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
=============================================================================
FTR    FRONTIER CO  FTR US 05/18/13 P4        32.9  45.0   0.20   33.3  22103
SPY    SPDR S&P 50  SPY US 05/03/13 C152      28.9  18.6   3.53  -17.5    633
RFMD   RF MICRO DE  RFMD US 05/18/13 P4       23.7  87.7   0.05    0.0    500
CPB    CAMPBELL SO  CPB US 05/18/13 C41       22.6  22.5   5.00   19.1   2010
BYI    BALLY TECHN  BYI US 05/18/13 P45       19.3  41.0   1.16   73.1   3435
CBST   CUBIST PHAR  CBST US 05/18/13 C47      19.1  50.9   1.78    1.7    501
MNKD   MANNKIND CO  MNKD US 05/18/13 P3.5     17.8 100.3   0.30   20.0    570
SDRL   SEADRILL LT  SDRL US 05/18/13 C36      17.7  22.2   0.80  166.7    679
VXX    IPATH-S&P S  VXX US 05/18/13 P15       17.6  73.6   0.05   25.0    752
HUM    HUMANA INC   HUM US 05/18/13 C75       16.1  36.4   1.80  -28.0   1971
UNG    US NAT GAS   UNG US 05/18/13 P20       15.8  37.8   0.04  -42.9    935
VXX    IPATH-S&P S  VXX US 05/18/13 P16       15.8  72.8   0.10   11.1  26818
HUM    HUMANA INC   HUM US 05/18/13 C72.5     14.9  37.4   3.00  -25.0   1198
HUM    HUMANA INC   HUM US 05/18/13 P72.5     14.6  37.5   3.20   90.5   1071
NXPI   NXP SEMICON  NXPI US 05/18/13 P25      14.3  66.7   1.50   50.0    602
SPY    SPDR S&P 50  SPY US 05/03/13 C158      14.2  13.6   0.42  -34.4   1963
SPY    SPDR S&P 50  SPY US 05/18/13 C156      14.0  14.5   1.66  -19.8  13657
CRK    COMSTOCK RE  CRK US 09/21/13 P15       13.9  53.9   1.65    3.1    843
VXX    IPATH-S&P S  VXX US 05/18/13 C18       13.5  77.3   4.50   28.2   4434
CRK    COMSTOCK RE  CRK US 09/21/13 P12.5     13.3  56.7   0.70   16.7   8395
CRK    COMSTOCK RE  CRK US 06/22/13 P12.5     12.9  61.4   0.30    0.0   1017
PXP    PLAINS EXPL  PXP US 05/18/13 P45       12.9  40.2   2.30  -14.8   5001
KMB    KIMBERLY-CL  KMB US 05/18/13 P100      12.9  24.2   2.15   -2.3    514
VXX    IPATH-S&P S  VXX US 05/03/13 P17       12.7  75.1   0.05  -28.6   6642
BID    SOTHEBY'S    BID US 07/20/13 P26       12.7  47.8   0.50  150.0   1217
GGB    GERDAU SA-A  GGB US 06/22/13 P6        12.6  45.9   0.10    0.0    600
MCP    MOLYCORP IN  MCP US 05/18/13 P4        12.4 108.0   0.20   -4.8   2561
HUM    HUMANA INC   HUM US 05/18/13 P70       12.2  38.1   2.10   96.3    719
INTC   INTEL CORP   INTC US 05/18/13 P20      12.0  27.4   0.08    0.0    593
SPY    SPDR S&P 50  SPY US 05/18/13 C158      11.9  13.3   0.88  -23.5  13380
NXPI   NXP SEMICON  NXPI US 05/18/13 C25      11.7  66.8   2.30  -14.8   4209
PG     PROCTER & G  PG US 05/18/13 C75        11.6  26.5   5.15   13.2    817
CLD    CLOUD PEAK   CLD US 05/18/13 C17.5     11.4  53.4   2.03   62.4    796
CRK    COMSTOCK RE  CRK US 06/22/13 C15       11.4  57.2   2.00    9.3   1000
CWH    COMMONWEALT  CWH US 05/18/13 P22.5     11.4  48.4   1.20   -4.0    505
AUXL   AUXILIUM PH  AUXL US 05/18/13 P15      11.2  52.7   0.50    0.0   1020
ODP    OFFICE DEPO  ODP US 05/18/13 P3.5      11.1  54.6   0.15   50.0   4463
VXX    IPATH-S&P S  VXX US 05/18/13 P18       11.1  75.7   0.37  -13.9   9095
SPY    SPDR S&P 50  SPY US 05/03/13 C160      11.0  12.5   0.12  -45.5   3814
FTR    FRONTIER CO  FTR US 05/18/13 C4        11.0  41.1   0.16    6.7    807
FB     FACEBOOK IN  FB US 05/03/13 C26        10.9  67.7   1.14  -31.7    931
CODI   COMPASS DIV  CODI US 05/18/13 C15      10.8  55.6   1.70    3.0   5160
VXX    IPATH-S&P S  VXX US 05/03/13 P18       10.7  77.0   0.13  -38.1   5592
UNG    US NAT GAS   UNG US 05/18/13 P21       10.7  35.8   0.10  -52.4   1419
RFMD   RF MICRO DE  RFMD US 05/18/13 P5       10.7  63.5   0.30   20.0    884
SPY    SPDR S&P 50  SPY US 05/18/13 C161      10.6  12.1   0.25  -32.4   1962
EDU    NEW ORIENTA  EDU US 05/18/13 C16       10.5  62.1   2.15    0.0    520
BAX    BAXTER INTL  BAX US 08/17/13 C72.5     10.4  28.7   3.00   -4.2   8600
SPY    SPDR S&P 50  SPY US 05/18/13 C160      10.3  12.4   0.38  -29.6  11614
WAG    WALGREEN CO  WAG US 05/18/13 P43       10.3  41.6   0.47   17.5    877

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
EXAS   EXACT SCIEN  EXAS US 05/18/13 C8      -61.2  79.7   0.75  -76.6    691
EXAS   EXACT SCIEN  EXAS US 05/18/13 P6      -58.6  91.7   0.15  -72.7    844
EXAS   EXACT SCIEN  EXAS US 07/20/13 P6      -52.4  68.4   0.40  -34.4    734
EXAS   EXACT SCIEN  EXAS US 07/20/13 C8      -52.2  61.8   1.00  -74.2   1411
NOK    NOKIA CORP-  NOK US 05/18/13 P3       -30.6  51.5   0.12   33.3   1153
OSTK   OVERSTOCK.C  OSTK US 05/18/13 C15     -28.6  49.0   0.90  800.0    590
NOK    NOKIA CORP-  NOK US 05/18/13 C3       -27.1  53.1   0.26  -58.1    997
ELN    ELAN CORP-A  ELN US 05/18/13 C12      -25.5  20.4   0.25    0.0   2693
XLF    SPDR-FINL S  XLF US 01/17/15 C18      -22.1  19.7   1.54   -6.1   2603
SNDK   SANDISK COR  SNDK US 05/18/13 P52.5   -20.7  34.6   2.10   48.9   1089
NOK    NOKIA CORP-  NOK US 06/22/13 P3       -19.4  52.2   0.20   42.9   1601
SNDK   SANDISK COR  SNDK US 05/18/13 P50     -19.3  35.7   1.10   48.6   2084
XLY    SPDR-CONS D  XLY US 06/22/13 P38      -18.7  37.0   0.02    0.0  10000
SPY    SPDR S&P 50  SPY US 05/03/13 P158     -18.6  13.2   4.31   27.1   5555
RAD    RITE AID CO  RAD US 01/18/14 C1       -18.6  67.7   1.35    3.9   2514
NOK    NOKIA CORP-  NOK US 06/22/13 C3       -18.5  54.0   0.37  -44.8   1343
SNDK   SANDISK COR  SNDK US 05/18/13 P45     -17.3  40.7   0.26   23.8    733
XLF    SPDR-FINL S  XLF US 05/18/13 P16      -16.9  27.9   0.04  -20.0   6462
SPY    SPDR S&P 50  SPY US 05/18/13 P160     -16.6  12.1   6.33   16.1   1577
SNDK   SANDISK COR  SNDK US 05/18/13 C52.5   -16.5  35.1   2.02  -56.2   1807
NOK    NOKIA CORP-  NOK US 06/22/13 P2.5     -15.8  59.9   0.06    0.0   1143
PEP    PEPSICO INC  PEP US 05/18/13 P85      -15.6  14.1   3.50  -40.7    587
EBAY   EBAY INC     EBAY US 05/18/13 P55     -15.6  26.9   2.77   78.7   2023
BTU    PEABODY ENE  BTU US 05/18/13 C21      -15.3  43.5   0.76   85.4    726
EBAY   EBAY INC     EBAY US 05/18/13 P52.5   -14.8  28.4   1.47   93.4   3502
OSTK   OVERSTOCK.C  OSTK US 05/18/13 C12.5   -14.7  56.4   2.85  470.0   1431
EBAY   EBAY INC     EBAY US 05/18/13 P50     -14.4  30.2   0.61   84.8   1080
EBAY   EBAY INC     EBAY US 05/18/13 C55     -14.3  27.4   0.87  -67.2   1803
BTU    PEABODY ENE  BTU US 05/18/13 P20      -14.2  44.5   0.85  -54.3    651
MS     MORGAN STAN  MS US 05/18/13 P20       -14.2  32.6   0.55   57.1   1654
MS     MORGAN STAN  MS US 05/18/13 P21       -14.0  30.1   1.01   62.9  21615
EBAY   EBAY INC     EBAY US 05/18/13 C52.5   -13.8  28.7   2.00  -55.6   1543
NOK    NOKIA CORP-  NOK US 07/20/13 P2.5     -13.6  59.8   0.11   22.2   1320
SHW    SHERWIN-WIL  SHW US 05/18/13 C180     -13.4  21.2   2.00   10.5    600
BBRY   RESEARCH IN  BBRY US 06/22/13 C9      -13.1  61.9   4.55   -9.9   1041
BTU    PEABODY ENE  BTU US 05/18/13 C20      -13.0  44.6   1.24   69.9    823
NOK    NOKIA CORP-  NOK US 07/20/13 P3       -13.0  56.6   0.28   33.3   3007
XLV    SPDR-HEALTH  XLV US 06/22/13 P35      -13.0  33.2   0.04  -20.0   5000
CY     CYPRESS SEM  CY US 05/18/13 P10       -12.8  40.1   0.45  150.0    959
NOK    NOKIA CORP-  NOK US 07/20/13 C3       -12.7  57.2   0.42  -44.0   1502
UNXL   UNI-PIXEL I  UNXL US 05/18/13 P30     -12.7 132.0   3.40    3.0   1203
BTU    PEABODY ENE  BTU US 05/18/13 P19      -12.5  45.7   0.48  -59.3    573
PEP    PEPSICO INC  PEP US 05/18/13 C85      -11.7  14.3   0.25  127.3   2951
VZ     VERIZON COM  VZ US 05/18/13 C52.5     -11.6  15.5   0.41  141.2   5669
BAC    BANK OF AME  BAC US 05/18/13 C9       -11.3  45.9   2.33  -13.4    921
NUE    NUCOR CORP   NUE US 05/18/13 P43      -11.3  24.8   1.53   -7.3   1368
MS     MORGAN STAN  MS US 05/18/13 C20       -11.0  32.7   1.00  -43.8    687
NE     NOBLE CORP   NE US 05/18/13 C34       -11.0  37.0   3.02   48.0    550
WNR    WESTERN REF  WNR US 05/18/13 C31      -10.9  46.2   1.25    4.2   1658
SHW    SHERWIN-WIL  SHW US 05/18/13 P170     -10.9  23.3   2.60  -43.5    718
TIVO   TIVO INC     TIVO US 05/18/13 C11     -10.8  40.8   0.48  -28.4   1668
SPY    SPDR S&P 50  SPY US 05/18/13 P158     -10.6  13.2   4.80   20.0   3917
NUE    NUCOR CORP   NUE US 05/18/13 P42      -10.6  25.8   1.07   -7.0   2183
NUE    NUCOR CORP   NUE US 05/18/13 P44      -10.5  24.3   2.21   -8.7   1620
NE     NOBLE CORP   NE US 05/18/13 C35       -10.5  36.6   2.46   57.7   1498
CHK    CHESAPEAKE   CHK US 05/18/13 C19      -10.4  44.9   0.93   12.1   1867
SPY    SPDR S&P 50  SPY US 05/18/13 P104     -10.3  50.3   0.01    0.0   4121
NE     NOBLE CORP   NE US 05/18/13 P35       -10.1  36.5   0.88  -47.6    729

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

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