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
=============================================================================
THRX   THERAVANCE   THRX US 04/20/13 C24      43.7 111.0   2.75   44.7   1091
THRX   THERAVANCE   THRX US 04/20/13 P20      42.0 124.4   1.50  130.8   1668
SNE    SONY CORP-A  SNE US 04/20/13 C14       35.8  61.0   3.62   12.8    652
THLD   THRESHOLD P  THLD US 04/20/13 C5       29.1  81.4   0.40   33.3    706
LOGM   LOGMEIN INC  LOGM US 04/20/13 C17.5    24.1  83.1   2.20   29.4   1433
GSK    GLAXOSMITHK  GSK US 04/20/13 C47       23.9  14.1   0.30  100.0   2364
SNE    SONY CORP-A  SNE US 04/20/13 C15       21.3  46.8   2.61   18.6   1454
GSK    GLAXOSMITHK  GSK US 04/20/13 P45       20.8  16.4   0.45    2.3   5861
S      SPRINT NEXT  S US 05/18/13 C5.5        19.8  36.4   0.60    0.0   2206
LCC    US AIRWAYS   LCC US 04/20/13 C14       18.5  48.8   3.20   14.3    528
EBIX   EBIX INC     EBIX US 04/20/13 P12      18.2  75.3   0.14   -6.7    685
PAA    PLAINS ALL   PAA US 04/20/13 C55       17.2  15.4   0.85   70.0   1709
GSK    GLAXOSMITHK  GSK US 04/20/13 P44       16.3  17.5   0.25   25.0   1545
DISH   DISH NETWOR  DISH US 05/18/13 C32      16.1  42.0   5.40    0.0    951
MCP    MOLYCORP IN  MCP US 09/21/13 P1        14.2 145.5   0.03    0.0   2358
WAG    WALGREEN CO  WAG US 04/20/13 C43       13.9  21.5   3.15   60.7    644
SVU    SUPERVALU I  SVU US 04/20/13 C2.5      13.7  95.5   1.65  -13.2    700
GSK    GLAXOSMITHK  GSK US 05/18/13 P45       13.7  15.0   0.95   -8.7   1517
ACAS   AMERICAN CA  ACAS US 05/18/13 P12      12.7  37.6   0.07  133.3   1349
ACAS   AMERICAN CA  ACAS US 05/18/13 P13      12.3  30.3   0.12  100.0   2025
NLY    ANNALY CAPI  NLY US 07/20/13 P13       11.9  22.6   0.16   23.1    878
RSH    RADIOSHACK   RSH US 04/20/13 P3.5      11.9  65.4   0.16  -42.9    627
LIFE   LIFE TECHNO  LIFE US 05/18/13 P55      11.6  34.1   0.50   28.2    692
SYMC   SYMANTEC CO  SYMC US 01/17/15 C25      11.4  31.1   3.50   13.6  13361
DUK    DUKE ENERGY  DUK US 04/20/13 C72.5     11.3  10.0   0.20   81.8   1065
DISH   DISH NETWOR  DISH US 05/18/13 P34      10.8  37.4   1.10  -26.7   2931
DLTR   DOLLAR TREE  DLTR US 04/20/13 P42.5    10.6  25.8   0.25  -28.6    823
DISH   DISH NETWOR  DISH US 04/20/13 C36      10.6  30.1   1.45  163.6   1106
SQNM   SEQUENOM IN  SQNM US 04/20/13 C4       10.5  71.8   0.50    6.4   3122
XCO    EXCO RESOUR  XCO US 04/20/13 C8        10.5  39.5   0.20  100.0    855
RFMD   RF MICRO DE  RFMD US 05/18/13 C5       10.4  48.8   0.35   16.7   3104
PVH    PVH CORP     PVH US 04/20/13 P115      10.2  31.4   5.05   26.2    542
S      SPRINT NEXT  S US 05/18/13 C6          10.1  24.0   0.20   17.6   2559

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
OMPI   OBAGI MEDIC  OMPI US 10/19/13 P17.5   -73.2  12.1   0.10    0.0   1737
OMPI   OBAGI MEDIC  OMPI US 07/20/13 P17.5   -68.8  14.3   0.05    0.0   1165
WSM    WILLIAMS-SO  WSM US 04/20/13 C48      -35.7  19.7   2.40  300.0   1020
CTAS   CINTAS CORP  CTAS US 04/20/13 P42.5   -33.7  18.1   0.80  166.7    513
WSM    WILLIAMS-SO  WSM US 04/20/13 C49      -32.1  19.5   1.80  462.5   1761
WSM    WILLIAMS-SO  WSM US 04/20/13 C50      -31.9  19.0   1.05  425.0    679
FRAN   FRANCESCAS   FRAN US 04/20/13 C27.5   -31.6  47.3   2.00   14.3    633
ECT    ECA MARCELL  ECT US 04/20/13 P10      -31.3  69.6   0.80  100.0    526
S      SPRINT NEXT  S US 04/05/13 C6         -30.2  13.3   0.08  -38.5   3796
FRAN   FRANCESCAS   FRAN US 04/20/13 P25     -29.7  51.4   0.35  -75.0   1365
ADBE   ADOBE SYS I  ADBE US 04/20/13 C43     -27.6  19.2   0.72   56.5   1571
ANH    ANWORTH MOR  ANH US 10/19/13 P6       -27.5  13.4   0.40  -27.3   1000
S      SPRINT NEXT  S US 04/20/13 P6         -27.3  14.5   0.08  -27.3    941
WSM    WILLIAMS-SO  WSM US 05/18/13 C49      -27.2  19.6   1.90  201.6   8375
ADBE   ADOBE SYS I  ADBE US 04/20/13 C44     -26.6  19.0   0.40   53.9    541
CYS    CYS INVESTM  CYS US 09/21/13 P11      -25.3  16.7   0.40   14.3   1000
PGNX   PROGENICS P  PGNX US 04/20/13 P5      -25.0  58.0   0.30    0.0   3547
ADBE   ADOBE SYS I  ADBE US 04/20/13 C42     -24.9  19.8   1.26   61.5    783
ADBE   ADOBE SYS I  ADBE US 04/20/13 P42     -24.7  19.6   0.69  -65.7   1644
HYG    ISH-IBOXX H  HYG US 09/21/13 P88      -24.5   8.3   1.15   -8.0    544
ADBE   ADOBE SYS I  ADBE US 04/20/13 C41     -23.2  20.7   1.95   68.1    796
GIS    GENERAL MIL  GIS US 04/20/13 C47      -23.2  12.1   1.05   94.4    563
HYG    ISH-IBOXX H  HYG US 09/21/13 P87      -22.9   8.6   0.90  -33.3    554
ZQK    QUIKSILVER   ZQK US 05/18/13 C5       -21.9  39.5   1.60    8.1   1542
FDX    FEDEX CORP   FDX US 04/20/13 P97.5    -21.8  20.4   1.48  228.9   2367
FDX    FEDEX CORP   FDX US 04/20/13 P100     -21.3  19.4   2.55  218.8   2392
FDX    FEDEX CORP   FDX US 04/20/13 P95      -21.1  21.6   0.81  211.5   2041
FDX    FEDEX CORP   FDX US 04/20/13 C100     -20.0  19.4   1.94  -73.4   1999
FDX    FEDEX CORP   FDX US 04/20/13 P92.5    -19.8  22.9   0.44  193.3    659
XLP    SPDR-CONS S  XLP US 04/20/13 C40      -17.1   7.0   0.05   66.7   1542
MMR    MCMORAN EXP  MMR US 05/18/13 C17      -16.6  11.9   0.08    0.0   1277
ADBE   ADOBE SYS I  ADBE US 05/18/13 C43     -15.7  19.6   1.15   71.6    570
VXX    IPATH-S&P S  VXX US 04/20/13 P15      -15.6  46.8   0.01    0.0    524
XLP    SPDR-CONS S  XLP US 04/20/13 P40      -14.5   6.7   1.03  -34.0   1509
ZNGA   ZYNGA INC-   ZNGA US 04/20/13 C2.5    -14.5  70.9   0.88   -9.3    773
FRAN   FRANCESCAS   FRAN US 05/18/13 P25     -14.3  52.5   0.95  -47.5   1201
S      SPRINT NEXT  S US 04/12/13 C6         -14.3  15.8   0.10  -23.1   2056
LINE   LINN ENERGY  LINE US 04/20/13 C39     -14.3  12.9   0.12   20.0   1402
EDU    NEW ORIENTA  EDU US 04/20/13 C15      -14.2  49.4   2.02  -32.7    610
EDU    NEW ORIENTA  EDU US 04/20/13 C17      -14.1  44.5   0.90  -35.7    933
XLB    SPDR-MATERI  XLB US 04/20/13 P33      -14.0  31.7   0.04  -66.7    500
NCT    NEWCASTLE I  NCT US 04/20/13 P10      -14.0  31.0   0.20   33.3    938
SID    SID NACIONA  SID US 01/18/14 P4       -13.7  37.7   0.40    0.0   5000
OCN    OCWEN FINL   OCN US 04/20/13 C37.5    -13.4  35.7   1.00   -6.5    641
SPY    SPDR S&P 50  SPY US 04/20/13 C162     -13.3   8.3   0.09    0.0  30736
MTGE   AMERICAN CA  MTGE US 09/21/13 P22.5   -13.1  19.1   0.85   -2.3   1000
OPK    OPKO HEALTH  OPK US 01/18/14 P7       -13.0  46.3   1.45    0.0    551
FDX    FEDEX CORP   FDX US 05/18/13 C100     -13.0  19.5   2.81  -63.0    822
EDU    NEW ORIENTA  EDU US 04/20/13 P16      -12.9  46.3   0.55   10.0    730
SPY    SPDR S&P 50  SPY US 04/20/13 C161     -12.6   8.4   0.16    6.7  35559
CBS    CBS CORP-B   CBS US 04/20/13 C46      -12.4  16.2   1.07   25.9   5280
MTG    MGIC INVT C  MTG US 01/18/14 P1.5     -12.2  88.8   0.07  -36.4   1146
XLI    SPDR-INDU S  XLI US 04/20/13 C42      -12.0  11.9   0.45  -10.0    523
NPSP   NPS PHARM I  NPSP US 04/20/13 C10     -11.9  33.8   0.30  -25.0    723
S      SPRINT NEXT  S US 05/18/13 P5.5       -11.8  30.1   0.12  -14.3  14445
CIE    COBALT INTE  CIE US 05/18/13 P27.5    -11.8  40.0   1.80    0.0    539
CIE    COBALT INTE  CIE US 05/18/13 C27.5    -11.7  40.1   2.07   58.0   1193
ADBE   ADOBE SYS I  ADBE US 04/20/13 P38     -11.7  26.0   0.09  -75.7    615
ADBE   ADOBE SYS I  ADBE US 04/20/13 P37     -11.6  27.1   0.05  -80.0    539
OCN    OCWEN FINL   OCN US 04/20/13 C35      -11.5  38.1   2.35   -6.0    760
LEN    LENNAR CORP  LEN US 04/20/13 C44      -11.3  27.3   1.25  127.3    727
LIFE   LIFE TECHNO  LIFE US 04/20/13 P60     -11.2  26.7   0.40  -42.9    536
SYY    SYSCO CORP   SYY US 05/18/13 C31      -11.0  17.6   3.40    0.6   1027
SPY    SPDR S&P 50  SPY US 04/20/13 C160     -10.9   8.7   0.31   19.2  65079
SPY    SPDR S&P 50  SPY US 04/05/13 C160     -10.8   8.8   0.09   12.5  12384
XOP    SPDR OIL&GA  XOP US 04/20/13 P62      -10.7  20.8   1.96  -21.6   1031
ECT    ECA MARCELL  ECT US 05/18/13 P10      -10.7  55.1   1.35  145.4    503
OMX    OFFICEMAX I  OMX US 05/18/13 C12      -10.7  29.4   0.60    9.1    833
SPY    SPDR S&P 50  SPY US 04/20/13 C159     -10.6   9.1   0.51   21.4  18870
SPY    SPDR S&P 50  SPY US 04/12/13 C158     -10.6   9.3   0.65   41.3    626
ULTA   ULTA SALON   ULTA US 04/20/13 P80     -10.5  25.0   3.60  -41.0    955
OCZ    OCZ TECHNOL  OCZ US 06/22/13 C2       -10.4 106.6   0.35  -30.0   2030
FNSR   FINISAR COR  FNSR US 04/20/13 P14     -10.4  39.3   0.50   -9.1    733
QQQ    POWERSH-QQQ  QQQ US 04/20/13 P70      -10.3  10.5   1.62  -21.7   1529
SPY    SPDR S&P 50  SPY US 04/05/13 C159     -10.3   8.8   0.20   33.3  10546
LEN    LENNAR CORP  LEN US 04/20/13 C43      -10.2  28.0   1.79  108.1   2116
GTI    GRAFTECH IN  GTI US 04/20/13 C7.5     -10.2  34.8   0.60  140.0    633
C      CITIGROUP I  C US 04/05/13 P46        -10.1  23.1   0.73  -37.1   2148
BAC    BANK OF AME  BAC US 04/05/13 P12.5    -10.1  26.6   0.14  -36.4    824
QQQ    POWERSH-QQQ  QQQ US 04/20/13 P71      -10.1  10.0   2.39  -20.9    809

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

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