U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Feb 28, 2013
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
=============================================================================
NKE NIKE INC -C NKE US 03/16/13 C47.5 94.6 36.5 6.80 4.6 435
CYTX CYTORI THER CYTX US 03/16/13 C2.5 39.4 91.9 0.20 100.0 350
SPY SPDR S&P 50 SPY US 06/22/13 P153 37.1 12.9 5.77 1.1 407
SPY SPDR S&P 50 SPY US 06/22/13 P152 30.9 13.3 5.20 -0.2 270
SPY SPDR S&P 50 SPY US 03/16/13 P155 29.5 8.7 3.75 -5.3 518
JAH JARDEN CORP JAH US 04/20/13 P65 28.6 22.6 2.45 -40.5 847
AGNC AMERICAN CA AGNC US 06/22/13 C32 26.1 11.2 0.65 -33.7 308
SWY SAFEWAY INC SWY US 03/16/13 C20 22.7 58.2 4.07 2.5 1505
JAH JARDEN CORP JAH US 04/20/13 C65 21.9 23.7 1.50 150.0 251
AGNC AMERICAN CA AGNC US 06/22/13 C33 21.7 10.8 0.28 -37.8 359
SVU SUPERVALU I SVU US 03/16/13 C4 20.4 40.9 0.10 0.0 300
XLU SPDR-UTIL S XLU US 03/16/13 P37 19.3 9.6 0.32 10.3 254
CLWR CLEARWIRE - CLWR US 03/16/13 C3 19.1 26.2 0.20 33.3 593
ALXA ALEXZA PHAR ALXA US 03/16/13 P3.5 18.2 139.2 0.15 50.0 678
AGNC AMERICAN CA AGNC US 04/20/13 P32 18.1 29.8 1.58 77.5 347
WFR MEMC ELEC M WFR US 03/16/13 C5 16.9 71.8 0.25 13.6 7769
SPY SPDR S&P 50 SPY US 06/22/13 P147 16.8 15.1 3.45 1.5 5575
IWM ISHARES-RUS IWM US 03/28/13 P93 16.8 13.0 3.22 6.3 293
HFC HOLLYFRONTI HFC US 03/16/13 P54.5 16.4 36.3 0.90 -28.0 318
AMTD TD AMERITRA AMTD US 08/17/13 C20 16.3 25.7 0.89 18.7 227
TBT PRO ULTSH 2 TBT US 03/16/13 C60 16.1 28.7 5.65 -5.0 761
JAH JARDEN CORP JAH US 04/20/13 P60 16.0 25.9 0.90 -56.1 218
MU MICRON TECH MU US 03/16/13 C7 15.8 59.0 1.29 5.7 578
SPY SPDR S&P 50 SPY US 06/22/13 P146 15.3 15.4 3.17 0.6 281
P PANDORA MED P US 03/16/13 P8 14.9 149.4 0.05 0.0 200
SPY SPDR S&P 50 SPY US 06/22/13 P145 14.1 15.8 2.83 -2.4 458
SPRD SPREADTRUM- SPRD US 03/16/13 C18 13.5 48.2 0.30 100.0 758
DMND DIAMOND FOO DMND US 03/16/13 C16 13.0 60.5 0.60 50.0 831
AGNC AMERICAN CA AGNC US 03/16/13 C33 12.5 16.9 0.07 -72.0 1212
JAH JARDEN CORP JAH US 03/16/13 C65 12.2 22.4 0.50 400.0 2315
MCP MOLYCORP IN MCP US 03/16/13 C6 11.2 93.5 0.49 -16.9 2256
UNG US NAT GAS UNG US 03/16/13 P17 10.9 37.8 0.03 -25.0 1253
MCP MOLYCORP IN MCP US 04/20/13 P4 10.8 99.8 0.13 62.5 3080
SPLK SPLUNK INC SPLK US 03/16/13 P35 10.3 67.8 1.35 12.5 1002
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
BKS BARNES & NO BKS US 03/16/13 C13 -57.7 27.6 2.70 8.0 1152
CHS CHICO'S FAS CHS US 03/16/13 P17 -50.8 23.3 0.40 -52.9 2147
CHS CHICO'S FAS CHS US 03/16/13 P16 -44.4 28.7 0.10 -80.0 272
KSS KOHLS CORP KSS US 03/16/13 C47 -42.6 20.6 0.35 -67.0 2209
BSFT BROADSOFT I BSFT US 03/16/13 P22.5 -42.6 60.3 1.05 320.0 393
KSS KOHLS CORP KSS US 03/16/13 P47 -39.8 21.2 1.85 -2.6 1097
CWH COMMONWEALT CWH US 03/16/13 P20 -39.8 61.5 0.45 -43.8 1578
GRPN GROUPON INC GRPN US 03/16/13 C4 -39.8 86.4 0.76 -63.1 1185
CVC CABLEVISION CVC US 03/16/13 P13 -39.5 38.2 0.15 200.0 264
GRPN GROUPON INC GRPN US 03/16/13 P4 -37.9 80.4 0.07 40.0 3161
PKT PROCERA NET PKT US 03/16/13 C12.5 -37.9 61.2 0.40 -90.2 241
KSS KOHLS CORP KSS US 03/16/13 C46 -37.3 21.9 0.85 -46.9 256
PANL UNIVERSAL D PANL US 03/16/13 C32 -36.7 63.1 1.10 5.8 478
GRPN GROUPON INC GRPN US 03/16/13 C3.5 -36.4 101.5 1.03 -51.9 1202
GRPN GROUPON INC GRPN US 03/16/13 P4.5 -36.3 77.3 0.21 133.3 7922
BDBD BOULDER BRA BDBD US 03/16/13 P10 -35.9 79.4 0.35 -70.8 341
PANL UNIVERSAL D PANL US 03/16/13 C31 -35.7 65.9 1.57 27.6 258
RGR STURM RUGER RGR US 03/16/13 C55 -35.7 38.6 0.65 -59.4 207
PANL UNIVERSAL D PANL US 03/16/13 C28 -35.3 69.2 3.60 44.0 326
JCP J.C. PENNEY JCP US 03/16/13 C18 -35.2 62.6 0.62 -82.3 1824
PANL UNIVERSAL D PANL US 03/16/13 C29 -35.0 69.1 2.55 27.5 203
PANL UNIVERSAL D PANL US 03/16/13 P26 -34.1 70.2 0.30 -80.8 222
OCN OCWEN FINL OCN US 03/16/13 C40 -34.1 41.8 1.15 -4.2 1548
KSS KOHLS CORP KSS US 03/16/13 P46 -33.7 23.4 0.90 -29.7 435
CVC CABLEVISION CVC US 03/16/13 P14 -33.7 32.0 0.45 200.0 470
BSFT BROADSOFT I BSFT US 03/16/13 C22.5 -33.5 61.4 1.15 0.0 281
JCP J.C. PENNEY JCP US 03/16/13 C17 -33.3 64.1 1.10 -80.7 1985
GRPN GROUPON INC GRPN US 03/16/13 C4.5 -33.2 81.6 0.40 -74.7 4881
MNST MONSTER BEV MNST US 03/16/13 C50 -33.0 42.0 3.60 50.0 436
CWH COMMONWEALT CWH US 03/16/13 P17.5 -32.7 72.7 0.10 -60.0 332
SHLD SEARS HOLDI SHLD US 03/16/13 P45.42 -32.5 51.3 2.04 -1.0 1440
SHLD SEARS HOLDI SHLD US 03/16/13 P43.42 -32.3 52.7 1.39 21.9 309
MNST MONSTER BEV MNST US 03/16/13 P52.5 -31.5 40.9 1.40 -68.7 884
JCP J.C. PENNEY JCP US 03/16/13 P16 -31.1 68.5 0.40 122.2 10518
JCP J.C. PENNEY JCP US 03/16/13 P18 -30.9 66.0 1.27 159.2 3239
JCP J.C. PENNEY JCP US 03/16/13 P17 -30.7 66.7 0.74 174.1 4824
CWH COMMONWEALT CWH US 03/16/13 C22.5 -30.0 60.4 0.65 -62.9 550
MNST MONSTER BEV MNST US 03/16/13 C52.5 -30.0 42.0 2.05 41.4 591
BSFT BROADSOFT I BSFT US 04/20/13 P20 -29.5 58.6 0.75 275.0 320
AGNC AMERICAN CA AGNC US 03/16/13 C30 -29.5 23.3 1.85 -33.2 260
MNST MONSTER BEV MNST US 03/16/13 P50 -29.4 43.3 0.65 -76.8 1620
AGNC AMERICAN CA AGNC US 06/22/13 P32 -28.8 6.8 2.22 30.6 215
SHLD SEARS HOLDI SHLD US 03/16/13 P40.42 -28.1 57.8 0.52 -21.2 212
JCP J.C. PENNEY JCP US 04/20/13 P11 -27.7 81.4 0.12 0.0 264
HFC HOLLYFRONTI HFC US 03/16/13 C49.5 -25.9 40.5 7.20 2.9 605
EEM ISHARES-EMG EEM US 03/16/13 P34 -24.9 49.3 0.01 0.0 200
RWT REDWOOD TRU RWT US 03/16/13 P20 -24.9 13.6 0.55 27.9 219
JCP J.C. PENNEY JCP US 03/16/13 P13 -24.8 91.0 0.08 100.0 508
JCP J.C. PENNEY JCP US 03/16/13 P15 -24.8 72.6 0.20 122.2 2124
RGR STURM RUGER RGR US 03/16/13 P50 -24.7 44.4 0.90 -37.9 537
RDC ROWAN COMPA RDC US 03/16/13 P34 -24.7 27.3 0.55 -38.9 310
CTRX CATAMARAN C CTRX US 03/16/13 P50 -24.6 35.5 0.40 2.6 245
MNST MONSTER BEV MNST US 03/16/13 P47.5 -23.8 49.5 0.29 -82.9 427
GRPN GROUPON INC GRPN US 05/18/13 P3 -23.2 85.9 0.10 0.0 508
CPRT COPART INC CPRT US 03/16/13 P35 -23.1 25.7 1.30 52.9 531
AVD AMER VANGUA AVD US 03/16/13 C30 -22.8 41.5 0.85 -68.5 246
DLTR DOLLAR TREE DLTR US 03/16/13 C42.5 -22.2 26.1 3.00 -3.2 2276
MTG MGIC INVT C MTG US 03/16/13 P2.5 -22.1 97.6 0.08 -50.0 5480
JCP J.C. PENNEY JCP US 04/20/13 C18 -21.9 57.2 1.18 -69.7 713
GRPN GROUPON INC GRPN US 04/20/13 C4.5 -21.6 67.1 0.53 -67.5 996
WLL WHITING PET WLL US 03/16/13 C40 -21.6 43.6 7.70 -18.1 300
GRPN GROUPON INC GRPN US 04/20/13 P3.5 -21.6 74.2 0.08 60.0 375
FIO FUSION-IO I FIO US 03/16/13 C15 -21.2 39.1 1.80 50.0 222
OCN OCWEN FINL OCN US 04/20/13 C40 -20.9 40.8 2.15 4.9 264
GRPN GROUPON INC GRPN US 04/20/13 P4.5 -20.8 65.9 0.37 146.7 1181
PANL UNIVERSAL D PANL US 04/20/13 C30 -20.7 59.6 3.10 37.8 301
JCP J.C. PENNEY JCP US 03/16/13 P14 -20.2 82.1 0.15 275.0 782
HFC HOLLYFRONTI HFC US 03/16/13 C53.5 -20.1 35.7 3.60 30.9 375
BKS BARNES & NO BKS US 03/16/13 C16 -20.0 61.2 0.60 0.0 247
GRPN GROUPON INC GRPN US 04/20/13 P4 -19.8 70.6 0.18 100.0 704
CHS CHICO'S FAS CHS US 04/20/13 P17 -19.2 28.1 0.80 -30.4 280
JCP J.C. PENNEY JCP US 04/20/13 P18 -19.1 58.9 2.01 118.5 393
DLTR DOLLAR TREE DLTR US 03/16/13 C40 -18.8 29.7 5.40 -6.9 231
JCP J.C. PENNEY JCP US 04/20/13 P12 -18.8 76.2 0.23 9.5 1254
JCP J.C. PENNEY JCP US 04/20/13 P17 -18.8 60.0 1.36 100.0 1116
BKS BARNES & NO BKS US 03/16/13 C15 -18.5 60.2 1.00 -9.1 206
GRPN GROUPON INC GRPN US 04/20/13 C4 -18.4 71.6 0.80 -62.4 202
KSS KOHLS CORP KSS US 04/20/13 P45 -18.4 23.3 1.20 -13.0 561
MNST MONSTER BEV MNST US 03/16/13 P45 -18.4 54.9 0.20 -79.0 429
DELL DELL INC DELL US 03/16/13 C13 -18.4 16.7 0.95 -1.0 920
JCP J.C. PENNEY JCP US 04/20/13 C17 -18.4 58.5 1.56 0.0 457
MBI MBIA INC MBI US 03/16/13 C10 -18.2 70.0 0.37 -46.4 693
CWH COMMONWEALT CWH US 04/20/13 P20 -18.1 61.1 1.30 1.6 413
WLL WHITING PET WLL US 03/16/13 P46 -17.7 33.7 0.66 46.7 400
JCP J.C. PENNEY JCP US 04/20/13 P16 -17.6 61.4 0.99 120.0 5719
MBI MBIA INC MBI US 03/16/13 P10 -17.5 70.0 0.81 17.4 256
DELL DELL INC DELL US 08/17/13 C14 -17.5 13.1 0.40 -23.1 16047
GRPN GROUPON INC GRPN US 05/18/13 P4 -17.4 73.5 0.32 77.8 547
CLR CONTL RES I CLR US 03/16/13 P85 -17.2 28.4 0.90 -70.1 584
CLR CONTL RES I CLR US 03/16/13 C90 -17.2 26.2 0.95 137.5 640
CWH COMMONWEALT CWH US 04/20/13 P17.5 -17.1 65.6 0.55 -8.3 547
AGNC AMERICAN CA AGNC US 03/16/13 C31 -17.1 18.7 0.93 -49.5 670
MBI MBIA INC MBI US 03/16/13 P9 -16.8 66.3 0.23 -8.0 271
KSS KOHLS CORP KSS US 04/20/13 P42 -16.6 25.7 0.45 -25.0 471
IOC INTEROIL CO IOC US 03/16/13 P70 -16.6 103.5 6.30 7.7 368
KSS KOHLS CORP KSS US 04/20/13 C45 -16.2 24.0 2.15 -14.0 213
IOC INTEROIL CO IOC US 03/16/13 P67.5 -15.9 104.5 4.80 -2.2 250
JCP J.C. PENNEY JCP US 04/20/13 P15 -15.7 64.4 0.65 103.1 1031
KSS KOHLS CORP KSS US 04/20/13 C44 -15.6 24.4 2.32 -29.3 275
ETN EATON CORP ETN US 03/16/13 C57.5 -15.6 25.4 4.69 4.2 201
SPY SPDR S&P 50 SPY US 06/22/13 C151 -15.4 13.8 4.84 1.9 743
LTD LIMITED BRA LTD US 03/16/13 C45 -15.3 26.0 1.50 66.7 211
WNR WESTERN REF WNR US 03/16/13 C37 -15.3 35.7 1.00 100.0 250
IOC INTEROIL CO IOC US 03/16/13 P60 -14.9 108.4 2.25 -6.2 343
MYL MYLAN INC MYL US 03/16/13 C30 -14.8 22.3 0.33 94.1 1722
JCP J.C. PENNEY JCP US 04/20/13 P14 -14.6 67.1 0.42 90.9 879
LUV SOUTHWEST A LUV US 04/20/13 C10 -14.4 26.1 1.75 1.2 603
CBI CHICAGO BRI CBI US 03/16/13 P50 -14.4 35.7 0.15 -76.9 350
SPY SPDR S&P 50 SPY US 06/22/13 C153 -13.9 13.1 3.58 -1.1 301
AGO ASSURED GUA AGO US 03/16/13 C20 -13.8 33.8 0.24 71.4 465
SPY SPDR S&P 50 SPY US 06/22/13 C154 -13.7 12.7 3.09 1.3 547
IOC INTEROIL CO IOC US 03/16/13 C72.5 -13.7 105.2 5.00 -34.2 286
IOC INTEROIL CO IOC US 03/16/13 P55 -13.5 112.4 0.95 -22.1 318
BRY BERRY PETRO BRY US 04/20/13 P45 -13.4 18.1 1.10 29.4 395
AGNC AMERICAN CA AGNC US 03/16/13 C32 -13.4 17.2 0.32 -65.2 3123
CZR CAESARS ENT CZR US 03/16/13 C10 -13.3 77.2 2.30 0.0 547
IOC INTEROIL CO IOC US 03/16/13 C70 -13.2 106.6 6.00 -33.3 226
IOC INTEROIL CO IOC US 03/16/13 P57.5 -13.1 111.5 1.41 -17.5 218
MDVN MEDIVATION MDVN US 03/16/13 P44 -13.0 49.2 0.50 25.0 212
SHLD SEARS HOLDI SHLD US 04/20/13 P45 -12.9 48.4 3.50 4.5 781
SPY SPDR S&P 50 SPY US 06/22/13 C156 -12.7 12.1 2.23 2.8 456
JCP J.C. PENNEY JCP US 05/18/13 C18 -12.7 65.5 1.73 -58.8 291
JCP J.C. PENNEY JCP US 04/20/13 C16 -12.5 59.6 2.10 0.0 438
SIRI SIRIUS XM R SIRI US 03/16/13 C3 -12.3 30.6 0.14 7.7 866
AGNC AMERICAN CA AGNC US 06/22/13 P30 -12.2 13.0 1.05 23.5 326
AGO ASSURED GUA AGO US 03/16/13 C19 -12.2 35.1 0.74 85.0 452
DELL DELL INC DELL US 01/17/15 C10 -12.2 21.7 4.10 0.0 255
VALE VALE SA-SP VALE US 03/16/13 P18 -12.2 31.7 0.15 -50.0 6221
SPY SPDR S&P 50 SPY US 06/22/13 C157 -12.1 11.8 1.85 2.8 1402
BRY BERRY PETRO BRY US 05/18/13 P45 -12.1 19.3 1.55 -16.2 582
MTG MGIC INVT C MTG US 03/16/13 C2.5 -12.1 110.9 0.45 -4.3 2885
SPY SPDR S&P 50 SPY US 06/22/13 C158 -12.0 11.5 1.51 -1.3 628
AGNC AMERICAN CA AGNC US 04/20/13 C30 -11.8 14.2 1.87 -33.7 934
ESRX EXPRESS SCR ESRX US 03/16/13 C57.5 -11.8 20.2 0.52 57.6 2964
CHS CHICO'S FAS CHS US 05/18/13 P17 -11.6 30.9 1.05 -16.0 4400
MYL MYLAN INC MYL US 04/20/13 C31 -11.5 19.9 0.31 47.6 278
JCP J.C. PENNEY JCP US 05/18/13 P18 -11.3 66.1 2.50 70.1 394
JCP J.C. PENNEY JCP US 05/18/13 P15 -11.2 71.3 1.25 78.6 4529
IWM ISHARES-RUS IWM US 03/16/13 C86 -11.1 21.8 4.82 0.4 367
BBEP BREITBURN E BBEP US 03/16/13 C20 -11.1 21.1 0.15 -25.0 600
CLR CONTL RES I CLR US 03/16/13 P80 -10.9 32.8 0.22 -78.0 428
DAL DELTA AIR L DAL US 06/22/13 C10 -10.7 44.4 4.50 2.3 4712
DLTR DOLLAR TREE DLTR US 03/16/13 C45 -10.4 25.6 1.25 -10.7 764
UVXY PRO ULTRA V UVXY US 03/16/13 P8 -10.3 110.3 0.11 -45.0 481
DLTR DOLLAR TREE DLTR US 03/16/13 P45 -10.3 25.2 0.70 -17.6 1683
QLIK QLIK TECHNO QLIK US 03/16/13 P27 -10.2 35.1 1.30 -42.2 550
IWM ISHARES-RUS IWM US 03/16/13 C87 -10.2 20.5 3.88 -4.2 257
HFC HOLLYFRONTI HFC US 06/22/13 C49.5 -10.0 34.3 8.30 9.2 605
x - Ex-dividend. * - Ex-earnings.
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