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
=============================================================================
NLY    ANNALY CAPI  NLY US 04/20/13 C15      401.0  47.0   1.13   13.0  60460
NLY    ANNALY CAPI  NLY US 04/20/13 C14      275.4  70.4   2.12    5.0  16019
NLY    ANNALY CAPI  NLY US 05/18/13 C15      238.0  31.7   1.12    9.8   3573
NOAH   NOAH HOLDIN  NOAH US 09/21/13 C5       52.5  94.4   2.95    0.0   2456
SWHC   SMITH & WES  SWHC US 04/20/13 C7       47.0  57.6   2.10  -14.3    500
GMXR   GMX RESOURC  GMXR US 11/16/13 C1       35.1 110.0   1.65    0.0    585
HTS    HATTERAS FI  HTS US 04/20/13 C27       27.4  30.2   1.10   10.0   5300
JAZZ   JAZZ PHARMA  JAZZ US 04/20/13 P50      24.5  47.8   0.59  136.0   2216
HNR    HARVEST NAT  HNR US 04/20/13 C2.5      23.1 131.7   1.25   -7.4   1000
GTAT   GT ADVANCED  GTAT US 04/20/13 C2.5     22.8  81.3   0.55   27.9    704
BBVA   BANCO BILBA  BBVA US 04/20/13 P9       21.2  40.6   0.55   57.1    628
ASTX   ASTEX PHARM  ASTX US 07/20/13 C3.5     20.0  95.7   1.30   23.8   1575
EEM    ISHARES-EMG  EEM US 04/20/13 P43       18.6  13.5   0.91  -27.8  25202
NLY    ANNALY CAPI  NLY US 05/18/13 C14       17.4  48.3   2.10    4.0   2525
ARIA   ARIAD PHARM  ARIA US 04/20/13 C19      16.7  46.3   0.50   11.1    624
AEP    AMERICAN EL  AEP US 01/18/14 C40       16.1  15.4   8.00   -2.4    575
SPY    SPDR S&P 50  SPY US 04/20/13 P159      16.0   9.2   3.52  -16.4    554
CY     CYPRESS SEM  CY US 04/20/13 C11        15.8  38.3   0.47   17.5    592
SPY    SPDR S&P 50  SPY US 05/18/13 P161      15.7   9.9   5.70  -10.9   1567
NAT    NORDIC AMER  NAT US 04/20/13 P11       15.6  56.0   0.45   50.0    862
WAG    WALGREEN CO  WAG US 04/20/13 P43       15.5  29.8   0.15  -28.6   1864
AMRN   AMARIN CORP  AMRN US 04/20/13 P7       14.4  60.7   0.41   70.8   1352
DOLE   DOLE FOOD C  DOLE US 04/20/13 P9       13.8  55.0   0.05    0.0    547
NFLX   NETFLIX INC  NFLX US 04/20/13 C150     13.8  56.3  41.85   35.2    702
HTS    HATTERAS FI  HTS US 05/18/13 C27       13.8  20.9   1.10   -4.3   3500
FL     FOOT LOCKER  FL US 04/20/13 P30        12.8  30.1   0.05  -75.0   1000
RMD    RESMED INC   RMD US 04/20/13 C45       12.5  28.6   1.45  163.6   1195
SYY    SYSCO CORP   SYY US 05/18/13 P35       12.4  14.7   0.90    0.0   2115
EEM    ISHARES-EMG  EEM US 04/20/13 P42.5     12.3  14.2   0.66  -34.0  13271
AMRN   AMARIN CORP  AMRN US 05/18/13 C7       12.3  64.1   0.68  -16.1    639
HST    HOST HOTELS  HST US 04/20/13 P16       12.3  27.6   0.10    0.0    663
AMRN   AMARIN CORP  AMRN US 05/18/13 P7       11.5  62.7   0.64   39.1   1529
GIS    GENERAL MIL  GIS US 04/20/13 C45       10.9  21.3   3.50   12.9   4001
MAR    MARRIOTT IN  MAR US 04/20/13 P38       10.9  24.4   0.10  -75.0   1225
BIIB   BIOGEN IDEC  BIIB US 04/20/13 P160     10.2  44.6   2.15   22.9    897
AMRN   AMARIN CORP  AMRN US 04/20/13 C7       10.2  60.0   0.44  -26.7  11262

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BXG    BLUEGREEN C  BXG US 10/19/13 P10      -69.8   5.0   0.10    0.0    600
YHOO   YAHOO! INC   YHOO US 04/20/13 C19     -66.4  13.4   4.55    2.2   1010
NLY    ANNALY CAPI  NLY US 04/20/13 C16      -66.1   4.7   0.14   55.6   1023
ZIOP   ZIOPHARM ON  ZIOP US 04/20/13 C2      -61.1 124.2   0.20  -93.8   1785
ZIOP   ZIOPHARM ON  ZIOP US 04/20/13 P2      -54.0 148.1   0.30   50.0   3079
PLCE   CHILDREN'S   PLCE US 04/20/13 P42.5   -49.2  23.9   0.35  -53.3   2830
PLCE   CHILDREN'S   PLCE US 04/20/13 P45     -47.5  23.5   1.10  -35.3   1676
SONC   SONIC CORP   SONC US 04/20/13 P12.5   -35.1  25.5   0.27  -69.7    836
CLMT   CALUMET SPE  CLMT US 04/20/13 P35     -24.1  26.2   0.25   56.2    520
GCI    GANNETT CO   GCI US 04/20/13 P21      -22.4  27.8   0.30  -40.0    629
LINE   LINN ENERGY  LINE US 04/20/13 C38     -21.7  13.9   0.15    0.0    698
BAC    BANK OF AME  BAC US 04/12/13 C11      -21.4  29.7   1.23   -9.6    554
GCI    GANNETT CO   GCI US 04/20/13 C22      -21.4  28.3   0.55  -22.5   1472
SAN    BANCO SANTA  SAN US 06/22/13 P5       -21.4  44.3   0.05    0.0  11010
GCI    GANNETT CO   GCI US 04/20/13 P22      -20.3  28.9   0.70  -19.5    802
JNK    SPDR BARCLA  JNK US 06/22/13 P40      -18.5   7.7   0.50    0.0   3640
DELL   DELL INC     DELL US 04/20/13 P15     -18.1  13.6   0.55   -9.8   1283
FMCN   FOCUS MEDIA  FMCN US 07/20/13 P18     -17.3  42.2   0.20  -20.0   1040
NCR    NCR CORP     NCR US 04/20/13 P27      -17.0  24.8   0.80  -20.0    538
LINE   LINN ENERGY  LINE US 04/20/13 C37     -16.4  15.5   0.45   12.5   1862
SAN    BANCO SANTA  SAN US 04/20/13 P7       -14.8  35.9   0.45   15.4    508
RDS/A  ROYAL DUTCH  RDSA US 04/20/13 P67.5   -14.4  10.0   2.10  -22.2   1016
PAY    VERIFONE SY  PAY US 04/20/13 C19      -14.1  36.4   1.60  -15.8    746
FMCN   FOCUS MEDIA  FMCN US 01/17/15 P25     -14.1   8.6   0.55  -26.7   1690
SAN    BANCO SANTA  SAN US 09/21/13 P7       -14.0  31.9   0.90   12.5   1225
BAC    BANK OF AME  BAC US 04/20/13 C10      -13.8  34.7   2.27   -5.4    859
FMCN   FOCUS MEDIA  FMCN US 07/20/13 C27     -13.5   8.7   0.40  -11.1    643
FMCN   FOCUS MEDIA  FMCN US 01/17/15 P27     -13.4   4.1   0.65  -23.5    652
SPXS   DIREXION DA  SPXS US 04/20/13 C12     -13.2  27.8   0.65  -27.8    520
USB    US BANCORP   USB US 04/20/13 P33      -13.0  18.0   0.36  -23.4   1456
XLF    SPDR-FINL S  XLF US 04/20/13 C19      -13.0  12.4   0.03    0.0   2379
STJ    ST JUDE MED  STJ US 04/20/13 P41      -12.9  25.3   1.10   69.2    522
CYS    CYS INVESTM  CYS US 09/21/13 P11      -12.6  15.9   0.40   -4.8   1167
FMCN   FOCUS MEDIA  FMCN US 05/18/13 P20     -12.3  53.1   0.15  -40.0    504
GNTX   GENTEX CORP  GNTX US 04/20/13 C20     -12.1  25.0   0.45  -18.2    665
RHT    RED HAT INC  RHT US 04/20/13 C50      -11.9  44.8   1.83  -15.3   4975
BAC    BANK OF AME  BAC US 04/12/13 P12      -11.7  24.7   0.15    7.1   1781
SVU    SUPERVALU I  SVU US 04/20/13 P4.5     -11.6  59.6   0.10    0.0    559
NKE    NIKE INC -C  NKE US 04/20/13 C60      -11.4  16.5   0.73  -23.2    903
SPLK   SPLUNK INC   SPLK US 04/20/13 P37.5   -11.3  41.5   1.00    0.0    737
ACN    ACCENTURE P  ACN US 04/20/13 P70      -11.2  24.3   0.50  -46.8    927
GNTX   GENTEX CORP  GNTX US 04/20/13 P20     -11.1  25.9   0.55  -15.4    747
YELP   YELP INC     YELP US 04/20/13 P23     -10.9  41.0   0.80   -5.9    715
SPG    SIMON PROPE  SPG US 05/18/13 P160     -10.8  12.8   3.95  -12.2    604
CLMT   CALUMET SPE  CLMT US 05/18/13 P35     -10.7  27.4   0.75   50.0    882
FMCN   FOCUS MEDIA  FMCN US 05/18/13 C27     -10.6  11.6   0.40  -11.1   2711
IYR    ISHARES-DJ   IYR US 04/20/13 C72      -10.6   7.9   0.01    0.0  30000
INTU   INTUIT INC   INTU US 04/20/13 P62.5   -10.5  19.2   0.30  -50.0    630
PAY    VERIFONE SY  PAY US 04/20/13 C21      -10.5  36.3   0.47  -28.8   1131
SPLK   SPLUNK INC   SPLK US 04/20/13 C40     -10.4  41.2   1.17  -36.8   1214
PGH    PENGROWTH E  PGH US 10/19/13 C5       -10.4  28.4   0.45    0.0    859
AGNC   AMERICAN CA  AGNC US 06/22/13 C33     -10.2  12.5   0.50   16.3    704
SPY    SPDR S&P 50  SPY US 04/20/13 C150     -10.2  14.9   6.41   10.7    560
BAC    BANK OF AME  BAC US 04/20/13 C12      -10.1  29.2   0.52  -18.8  23997
STZ    CONSTELLATI  STZ US 05/18/13 P47.5    -10.1  35.7   2.90  -14.7    598

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

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