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 3:00 p.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 500 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
=============================================================================
OCN    OCWEN FINL   OCN US 05/18/13 P37.5     41.8  54.0   3.60  118.2   6074
SPY    SPDR S&P 50  SPY US 04/20/13 P160      34.4   9.9   6.02   15.3   1269
OCN    OCWEN FINL   OCN US 05/18/13 P35       33.8  54.4   2.35  147.4   1654
OCN    OCWEN FINL   OCN US 04/20/13 C37.5     31.6  40.5   1.40  -32.4   1540
OCN    OCWEN FINL   OCN US 04/20/13 P37.5     30.2  40.9   2.25  200.0    585
SPXS   DIREXION DA  SPXS US 04/20/13 C11      28.5  36.7   1.85   12.1    777
DG     DOLLAR GENE  DG US 04/20/13 C49        27.8  38.7   1.55   15.7   1926
TUMI   TUMI HOLDIN  TUMI US 04/20/13 C22.5    27.3  66.9   2.10   -4.5    577
SPY    SPDR S&P 50  SPY US 04/20/13 P159      25.1  10.3   4.97   15.3    563
RAS    RAIT FINANC  RAS US 07/20/13 C8        25.1  30.0   0.35    0.0    796
EDU    NEW ORIENTA  EDU US 04/20/13 C16       23.7  56.3   2.10   23.5   1036
RSX    MKT VECT-RU  RSX US 04/20/13 P26       22.7  27.6   0.30  100.0   2810
SVU    SUPERVALU I  SVU US 04/20/13 P4        22.5  52.9   0.15   50.0   1463
NSM    NATIONSTAR   NSM US 04/20/13 P35       22.3  46.4   1.75  150.0    858
OCN    OCWEN FINL   OCN US 04/20/13 P35       21.9  43.7   1.15  259.4    857
NSM    NATIONSTAR   NSM US 04/20/13 C35       21.6  49.5   2.25  -23.7   1968
SPY    SPDR S&P 50  SPY US 04/05/13 P157      21.1  10.8   3.24   31.2    625
EDU    NEW ORIENTA  EDU US 04/20/13 P18       20.8  53.2   1.35  -15.6    742
OCN    OCWEN FINL   OCN US 04/20/13 C35       20.1  43.9   2.90  -29.8   1008
KRFT   KRAFT FOODS  KRFT US 05/18/13 P50      20.0  16.3   1.35   19.5    509
OPK    OPKO HEALTH  OPK US 01/18/14 P7        18.2  56.0   1.47   33.6   1498
BAC    BANK OF AME  BAC US 04/05/13 P12       17.3  31.7   0.09  -10.0    808
EDU    NEW ORIENTA  EDU US 07/20/13 C17       17.3  59.4   2.55   21.4   1731
EEM    ISHARES-EMG  EEM US 04/20/13 P43.5     17.2  14.3   1.81   23.1   2080
SPY    SPDR S&P 50  SPY US 04/20/13 P158      16.9  10.7   4.35   15.7   2655
OCN    OCWEN FINL   OCN US 07/20/13 C37.5     16.9  47.1   3.31  -30.8    937
SPY    SPDR S&P 50  SPY US 04/05/13 P156      16.8  11.6   2.52   17.2   1788
DELL   DELL INC     DELL US 04/20/13 P14      16.8  15.3   0.16  -11.1   2058
MDVN   MEDIVATION   MDVN US 04/20/13 C46      16.6  41.6   1.82   40.0   1523
EDU    NEW ORIENTA  EDU US 04/20/13 P17       16.6  55.1   0.80   -5.9    826
CAG    CONAGRA FOO  CAG US 06/22/13 P29       16.3  26.8   0.15   50.0    850
EDU    NEW ORIENTA  EDU US 04/20/13 C17       16.1  55.1   1.45   26.1    826
S      SPRINT NEXT  S US 05/18/13 P5.5        16.0  31.2   0.13   18.2   4729
BAC    BANK OF AME  BAC US 04/12/13 P12       15.8  32.0   0.15    7.1    637
DELL   DELL INC     DELL US 04/20/13 C13      15.5  27.7   1.27    9.5    683
ABC    AMERISOURCE  ABC US 04/20/13 C50       15.2  16.9   1.50  200.0    528
HOV    HOVNANIAN E  HOV US 04/20/13 P6        15.2  49.2   0.20  -42.9   2384
BAC    BANK OF AME  BAC US 04/12/13 P12.5     15.1  30.4   0.29   -9.4   4825
DELL   DELL INC     DELL US 04/20/13 C14      15.0  16.3   0.36   24.1  12316
IWM    ISHARES-RUS  IWM US 04/20/13 P96       14.9  12.9   3.16   17.5    553
SPY    SPDR S&P 50  SPY US 04/05/13 P155      14.8  12.3   2.06   39.2   2188
XLI    SPDR-INDU S  XLI US 04/20/13 P42       14.8  13.4   0.90   18.4    513
BAC    BANK OF AME  BAC US 04/20/13 P11       14.6  39.0   0.06    0.0   1253
BAC    BANK OF AME  BAC US 04/05/13 P12.5     14.6  30.3   0.23  -14.8   2253
RSX    MKT VECT-RU  RSX US 04/20/13 P27       14.6  25.2   0.65  116.7   1478
SQQQ   PROSHARES U  SQQQ US 06/22/13 P27      14.5  37.3   0.25    0.0    590
HOV    HOVNANIAN E  HOV US 04/20/13 C6        14.5  48.3   0.40   42.9   1551
EEM    ISHARES-EMG  EEM US 04/20/13 P43       14.4  14.7   1.46   30.4  15027
SPY    SPDR S&P 50  SPY US 04/05/13 P154      14.1  13.1   1.54   40.0   9493
WLT    WALTER ENER  WLT US 04/20/13 C27.5     14.1  55.9   2.20  -20.0    947
BKCC   BLACKROCK K  BKCC US 08/17/13 C10      13.8  20.3   0.40  -27.3   1205
BAC    BANK OF AME  BAC US 04/20/13 P12       13.7  33.6   0.20   -9.1  10848
AUXL   AUXILIUM PH  AUXL US 04/20/13 C17.5    13.6  43.5   0.55    0.0    522
MNST   MONSTER BEV  MNST US 04/20/13 P42.5    13.6  44.2   0.30  -25.0   1091
BAC    BANK OF AME  BAC US 04/05/13 C12       13.3  31.9   0.82   24.2   1549
DIA    SPDR DJIA T  DIA US 04/20/13 P145      13.3  10.4   2.37   12.9    776
BAC    BANK OF AME  BAC US 04/05/13 C12.5     13.2  29.9   0.40   25.0   1830
KRFT   KRAFT FOODS  KRFT US 05/18/13 C52.5    13.0  13.9   0.25    0.0    555
ATU    ACTUANT COR  ATU US 04/20/13 P30       13.0  36.4   0.70  -12.5    520
CVC    CABLEVISION  CVC US 04/20/13 P14       12.9  28.4   0.27   -3.6   1332
BCS    BARCLAYS PL  BCS US 05/18/13 P18       12.8  33.3   0.95   43.9    805
BWA    BORGWARNER   BWA US 04/20/13 P75       12.8  24.7   1.15   69.1   1229
NPSP   NPS PHARM I  NPSP US 05/18/13 C10      12.8  44.9   0.69   97.1    894
BAC    BANK OF AME  BAC US 04/12/13 C11.5     12.7  33.5   1.24   22.8    901
SPY    SPDR S&P 50  SPY US 04/05/13 P153      12.7  13.9   1.34   54.0   6744
PXP    PLAINS EXPL  PXP US 05/18/13 P45       12.6  23.3   1.00   19.1   2200
SPY    SPDR S&P 50  SPY US 04/20/13 P157      12.6  11.1   3.60   20.0   4459
SPY    SPDR S&P 50  SPY US 04/12/13 P155      12.5  12.3   2.34   26.5    583
KRFT   KRAFT FOODS  KRFT US 06/22/13 P50      12.4  15.9   1.60   23.1   1046
TBT    PRO ULTSH 2  TBT US 04/20/13 C66       12.4  24.9   1.95  -20.4    909
LCC    US AIRWAYS   LCC US 04/20/13 P15       12.3  39.7   0.21    0.0    522
CLF    CLIFFS NATU  CLF US 04/20/13 C21       12.2  57.5   1.09  -35.9   1675
TBT    PRO ULTSH 2  TBT US 04/20/13 P64       12.2  24.7   1.07   87.7    552
BAC    BANK OF AME  BAC US 04/05/13 P13       12.1  29.2   0.53  -10.2    507
SLV    ISHARES SIL  SLV US 04/05/13 C28.5     12.1  21.8   0.30   15.4   1712
SPY    SPDR S&P 50  SPY US 04/05/13 P152      12.1  14.7   1.01   44.3  11979
BAC    BANK OF AME  BAC US 04/20/13 C10       12.0  44.7   2.62    2.8    678
SPY    SPDR S&P 50  SPY US 04/05/13 P151      12.0  15.6   0.85   44.1   7449
WLT    WALTER ENER  WLT US 04/20/13 P27.5     12.0  54.8   1.43   58.9   1342
BHP    BHP BILLITO  BHP US 04/20/13 C72.5     11.9  21.4   0.67  -53.1   2947
SPY    SPDR S&P 50  SPY US 04/12/13 P156      11.8  11.6   2.72   15.2    817
BAC    BANK OF AME  BAC US 04/12/13 C12.5     11.8  30.1   0.50   38.9   2254
TBT    PRO ULTSH 2  TBT US 04/20/13 C67       11.8  25.1   1.52  -19.1    741
GRMN   GARMIN LTD   GRMN US 04/20/13 P33      11.8  24.0   0.71   97.2   2496
BAC    BANK OF AME  BAC US 04/20/13 C12       11.7  34.0   0.91   15.2  14672
MNST   MONSTER BEV  MNST US 04/20/13 P45      11.7  39.2   0.60  -20.0   1252
LCC    US AIRWAYS   LCC US 04/20/13 P16       11.7  37.6   0.48  -14.3    942
GLD    SPDR GOLD T  GLD US 04/12/13 C163      11.6  14.4   0.31   40.9    500
BAC    BANK OF AME  BAC US 04/12/13 C12       11.6  32.0   0.84   20.0   1877
TBT    PRO ULTSH 2  TBT US 04/20/13 P63       11.6  24.7   0.71  102.9    520
IWM    ISHARES-RUS  IWM US 04/05/13 P94       11.5  14.9   1.61   18.4   1058
DIA    SPDR DJIA T  DIA US 04/20/13 P144      11.5  11.0   1.96   17.4   1716
FAZ    DIR FIN BEA  FAZ US 04/20/13 P10       11.4  40.4   0.21   -8.7    675
IWM    ISHARES-RUS  IWM US 04/20/13 P95       11.4  13.8   2.54   22.1   4091
SSRI   SILVER STAN  SSRI US 06/22/13 C11      11.4  47.8   0.85   37.1    938
JNJ    JOHNSON&JOH  JNJ US 04/20/13 P72.5     11.3  16.8   0.09  125.0   1358
BWA    BORGWARNER   BWA US 04/20/13 P77.5     11.2  23.1   1.95   37.3    703
CAG    CONAGRA FOO  CAG US 06/22/13 P28       11.2  29.5   0.15    0.0   5529
SLV    ISHARES SIL  SLV US 04/05/13 C28       11.2  21.6   0.47    0.0   1721
SPY    SPDR S&P 50  SPY US 04/20/13 P156      11.2  11.7   3.07   23.8  11710
KRFT   KRAFT FOODS  KRFT US 06/22/13 C52.5    11.1  14.0   0.45  -10.0    594
GLD    SPDR GOLD T  GLD US 04/12/13 C159      11.1  13.4   1.01   55.4    647
CPN    CALPINE COR  CPN US 06/22/13 P19       11.1  21.9   0.40    0.0    701
MNST   MONSTER BEV  MNST US 04/20/13 C50      11.0  34.7   1.90   90.0    735
SPY    SPDR S&P 50  SPY US 04/12/13 P154      11.0  12.9   1.84   28.7    779
WFC    WELLS FARGO  WFC US 04/20/13 P36       10.9  21.5   0.37   48.0   2047
GMCR   GREEN MOUNT  GMCR US 04/20/13 C55      10.9  42.2   3.00   22.9   1728
SAN    BANCO SANTA  SAN US 06/22/13 P6        10.9  42.0   0.15   50.0   3000
BAC    BANK OF AME  BAC US 05/18/13 P11       10.8  35.4   0.13    0.0   2329
X      US STEEL CO  X US 04/20/13 C20         10.8  37.2   0.69  -19.8   1712
XLF    SPDR-FINL S  XLF US 05/18/13 P19       10.7  15.3   1.01   11.0   1399
DELL   DELL INC     DELL US 08/17/13 C13      10.7  24.1   1.55   10.7   1150
X      US STEEL CO  X US 04/20/13 P20         10.7  37.8   1.10   41.0    723
XLU    SPDR-UTIL S  XLU US 05/18/13 P38       10.7  10.4   0.68   15.2   1664
SPY    SPDR S&P 50  SPY US 04/12/13 P153      10.7  13.6   1.59   27.2    588
C      CITIGROUP I  C US 04/05/13 C47         10.6  25.8   0.54   -6.9   1227
TBT    PRO ULTSH 2  TBT US 04/20/13 C68       10.6  25.4   1.17  -18.8   1240
NAVB   NAVIDEA BIO  NAVB US 04/20/13 C3       10.6  71.7   0.15   15.4    973
XLY    SPDR-CONS D  XLY US 04/20/13 P52       10.6  13.8   0.98   58.1   2536
BYD    BOYD GAMING  BYD US 06/22/13 P7        10.5  56.2   0.75   25.0   1511
TBT    PRO ULTSH 2  TBT US 04/20/13 P67       10.5  25.1   2.45   42.4   1789
XLF    SPDR-FINL S  XLF US 04/20/13 P18       10.4  16.9   0.28   21.7  31551
XLF    SPDR-FINL S  XLF US 04/05/13 P18       10.3  17.0   0.18   20.0    661
SPY    SPDR S&P 50  SPY US 04/20/13 P155      10.3  12.3   2.58   25.2  25017
AIG    AMERICAN IN  AIG US 04/20/13 C40       10.2  21.9   0.35  -10.3    971
USB    US BANCORP   USB US 04/20/13 C35       10.2  15.3   0.18    0.0   2159
LCC    US AIRWAYS   LCC US 04/20/13 C17       10.2  34.4   0.50   61.3    848
TLT    ISHARES BAR  TLT US 04/20/13 C117      10.2  12.5   1.87   49.6   1028
KBH    KB HOME      KBH US 04/20/13 C18       10.2  49.3   3.20   19.4    648
UVXY   PRO ULTRA V  UVXY US 04/20/13 C9       10.1 141.2   1.60   33.3   2749
FAS    DIR FIN BUL  FAS US 04/20/13 P165      10.1  40.4   9.70   20.5    548
SLV    ISHARES SIL  SLV US 04/12/13 C28.5     10.0  21.7   0.39    5.4   1534

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CAH    CARDINAL HE  CAH US 04/20/13 C43      -34.5  17.0   0.65  -79.7   3109
SID    SID NACIONA  SID US 04/20/13 P4       -30.4  53.7   0.05    0.0   1200
IBKR   INTERACTIVE  IBKR US 01/18/14 P12     -25.5  19.9   0.20  -55.6    766
RNF    RENTECH NIT  RNF US 04/20/13 P35      -22.8  29.1   1.05   66.7    748
CAH    CARDINAL HE  CAH US 04/20/13 P42      -22.0  18.2   0.71  491.7   3290
NYT    NEW YORK TI  NYT US 04/20/13 C10      -19.8  33.3   0.30  -25.0    583
CAH    CARDINAL HE  CAH US 04/20/13 P43      -18.4  17.3   1.10  378.3   2397
GOL    GOL-ADR      GOL US 04/20/13 C7.5     -14.8  56.7   0.40  -33.3   3447
LULU   LULULEMON A  LULU US 04/20/13 C65     -14.0  42.2   2.53  -39.8   1006
SPLK   SPLUNK INC   SPLK US 04/20/13 P37.5   -13.2  37.3   1.65   26.9    502
WAG    WALGREEN CO  WAG US 04/20/13 C45      -13.2  17.6   0.68  172.0   4419
LULU   LULULEMON A  LULU US 04/20/13 P65     -13.1  42.5   3.90   16.1   1810
WAG    WALGREEN CO  WAG US 04/20/13 C46      -13.0  17.6   0.38  153.3   2631
WAG    WALGREEN CO  WAG US 04/20/13 C43      -12.5  18.7   1.90  120.9  11594
LULU   LULULEMON A  LULU US 04/20/13 C62.5   -12.4  43.3   3.80  -32.5    738
CAH    CARDINAL HE  CAH US 05/18/13 P40      -12.3  22.3   0.55    0.0   5105
LULU   LULULEMON A  LULU US 04/20/13 P62.5   -12.2  43.3   2.70   17.4   1551
NTRI   NUTRISYSTEM  NTRI US 04/20/13 C9      -11.9  26.4   0.10  -33.3    558
CHTR   CHARTER COM  CHTR US 05/18/13 P95     -11.7  24.9   2.00    0.0    549
LULU   LULULEMON A  LULU US 04/20/13 P60     -11.3  44.1   1.69   13.4   3210
XLU    SPDR-UTIL S  XLU US 06/22/13 P38      -11.0   9.8   1.01   13.5    602
WAG    WALGREEN CO  WAG US 04/20/13 C44      -11.0  18.4   1.30  195.4   1111
S      SPRINT NEXT  S US 11/16/13 P5         -10.9  29.5   0.73    0.0    662
STSI   STAR SCIENT  STSI US 05/18/13 P1.5    -10.7  89.1   0.15   50.0   2952
FRAN   FRANCESCAS   FRAN US 04/20/13 P22.5   -10.7  70.5   0.70    0.0    983
WAG    WALGREEN CO  WAG US 04/20/13 P45      -10.6  17.8   1.10  -60.1   1158
BID    SOTHEBY'S    BID US 04/20/13 C39      -10.5  27.1   0.63  -40.0    755
WAG    WALGREEN CO  WAG US 04/20/13 P44      -10.2  18.5   0.73  -63.9   1993
STSI   STAR SCIENT  STSI US 04/20/13 P1.5    -10.1  93.5   0.10  100.0   2254

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

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