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
=============================================================================
QLTI   QLT INC      QLTI US 06/22/13 C2.5    211.2 166.6   5.70    1.8    414
SNDK   SANDISK COR  SNDK US 04/20/13 C35     179.6  65.1  19.75    2.4   2930
SPY    SPDR S&P 50  SPY US 04/05/13 C154     131.5  10.6   2.56  -11.4    275
SPY    SPDR S&P 50  SPY US 06/22/13 P159      90.8  11.0   5.92    3.0    784
XLU    SPDR-UTIL S  XLU US 04/20/13 C38       75.3   8.3   0.42   27.3   5703
UUP    POWERSHARES  UUP US 06/22/13 C17       71.5  21.6   5.40   -2.7    201
SPY    SPDR S&P 50  SPY US 04/20/13 C152      71.3  12.1   4.66   -5.5   1593
NYX    NYSE EURONE  NYX US 04/20/13 C36       60.4  22.2   2.25    8.2    401
SPY    SPDR S&P 50  SPY US 04/05/13 C155      60.2   9.9   1.86   -8.8   2414
SPY    SPDR S&P 50  SPY US 04/20/13 C153      48.0  11.6   3.84   -6.8   3204
SPY    SPDR S&P 50  SPY US 04/05/13 C156      41.7   9.3   1.26  -12.5   1298
SPY    SPDR S&P 50  SPY US 04/12/13 C155      38.7  10.2   2.16   -9.6    299
SPY    SPDR S&P 50  SPY US 06/22/13 P156      36.9  11.9   4.40    4.3    344
SPY    SPDR S&P 50  SPY US 04/20/13 C154      36.9  11.0   3.09   -7.2   3088
XLI    SPDR-INDU S  XLI US 04/20/13 C41       36.8  13.4   1.20   -2.4   6104
S      SPRINT NEXT  S US 04/12/13 C6          36.0  18.1   0.06    0.0    231
SPY    SPDR S&P 50  SPY US 05/18/13 C150      34.8  14.1   7.20   -4.0   1216
XLK    SPDR-TECH S  XLK US 04/20/13 C30       31.4  11.9   0.55   -9.8    604
SPY    SPDR S&P 50  SPY US 04/05/13 C157      31.2   8.7   0.78  -13.3    376
SPY    SPDR S&P 50  SPY US 06/22/13 P155      31.2  12.3   3.96    4.2   4114
SPY    SPDR S&P 50  SPY US 06/22/13 C146      30.8  15.5  11.00   -2.5    875
SPY    SPDR S&P 50  SPY US 04/20/13 C155      29.2  10.5   2.41   -8.0  33765
QQQ    POWERSH-QQQ  QQQ US 06/22/13 P70       27.3  13.0   2.86    2.1    260
IRDM   IRIDIUM COM  IRDM US 04/20/13 P5       27.0  74.1   0.05  -50.0    285
DTV    DIRECTV      DTV US 04/20/13 C52.5     26.5  21.8   3.57  200.0    584
ULTA   ULTA SALON   ULTA US 04/20/13 C75      26.0  28.8   3.10  -77.5    306
SPY    SPDR S&P 50  SPY US 06/22/13 C148      25.9  14.8   9.57   -1.3    205
SPY    SPDR S&P 50  SPY US 04/05/13 C158      24.7   8.3   0.46  -16.4  40240
SPY    SPDR S&P 50  SPY US 06/22/13 P153      24.1  13.0   3.24    5.2   1404
EDU    NEW ORIENTA  EDU US 04/20/13 C16       23.7  52.4   0.85  203.6    943
EXC    EXELON CORP  EXC US 04/20/13 C31       22.1  17.7   2.18   38.0    722
SPY    SPDR S&P 50  SPY US 06/22/13 P152      21.9  13.4   2.93    4.3    304
DTV    DIRECTV      DTV US 04/20/13 P50       21.4  23.6   0.12  -69.2    999
SPY    SPDR S&P 50  SPY US 04/20/13 C157      21.3   9.5   1.28  -10.5  20423
SPY    SPDR S&P 50  SPY US 04/12/13 C158      20.9   8.8   0.68  -12.8    212
SPY    SPDR S&P 50  SPY US 05/18/13 C154      20.4  12.2   4.14   -2.8   2733
HYG    ISH-IBOXX H  HYG US 04/20/13 P93       20.2   5.8   0.40   14.3    231
DTV    DIRECTV      DTV US 04/20/13 C57.5     19.9  20.8   0.75 1775.0   3831
SPY    SPDR S&P 50  SPY US 06/22/13 P151      19.9  13.7   2.65    5.2    515
SPY    SPDR S&P 50  SPY US 04/05/13 C159      19.6   8.1   0.24  -20.0  40333
SPY    SPDR S&P 50  SPY US 05/18/13 C155      19.1  11.8   3.44   -5.0   1227
SPY    SPDR S&P 50  SPY US 06/22/13 P150      18.4  14.1   2.40    5.3   3317
DTV    DIRECTV      DTV US 04/20/13 P55       18.4  21.3   1.13    0.0  10432
SPY    SPDR S&P 50  SPY US 04/20/13 C158      18.2   9.0   0.86  -11.3   7754
XLI    SPDR-INDU S  XLI US 04/20/13 C42       17.6  11.6   0.55   -6.8   2950
SPY    SPDR S&P 50  SPY US 05/18/13 C156      17.5  11.4   2.82   -5.0   1842
S      SPRINT NEXT  S US 04/12/13 P6          17.4  14.4   0.20    0.0    364
SPY    SPDR S&P 50  SPY US 06/22/13 C153      17.3  13.0   5.72   -2.6   1202
SPY    SPDR S&P 50  SPY US 06/22/13 P149      17.2  14.5   2.17    4.8   1174
SPY    SPDR S&P 50  SPY US 06/28/13 P149      16.5  14.5   2.40    6.7    216
XLV    SPDR-HEALTH  XLV US 04/20/13 C45       16.4   9.1   0.37  -15.9   4858
SPY    SPDR S&P 50  SPY US 06/22/13 P148      16.0  14.8   1.97    5.9   3507
SPY    SPDR S&P 50  SPY US 04/20/13 C159      15.9   8.7   0.55  -11.3   2988
SPY    SPDR S&P 50  SPY US 05/18/13 C157      15.8  11.0   2.28   -3.8   2564
XLP    SPDR-CONS S  XLP US 06/22/13 C39       15.5   9.5   0.52  -16.1   2054
AGNC   AMERICAN CA  AGNC US 04/20/13 C33      15.5   8.4   0.19    0.0    342
HYG    ISH-IBOXX H  HYG US 04/20/13 P92       15.3   7.2   0.25    0.0   1002
MU     MICRON TECH  MU US 04/20/13 C9         15.3  51.9   0.81  -13.8  15020
MSFT   MICROSOFT C  MSFT US 01/17/15 C15      15.2  41.1  13.15    0.0    200
DIA    SPDR DJIA T  DIA US 04/20/13 C144      14.8   9.2   2.00  -11.9    287
SPY    SPDR S&P 50  SPY US 04/12/13 C160      14.8   8.3   0.21  -19.2    460
VHC    VIRNETX HOL  VHC US 06/22/13 P20       14.3  79.9   2.10  250.0    652
QQQ    POWERSH-QQQ  QQQ US 06/22/13 P66       14.3  15.5   1.21    5.2    299
SPY    SPDR S&P 50  SPY US 06/22/13 C155      14.3  12.3   4.37   -2.7   2768
CG     CARLYLE GRO  CG US 04/20/13 P30        14.3  29.9   1.00  100.0   2063
SPY    SPDR S&P 50  SPY US 06/22/13 P146      14.0  15.5   1.67    9.2    304
BAC    BANK OF AME  BAC US 01/18/14 C7        13.9  40.5   5.65    8.7   1858
FST    FOREST OIL   FST US 04/20/13 C6        13.8  66.9   0.70   40.0   5628
EDU    NEW ORIENTA  EDU US 10/19/13 C16       13.6  48.4   2.15    7.5   1518
SPY    SPDR S&P 50  SPY US 06/22/13 C156      13.5  11.9   3.75   -3.1   5738
PCS    METROPCS CO  PCS US 05/18/13 P10       13.5  33.6   0.35   -2.8   2307
DTV    DIRECTV      DTV US 04/20/13 P46       13.4  30.5   0.06  -53.9    400
IRWD   IRONWOOD PH  IRWD US 04/20/13 P17.5    13.3  46.8   0.70  -30.0    374
SPY    SPDR S&P 50  SPY US 04/20/13 C160      13.3   8.5   0.34  -15.0   2465
NOK    NOKIA CORP-  NOK US 04/20/13 C3        13.2  67.3   0.65   18.2    256
QQQ    POWERSH-QQQ  QQQ US 09/21/13 P68       13.2  15.3   3.00    2.7   2703
CLF    CLIFFS NATU  CLF US 04/05/13 C19       13.2  68.7   3.45    9.5    244
MU     MICRON TECH  MU US 04/20/13 P9         13.1  51.0   0.40   53.9   1659
SPY    SPDR S&P 50  SPY US 06/22/13 P145      12.9  15.9   1.50    6.4    430
DUG    PRO ULTSHRT  DUG US 07/20/13 C16       12.8  31.0   1.45   11.5    335
VHC    VIRNETX HOL  VHC US 06/22/13 P19       12.5  83.2   1.75   45.8    684
SPY    SPDR S&P 50  SPY US 06/28/13 C155      12.4  12.5   4.49   -2.0   2167
SPY    SPDR S&P 50  SPY US 04/20/13 C161      12.3   8.5   0.20  -16.7   1672
SPY    SPDR S&P 50  SPY US 06/22/13 C158      12.2  11.3   2.71   -1.8    783
DIA    SPDR DJIA T  DIA US 04/20/13 C145      12.2   8.7   1.40  -11.4    628
WPZ    WILLIAMS PA  WPZ US 04/20/13 P50       12.1  21.2   1.75   10.1   5111
DTV    DIRECTV      DTV US 06/22/13 C57.5     12.1  22.1   1.82  230.9    334
TWO    TWO HARBORS  TWO US 06/22/13 C14       11.9  19.2   0.35   40.0    296
SPY    SPDR S&P 50  SPY US 06/28/13 C156      11.8  12.1   3.83   -3.8    353
ERIC   ERICSSON LM  ERIC US 04/20/13 P13      11.7  29.2   0.43  -14.0    281
SNE    SONY CORP-A  SNE US 04/20/13 C16       11.6  35.2   1.40  133.3    282
SPY    SPDR S&P 50  SPY US 06/22/13 C159      11.6  11.0   2.20   -4.3    680
SPY    SPDR S&P 50  SPY US 05/18/13 C161      11.6   9.6   0.74   -5.1    280
VHC    VIRNETX HOL  VHC US 04/20/13 C25       11.5  93.6   2.30  -17.9   1211
CSX    CSX CORP     CSX US 04/20/13 C22.5     11.4  25.2   1.79   14.7   5192
XLF    SPDR-FINL S  XLF US 04/20/13 C18       11.3  14.3   0.58    1.8   1176
DTV    DIRECTV      DTV US 06/22/13 C52.5     11.3  23.4   4.50   89.1    230
DTV    DIRECTV      DTV US 06/22/13 C55       11.3  22.5   2.91  164.6    398
MU     MICRON TECH  MU US 04/20/13 P8         11.3  55.6   0.13   85.7   1823
PBR    PETROBRAS S  PBR US 04/20/13 C15       11.3  36.7   2.86   20.7    235
SPY    SPDR S&P 50  SPY US 04/20/13 C162      11.2   8.5   0.13  -18.8   1684
MCF    CONTANGO OI  MCF US 10/19/13 C40       11.1  31.0   6.20   55.0    300
ZIOP   ZIOPHARM ON  ZIOP US 05/18/13 P5       11.1 176.1   1.30   18.2    841
SPY    SPDR S&P 50  SPY US 06/28/13 C157      11.1  11.8   3.25   -4.7    265
CNH    CNH GLOBAL   CNH US 06/22/13 C45       11.1  31.8   1.65  -21.4    800
SPY    SPDR S&P 50  SPY US 06/22/13 C160      10.8  10.7   1.81   -0.6    632
SPY    SPDR S&P 50  SPY US 06/22/13 P140      10.6  17.7   0.92    4.5   3488
SPY    SPDR S&P 50  SPY US 06/22/13 C161      10.4  10.4   1.45   -2.0    344
DELL   DELL INC     DELL US 01/18/14 P3       10.2  83.8   0.04  300.0    200
USNA   USANA HEALT  USNA US 04/20/13 P35      10.0  73.9   0.70   40.0   1242

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
XLY    SPDR-CONS D  XLY US 09/21/13 P34      -51.9  29.8   0.06    0.0    318
XLY    SPDR-CONS D  XLY US 09/21/13 P36      -50.0  28.0   0.09    0.0    328
AGNC   AMERICAN CA  AGNC US 09/21/13 P31     -47.1  13.1   1.92   -4.0    306
XLP    SPDR-CONS S  XLP US 04/20/13 P40      -43.0   7.3   1.56   13.0    506
ULTA   ULTA SALON   ULTA US 04/20/13 P75     -36.8  29.1   2.25  200.0   1631
SPY    SPDR S&P 50  SPY US 04/20/13 P161     -36.5   8.2   5.50    5.8    276
ULTA   ULTA SALON   ULTA US 04/20/13 P70     -36.5  30.2   0.80  135.3    368
ARO    AEROPOSTALE  ARO US 04/20/13 P14      -34.4  35.7   0.88   17.3   1440
YONG   YONGYE INTE  YONG US 04/20/13 C5      -34.3  39.8   0.45  -30.8   1469
KKD    KRISPY KREM  KKD US 04/20/13 P14      -33.6  39.7   0.90   32.4    327
SPY    SPDR S&P 50  SPY US 04/20/13 P160     -33.5   8.1   4.66    8.1    208
STEC   STEC INC     STEC US 04/20/13 P5      -32.5  43.0   0.35   52.2    288
SPY    SPDR S&P 50  SPY US 04/12/13 P159     -32.4   8.2   3.70    8.5    201
YONG   YONGYE INTE  YONG US 04/20/13 C4      -32.3  42.1   1.30  -13.3    200
KKD    KRISPY KREM  KKD US 04/20/13 P13      -32.1  44.3   0.40    2.6    451
STEC   STEC INC     STEC US 04/20/13 C5      -29.0  44.6   0.13  -81.9    268
SPY    SPDR S&P 50  SPY US 04/20/13 P159     -27.1   8.6   3.83    6.7    519
ARO    AEROPOSTALE  ARO US 04/20/13 P13      -26.3  40.9   0.45   12.5    464
SPY    SPDR S&P 50  SPY US 04/20/13 P158     -23.6   8.9   3.07    3.0   5951
SKS    SAKS INC     SKS US 04/20/13 C12      -23.5  22.7   0.25    0.0  33488
CCL    CARNIVAL CO  CCL US 04/20/13 C33.5    -23.3  21.4   2.05   -8.9    530
SKS    SAKS INC     SKS US 04/20/13 P12      -22.6  22.5   0.50  -37.5    927
SPY    SPDR S&P 50  SPY US 04/12/13 P157     -22.1   9.1   2.49   16.9   1066
CCL    CARNIVAL CO  CCL US 04/20/13 C34.5    -21.9  20.5   1.19  -42.0    252
SPY    SPDR S&P 50  SPY US 04/05/13 P156     -21.6   9.2   1.59   12.8    534
CCL    CARNIVAL CO  CCL US 04/20/13 C35.5    -21.4  20.3   0.64  -53.3    439
SPY    SPDR S&P 50  SPY US 04/20/13 P157     -20.1   9.3   2.51    5.0   3738
AGNC   AMERICAN CA  AGNC US 04/20/13 C30     -20.0  36.6   3.15   -1.6    322
KKD    KRISPY KREM  KKD US 05/18/13 C14      -19.4  41.6   0.75  -59.5    537
SPY    SPDR S&P 50  SPY US 04/12/13 P156     -18.9   9.6   1.82    8.3    215
SPY    SPDR S&P 50  SPY US 04/05/13 P155     -18.2   9.8   1.16   10.5    924
SPY    SPDR S&P 50  SPY US 05/18/13 P160     -17.8   9.7   5.30    7.1    205
AGNC   AMERICAN CA  AGNC US 09/21/13 C33     -17.2   9.9   0.50    0.0    249
ARO    AEROPOSTALE  ARO US 07/20/13 C14      -17.2  39.1   1.20  -32.6   1002
ULTA   ULTA SALON   ULTA US 06/22/13 P70     -17.1  34.7   2.90  114.8   1416
SPY    SPDR S&P 50  SPY US 04/20/13 P156     -17.0   9.9   2.03    3.6  20635
S      SPRINT NEXT  S US 05/18/13 P6         -16.3  17.5   0.32  -11.1    304
ULTA   ULTA SALON   ULTA US 06/22/13 P55     -16.1  42.8   0.55  -15.4    264
XLI    SPDR-INDU S  XLI US 04/20/13 P42      -15.8  11.5   0.69    7.8   1879
SPY    SPDR S&P 50  SPY US 05/18/13 P159     -15.1  10.1   4.56    4.1    363
SPY    SPDR S&P 50  SPY US 04/05/13 P154     -15.0  10.5   0.84    6.3   2412
SPY    SPDR S&P 50  SPY US 04/20/13 P155     -14.7  10.4   1.65    2.5  15072
TWO    TWO HARBORS  TWO US 04/20/13 C14      -14.5  18.0   0.20  100.0    657
CCL    CARNIVAL CO  CCL US 04/20/13 P35.5    -14.4  21.8   1.18   12.4    307
CCL    CARNIVAL CO  CCL US 04/20/13 P33.5    -14.2  23.2   0.41    2.5    327
BAC    BANK OF AME  BAC US 04/20/13 C10      -14.1  34.6   2.57   18.4   2809
SPY    SPDR S&P 50  SPY US 05/18/13 P158     -13.9  10.4   3.98    4.7    442
TSLA   TESLA MOTOR  TSLA US 04/20/13 C25     -13.8  88.2  10.50    0.0    260
ULTA   ULTA SALON   ULTA US 09/21/13 P55     -13.8  40.9   1.40   91.8    215
CCL    CARNIVAL CO  CCL US 04/20/13 P34.5    -13.2  22.5   0.73   21.7    330
SPY    SPDR S&P 50  SPY US 04/05/13 P153     -13.0  11.1   0.63    5.0    541
RDY    DR REDDY'S-  RDY US 06/22/13 P35      -12.8  16.6   2.05   -8.9    516
STP    SUNTECH POW  STP US 04/20/13 C0.5     -12.4 247.4   0.34   41.7    500
QQQ    POWERSH-QQQ  QQQ US 04/20/13 P70      -12.1  10.7   1.82    7.1    895
SPY    SPDR S&P 50  SPY US 04/20/13 P153     -12.0  11.4   1.08    0.9   5749
SPY    SPDR S&P 50  SPY US 05/18/13 P157     -11.9  10.8   3.45    3.6   1251
XLV    SPDR-HEALTH  XLV US 04/20/13 P44      -11.8  10.9   0.32   -3.0    871
SPY    SPDR S&P 50  SPY US 04/05/13 P152     -11.8  11.7   0.50    6.4    249
QQQ    POWERSH-QQQ  QQQ US 04/12/13 P69.5    -11.4  10.7   1.30    0.0    230
QQQ    POWERSH-QQQ  QQQ US 04/05/13 P69.5    -11.3  10.4   1.22   -9.0    293
BAC    BANK OF AME  BAC US 05/18/13 C9       -11.0  38.0   3.60   13.6    253
ITUB   ITAU UNIBAN  ITUB US 04/20/13 C18     -11.0  22.4   0.40  -20.0    400
SPY    SPDR S&P 50  SPY US 04/20/13 P152     -10.7  12.0   0.89    4.7   6665
XLI    SPDR-INDU S  XLI US 04/20/13 P41      -10.3  13.1   0.33   -5.7   2948
MCP    MOLYCORP IN  MCP US 04/20/13 P5       -10.0  86.4   0.17  -37.0   3404

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

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