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
=============================================================================
NKE    NIKE INC -C  NKE US 03/16/13 C47.5     94.6  36.5   6.80    4.6    435
CYTX   CYTORI THER  CYTX US 03/16/13 C2.5     39.4  91.9   0.20  100.0    350
SPY    SPDR S&P 50  SPY US 06/22/13 P153      37.1  12.9   5.77    1.1    407
SPY    SPDR S&P 50  SPY US 06/22/13 P152      30.9  13.3   5.20   -0.2    270
SPY    SPDR S&P 50  SPY US 03/16/13 P155      29.5   8.7   3.75   -5.3    518
JAH    JARDEN CORP  JAH US 04/20/13 P65       28.6  22.6   2.45  -40.5    847
AGNC   AMERICAN CA  AGNC US 06/22/13 C32      26.1  11.2   0.65  -33.7    308
SWY    SAFEWAY INC  SWY US 03/16/13 C20       22.7  58.2   4.07    2.5   1505
JAH    JARDEN CORP  JAH US 04/20/13 C65       21.9  23.7   1.50  150.0    251
AGNC   AMERICAN CA  AGNC US 06/22/13 C33      21.7  10.8   0.28  -37.8    359
SVU    SUPERVALU I  SVU US 03/16/13 C4        20.4  40.9   0.10    0.0    300
XLU    SPDR-UTIL S  XLU US 03/16/13 P37       19.3   9.6   0.32   10.3    254
CLWR   CLEARWIRE -  CLWR US 03/16/13 C3       19.1  26.2   0.20   33.3    593
ALXA   ALEXZA PHAR  ALXA US 03/16/13 P3.5     18.2 139.2   0.15   50.0    678
AGNC   AMERICAN CA  AGNC US 04/20/13 P32      18.1  29.8   1.58   77.5    347
WFR    MEMC ELEC M  WFR US 03/16/13 C5        16.9  71.8   0.25   13.6   7769
SPY    SPDR S&P 50  SPY US 06/22/13 P147      16.8  15.1   3.45    1.5   5575
IWM    ISHARES-RUS  IWM US 03/28/13 P93       16.8  13.0   3.22    6.3    293
HFC    HOLLYFRONTI  HFC US 03/16/13 P54.5     16.4  36.3   0.90  -28.0    318
AMTD   TD AMERITRA  AMTD US 08/17/13 C20      16.3  25.7   0.89   18.7    227
TBT    PRO ULTSH 2  TBT US 03/16/13 C60       16.1  28.7   5.65   -5.0    761
JAH    JARDEN CORP  JAH US 04/20/13 P60       16.0  25.9   0.90  -56.1    218
MU     MICRON TECH  MU US 03/16/13 C7         15.8  59.0   1.29    5.7    578
SPY    SPDR S&P 50  SPY US 06/22/13 P146      15.3  15.4   3.17    0.6    281
P      PANDORA MED  P US 03/16/13 P8          14.9 149.4   0.05    0.0    200
SPY    SPDR S&P 50  SPY US 06/22/13 P145      14.1  15.8   2.83   -2.4    458
SPRD   SPREADTRUM-  SPRD US 03/16/13 C18      13.5  48.2   0.30  100.0    758
DMND   DIAMOND FOO  DMND US 03/16/13 C16      13.0  60.5   0.60   50.0    831
AGNC   AMERICAN CA  AGNC US 03/16/13 C33      12.5  16.9   0.07  -72.0   1212
JAH    JARDEN CORP  JAH US 03/16/13 C65       12.2  22.4   0.50  400.0   2315
MCP    MOLYCORP IN  MCP US 03/16/13 C6        11.2  93.5   0.49  -16.9   2256
UNG    US NAT GAS   UNG US 03/16/13 P17       10.9  37.8   0.03  -25.0   1253
MCP    MOLYCORP IN  MCP US 04/20/13 P4        10.8  99.8   0.13   62.5   3080
SPLK   SPLUNK INC   SPLK US 03/16/13 P35      10.3  67.8   1.35   12.5   1002

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BKS    BARNES & NO  BKS US 03/16/13 C13      -57.7  27.6   2.70    8.0   1152
CHS    CHICO'S FAS  CHS US 03/16/13 P17      -50.8  23.3   0.40  -52.9   2147
CHS    CHICO'S FAS  CHS US 03/16/13 P16      -44.4  28.7   0.10  -80.0    272
KSS    KOHLS CORP   KSS US 03/16/13 C47      -42.6  20.6   0.35  -67.0   2209
BSFT   BROADSOFT I  BSFT US 03/16/13 P22.5   -42.6  60.3   1.05  320.0    393
KSS    KOHLS CORP   KSS US 03/16/13 P47      -39.8  21.2   1.85   -2.6   1097
CWH    COMMONWEALT  CWH US 03/16/13 P20      -39.8  61.5   0.45  -43.8   1578
GRPN   GROUPON INC  GRPN US 03/16/13 C4      -39.8  86.4   0.76  -63.1   1185
CVC    CABLEVISION  CVC US 03/16/13 P13      -39.5  38.2   0.15  200.0    264
GRPN   GROUPON INC  GRPN US 03/16/13 P4      -37.9  80.4   0.07   40.0   3161
PKT    PROCERA NET  PKT US 03/16/13 C12.5    -37.9  61.2   0.40  -90.2    241
KSS    KOHLS CORP   KSS US 03/16/13 C46      -37.3  21.9   0.85  -46.9    256
PANL   UNIVERSAL D  PANL US 03/16/13 C32     -36.7  63.1   1.10    5.8    478
GRPN   GROUPON INC  GRPN US 03/16/13 C3.5    -36.4 101.5   1.03  -51.9   1202
GRPN   GROUPON INC  GRPN US 03/16/13 P4.5    -36.3  77.3   0.21  133.3   7922
BDBD   BOULDER BRA  BDBD US 03/16/13 P10     -35.9  79.4   0.35  -70.8    341
PANL   UNIVERSAL D  PANL US 03/16/13 C31     -35.7  65.9   1.57   27.6    258
RGR    STURM RUGER  RGR US 03/16/13 C55      -35.7  38.6   0.65  -59.4    207
PANL   UNIVERSAL D  PANL US 03/16/13 C28     -35.3  69.2   3.60   44.0    326
JCP    J.C. PENNEY  JCP US 03/16/13 C18      -35.2  62.6   0.62  -82.3   1824
PANL   UNIVERSAL D  PANL US 03/16/13 C29     -35.0  69.1   2.55   27.5    203
PANL   UNIVERSAL D  PANL US 03/16/13 P26     -34.1  70.2   0.30  -80.8    222
OCN    OCWEN FINL   OCN US 03/16/13 C40      -34.1  41.8   1.15   -4.2   1548
KSS    KOHLS CORP   KSS US 03/16/13 P46      -33.7  23.4   0.90  -29.7    435
CVC    CABLEVISION  CVC US 03/16/13 P14      -33.7  32.0   0.45  200.0    470
BSFT   BROADSOFT I  BSFT US 03/16/13 C22.5   -33.5  61.4   1.15    0.0    281
JCP    J.C. PENNEY  JCP US 03/16/13 C17      -33.3  64.1   1.10  -80.7   1985
GRPN   GROUPON INC  GRPN US 03/16/13 C4.5    -33.2  81.6   0.40  -74.7   4881
MNST   MONSTER BEV  MNST US 03/16/13 C50     -33.0  42.0   3.60   50.0    436
CWH    COMMONWEALT  CWH US 03/16/13 P17.5    -32.7  72.7   0.10  -60.0    332
SHLD   SEARS HOLDI  SHLD US 03/16/13 P45.42  -32.5  51.3   2.04   -1.0   1440
SHLD   SEARS HOLDI  SHLD US 03/16/13 P43.42  -32.3  52.7   1.39   21.9    309
MNST   MONSTER BEV  MNST US 03/16/13 P52.5   -31.5  40.9   1.40  -68.7    884
JCP    J.C. PENNEY  JCP US 03/16/13 P16      -31.1  68.5   0.40  122.2  10518
JCP    J.C. PENNEY  JCP US 03/16/13 P18      -30.9  66.0   1.27  159.2   3239
JCP    J.C. PENNEY  JCP US 03/16/13 P17      -30.7  66.7   0.74  174.1   4824
CWH    COMMONWEALT  CWH US 03/16/13 C22.5    -30.0  60.4   0.65  -62.9    550
MNST   MONSTER BEV  MNST US 03/16/13 C52.5   -30.0  42.0   2.05   41.4    591
BSFT   BROADSOFT I  BSFT US 04/20/13 P20     -29.5  58.6   0.75  275.0    320
AGNC   AMERICAN CA  AGNC US 03/16/13 C30     -29.5  23.3   1.85  -33.2    260
MNST   MONSTER BEV  MNST US 03/16/13 P50     -29.4  43.3   0.65  -76.8   1620
AGNC   AMERICAN CA  AGNC US 06/22/13 P32     -28.8   6.8   2.22   30.6    215
SHLD   SEARS HOLDI  SHLD US 03/16/13 P40.42  -28.1  57.8   0.52  -21.2    212
JCP    J.C. PENNEY  JCP US 04/20/13 P11      -27.7  81.4   0.12    0.0    264
HFC    HOLLYFRONTI  HFC US 03/16/13 C49.5    -25.9  40.5   7.20    2.9    605
EEM    ISHARES-EMG  EEM US 03/16/13 P34      -24.9  49.3   0.01    0.0    200
RWT    REDWOOD TRU  RWT US 03/16/13 P20      -24.9  13.6   0.55   27.9    219
JCP    J.C. PENNEY  JCP US 03/16/13 P13      -24.8  91.0   0.08  100.0    508
JCP    J.C. PENNEY  JCP US 03/16/13 P15      -24.8  72.6   0.20  122.2   2124
RGR    STURM RUGER  RGR US 03/16/13 P50      -24.7  44.4   0.90  -37.9    537
RDC    ROWAN COMPA  RDC US 03/16/13 P34      -24.7  27.3   0.55  -38.9    310
CTRX   CATAMARAN C  CTRX US 03/16/13 P50     -24.6  35.5   0.40    2.6    245
MNST   MONSTER BEV  MNST US 03/16/13 P47.5   -23.8  49.5   0.29  -82.9    427
GRPN   GROUPON INC  GRPN US 05/18/13 P3      -23.2  85.9   0.10    0.0    508
CPRT   COPART INC   CPRT US 03/16/13 P35     -23.1  25.7   1.30   52.9    531
AVD    AMER VANGUA  AVD US 03/16/13 C30      -22.8  41.5   0.85  -68.5    246
DLTR   DOLLAR TREE  DLTR US 03/16/13 C42.5   -22.2  26.1   3.00   -3.2   2276
MTG    MGIC INVT C  MTG US 03/16/13 P2.5     -22.1  97.6   0.08  -50.0   5480
JCP    J.C. PENNEY  JCP US 04/20/13 C18      -21.9  57.2   1.18  -69.7    713
GRPN   GROUPON INC  GRPN US 04/20/13 C4.5    -21.6  67.1   0.53  -67.5    996
WLL    WHITING PET  WLL US 03/16/13 C40      -21.6  43.6   7.70  -18.1    300
GRPN   GROUPON INC  GRPN US 04/20/13 P3.5    -21.6  74.2   0.08   60.0    375
FIO    FUSION-IO I  FIO US 03/16/13 C15      -21.2  39.1   1.80   50.0    222
OCN    OCWEN FINL   OCN US 04/20/13 C40      -20.9  40.8   2.15    4.9    264
GRPN   GROUPON INC  GRPN US 04/20/13 P4.5    -20.8  65.9   0.37  146.7   1181
PANL   UNIVERSAL D  PANL US 04/20/13 C30     -20.7  59.6   3.10   37.8    301
JCP    J.C. PENNEY  JCP US 03/16/13 P14      -20.2  82.1   0.15  275.0    782
HFC    HOLLYFRONTI  HFC US 03/16/13 C53.5    -20.1  35.7   3.60   30.9    375
BKS    BARNES & NO  BKS US 03/16/13 C16      -20.0  61.2   0.60    0.0    247
GRPN   GROUPON INC  GRPN US 04/20/13 P4      -19.8  70.6   0.18  100.0    704
CHS    CHICO'S FAS  CHS US 04/20/13 P17      -19.2  28.1   0.80  -30.4    280
JCP    J.C. PENNEY  JCP US 04/20/13 P18      -19.1  58.9   2.01  118.5    393
DLTR   DOLLAR TREE  DLTR US 03/16/13 C40     -18.8  29.7   5.40   -6.9    231
JCP    J.C. PENNEY  JCP US 04/20/13 P12      -18.8  76.2   0.23    9.5   1254
JCP    J.C. PENNEY  JCP US 04/20/13 P17      -18.8  60.0   1.36  100.0   1116
BKS    BARNES & NO  BKS US 03/16/13 C15      -18.5  60.2   1.00   -9.1    206
GRPN   GROUPON INC  GRPN US 04/20/13 C4      -18.4  71.6   0.80  -62.4    202
KSS    KOHLS CORP   KSS US 04/20/13 P45      -18.4  23.3   1.20  -13.0    561
MNST   MONSTER BEV  MNST US 03/16/13 P45     -18.4  54.9   0.20  -79.0    429
DELL   DELL INC     DELL US 03/16/13 C13     -18.4  16.7   0.95   -1.0    920
JCP    J.C. PENNEY  JCP US 04/20/13 C17      -18.4  58.5   1.56    0.0    457
MBI    MBIA INC     MBI US 03/16/13 C10      -18.2  70.0   0.37  -46.4    693
CWH    COMMONWEALT  CWH US 04/20/13 P20      -18.1  61.1   1.30    1.6    413
WLL    WHITING PET  WLL US 03/16/13 P46      -17.7  33.7   0.66   46.7    400
JCP    J.C. PENNEY  JCP US 04/20/13 P16      -17.6  61.4   0.99  120.0   5719
MBI    MBIA INC     MBI US 03/16/13 P10      -17.5  70.0   0.81   17.4    256
DELL   DELL INC     DELL US 08/17/13 C14     -17.5  13.1   0.40  -23.1  16047
GRPN   GROUPON INC  GRPN US 05/18/13 P4      -17.4  73.5   0.32   77.8    547
CLR    CONTL RES I  CLR US 03/16/13 P85      -17.2  28.4   0.90  -70.1    584
CLR    CONTL RES I  CLR US 03/16/13 C90      -17.2  26.2   0.95  137.5    640
CWH    COMMONWEALT  CWH US 04/20/13 P17.5    -17.1  65.6   0.55   -8.3    547
AGNC   AMERICAN CA  AGNC US 03/16/13 C31     -17.1  18.7   0.93  -49.5    670
MBI    MBIA INC     MBI US 03/16/13 P9       -16.8  66.3   0.23   -8.0    271
KSS    KOHLS CORP   KSS US 04/20/13 P42      -16.6  25.7   0.45  -25.0    471
IOC    INTEROIL CO  IOC US 03/16/13 P70      -16.6 103.5   6.30    7.7    368
KSS    KOHLS CORP   KSS US 04/20/13 C45      -16.2  24.0   2.15  -14.0    213
IOC    INTEROIL CO  IOC US 03/16/13 P67.5    -15.9 104.5   4.80   -2.2    250
JCP    J.C. PENNEY  JCP US 04/20/13 P15      -15.7  64.4   0.65  103.1   1031
KSS    KOHLS CORP   KSS US 04/20/13 C44      -15.6  24.4   2.32  -29.3    275
ETN    EATON CORP   ETN US 03/16/13 C57.5    -15.6  25.4   4.69    4.2    201
SPY    SPDR S&P 50  SPY US 06/22/13 C151     -15.4  13.8   4.84    1.9    743
LTD    LIMITED BRA  LTD US 03/16/13 C45      -15.3  26.0   1.50   66.7    211
WNR    WESTERN REF  WNR US 03/16/13 C37      -15.3  35.7   1.00  100.0    250
IOC    INTEROIL CO  IOC US 03/16/13 P60      -14.9 108.4   2.25   -6.2    343
MYL    MYLAN INC    MYL US 03/16/13 C30      -14.8  22.3   0.33   94.1   1722
JCP    J.C. PENNEY  JCP US 04/20/13 P14      -14.6  67.1   0.42   90.9    879
LUV    SOUTHWEST A  LUV US 04/20/13 C10      -14.4  26.1   1.75    1.2    603
CBI    CHICAGO BRI  CBI US 03/16/13 P50      -14.4  35.7   0.15  -76.9    350
SPY    SPDR S&P 50  SPY US 06/22/13 C153     -13.9  13.1   3.58   -1.1    301
AGO    ASSURED GUA  AGO US 03/16/13 C20      -13.8  33.8   0.24   71.4    465
SPY    SPDR S&P 50  SPY US 06/22/13 C154     -13.7  12.7   3.09    1.3    547
IOC    INTEROIL CO  IOC US 03/16/13 C72.5    -13.7 105.2   5.00  -34.2    286
IOC    INTEROIL CO  IOC US 03/16/13 P55      -13.5 112.4   0.95  -22.1    318
BRY    BERRY PETRO  BRY US 04/20/13 P45      -13.4  18.1   1.10   29.4    395
AGNC   AMERICAN CA  AGNC US 03/16/13 C32     -13.4  17.2   0.32  -65.2   3123
CZR    CAESARS ENT  CZR US 03/16/13 C10      -13.3  77.2   2.30    0.0    547
IOC    INTEROIL CO  IOC US 03/16/13 C70      -13.2 106.6   6.00  -33.3    226
IOC    INTEROIL CO  IOC US 03/16/13 P57.5    -13.1 111.5   1.41  -17.5    218
MDVN   MEDIVATION   MDVN US 03/16/13 P44     -13.0  49.2   0.50   25.0    212
SHLD   SEARS HOLDI  SHLD US 04/20/13 P45     -12.9  48.4   3.50    4.5    781
SPY    SPDR S&P 50  SPY US 06/22/13 C156     -12.7  12.1   2.23    2.8    456
JCP    J.C. PENNEY  JCP US 05/18/13 C18      -12.7  65.5   1.73  -58.8    291
JCP    J.C. PENNEY  JCP US 04/20/13 C16      -12.5  59.6   2.10    0.0    438
SIRI   SIRIUS XM R  SIRI US 03/16/13 C3      -12.3  30.6   0.14    7.7    866
AGNC   AMERICAN CA  AGNC US 06/22/13 P30     -12.2  13.0   1.05   23.5    326
AGO    ASSURED GUA  AGO US 03/16/13 C19      -12.2  35.1   0.74   85.0    452
DELL   DELL INC     DELL US 01/17/15 C10     -12.2  21.7   4.10    0.0    255
VALE   VALE SA-SP   VALE US 03/16/13 P18     -12.2  31.7   0.15  -50.0   6221
SPY    SPDR S&P 50  SPY US 06/22/13 C157     -12.1  11.8   1.85    2.8   1402
BRY    BERRY PETRO  BRY US 05/18/13 P45      -12.1  19.3   1.55  -16.2    582
MTG    MGIC INVT C  MTG US 03/16/13 C2.5     -12.1 110.9   0.45   -4.3   2885
SPY    SPDR S&P 50  SPY US 06/22/13 C158     -12.0  11.5   1.51   -1.3    628
AGNC   AMERICAN CA  AGNC US 04/20/13 C30     -11.8  14.2   1.87  -33.7    934
ESRX   EXPRESS SCR  ESRX US 03/16/13 C57.5   -11.8  20.2   0.52   57.6   2964
CHS    CHICO'S FAS  CHS US 05/18/13 P17      -11.6  30.9   1.05  -16.0   4400
MYL    MYLAN INC    MYL US 04/20/13 C31      -11.5  19.9   0.31   47.6    278
JCP    J.C. PENNEY  JCP US 05/18/13 P18      -11.3  66.1   2.50   70.1    394
JCP    J.C. PENNEY  JCP US 05/18/13 P15      -11.2  71.3   1.25   78.6   4529
IWM    ISHARES-RUS  IWM US 03/16/13 C86      -11.1  21.8   4.82    0.4    367
BBEP   BREITBURN E  BBEP US 03/16/13 C20     -11.1  21.1   0.15  -25.0    600
CLR    CONTL RES I  CLR US 03/16/13 P80      -10.9  32.8   0.22  -78.0    428
DAL    DELTA AIR L  DAL US 06/22/13 C10      -10.7  44.4   4.50    2.3   4712
DLTR   DOLLAR TREE  DLTR US 03/16/13 C45     -10.4  25.6   1.25  -10.7    764
UVXY   PRO ULTRA V  UVXY US 03/16/13 P8      -10.3 110.3   0.11  -45.0    481
DLTR   DOLLAR TREE  DLTR US 03/16/13 P45     -10.3  25.2   0.70  -17.6   1683
QLIK   QLIK TECHNO  QLIK US 03/16/13 P27     -10.2  35.1   1.30  -42.2    550
IWM    ISHARES-RUS  IWM US 03/16/13 C87      -10.2  20.5   3.88   -4.2    257
HFC    HOLLYFRONTI  HFC US 06/22/13 C49.5    -10.0  34.3   8.30    9.2    605

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

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