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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
=============================================================================
CIM    CHIMERA INV  CIM US 04/20/13 C3        85.5  49.8   0.25   38.9   5482
ACAD   ACADIA PHAR  ACAD US 04/20/13 C5       82.9 121.4   3.40  100.0   1109
IYR    ISHARES-DJ   IYR US 04/20/13 P71       73.1  13.4   2.73   -0.4    694
ACAD   ACADIA PHAR  ACAD US 04/20/13 P6       60.1  86.4   0.05  -66.7   1015
AAPL   APPLE INC    AAPL US 04/20/13 C255     43.3  80.7 200.25   13.8   2180
RFP    RESOLUTE FO  RFP US 04/20/13 C17.5     40.7  47.3   0.60  300.0    570
DRYS   DRYSHIPS IN  DRYS US 04/20/13 C1.5     37.0  91.6   0.59   22.9   1085
ACAD   ACADIA PHAR  ACAD US 04/20/13 P7       35.0  78.1   0.16  -75.4   1562
OMPI   OBAGI MEDIC  OMPI US 04/20/13 C20      34.5   8.8   0.05    0.0   1051
SVU    SUPERVALU I  SVU US 04/20/13 C4.5      30.1  48.7   0.35  250.0    640
ACAD   ACADIA PHAR  ACAD US 04/20/13 C7       28.7  74.8   1.70  466.7   1501
BMC    BMC SOFTWAR  BMC US 04/20/13 C45       28.5  30.6   1.76  120.0   1045
SPY    SPDR S&P 50  SPY US 04/20/13 C150      28.4  14.8   5.46   -8.2   1371
BMC    BMC SOFTWAR  BMC US 04/20/13 P43       26.1  30.6   0.75    0.0    563
ACAD   ACADIA PHAR  ACAD US 06/22/13 P6       24.5  76.5   0.22  -64.5   5000
DRYS   DRYSHIPS IN  DRYS US 04/20/13 C2       24.2  64.6   0.18  125.0   2479
DRYS   DRYSHIPS IN  DRYS US 05/18/13 C2       23.1  66.2   0.25  108.3   1804
RFP    RESOLUTE FO  RFP US 05/18/13 C17.5     23.1  43.1   1.05  110.0    556
MUX    MCEWEN MINI  MUX US 05/18/13 C2        22.8  84.6   0.90    5.9   1209
BMC    BMC SOFTWAR  BMC US 04/20/13 C47       22.2  29.9   0.90  190.3   3186
CA     CA INC       CA US 04/20/13 C26        21.6  18.8   0.15  -11.8   3208
QCOR   QUESTCOR PH  QCOR US 04/20/13 C36      20.9  45.8   1.40  115.4    669
SPY    SPDR S&P 50  SPY US 04/20/13 C152      20.7  13.6   3.87  -12.1   1967
EGO    ELDORADO GO  EGO US 04/20/13 C10       19.9  41.2   0.30  100.0   4705
IBM    IBM          IBM US 04/20/13 C190      19.4  24.5  20.75  -18.6    563
SPLK   SPLUNK INC   SPLK US 04/20/13 P35      17.6  43.7   0.60   33.3   3480
IYR    ISHARES-DJ   IYR US 04/20/13 P69       17.3  11.3   1.13   -4.2    865
QCOR   QUESTCOR PH  QCOR US 04/20/13 P30      17.1  66.4   0.70   -1.4   1845
COCO   CORINTHIAN   COCO US 05/18/13 C2       16.8  67.7   0.30   20.0   1427
DIA    SPDR DJIA T  DIA US 04/20/13 C143      16.7  11.2   2.38  -19.6    533
XLU    SPDR-UTIL S  XLU US 06/22/13 P34       16.0  16.1   0.13    0.0   2000
CA     CA INC       CA US 04/20/13 C25        15.9  18.9   0.45  -18.2   1414
DELL   DELL INC     DELL US 05/18/13 C11      15.7  45.8   3.31    5.1   3000
ACN    ACCENTURE P  ACN US 04/20/13 C77.5     15.6  21.2   0.55  -42.1   2021
OMX    OFFICEMAX I  OMX US 04/20/13 C12       15.5  19.9   0.25  -16.7    633
BMC    BMC SOFTWAR  BMC US 05/18/13 C46       15.0  31.3   1.95   77.3    512
MJN    MEAD JOHNSO  MJN US 04/20/13 P70       14.7  25.2   0.31  -22.5    539
XLF    SPDR-FINL S  XLF US 04/20/13 C19       14.5  15.3   0.05  -16.7   1081
ACN    ACCENTURE P  ACN US 04/20/13 C75       14.4  22.4   1.50  -35.9    668
IWM    ISHARES-RUS  IWM US 04/20/13 C93       14.3  15.3   1.91  -12.8    715
ACAD   ACADIA PHAR  ACAD US 04/20/13 P8       14.2  69.8   0.40  -73.3    828
TSM    TAIWAN SEMI  TSM US 04/20/13 C17.5     13.4  26.6   0.30  -25.0   1531
SCHB   SCHWAB US B  SCHB US 04/20/13 C39      13.3  14.9   0.05  -66.7    500
PCS    METROPCS CO  PCS US 04/20/13 P10       13.2  47.6   0.33   10.0   1037
FMCN   FOCUS MEDIA  FMCN US 05/18/13 C26      13.0  24.2   1.05   10.5   1180
CA     CA INC       CA US 05/18/13 C26        12.7  22.0   0.45    0.0    758
MEMP   MEMORIAL PR  MEMP US 07/20/13 C20      12.6  25.9   0.60   50.0    781
SSRI   SILVER STAN  SSRI US 04/20/13 C9       12.5  49.8   1.70   -8.1    750
DIA    SPDR DJIA T  DIA US 04/20/13 C146      12.2   9.4   0.73  -21.5    586
XLP    SPDR-CONS S  XLP US 04/20/13 P40       11.9   8.0   1.05    1.9   1506
ACN    ACCENTURE P  ACN US 04/20/13 P72.5     11.9  23.0   1.35   92.9   1613
XOM    EXXON MOBIL  XOM US 04/20/13 C92.5     11.7  12.2   0.13    0.0   1687
HUM    HUMANA INC   HUM US 04/20/13 C70       11.5  38.5   2.15   -8.5   2954
HUM    HUMANA INC   HUM US 05/18/13 P65       11.3  37.3   2.75   71.9   1239
HUM    HUMANA INC   HUM US 05/18/13 P67.5     11.2  36.3   3.80   35.7   7863
HUM    HUMANA INC   HUM US 04/20/13 P67.5     11.1  39.7   3.00   46.3   2194
S      SPRINT NEXT  S US 05/18/13 P5.5        10.8  31.6   0.12    9.1   3766
PCS    METROPCS CO  PCS US 04/20/13 C11       10.7  50.6   0.40    5.3   1129
LOGM   LOGMEIN INC  LOGM US 04/20/13 C17.5    10.6  89.7   2.00   -9.1    753
ARIA   ARIAD PHARM  ARIA US 06/22/13 P20      10.6  48.0   2.00   81.8    539
AMD    ADV MICRO D  AMD US 04/20/13 P2        10.1  80.1   0.02    0.0    853
ADT    ADT CORP/TH  ADT US 04/20/13 P45       10.0  24.5   0.10  -16.7    705

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
ORCL   ORACLE CORP  ORCL US 04/20/13 C31     -38.8  22.2   1.75  -67.0    528
GES    GUESS? INC   GES US 04/20/13 P24      -34.6  32.0   0.50   25.0   1299
USO    UNITED STAT  USO US 01/17/15 P28      -34.0  24.8   2.00   -7.0   5000
ORCL   ORACLE CORP  ORCL US 04/20/13 C32     -33.7  20.9   1.04  -73.3   4790
GES    GUESS? INC   GES US 04/20/13 C25      -32.4  32.0   1.05  -52.9   1344
ORCL   ORACLE CORP  ORCL US 04/20/13 C33     -29.3  20.3   0.51  -83.0   7636
ORCL   ORACLE CORP  ORCL US 04/20/13 P29     -28.9  24.6   0.05  400.0  10963
ORCL   ORACLE CORP  ORCL US 04/20/13 P32     -28.9  20.7   0.53  341.7  10084
ORCL   ORACLE CORP  ORCL US 04/20/13 P33     -28.3  19.9   1.03  390.5   3162
ORCL   ORACLE CORP  ORCL US 04/20/13 P31     -27.9  22.0   0.25  316.7   2957
ORCL   ORACLE CORP  ORCL US 04/20/13 P30     -27.6  23.5   0.12  200.0   1894
ORCL   ORACLE CORP  ORCL US 04/20/13 P34     -25.7  19.5   1.74  346.1   1626
ORCL   ORACLE CORP  ORCL US 04/20/13 C34     -24.6  19.6   0.21  -90.3   7115
ORCL   ORACLE CORP  ORCL US 05/18/13 P29     -22.7  24.1   0.17  112.5   2440
JBL    JABIL CIRCU  JBL US 04/20/13 C19      -22.6  26.2   0.35  -66.7   3119
ISIS   ISIS PHARM   ISIS US 04/20/13 C19     -22.4  46.7   0.70  -12.5    607
BAC    BANK OF AME  BAC US 04/20/13 C10      -22.3  42.2   2.63   -7.7    684
ORCL   ORACLE CORP  ORCL US 05/18/13 P31     -21.6  21.5   0.48  200.0   3568
ORCL   ORACLE CORP  ORCL US 05/18/13 P30     -21.2  22.7   0.28  180.0   1287
LULU   LULULEMON A  LULU US 04/20/13 C67.5   -21.2  32.1   1.29  -17.3   1492
LULU   LULULEMON A  LULU US 04/20/13 C65     -21.1  32.9   2.25  -10.7   1760
LULU   LULULEMON A  LULU US 04/20/13 P62.5   -21.0  33.6   1.47  -41.0   1742
ORCL   ORACLE CORP  ORCL US 05/18/13 P32     -20.5  20.6   0.83  232.0   4573
DSX    DIANA SHIPP  DSX US 04/20/13 C10      -19.4  29.5   0.17  240.0   1532
ORCL   ORACLE CORP  ORCL US 05/18/13 C32     -19.2  20.8   1.32  -68.5   1571
ORCL   ORACLE CORP  ORCL US 05/18/13 C33     -19.1  20.2   0.80  -74.2   2915
ORCL   ORACLE CORP  ORCL US 05/18/13 P33     -19.0  20.0   1.32  238.5   2055
S      SPRINT NEXT  S US 04/20/13 C6         -18.9  12.9   0.13    8.3   4721
LULU   LULULEMON A  LULU US 04/20/13 C60     -18.9  35.0   5.49    2.4    680
ORCL   ORACLE CORP  ORCL US 06/22/13 P30     -18.5  23.0   0.53  130.4    713
LULU   LULULEMON A  LULU US 04/20/13 P60     -18.4  34.8   0.77  -48.3   3081
ORCL   ORACLE CORP  ORCL US 06/22/13 P31     -17.4  22.1   0.78  151.6   1575
AZN    ASTRAZENECA  AZN US 04/20/13 C50      -16.5  15.5   0.16  220.0    926
ORCL   ORACLE CORP  ORCL US 05/18/13 C34     -16.5  19.8   0.44  -81.7   7507
SLCA   US SILICA H  SLCA US 04/20/13 C25     -16.5  47.0   0.70  -26.3    847
KBH    KB HOME      KBH US 04/20/13 C23      -16.4  37.1   0.55    0.0    856
KBH    KB HOME      KBH US 04/20/13 C22      -16.4  37.8   0.97    4.3   3201
KBH    KB HOME      KBH US 04/20/13 C21      -16.4  38.4   1.46    0.7    523
LULU   LULULEMON A  LULU US 04/20/13 P55     -16.0  37.2   0.15  -65.1    869
KBH    KB HOME      KBH US 04/20/13 P22      -15.8  39.1   0.95  -32.1    820
BAC    BANK OF AME  BAC US 05/18/13 C9       -15.4  48.6   3.62   -6.0   1214
KBH    KB HOME      KBH US 04/20/13 P21      -15.3  40.3   0.53  -40.5   1648
JBL    JABIL CIRCU  JBL US 05/18/13 C19      -15.2  25.9   0.60  -50.0    552
ORCL   ORACLE CORP  ORCL US 06/22/13 P33     -15.0  20.8   1.61  155.6    545
JBL    JABIL CIRCU  JBL US 06/22/13 C19      -14.9  27.8   0.85  -39.3    503
KBH    KB HOME      KBH US 04/20/13 P20      -14.8  40.8   0.26  -48.0    605
KBH    KB HOME      KBH US 04/20/13 C20      -14.4  39.9   2.30    8.5   1398
ORCL   ORACLE CORP  ORCL US 06/22/13 C32     -14.1  21.4   1.66  -60.5    838
LINE   LINN ENERGY  LINE US 04/20/13 P33     -13.6  31.0   0.10  -33.3    549
DELL   DELL INC     DELL US 01/17/15 C12     -13.2  14.7   2.50   -2.0    580
NUGT   DIR GLD BUL  NUGT US 04/20/13 C4      -13.0  85.9   1.90   18.8   1335
ORCL   ORACLE CORP  ORCL US 06/22/13 C33     -13.0  20.8   1.14  -66.5    988
KBH    KB HOME      KBH US 04/20/13 P19      -12.9  43.0   0.14  -48.1    975
ORCL   ORACLE CORP  ORCL US 06/22/13 P34     -12.8  20.4   2.20  139.1   5194
SD     SANDRIDGE E  SD US 04/20/13 P5        -12.6  45.9   0.06  -33.3   1181
GDI    GARDNER DEN  GDI US 04/20/13 C75      -12.5   2.2   0.20    0.0   1395
CBS    CBS CORP-B   CBS US 04/20/13 P42      -12.4  22.9   0.10  100.0   1589
EWT    ISHARES-TAI  EWT US 04/20/13 C13      -12.2  14.8   0.29  -35.6    849
SLCA   US SILICA H  SLCA US 04/20/13 P25     -12.2  45.1   2.10   -9.1    935
ORCL   ORACLE CORP  ORCL US 06/22/13 C34     -12.0  20.5   0.74  -72.5    977
ORCL   ORACLE CORP  ORCL US 09/21/13 P26     -12.0  27.7   0.35   40.0   4441
IWM    ISHARES-RUS  IWM US 04/20/13 P95      -11.8  12.8   2.17   10.2   2619
AFSI   AMTRUST FIN  AFSI US 04/20/13 P25     -10.7  71.5   0.10    0.0    555
ORCL   ORACLE CORP  ORCL US 09/21/13 P29     -10.5  25.2   0.85   77.1   4027
ABB    ABB LTD-ADR  ABB US 04/20/13 P21      -10.4  23.8   0.15   25.0    781
IWM    ISHARES-RUS  IWM US 04/12/13 P93      -10.2  14.7   1.13   16.5    796
ULTA   ULTA SALON   ULTA US 04/20/13 C75     -10.2  27.4   3.70   -8.0   1224

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

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