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
=============================================================================
BYD    BOYD GAMING  BYD US 06/22/13 C9       124.3  87.8   4.40    2.3    500
AEGR   AEGERION PH  AEGR US 06/22/13 C50      62.6  92.0  13.96  534.5   3944
DRYS   DRYSHIPS IN  DRYS US 06/22/13 P2       48.7  80.9   0.15  -28.6    918
AEGR   AEGERION PH  AEGR US 06/22/13 C60      44.9  80.9   7.00    0.0    798
CBST   CUBIST PHAR  CBST US 06/22/13 C49      34.1  56.8   3.30   46.7   3828
DRYS   DRYSHIPS IN  DRYS US 06/22/13 C2       31.4  78.4   0.27  170.0   7727
EGLE   EAGLE BULK   EGLE US 06/22/13 P5       23.2 115.7   0.55  -69.3    597
INXN   INTERXION H  INXN US 06/22/13 P25      23.2  36.4   0.40    0.0    530
RENN   RENREN INC-  RENN US 10/19/13 C2.5     22.9  69.6   0.65    0.0   3030
CST    CST BRANDS   CST US 09/21/13 C30       22.4  36.8   4.60   70.4    800
XRS    TAL EDUCATI  XRS US 08/17/13 C10       22.3  41.5   0.55  -21.4    500
NBG    NATL BANK G  NBG US 06/22/13 P1.5      20.9 173.4   0.23   15.0    882
CNW    CON-WAY INC  CNW US 06/22/13 C37.5     20.1  32.2   1.20   57.9   3221
AB     ALLIANCEBER  AB US 06/22/13 C22.5      20.0  34.9   3.00   22.9    558
EMC    EMC CORP/MA  EMC US 06/22/13 P21       19.9  30.9   0.09  -25.0   3013
FRO    FRONTLINE L  FRO US 06/22/13 C2        19.2 102.5   0.35   59.1    530
SPWR   SUNPOWER CO  SPWR US 06/22/13 C12      18.8  82.5   8.50   -1.2   1656
NBG    NATL BANK G  NBG US 06/22/13 C2        16.7 167.2   0.42  180.0   3560
LIFE   LIFE TECHNO  LIFE US 08/17/13 C65      16.6  19.4   8.90    0.0   1200
DRYS   DRYSHIPS IN  DRYS US 09/21/13 C2       16.6  68.2   0.36   63.6   1172
CSCO   CISCO SYSTE  CSCO US 07/20/13 C19      16.4  28.4   5.02  111.8    641
CSCO   CISCO SYSTE  CSCO US 06/22/13 C20      16.2  29.8   4.00  172.1   6059
BRCD   BROCADE COM  BRCD US 06/22/13 C6       15.6  36.4   0.15   36.4   2405
CELG   CELGENE COR  CELG US 06/22/13 C130     15.5  33.6   3.25  -30.1   2622
FMCN   FOCUS MEDIA  FMCN US 01/17/15 P27      15.5   2.4   0.20   33.3    590
RRD    RR DONNELLE  RRD US 06/22/13 C13       15.3  29.3   0.40   90.5   1720
DSX    DIANA SHIPP  DSX US 06/22/13 C11       14.5  50.7   0.55  120.0   3169
NBG    NATL BANK G  NBG US 08/17/13 C1        14.4 163.3   1.10   46.7    757
CELG   CELGENE COR  CELG US 06/22/13 C125     14.2  33.9   5.30  -29.3   2178
CLWR   CLEARWIRE -  CLWR US 06/22/13 C3       13.9  62.7   0.39   11.4   2040
CSCO   CISCO SYSTE  CSCO US 01/18/14 C15      13.8  32.6   8.98   42.5   1324
CSCO   CISCO SYSTE  CSCO US 07/20/13 P20      13.6  26.9   0.06  -85.4   1486
STZ    CONSTELLATI  STZ US 06/22/13 C52.5     12.8  27.2   1.50  138.1    745
CSCO   CISCO SYSTE  CSCO US 10/19/13 P17      12.7  30.8   0.09  -59.1   5886
DSX    DIANA SHIPP  DSX US 09/21/13 C11       12.5  46.7   1.05   54.4   1795
MSI    MOTOROLA SO  MSI US 06/22/13 C60       12.4  19.8   0.57   72.7   2716
NBG    NATL BANK G  NBG US 06/22/13 P2        12.2 161.4   0.40  -27.3    756
XLE    SPDR-ENERGY  XLE US 06/22/13 C74       12.2  22.1   7.24    1.3   7062
SCTY   SOLARCITY C  SCTY US 06/22/13 P22.5    12.0 109.3   0.50  -23.1    725
LCC    US AIRWAYS   LCC US 06/22/13 P18       11.8  41.7   0.52  -11.9   2105
XLI    SPDR-INDU S  XLI US 06/22/13 C42       11.6  14.5   1.92    4.3   1046
CSCO   CISCO SYSTE  CSCO US 10/19/13 P19      11.5  27.5   0.20  -63.0    621
WFT    WEATHERFORD  WFT US 06/22/13 C13       11.5  34.5   1.34   76.3    529
NBG    NATL BANK G  NBG US 08/17/13 P1        11.3 147.9   0.10  -33.3    532
STZ    CONSTELLATI  STZ US 07/20/13 C52.5     11.3  27.5   2.30  100.0    653
STZ    CONSTELLATI  STZ US 01/17/15 C40       11.2  34.2  15.10   28.6    500
MO     ALTRIA GROU  MO US 06/22/13 C38        11.1  13.1   0.28   -6.7   1112
FFIV   F5 NETWORKS  FFIV US 06/22/13 P75      11.0  35.0   0.74  -41.7    527
SCTY   SOLARCITY C  SCTY US 07/20/13 C25      11.0  99.0  10.80   16.1    557
LUV    SOUTHWEST A  LUV US 06/22/13 C14       10.9  24.0   0.59   -1.7   5194
CSCO   CISCO SYSTE  CSCO US 10/19/13 P20      10.7  25.9   0.30  -65.1    908
TSLA   TESLA MOTOR  TSLA US 06/22/13 P60      10.7  89.6   0.69  -16.9   2002
NTRI   NUTRISYSTEM  NTRI US 06/22/13 C9       10.7  28.5   0.25   56.2    607
CSCO   CISCO SYSTE  CSCO US 01/18/14 P15      10.7  33.8   0.12  -40.0    643
BAC    BANK OF AME  BAC US 06/22/13 P11       10.6  40.3   0.04   33.3    566
WFT    WEATHERFORD  WFT US 06/22/13 C14       10.4  33.0   0.63  125.0   3812
CSCO   CISCO SYSTE  CSCO US 01/18/14 P13      10.3  39.1   0.08  -27.3    907
BPI    BRIDGEPOINT  BPI US 06/22/13 C12.5     10.2  49.4   0.60  100.0    768
JNK    SPDR BARCLA  JNK US 09/21/13 P35       10.2  17.5   0.10    0.0   2500

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
C      CITIGROUP I  C US 06/22/13 C52.5      -72.4  23.6   0.96    0.0   6147
EQM    EQT MIDSTRE  EQM US 06/22/13 C50      -60.5  21.9   0.65    0.0   2552
PXP    PLAINS EXPL  PXP US 11/16/13 P45      -45.6  15.7   1.85  -25.7    518
PXP    PLAINS EXPL  PXP US 08/17/13 P45      -45.5  16.4   1.30  -31.2    615
PXP    PLAINS EXPL  PXP US 07/20/13 P45      -42.1  18.9   1.18  -57.9    630
PXP    PLAINS EXPL  PXP US 01/18/14 C45      -42.0  16.8   2.58  -34.2   2642
PXP    PLAINS EXPL  PXP US 06/22/13 P45      -38.0  21.6   1.17  -46.8   2419
PXP    PLAINS EXPL  PXP US 06/22/13 C46      -36.1  20.7   0.80  -36.0   1860
PXP    PLAINS EXPL  PXP US 06/22/13 P44      -33.6  23.7   0.95  -50.8   2000
PXP    PLAINS EXPL  PXP US 06/22/13 C45      -30.5  23.2   1.30    4.0   1285
KSS    KOHLS CORP   KSS US 06/22/13 P52.5    -29.8  22.7   1.90  -58.7    701
NQ     NQ MOBILE I  NQ US 06/22/13 P7.5      -26.8  73.7   0.30  -14.3    510
KSS    KOHLS CORP   KSS US 06/22/13 C52.5    -24.1  22.2   1.15   59.7   3159
CSCO   CISCO SYSTE  CSCO US 06/22/13 C25     -23.7  19.4   0.22 1000.0  33074
WMT    WAL-MART ST  WMT US 06/22/13 P80      -21.8  12.4   2.38   43.4   1557
KSS    KOHLS CORP   KSS US 06/22/13 C50      -21.1  23.3   2.75   77.4   1608
WMT    WAL-MART ST  WMT US 06/22/13 C77.5    -20.6  13.4   1.62  -46.9   2591
WMT    WAL-MART ST  WMT US 06/22/13 C80      -20.6  12.5   0.55  -64.3   2913
KSS    KOHLS CORP   KSS US 06/22/13 P50      -20.6  23.8   0.85  -61.4   1266
WMT    WAL-MART ST  WMT US 06/22/13 P75      -19.3  14.9   0.36   12.5    542
CSCO   CISCO SYSTE  CSCO US 06/22/13 C24     -17.6  20.3   0.59 1375.0  29113
KSS    KOHLS CORP   KSS US 06/22/13 C49      -17.5  24.7   3.30   57.1    689
BMY    BRISTOL-MYE  BMY US 06/22/13 C44      -17.2  22.3   0.90  -47.1   2676
KSS    KOHLS CORP   KSS US 06/22/13 P49      -17.0  25.0   0.59  -67.2    841
BMY    BRISTOL-MYE  BMY US 06/22/13 C43      -16.3  22.9   1.38  -41.0   1181
BMY    BRISTOL-MYE  BMY US 06/22/13 C45      -16.2  22.1   0.65  -46.7   2020
CSCO   CISCO SYSTE  CSCO US 07/20/13 P25     -16.1  19.5   1.54  -60.5   1509
ILMN   ILLUMINA IN  ILMN US 06/22/13 C70     -15.9  35.1   3.07  -14.7   2579
ILMN   ILLUMINA IN  ILMN US 06/22/13 P70     -15.5  34.7   3.30    7.5   2530
BMY    BRISTOL-MYE  BMY US 06/22/13 P43      -15.5  23.3   1.11   16.8   1118
AA     ALCOA INC    AA US 01/18/14 C5        -15.4  35.1   3.55    1.4    677
BMY    BRISTOL-MYE  BMY US 06/22/13 P44      -15.2  22.9   1.63   19.0    981
DANG   E-COMMERCE   DANG US 06/22/13 C5      -14.4  65.5   0.50   25.0    812
BMY    BRISTOL-MYE  BMY US 06/22/13 P42      -13.7  24.5   0.74   10.4   1227
HALO   HALOZYME TH  HALO US 06/22/13 C7.5    -13.3  82.4   0.85   54.5    627
AMTD   TD AMERITRA  AMTD US 06/22/13 C23     -13.3  25.1   0.50    0.0   2759
SUPN   SUPERNUS PH  SUPN US 09/21/13 C5      -13.1  49.5   0.80   14.3    915
HK     HALCON RESO  HK US 06/22/13 C6        -13.0  49.6   0.50  -37.5    682
IRM    IRON MOUNTA  IRM US 07/20/13 C35      -12.7  25.6   4.05   30.6    636
SKS    SAKS INC     SKS US 06/22/13 C12      -12.6  32.7   0.50   -9.1   1000
KSS    KOHLS CORP   KSS US 07/20/13 C52.5    -12.2  22.5   1.60   66.7   1167
WMT    WAL-MART ST  WMT US 07/20/13 P77.5    -12.0  13.3   1.41   36.9    748
DSW    DSW INC-CL   DSW US 06/22/13 P65      -11.9  29.3   0.80  -20.0  10195
NSM    NATIONSTAR   NSM US 06/22/13 P45      -11.1  35.2   2.50    0.0    551
LRN    K12 INC      LRN US 06/22/13 P30      -11.1  39.7   1.50  -59.5   2500
SLV    ISHARES SIL  SLV US 06/07/13 C22      -10.9  34.2   0.75    1.4    559
C      CITIGROUP I  C US 07/20/13 C52.5      -10.7  24.9   1.57  -27.6    515
VXX    IPATH-S&P S  VXX US 06/22/13 P15      -10.6  37.3   0.03  -57.1   1293
MRK    MERCK & CO   MRK US 06/22/13 C47      -10.5  16.1   0.66  -24.1   1009
WMT    WAL-MART ST  WMT US 07/20/13 C77.5    -10.5  13.4   2.14  -38.0   1101
WMT    WAL-MART ST  WMT US 07/20/13 C80      -10.3  12.7   0.94  -49.2   3893
LO     LORILLARD I  LO US 06/22/13 C45       -10.2  24.6   0.95    3.3   1349
HES    HESS CORP    HES US 06/22/13 C70      -10.2  27.1   1.89  -38.0   1354
AGNC   AMERICAN CA  AGNC US 06/22/13 P29     -10.1  18.7   0.77  -30.0   1015
HES    HESS CORP    HES US 06/22/13 P70      -10.0  27.1   3.05   22.5    818
XLF    SPDR-FINL S  XLF US 07/20/13 P15      -10.0  31.2   0.02  -66.7    550

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

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