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
=============================================================================
XLU    SPDR-UTIL S  XLU US 03/16/13 C36       25.7  10.2   0.77  -14.4   2212
TD     TORONTO-DOM  TD US 03/16/13 C85        24.6  13.7   0.75   15.4   1739
HRB    H&R BLOCK I  HRB US 03/16/13 P22       20.5  32.0   0.35   -7.9    848
DPM    DCP MIDSTRE  DPM US 03/16/13 P40       18.5  29.0   0.25    0.0    546
AMRS   AMYRIS INC   AMRS US 06/22/13 P2.5     17.8  82.1   0.25  -16.7    500
HRB    H&R BLOCK I  HRB US 04/20/13 P20       17.4  34.9   0.30    3.5   2500
RRGB   RED ROBIN G  RRGB US 03/16/13 P30      16.5  52.5   0.40   81.8    988
ETP    ENERGY TRAN  ETP US 03/16/13 C42.5     16.5  37.3   4.67    1.5  15566
CXW    CORRECTIONS  CXW US 03/16/13 P34       16.0  38.6   0.55   57.1   5075
SIRI   SIRIUS XM R  SIRI US 03/16/13 C3       15.5  42.7   0.26  -13.3    615
XLF    SPDR-FINL S  XLF US 02/22/13 C18       15.0  15.2   0.05  -44.4    527
AIG    AMERICAN IN  AIG US 03/16/13 C40       14.8  29.1   0.75  -14.8    797
LINE   LINN ENERGY  LINE US 03/16/13 P38      14.8  22.2   0.85    0.0    632
TLLP   TESORO LOGI  TLLP US 03/16/13 C45      14.6  19.3   0.85   21.4    655
EXC    EXELON CORP  EXC US 04/20/13 C31       14.1  24.6   1.00   -9.1    863
HRB    H&R BLOCK I  HRB US 04/20/13 P22       14.1  27.9   0.65    0.0    500
PEP    PEPSICO INC  PEP US 03/16/13 C75       14.0  11.6   0.23   21.1   3661
LINE   LINN ENERGY  LINE US 04/20/13 P35      13.9  23.7   0.35   16.7    828
TD     TORONTO-DOM  TD US 04/20/13 P80        13.7  15.1   1.30   44.4   1552
EXPD   EXPEDITORS   EXPD US 03/16/13 C45      13.4  26.1   0.65    8.3  10551
TMO    THERMO FISH  TMO US 09/21/13 P75       13.0  23.1   6.55   26.0    542
TWX    TIME WARNER  TWX US 03/16/13 C52.5     12.8  22.1   0.61   -1.6    947
SPY    SPDR S&P 50  SPY US 03/01/13 C156      12.7   9.9   0.11  -35.3    793
AIG    AMERICAN IN  AIG US 03/16/13 C39       12.7  28.8   1.12  -13.2   3833
XLF    SPDR-FINL S  XLF US 02/22/13 C17.5     12.1  15.0   0.20  -33.3   8975
ALL    ALLSTATE CO  ALL US 03/16/13 C45       11.8  22.9   0.80  -27.9  11722
NFLX   NETFLIX INC  NFLX US 03/16/13 P150     11.5  68.0   5.75  -17.3   1207
NFLX   NETFLIX INC  NFLX US 03/01/13 C175     11.4  67.5  10.93   58.4    548
XLE    SPDR-ENERGY  XLE US 03/16/13 C81       11.2  14.6   0.36  -25.0    543
PEP    PEPSICO INC  PEP US 03/16/13 C72.5     11.0  11.9   1.09    3.8    533
IWM    ISHARES-RUS  IWM US 02/22/13 C93       10.9  13.4   0.14  -41.7    907
AIG    AMERICAN IN  AIG US 03/16/13 C38       10.8  28.8   1.52  -16.5    820
SD     SANDRIDGE E  SD US 06/22/13 C6         10.6  56.0   0.94  -14.6   1317
AA     ALCOA INC    AA US 03/16/13 C9         10.4  22.4   0.18  -18.2   1147
YUM    YUM! BRANDS  YUM US 03/16/13 P60       10.4  33.8   0.92   41.5   2290
YUM    YUM! BRANDS  YUM US 03/16/13 P62.5     10.4  32.4   1.64   36.7   1592
SEE    SEALED AIR   SEE US 04/20/13 P17.5     10.3  31.5   0.50  -23.1   1338
SPY    SPDR S&P 50  SPY US 02/22/13 C153      10.3  10.1   0.34  -44.3    845
SPY    SPDR S&P 50  SPY US 02/22/13 C152      10.2  10.5   0.60  -43.4    623
FB     FACEBOOK IN  FB US 02/22/13 C29        10.2  38.3   0.63  -56.2    739
YUM    YUM! BRANDS  YUM US 03/16/13 C65       10.1  30.8   2.57  -13.8   1164
AAPL   APPLE INC    AAPL US 02/22/13 P450     10.1  27.1  14.35   38.0    892
NFLX   NETFLIX INC  NFLX US 03/16/13 C170     10.1  65.4  15.60   44.4    793
SPY    SPDR S&P 50  SPY US 02/22/13 C151      10.1  11.1   1.03  -35.6   1651
YUM    YUM! BRANDS  YUM US 03/16/13 P67.5     10.1  29.4   3.90   18.2    559
XLP    SPDR-CONS S  XLP US 03/16/13 C37       10.1  10.1   0.43  -18.9   1186
XLF    SPDR-FINL S  XLF US 02/22/13 P17.5     10.1  15.2   0.26   44.4   9444
YUM    YUM! BRANDS  YUM US 03/16/13 P65       10.0  31.0   2.70   31.1   3384

Top Volatility Decreases

                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
APKT   ACME PACKET  APKT US 08/17/13 C29     -93.0   3.3   0.55    0.0    892
APKT   ACME PACKET  APKT US 08/17/13 P29     -89.2   5.0   0.25    0.0   2409
APKT   ACME PACKET  APKT US 01/18/14 C30     -88.8   5.3   0.35  -86.5    698
APKT   ACME PACKET  APKT US 08/17/13 C30     -88.8   5.3   0.15  -89.7   1150
APKT   ACME PACKET  APKT US 05/18/13 P29     -88.0   5.3   0.23  -96.6    692
APKT   ACME PACKET  APKT US 03/16/13 P29     -87.7   6.4   0.20    0.0   2611
APKT   ACME PACKET  APKT US 05/18/13 C29     -86.9   6.1   0.60  -29.4   1085
APKT   ACME PACKET  APKT US 03/16/13 C29     -85.9   7.3   0.40   21.2   7178
APKT   ACME PACKET  APKT US 08/17/13 C28     -85.0   7.3   1.45  -30.9    521
APKT   ACME PACKET  APKT US 05/18/13 C30     -84.1   7.4   0.20  -69.2   1476
APKT   ACME PACKET  APKT US 08/17/13 P28     -83.3   7.8   0.20  -96.9    848
APKT   ACME PACKET  APKT US 03/16/13 C30     -79.3  10.3   0.15    0.0   6319
APKT   ACME PACKET  APKT US 05/18/13 C28     -75.3  11.9   1.32   15.8    546
APKT   ACME PACKET  APKT US 05/18/13 C23     -24.0  40.7   6.22   94.4    548
DELL   DELL INC     DELL US 03/16/13 P13     -24.0  25.0   0.30   -6.2  14881
INTC   INTEL CORP   INTC US 01/18/14 C13     -22.5  44.7   8.30    1.8   2100
DELL   DELL INC     DELL US 04/20/13 C13     -21.9  21.7   0.69  -31.0    930
DELL   DELL INC     DELL US 05/18/13 P13     -21.9  19.7   0.44   -2.2    543
DELL   DELL INC     DELL US 08/17/13 C13     -20.6  16.7   0.72  -35.1    510
MOS    MOSAIC CO/T  MOS US 03/16/13 C40      -20.3  76.1  20.80   14.9    660
DELL   DELL INC     DELL US 05/18/13 P12     -18.9  26.1   0.25   -7.4    593
DELL   DELL INC     DELL US 03/16/13 C13     -16.9  26.9   0.65  -32.3   5273
HYG    ISH-IBOXX H  HYG US 03/16/13 P92      -14.9   7.4   0.70    7.7   9893
CLSN   CELSION COR  CLSN US 03/16/13 P1      -14.7 128.4   0.15    0.0   1682
HYG    ISH-IBOXX H  HYG US 03/16/13 P90      -13.8   9.4   0.35   16.7   4130
HYG    ISH-IBOXX H  HYG US 03/16/13 P93      -13.3   6.6   1.15   15.0   2255
P      PANDORA MED  P US 03/16/13 C12        -13.2  82.9   1.00    0.0    500
DELL   DELL INC     DELL US 05/18/13 C10     -12.1  36.9   3.40   -8.6   4878
CLX    CLOROX CO    CLX US 04/20/13 P80      -11.5  12.8   1.65  -32.6   1005
SID    SID NACIONA  SID US 03/16/13 C5       -11.1  38.2   0.49  -10.9    500
SIRI   SIRIUS XM R  SIRI US 01/18/14 C2      -11.1  42.2   1.21   -6.2   1125
SYY    SYSCO CORP   SYY US 01/17/15 C30      -10.7  14.8   2.80   -5.1    821
BUD    ANHEUSER-SP  BUD US 03/16/13 P80      -10.2  27.4   0.60  100.0   1178

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

-- Bloomberg News

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