      -18.3  34.7   1.40   -9.7    234
HD     HOME DEPOT   HD US 03/16/13 P67.5     -18.2  21.0   1.47  -63.7   2899
HD     HOME DEPOT   HD US 03/16/13 C70       -17.9  19.8   0.26  271.4   9196
HD     HOME DEPOT   HD US 03/16/13 P65       -17.6  22.3   0.51  -77.9   3703
TWX    TIME WARNER  TWX US 03/16/13 P52.5    -17.5  22.3   1.31  -18.1    265
ODP    OFFICE DEPO  ODP US 03/16/13 C4       -17.4  45.0   0.15    0.0    890
RSH    RADIOSHACK   RSH US 04/20/13 C3       -17.1  75.6   0.35   -5.4    743
UBS    UBS AG-REG   UBS US 03/16/13 C16      -17.0  28.7   0.30   20.0    410
M      MACY'S INC   M US 03/16/13 C41        -16.6  24.8   0.33   13.8   1113
FRAN   FRANCESCAS   FRAN US 03/16/13 C25     -16.5  60.2   0.90  -41.9    370
RLGY   REALOGY HOL  RLGY US 03/16/13 C40     -16.3  40.0   3.60  -16.3    500
CIM    CHIMERA INV  CIM US 04/20/13 C3       -16.2  28.3   0.10    0.0    300
EWJ    ISHARES-JAP  EWJ US 03/16/13 C10      -16.1  16.0   0.24   41.2   5695
THC    TENET HEALT  THC US 03/16/13 C39      -16.1  34.7   0.50  -50.0   1025
M      MACY'S INC   M US 03/16/13 P39        -15.5  27.1   0.75  -47.2    226
AUXL   AUXILIUM PH  AUXL US 03/16/13 C17.5   -15.4  44.3   0.90   38.5    200
M      MACY'S INC   M US 03/16/13 C40        -15.4  26.0   0.64   25.5    519
HD     HOME DEPOT   HD US 03/16/13 P70       -15.3  21.4   3.08  -52.2    270
CIE    COBALT INTE  CIE US 03/16/13 P22.5    -14.8  43.1   0.66   10.0    627
XLI    SPDR-INDU S  XLI US 03/16/13 C40      -14.8  16.9   0.68    3.0    261
IPXL   IMPAX LABS   IPXL US 03/16/13 C20     -14.6  40.8   0.65  -23.5    244
JWN    NORDSTROM I  JWN US 03/16/13 C50      -14.2  24.8   2.72  -16.3    237
CIM    CHIMERA INV  CIM US 03/16/13 C3       -14.2  43.9   0.05    0.0   1974
ODP    OFFICE DEPO  ODP US 04/20/13 C4       -14.1  45.4   0.25    0.0    692
VIP    VIMPELCOM L  VIP US 06/22/13 P11      -14.0  31.6   0.57   14.0    375
UUP    POWERSHARES  UUP US 03/16/13 P23      -14.0   7.4   0.68    1.5    202
PLCE   CHILDREN'S   PLCE US 03/16/13 P40     -13.8  41.5   0.20  -33.3    399
NKTR   NEKTAR THER  NKTR US 04/20/13 P9      -13.8  70.8   0.85  -19.1    367
OAS    OASIS PETRO  OAS US 03/16/13 P35      -13.6  41.0   1.30    4.0    244
OKS    ONEOK PARTN  OKS US 04/20/13 C55      -13.6  19.1   1.30  -73.5    550
ALNY   ALNYLAM PHA  ALNY US 03/16/13 P25     -13.5  38.1   1.60  -27.3    488
HFC    HOLLYFRONTI  HFC US 03/16/13 P49.5    -13.3  33.9   0.60   42.9    556
CELG   CELGENE COR  CELG US 04/20/13 P100    -12.5  25.9   4.15  -12.6    919
LCC    US AIRWAYS   LCC US 03/16/13 C13      -12.4  40.9   0.38  -30.9   1901
GNW    GENWORTH FI  GNW US 03/16/13 C7       -12.3  55.0   1.14  -28.3    332
ABX    BARRICK GOL  ABX US 03/16/13 P31      -12.0  31.0   0.72  -21.7    865
GNC    GNC HOLDING  GNC US 04/20/13 P40      -12.0  32.3   2.05    6.8   2205
DIA    SPDR DJIA T  DIA US 03/16/13 C141     -11.8  11.5   0.45    7.1    239
CELG   CELGENE COR  CELG US 04/20/13 C100    -11.8  26.4   3.69   -7.8   2466
LCC    US AIRWAYS   LCC US 03/16/13 P13      -11.7  41.0   0.53   26.2   3732
DIA    SPDR DJIA T  DIA US 03/16/13 C140     -11.7  12.3   0.75    4.2    556
SPY    SPDR S&P 50  SPY US 03/16/13 C145     -11.7  19.1   5.01   -4.0   1679
CELG   CELGENE COR  CELG US 04/20/13 P92.5   -11.6  28.1   1.52    1.3    213
XLY    SPDR-CONS D  XLY US 03/16/13 C50      -11.5  16.8   0.59    3.5    630
DIA    SPDR DJIA T  DIA US 03/16/13 C139     -11.5  13.1   1.18    3.5    337
HD     HOME DEPOT   HD US 04/20/13 P70       -11.4  18.4   3.80  -36.7    224
SPY    SPDR S&P 50  SPY US 03/16/13 C148     -11.4  16.9   2.73   -9.0   3961
SLCA   US SILICA H  SLCA US 03/16/13 P19.5   -11.2  77.9   0.65  -74.5    263
DIA    SPDR DJIA T  DIA US 03/16/13 C138     -11.1  13.9   1.73   -2.3    331
XLI    SPDR-INDU S  XLI US 03/16/13 P41      -11.0  14.9   1.23   -9.6    511
HD     HOME DEPOT   HD US 03/16/13 P62.5     -10.9  25.9   0.20  -81.8    944
SPXU   PRO UPROSHR  SPXU US 03/16/13 C30     -10.9  40.2   2.50  -10.7    278
DIA    SPDR DJIA T  DIA US 03/16/13 C142     -10.9  11.1   0.22  -15.4    262
HD     HOME DEPOT   HD US 04/20/13 P67.5     -10.9  19.3   2.14  -51.4   1010
SPY    SPDR S&P 50  SPY US 03/16/13 C141     -10.8  23.0   8.61   -3.7    216
CELG   CELGENE COR  CELG US 04/20/13 P95     -10.7  27.5   2.22  -21.0    465
SPY    SPDR S&P 50  SPY US 03/16/13 C143     -10.6  21.3   6.89   -7.6    236
SPY    SPDR S&P 50  SPY US 03/16/13 C147     -10.6  17.8   3.49   -5.4   1369
SPY    SPDR S&P 50  SPY US 03/16/13 C151     -10.4  14.5   1.06  -17.2  10789
XLI    SPDR-INDU S  XLI US 03/16/13 P40      -10.3  17.1   0.61  -21.8    590
SPY    SPDR S&P 50  SPY US 03/16/13 C150     -10.3  15.4   1.54  -12.5  35966
SPY    SPDR S&P 50  SPY US 03/16/13 C153     -10.3  13.1   0.38  -28.3  26885
EEM    ISHARES-EMG  EEM US 03/16/13 P42.5    -10.3  18.5   0.55  -17.9    713
GLD    SPDR GOLD T  GLD US 03/16/13 C162     -10.3  15.2   0.29   16.0   1995
SDS    PRO ULTSHRT  SDS US 03/16/13 P47      -10.2  27.8   0.45  -22.4    407
SPY    SPDR S&P 50  SPY US 03/16/13 C152     -10.2  13.8   0.65  -22.6   9170
XLF    SPDR-FINL S  XLF US 04/20/13 P13      -10.2  35.9   0.02  100.0    272
SSO    PRO ULTRA S  SSO US 03/16/13 C65      -10.2  33.2   2.33  -12.7    214
EEM    ISHARES-EMG  EEM US 03/16/13 P43      -10.1  17.7   0.79  -10.2   2405
SPY    SPDR S&P 50  SPY US 03/16/13 C144     -10.1  20.4   5.94   -2.5    738
SPY    SPDR S&P 50  SPY US 03/16/13 C146     -10.1  18.7   4.23   -3.6   1673
SPY    SPDR S&P 50  SPY US 03/16/13 C149     -10.1  16.2   2.08  -11.5   9440

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

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