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
=============================================================================
CLSN   CELSION COR  CLSN US 05/18/13 P1       56.0  85.2   0.10    0.0    300
GT     GOODYEAR TI  GT US 05/18/13 P12        28.2  46.9   0.60    9.1    316
BAC    BANK OF AME  BAC US 01/18/14 C5        26.0  51.8   7.00    3.5    458
WPRT   WESTPORT IN  WPRT US 05/18/13 P29      20.7  59.5   3.20   10.3    828
WPRT   WESTPORT IN  WPRT US 05/18/13 P24      20.4  64.3   0.62   -4.6    234
GT     GOODYEAR TI  GT US 05/18/13 C12        19.6  45.8   0.85   21.4    242
WPRT   WESTPORT IN  WPRT US 05/18/13 P28      19.4  59.1   2.50    2.0    334
WPRT   WESTPORT IN  WPRT US 05/18/13 P27      17.9  59.9   2.02   12.2    246
IEP    ICAHN ENTER  IEP US 09/21/13 C60       17.5  31.6   4.40  144.4    210
WPRT   WESTPORT IN  WPRT US 05/18/13 P25      16.9  61.4   1.15    9.5    235
INFN   INFINERA CO  INFN US 05/18/13 C6       14.9  57.1   0.55    3.8    200
UNG    US NAT GAS   UNG US 05/18/13 P23       12.6  30.2   1.07   -9.3    368
CPN    CALPINE COR  CPN US 06/22/13 C21       12.5  21.8   0.65    0.0   1250
GT     GOODYEAR TI  GT US 07/20/13 C12        10.9  37.9   1.10   10.0    276
NFLX   NETFLIX INC  NFLX US 04/26/13 C165     10.9  97.3  11.95  -12.4    880
LINTA  LIBERTY INT  LINTA US 01/18/14 C22     10.5  25.6   1.45   11.5  10627
RFMD   RF MICRO DE  RFMD US 05/18/13 C5       10.1  61.5   0.45   -2.2    202

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
LUFK   LUFKIN INDS  LUFK US 09/21/13 C90     -89.3   3.6   0.20  -62.3    535
LUFK   LUFKIN INDS  LUFK US 06/22/13 C90     -88.1   4.9   0.20    0.0   1715
LUFK   LUFKIN INDS  LUFK US 05/18/13 C90     -86.8   6.5   0.21    0.0   1667
LUFK   LUFKIN INDS  LUFK US 09/21/13 P85     -81.8   6.1   0.35    0.0   1479
LUFK   LUFKIN INDS  LUFK US 09/21/13 C85     -80.7   6.5   3.60  300.0    420
LUFK   LUFKIN INDS  LUFK US 06/22/13 P85     -80.5   7.9   0.20    0.0    307
OMPI   OBAGI MEDIC  OMPI US 10/19/13 P22.5   -35.6   6.7   0.05    0.0   2837
MDU    MDU RES GRO  MDU US 10/19/13 C25      -27.1  18.1   0.95   35.7    250
VZ     VERIZON COM  VZ US 01/18/14 C40       -15.7  21.1   9.30   -2.1   1240
F      FORD MOTOR   F US 05/18/13 P13        -14.5  25.7   0.72  -15.3    314
T      AT&T INC     T US 01/18/14 C32        -13.1  19.2   6.00   -0.8    353
LINE   LINN ENERGY  LINE US 05/18/13 P38     -12.9  16.5   1.71   -5.0    329
T      AT&T INC     T US 07/20/13 C35        -12.5  16.1   3.00    0.7    477
GST    GASTAR EXPL  GST US 05/18/13 C2.5     -11.7  82.2   0.30   20.0    333
STZ    CONSTELLATI  STZ US 05/18/13 P47.5    -11.6  37.7   1.84  -27.8    304

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

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