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
=============================================================================
CIM    CHIMERA INV  CIM US 03/16/13 C3        81.2  43.4   0.15    0.0    373
CIM    CHIMERA INV  CIM US 03/16/13 P3        41.6  45.0   0.10    0.0  28362
SFI    ISTAR FINAN  SFI US 03/16/13 C10       32.7  39.3   0.90  200.0    225
HLF    HERBALIFE L  HLF US 03/16/13 C32.5     31.1  95.2  10.50   75.0    412
HNZ    HJ HEINZ CO  HNZ US 09/21/13 P70       27.7   5.7   0.35  -12.5    504
CIM    CHIMERA INV  CIM US 06/22/13 P3        23.8  31.8   0.25   25.0   1885
CIM    CHIMERA INV  CIM US 06/22/13 C3        22.7  30.9   0.20  -20.0   1084
HLF    HERBALIFE L  HLF US 03/16/13 P32.5     21.4  94.8   0.80  -30.4    398
SPLK   SPLUNK INC   SPLK US 03/16/13 P30      21.3  64.3   0.55   37.5   1367
HLF    HERBALIFE L  HLF US 03/16/13 P37.5     20.9  82.6   1.80  -35.7    467
HLF    HERBALIFE L  HLF US 03/16/13 P35       20.7  85.7   1.10  -38.9   1122
SPLK   SPLUNK INC   SPLK US 03/16/13 C30      20.3  64.3   5.70    5.6    202
FLO    FLOWERS FOO  FLO US 03/16/13 P25       20.1  43.4   0.43  115.0   4913
FLO    FLOWERS FOO  FLO US 07/20/13 P25       19.9  35.0   1.40   52.2   1273
HLF    HERBALIFE L  HLF US 03/16/13 P41       19.6  77.4   3.30  -34.0    233
SPLK   SPLUNK INC   SPLK US 03/16/13 P35      19.3  59.3   2.20    4.8    614
HLF    HERBALIFE L  HLF US 03/16/13 P25       19.3 117.6   0.25  -16.7    229
VMED   VIRGIN MEDI  VMED US 03/16/13 P45      19.1  14.6   0.70   27.3    269
MNST   MONSTER BEV  MNST US 03/16/13 P45      18.9  68.3   1.55  -16.2    380
NRF    NORTHSTAR R  NRF US 09/21/13 P7.5      18.9  30.7   0.40   -4.8    250
FLO    FLOWERS FOO  FLO US 04/20/13 P25       18.6  37.3   0.68   51.1    661
HLF    HERBALIFE L  HLF US 03/16/13 P30       18.5  99.3   0.60  -14.3   1257
MNST   MONSTER BEV  MNST US 03/16/13 P52.5    18.1  59.4   4.40  -25.4    382
MNST   MONSTER BEV  MNST US 03/16/13 C50      17.1  63.4   3.45   76.9    968
MNST   MONSTER BEV  MNST US 03/16/13 P50      17.0  62.1   3.20  -33.9   1350
SPLK   SPLUNK INC   SPLK US 03/16/13 C35      16.9  58.5   2.50   21.9    768
MNST   MONSTER BEV  MNST US 03/16/13 C52.5    16.6  60.5   2.55  121.7    417
SFD    SMITHFIELD   SFD US 03/16/13 P22       16.6  40.5   0.45   50.0   2871
JNK    SPDR BARCLA  JNK US 03/16/13 P40       16.4   8.1   0.20    0.0    817
WPRT   WESTPORT IN  WPRT US 03/16/13 C31      16.3  51.7   1.25  127.3    312
MNST   MONSTER BEV  MNST US 03/16/13 P47.5    16.1  65.3   2.25  -22.4    413
GE     GENERAL ELE  GE US 03/16/13 P24        15.9  17.6   0.93    3.3    397
HLF    HERBALIFE L  HLF US 03/16/13 C40       15.8  76.9   4.80  140.0   1004
MNST   MONSTER BEV  MNST US 03/16/13 C47.5    15.7  65.3   5.02   61.9    665
USO    UNITED STAT  USO US 03/16/13 C36       15.7  18.2   0.21  -36.4   5089
HLF    HERBALIFE L  HLF US 03/16/13 P40       15.4  77.5   2.50  -40.6    864
ALXA   ALEXZA PHAR  ALXA US 03/16/13 C4.5     15.3 154.9   0.85   30.8    553
SFD    SMITHFIELD   SFD US 03/16/13 P24       15.3  36.5   1.20   26.3   1010
HLF    HERBALIFE L  HLF US 03/16/13 P39       14.8  77.9   2.15  -41.9    201
SIRI   SIRIUS XM R  SIRI US 03/16/13 C3       14.8  34.5   0.21   -4.5    239
GWW    WW GRAINGER  GWW US 03/16/13 P230      14.7  17.4   4.10  -39.7    636
DIA    SPDR DJIA T  DIA US 03/16/13 C140      14.6   9.5   1.24    2.5    844
FAZ    DIR FIN BEA  FAZ US 03/16/13 C10       14.5  36.6   1.58   -1.2    285
ADM    ARCHER-DANI  ADM US 03/16/13 P29       14.3  25.4   0.07  -41.7    514
HLF    HERBALIFE L  HLF US 03/16/13 C44       13.8  73.9   2.78  227.1    455
GSK    GLAXOSMITHK  GSK US 03/16/13 C47       13.6  15.1   0.15    0.0    422
HLF    HERBALIFE L  HLF US 03/16/13 C39       13.4  77.0   5.60  124.0    235
ADM    ARCHER-DANI  ADM US 03/16/13 P30       13.4  22.6   0.15  -37.5    361
HLF    HERBALIFE L  HLF US 03/16/13 C42.5     12.9  73.0   3.40  200.9   1280
SFI    ISTAR FINAN  SFI US 04/20/13 C11       12.6  37.0   0.50  354.6    330
MNST   MONSTER BEV  MNST US 03/16/13 P42.5    12.6  72.4   1.05  -16.0    312
GWW    WW GRAINGER  GWW US 03/16/13 P220      12.3  19.5   1.20  -52.0    402
OCR    OMNICARE IN  OCR US 03/16/13 P40       12.3  42.5   2.05    2.5    825
HLF    HERBALIFE L  HLF US 03/16/13 C37.5     11.8  77.8   6.50  103.1   2849
ADS    ALLIANCE DA  ADS US 03/16/13 C160      11.8  17.3   1.15   76.9    334
OCR    OMNICARE IN  OCR US 03/16/13 P37       11.8  43.1   0.80    6.7    450
P      PANDORA MED  P US 03/16/13 C9          11.8  92.3   4.00    8.1    225
HLF    HERBALIFE L  HLF US 05/18/13 P20       11.7 100.6   0.60    9.1  10565
GPS    GAP INC/THE  GPS US 03/16/13 C34       11.7  37.3   0.71  102.9   2318
OCR    OMNICARE IN  OCR US 03/16/13 P39       11.7  42.5   1.55    3.3    412
GRPN   GROUPON INC  GRPN US 03/16/13 C4       11.4  99.5   1.92   -2.0    373
USO    UNITED STAT  USO US 03/16/13 C35.5     11.3  17.9   0.33  -37.7    560
HLF    HERBALIFE L  HLF US 03/16/13 P20       11.3 130.1   0.10  -37.5    362
WPRT   WESTPORT IN  WPRT US 03/16/13 C30      11.3  48.1   1.70  100.0    287
HLF    HERBALIFE L  HLF US 05/18/13 P22.5     11.0  94.2   0.70  -22.2  31276
HLF    HERBALIFE L  HLF US 05/18/13 C40       10.9  66.5   6.40  100.0    496
MDT    MEDTRONIC I  MDT US 03/16/13 C47       10.7  28.1   1.42   -0.7    809
DIA    SPDR DJIA T  DIA US 04/20/13 C138      10.7  11.6   3.35   -0.3    253
HLF    HERBALIFE L  HLF US 03/16/13 C36       10.6  78.4   7.80   95.0   1929
HLF    HERBALIFE L  HLF US 05/18/13 P35       10.5  72.9   3.00  -25.6    238
HLF    HERBALIFE L  HLF US 05/18/13 C37.5     10.4  67.7   7.80   66.0    899
MDT    MEDTRONIC I  MDT US 03/16/13 C48       10.4  28.0   0.98   -2.0    591
XLF    SPDR-FINL S  XLF US 03/16/13 C17       10.4  16.0   0.90    0.0    387
HLF    HERBALIFE L  HLF US 05/18/13 P36       10.2  71.1   3.40  -32.0    519
USO    UNITED STAT  USO US 03/16/13 P35.5     10.2  17.8   1.26   59.5    668
GPS    GAP INC/THE  GPS US 03/16/13 C33       10.1  37.7   1.21   98.4    703
MWV    MEADWESTVAC  MWV US 06/22/13 P32.5     10.0  20.5   0.75  -65.1    200

Top Volatility Decreases

                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
QLIK   QLIK TECHNO  QLIK US 03/16/13 C26     -38.2  44.4   1.95  156.6    525
QLIK   QLIK TECHNO  QLIK US 03/16/13 C27     -37.0  45.0   1.33  104.6    831
QLIK   QLIK TECHNO  QLIK US 03/16/13 C20     -29.9  54.4   6.94   95.5    200
A      AGILENT TEC  A US 03/16/13 P44        -28.1  19.8   1.82   61.1    280
LOGM   LOGMEIN INC  LOGM US 09/21/13 P12.5   -26.5  54.5   0.80    0.0    636
A      AGILENT TEC  A US 03/16/13 C43        -24.5  21.0   1.03  -56.0    471
CBS    CBS CORP-B   CBS US 03/16/13 C45      -23.9  24.5   1.02   36.0    288
A      AGILENT TEC  A US 03/16/13 P42        -23.8  22.2   0.73   46.0    722
RHP    RYMAN HOSPI  RHP US 04/20/13 C45      -21.6  18.8   0.90  -28.0    300
ADM    ARCHER-DANI  ADM US 03/16/13 P33      -21.4  18.8   1.14  -66.9    330
KOL    MKT VECT-CO  KOL US 03/16/13 C25      -20.3  17.9   0.57  -32.9    503
SNTS   SANTARUS IN  SNTS US 05/18/13 C12.5   -20.0  43.3   1.30  -27.8    725
BRCD   BROCADE COM  BRCD US 03/16/13 C6      -19.8  33.0   0.18  -33.3    342
VFC    VF CORP      VFC US 03/16/13 C160     -19.6  20.8   1.82    1.1    317
HNZ    HJ HEINZ CO  HNZ US 01/17/15 C75      -18.4   2.1   0.15    0.0    303
MMR    MCMORAN EXP  MMR US 03/16/13 C16      -17.6   6.8   0.13  -31.6    356
A      AGILENT TEC  A US 03/16/13 C42        -16.7  22.2   1.37    0.0    344
ELLI   ELLIE MAE I  ELLI US 03/16/13 P20     -14.7  72.8   0.75  -50.7    339
SVNT   SAVIENT PHA  SVNT US 03/16/13 C1      -14.3  63.6   0.09  -10.0    278
BBD    BRADESCO-AD  BBD US 03/16/13 C19      -13.4  19.5   0.13   44.4   1510
HNZ    HJ HEINZ CO  HNZ US 03/16/13 P70      -13.3   8.0   0.10    0.0    201
GE     GENERAL ELE  GE US 03/16/13 C22       -12.9  14.4   1.37   -2.1    350
PSSI   PSS WORLD M  PSSI US 08/17/13 P25     -12.7  12.4   0.05    0.0    365
GMLP   GOLAR LNG P  GMLP US 03/16/13 C30     -12.6  32.2   0.75    0.0    250
ADM    ARCHER-DANI  ADM US 03/16/13 P32      -12.5  19.1   0.69  -32.4    245
CTL    CENTURYLINK  CTL US 03/16/13 P34      -12.4  21.9   1.90  -20.8    288
A      AGILENT TEC  A US 05/18/13 C44        -12.2  23.3   1.53  -43.5    407
QLIK   QLIK TECHNO  QLIK US 05/18/13 C25     -12.2  53.8   4.10  115.8    251
HNZ    HJ HEINZ CO  HNZ US 01/18/14 C75      -12.0   2.8   0.05  -50.0    447
CTL    CENTURYLINK  CTL US 03/16/13 C32      -11.8  20.8   1.05   31.2    474
LCC    US AIRWAYS   LCC US 03/16/13 P14      -11.8  44.5   0.67  -14.1    610
DIA    SPDR DJIA T  DIA US 03/16/13 P140     -11.7   9.8   1.77  -10.6    398
BBRY   RESEARCH IN  BBRY US 03/16/13 P8      -11.6 106.0   0.03  -25.0    278
DTV    DIRECTV      DTV US 03/16/13 P48      -11.4  21.4   0.59    7.3   2281
LCC    US AIRWAYS   LCC US 09/21/13 C14      -11.3  43.4   1.68   -8.2    206
WMT    WAL-MART ST  WMT US 04/20/13 C62.5    -11.2  19.4   7.10    0.0    435
A      AGILENT TEC  A US 05/18/13 P43        -11.0  24.1   2.12   22.5    214
GLW    CORNING INC  GLW US 03/16/13 C12      -10.9  22.2   1.00    2.0    311
UPL    ULTRA PETRO  UPL US 03/16/13 P16      -10.6  37.3   0.70   55.6   3307
UPL    ULTRA PETRO  UPL US 03/16/13 C15      -10.4  40.1   1.14  -44.4    225
DTV    DIRECTV      DTV US 03/16/13 P49      -10.4  20.4   0.80    1.3    679
LCC    US AIRWAYS   LCC US 03/16/13 C14      -10.3  43.1   0.70   -5.4   1199
NEM    NEWMONT MIN  NEM US 04/20/13 C37      -10.2  29.9   6.35  -15.3    281
PCYC   PHARMACYCLI  PCYC US 03/16/13 C85     -10.1  38.9   3.10   55.0    361

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

-- Bloomberg News

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