PFE:US 10:30
05/22
U.S. Stock Options With Biggest Changes in Implied Volatility May 22 (Bloomberg) -- 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
=============================================================================
SUPN SUPERNUS PH SUPN US 09/21/13 C5 127.1 66.5 1.75 34.6 257
MNKD MANNKIND CO MNKD US 06/22/13 C4 90.2 140.2 2.42 79.3 275
PXP PLAINS EXPL PXP US 06/22/13 C50 72.8 13.3 0.05 -50.0 673
SKS SAKS INC SKS US 06/22/13 P14 54.5 45.0 0.25 -68.3 242
SKS SAKS INC SKS US 06/22/13 C14 49.5 42.2 1.70 466.7 563
BMY BRISTOL-MYE BMY US 06/22/13 C43 43.6 31.8 3.90 133.5 391
SKS SAKS INC SKS US 07/20/13 P14 43.1 37.2 0.30 0.0 1302
FMCN FOCUS MEDIA FMCN US 10/19/13 P26 42.8 9.0 0.05 -87.5 300
BMY BRISTOL-MYE BMY US 06/22/13 C44 42.7 30.5 3.20 185.7 1907
SKS SAKS INC SKS US 07/20/13 P15 42.1 36.8 0.70 0.0 1075
BMY BRISTOL-MYE BMY US 06/22/13 P44 41.3 30.5 0.61 -46.0 1280
BMY BRISTOL-MYE BMY US 06/22/13 C45 40.0 29.7 2.48 264.7 914
BMY BRISTOL-MYE BMY US 06/22/13 P45 39.8 29.7 0.89 -50.3 1532
BMY BRISTOL-MYE BMY US 06/22/13 P46 37.8 29.3 1.28 -39.6 3748
BMY BRISTOL-MYE BMY US 06/22/13 C46 36.9 29.2 1.87 356.1 4486
MNKD MANNKIND CO MNKD US 06/22/13 P4 36.0 90.7 0.02 -50.0 210
SKS SAKS INC SKS US 08/17/13 P14 35.0 36.0 0.40 -81.0 425
SKS SAKS INC SKS US 08/17/13 P12 34.1 39.9 0.10 -60.0 505
BMY BRISTOL-MYE BMY US 06/22/13 C47 34.1 29.0 1.38 527.3 4837
SKS SAKS INC SKS US 06/22/13 P15 34.0 43.1 0.50 -67.7 608
SKS SAKS INC SKS US 07/20/13 C15 33.3 35.1 1.11 1010.0 371
BMY BRISTOL-MYE BMY US 07/20/13 C45 31.6 26.7 2.62 204.7 217
BMY BRISTOL-MYE BMY US 06/22/13 P40 30.6 36.9 0.17 -15.0 678
BMY BRISTOL-MYE BMY US 06/22/13 C48 30.2 29.2 0.96 700.0 2788
BMY BRISTOL-MYE BMY US 07/20/13 C46 29.3 26.0 2.05 253.4 274
BMY BRISTOL-MYE BMY US 07/20/13 P45 28.8 26.3 1.43 -42.8 223
SUPN SUPERNUS PH SUPN US 09/21/13 C6 28.0 52.7 0.85 54.5 565
SPP SAPPI LTD-A SPP US 01/18/14 P2.5 27.5 42.8 0.35 0.0 400
BMY BRISTOL-MYE BMY US 07/20/13 C47 26.9 25.8 1.64 368.6 236
BMY BRISTOL-MYE BMY US 07/20/13 P46 26.0 25.6 1.84 -30.6 313
SKS SAKS INC SKS US 08/17/13 P15 25.9 33.7 0.80 -76.5 225
SKS SAKS INC SKS US 08/17/13 C15 24.1 32.4 1.30 766.7 257
BMY BRISTOL-MYE BMY US 09/21/13 C40 23.1 27.3 6.80 56.7 286
SKS SAKS INC SKS US 06/22/13 C15 22.7 42.0 1.00 0.0 3465
CLWR CLEARWIRE - CLWR US 09/21/13 P3 22.6 27.6 0.05 0.0 2016
AGNC AMERICAN CA AGNC US 06/22/13 P29 21.5 21.7 1.20 -11.1 409
MCD MCDONALDS C MCD US 07/20/13 C95 21.4 15.0 7.00 -6.7 219
SKS SAKS INC SKS US 06/22/13 C13 21.2 36.9 2.55 200.0 921
MNKD MANNKIND CO MNKD US 06/22/13 P5 21.0 83.1 0.15 -44.4 464
JRCC JAMES RIVER JRCC US 06/22/13 C2 20.9 196.3 1.30 8.3 202
JNK SPDR BARCLA JNK US 07/20/13 P42 20.9 5.7 0.99 0.0 400
ACHN ACHILLION P ACHN US 06/22/13 P7.5 20.7 45.2 0.20 0.0 593
BMY BRISTOL-MYE BMY US 09/21/13 C44 19.8 24.1 3.75 101.6 227
JPM JPMORGAN CH JPM US 06/22/13 C49 19.6 29.0 5.80 34.9 398
SKS SAKS INC SKS US 11/16/13 P13 19.4 36.6 0.55 -42.1 1787
XLF SPDR-FINL S XLF US 06/22/13 C18 19.1 21.7 2.26 7.1 404
GTXI GTX INC GTXI US 06/22/13 C6 18.6 116.8 1.10 29.4 211
XME SPDR S&P ME XME US 06/22/13 P40 18.4 26.2 1.93 -2.0 467
SKS SAKS INC SKS US 08/17/13 C16 18.4 32.1 0.77 0.0 231
BAC BANK OF AME BAC US 06/07/13 P11.5 18.1 46.8 0.01 0.0 400
JPM JPMORGAN CH JPM US 06/22/13 C48 17.4 30.3 6.65 26.7 322
PWRD PERFECT WOR PWRD US 06/22/13 C12 16.9 55.6 1.05 5.0 591
JPM JPMORGAN CH JPM US 06/22/13 P43 16.1 40.7 0.04 0.0 495
MNKD MANNKIND CO MNKD US 06/22/13 C5 16.1 80.0 1.53 159.3 384
MNKD MANNKIND CO MNKD US 06/22/13 P5.5 16.0 85.7 0.34 -39.3 222
BMY BRISTOL-MYE BMY US 06/22/13 P33 15.9 55.7 0.03 -25.0 223
BMY BRISTOL-MYE BMY US 07/20/13 P33 15.5 45.2 0.06 0.0 271
RAD RITE AID CO RAD US 06/22/13 C2.5 15.1 68.6 0.53 17.8 201
XME SPDR S&P ME XME US 06/22/13 P39 15.1 27.5 1.35 22.7 359
JPM JPMORGAN CH JPM US 06/22/13 P44 14.5 38.5 0.05 -16.7 211
JPM JPMORGAN CH JPM US 06/22/13 P47 14.4 32.2 0.10 -23.1 771
MNKD MANNKIND CO MNKD US 06/22/13 C5.5 14.4 83.2 0.88 137.8 846
MMR MCMORAN EXP MMR US 01/17/15 P12 14.2 17.0 0.05 0.0 500
PFE PFIZER INC PFE US 06/22/13 P30 14.1 18.3 0.77 -45.4 2593
MNKD MANNKIND CO MNKD US 06/22/13 C6 13.6 83.9 0.61 205.0 1383
JPM JPMORGAN CH JPM US 06/22/13 P41 13.4 45.3 0.03 0.0 276
PFE PFIZER INC PFE US 06/22/13 P28 13.4 19.7 0.13 -51.9 360
JPM JPMORGAN CH JPM US 06/22/13 C46 13.3 35.3 8.60 18.9 205
BMY BRISTOL-MYE BMY US 12/21/13 P46 13.3 22.1 3.10 -27.1 331
MMR MCMORAN EXP MMR US 01/18/14 P17 13.3 12.4 0.88 -6.4 500
RIO RIO TINTO-A RIO US 06/22/13 C47.5 13.2 32.3 1.02 50.0 10416
GE GENERAL ELE GE US 06/22/13 C23 13.1 18.1 1.16 34.9 1304
PFE PFIZER INC PFE US 06/22/13 P31 13.1 19.7 1.57 -30.8 700
JPM JPMORGAN CH JPM US 06/22/13 C47 13.1 32.4 7.72 22.5 1138
MNKD MANNKIND CO MNKD US 06/22/13 P6 13.0 87.8 0.58 -40.2 588
EGO ELDORADO GO EGO US 01/17/15 C5 12.9 55.3 2.90 11.5 550
BAC BANK OF AME BAC US 06/07/13 C13 12.7 28.3 0.68 19.3 343
JPM JPMORGAN CH JPM US 06/22/13 P49 12.7 27.2 0.18 -25.0 506
JPM JPMORGAN CH JPM US 06/22/13 P50 12.6 25.4 0.22 -35.3 11732
ESRX EXPRESS SCR ESRX US 06/22/13 P57.5 12.5 25.0 0.21 -32.3 477
SWI SOLARWINDS SWI US 06/22/13 C45 12.5 34.2 1.10 -69.4 527
SIRI SIRIUS XM R SIRI US 06/22/13 C3.5 12.5 26.3 0.13 18.2 1210
ESRX EXPRESS SCR ESRX US 06/22/13 C60 12.2 23.1 3.40 56.0 551
BMY BRISTOL-MYE BMY US 01/18/14 P41 12.2 24.2 1.56 -24.6 5005
CPRT COPART INC CPRT US 06/22/13 P30 12.1 55.0 0.20 33.3 200
XME SPDR S&P ME XME US 06/22/13 P38 11.9 28.4 0.84 3.7 1096
PFE PFIZER INC PFE US 06/22/13 P29 11.8 18.1 0.36 -47.1 1980
PFE PFIZER INC PFE US 07/20/13 P31 11.8 18.8 1.78 -24.3 1510
JPM JPMORGAN CH JPM US 06/22/13 P48 11.8 29.2 0.14 -17.6 311
CLNE CLEAN ENERG CLNE US 06/22/13 C13 11.6 40.5 1.10 -31.2 347
RPRX REPROS THER RPRX US 07/20/13 C15 11.6 99.8 3.40 0.0 872
ANV ALLIED NEVA ANV US 06/22/13 P7.5 11.5 85.1 0.65 8.3 1100
RAX RACKSPACE H RAX US 06/22/13 C40 11.4 44.4 1.25 31.6 1421
C CITIGROUP I C US 06/07/13 P49 11.4 29.1 0.19 -26.9 760
XLI SPDR-INDU S XLI US 06/22/13 P41 11.4 19.7 0.10 42.9 10325
RIO RIO TINTO-A RIO US 06/22/13 P42.5 11.2 34.9 0.60 -9.1 205
PG PROCTER & G PG US 06/22/13 C77.5 11.1 15.8 2.19 -0.9 717
XLF SPDR-FINL S XLF US 06/07/13 C18 10.9 27.5 2.19 12.3 1178
EEM ISHARES-EMG EEM US 09/21/13 P37 10.7 23.5 0.36 9.1 7759
JPM JPMORGAN CH JPM US 06/22/13 P40 10.6 47.9 0.03 0.0 624
BMY BRISTOL-MYE BMY US 07/20/13 P48 10.6 25.2 2.95 0.0 364
RIO RIO TINTO-A RIO US 06/22/13 P47.5 10.4 31.7 2.55 -34.6 453
RDS/A ROYAL DUTCH RDSA US 06/22/13 C70 10.3 12.8 0.35 -12.5 205
SCHW SCHWAB (CHA SCHW US 06/22/13 C20 10.3 26.1 0.33 57.1 3020
SPXS DIREXION DA SPXS US 06/22/13 C9 10.2 32.9 0.90 -5.3 245
IYR ISHARES-DJ IYR US 07/20/13 P75 10.1 12.1 1.35 3.0 706
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
MASI MASIMO CORP MASI US 12/21/13 P17.5 -69.6 34.8 0.50 0.0 200
XLI SPDR-INDU S XLI US 06/22/13 P38 -68.0 29.0 0.06 0.0 10000
PXP PLAINS EXPL PXP US 01/18/14 P45 -51.7 3.7 0.24 140.0 207
JNJ JOHNSON&JOH JNJ US 06/22/13 C85 -40.8 9.4 4.40 33.3 664
LIFE LIFE TECHNO LIFE US 07/20/13 C75 -36.0 5.2 0.30 0.0 592
CLSN CELSION COR CLSN US 06/22/13 P1 -35.5 50.2 0.10 0.0 1051
XLB SPDR-MATERI XLB US 06/22/13 P43 -30.9 15.2 2.17 -19.6 374
NTAP NETAPP INC NTAP US 06/22/13 C34 -30.6 26.8 4.55 38.7 2018
DANG E-COMMERCE DANG US 06/22/13 C5 -29.4 49.7 1.30 -9.1 1884
NTAP NETAPP INC NTAP US 06/22/13 C36 -27.4 27.8 2.39 23.2 936
AEO AMER EAGLE AEO US 06/22/13 P21 -26.1 30.2 0.94 -30.9 678
AEO AMER EAGLE AEO US 06/22/13 C21 -25.2 28.8 0.65 0.0 572
NTAP NETAPP INC NTAP US 06/22/13 C37 -25.1 28.2 1.69 20.7 478
NTAP NETAPP INC NTAP US 06/22/13 P35 -25.1 28.6 0.21 -77.2 226
NTAP NETAPP INC NTAP US 06/22/13 P34 -24.8 29.0 0.12 -80.0 4297
SPLS STAPLES INC SPLS US 06/22/13 C15 -24.5 30.2 0.55 3.8 218
SPLS STAPLES INC SPLS US 06/22/13 P14 -23.8 31.3 0.15 -62.5 3197
NTAP NETAPP INC NTAP US 06/22/13 C38 -23.4 28.3 1.34 31.4 4506
ADI ANALOG DEVI ADI US 06/22/13 C48 -23.3 17.7 0.20 -65.5 856
NTAP NETAPP INC NTAP US 06/22/13 C39 -23.1 28.7 0.89 21.9 1181
REM ISHARES FTS REM US 10/19/13 C15 -23.1 10.8 0.20 -50.0 292
NTAP NETAPP INC NTAP US 06/22/13 P36 -23.0 29.1 0.42 -68.2 3034
NTAP NETAPP INC NTAP US 06/22/13 P38 -22.0 28.3 1.19 -48.7 434
NTAP NETAPP INC NTAP US 06/22/13 C40 -22.0 29.0 0.60 20.0 3860
NTAP NETAPP INC NTAP US 06/22/13 P33 -21.3 30.9 0.08 -79.5 373
INTU INTUIT INC INTU US 06/22/13 P57.5 -21.3 22.5 0.60 -65.7 1525
NTAP NETAPP INC NTAP US 07/20/13 P35 -21.1 27.3 0.56 -54.8 1464
NTAP NETAPP INC NTAP US 07/20/13 C36 -20.4 27.0 2.90 25.0 301
INTU INTUIT INC INTU US 06/22/13 C60 -20.3 22.0 1.60 52.4 550
NTAP NETAPP INC NTAP US 06/22/13 P40 -20.0 28.9 2.54 -38.8 275
UAN CVR PARTNER UAN US 06/22/13 C25 -19.7 21.4 0.45 -71.3 560
ADI ANALOG DEVI ADI US 06/22/13 C47 -18.7 18.4 0.50 -46.2 1072
ADI ANALOG DEVI ADI US 06/22/13 P45 -18.7 19.6 0.75 0.0 361
NTAP NETAPP INC NTAP US 07/20/13 P38 -18.5 27.3 1.73 -34.2 302
NTAP NETAPP INC NTAP US 07/20/13 C38 -18.1 27.3 1.77 22.9 226
HUN HUNTSMAN CO HUN US 06/22/13 P19 -17.7 38.2 0.60 -24.1 1702
HUN HUNTSMAN CO HUN US 06/22/13 P20 -17.7 38.5 1.15 -8.0 461
LOW LOWE'S COS LOW US 06/22/13 C44 -17.5 23.0 0.76 2.7 529
NTAP NETAPP INC NTAP US 07/20/13 C40 -17.3 27.3 0.89 12.7 612
TGT TARGET CORP TGT US 06/22/13 P65 -17.3 19.2 0.26 44.4 370
LOW LOWE'S COS LOW US 06/22/13 P44 -17.1 23.0 1.68 -30.0 338
LOW LOWE'S COS LOW US 06/22/13 C43 -16.9 23.4 1.16 1.8 2007
PFE PFIZER INC PFE US 08/17/13 P31 -16.9 14.4 2.05 -24.1 434
LOW LOWE'S COS LOW US 06/22/13 C40 -16.7 25.9 3.41 11.8 345
LIFE LIFE TECHNO LIFE US 06/22/13 C75 -16.7 5.6 0.20 0.0 5550
UAN CVR PARTNER UAN US 06/22/13 P25 -16.6 21.9 0.85 183.3 595
HUN HUNTSMAN CO HUN US 06/22/13 P18 -16.6 39.3 0.30 -25.0 896
VOD VODAFONE GR VOD US 06/22/13 P28 -16.2 19.6 0.37 5.7 2611
TGT TARGET CORP TGT US 06/22/13 P67.5 -16.1 17.4 0.68 58.1 897
LOW LOWE'S COS LOW US 06/22/13 C42 -16.1 24.2 1.60 -4.2 901
LOW LOWE'S COS LOW US 06/22/13 P42 -16.0 24.0 0.77 -34.8 974
CLWR CLEARWIRE - CLWR US 01/18/14 C3.5 -15.9 19.0 0.15 0.0 220
JRCC JAMES RIVER JRCC US 06/22/13 C2.5 -15.7 104.4 0.81 1.2 249
NQ NQ MOBILE I NQ US 06/22/13 C7.5 -15.6 72.4 1.80 9.1 921
TGT TARGET CORP TGT US 06/22/13 P70 -15.6 16.2 1.67 57.5 1790
COP CONOCOPHILL COP US 06/22/13 P62.5 -15.3 17.3 0.76 -2.6 337
SWI SOLARWINDS SWI US 06/22/13 C42.5 -15.2 34.6 2.15 -46.9 204
CLWR CLEARWIRE - CLWR US 12/21/13 C3.5 -15.1 18.5 0.10 -33.3 210
TGT TARGET CORP TGT US 06/22/13 C67.5 -14.9 17.4 2.19 -47.9 204
PFE PFIZER INC PFE US 07/20/13 C28 -14.8 14.9 1.87 61.2 516
NPSP NPS PHARM I NPSP US 06/22/13 P15 -14.8 42.6 0.40 -68.0 426
ZNGA ZYNGA INC- ZNGA US 06/22/13 P3 -14.6 47.6 0.03 -50.0 521
TWO TWO HARBORS TWO US 06/22/13 C12 -14.5 16.7 0.15 50.0 307
PGTI PGT INC PGTI US 11/16/13 C7.5 -13.8 69.9 1.65 -25.0 216
TGT TARGET CORP TGT US 06/22/13 C70 -13.7 16.3 1.00 -55.0 1608
PFE PFIZER INC PFE US 09/21/13 P31 -13.7 15.1 2.14 -31.0 286
HUN HUNTSMAN CO HUN US 06/22/13 C19 -13.4 39.5 1.20 -16.7 22829
HUN HUNTSMAN CO HUN US 06/22/13 C20 -13.4 40.4 0.70 -17.6 1646
CCL CARNIVAL CO CCL US 06/22/13 P33 -13.3 23.1 0.90 30.4 642
TGT TARGET CORP TGT US 06/22/13 C72.5 -13.1 15.7 0.25 -73.7 623
HOGS ZHONGPIN IN HOGS US 09/21/13 P12.5 -13.1 12.1 0.20 -20.0 358
XCO EXCO RESOUR XCO US 06/22/13 C8 -12.5 40.0 0.70 4.5 314
PFE PFIZER INC PFE US 08/17/13 P30 -12.5 15.3 1.33 -30.4 267
LOW LOWE'S COS LOW US 07/20/13 C44 -12.3 22.7 1.11 -3.5 401
LOW LOWE'S COS LOW US 07/20/13 C45 -12.3 22.4 0.78 -2.5 239
PGH PENGROWTH E PGH US 07/20/13 C5 -12.0 25.8 0.25 0.0 239
AEO AMER EAGLE AEO US 06/22/13 P18 -11.8 37.2 0.10 -50.0 236
CCL CARNIVAL CO CCL US 07/20/13 P33.5 -11.8 22.6 1.50 20.0 490
PFE PFIZER INC PFE US 07/20/13 C29 -11.5 14.7 1.10 69.2 1672
TGT TARGET CORP TGT US 07/20/13 P67.5 -11.4 17.1 1.15 45.6 1857
AMJ JPM-ALERIAN AMJ US 07/20/13 P48 -11.4 19.2 1.40 0.0 1000
COP CONOCOPHILL COP US 08/17/13 P62.5 -11.4 17.4 2.10 13.5 354
AEO AMER EAGLE AEO US 08/17/13 P19 -11.2 31.6 0.55 -38.9 2031
CLWR CLEARWIRE - CLWR US 07/20/13 C3.5 -11.2 23.2 0.10 11.1 1045
INTU INTUIT INC INTU US 07/20/13 C62.5 -11.2 21.7 1.00 42.9 689
XPO XPO LOGISTI XPO US 11/16/13 C15 -11.2 39.2 3.10 -16.2 500
NTAP NETAPP INC NTAP US 01/18/14 P27 -11.1 32.3 0.42 -17.6 396
MSFT MICROSOFT C MSFT US 07/20/13 C24 -11.1 35.6 10.46 -5.7 240
PFE PFIZER INC PFE US 06/22/13 C27 -11.1 17.5 2.83 53.8 463
TGT TARGET CORP TGT US 07/20/13 P60 -11.0 22.8 0.18 28.6 401
TGT TARGET CORP TGT US 06/22/13 P72.5 -10.9 16.2 3.60 60.0 536
AEO AMER EAGLE AEO US 08/17/13 P20 -10.8 30.0 0.90 -30.8 220
VOD VODAFONE GR VOD US 06/22/13 C30 -10.7 18.6 0.45 -25.0 539
PFE PFIZER INC PFE US 07/20/13 C30 -10.6 14.6 0.55 83.3 1881
PFE PFIZER INC PFE US 08/17/13 C29 -10.6 15.6 1.24 49.4 1123
TGT TARGET CORP TGT US 07/20/13 P70 -10.6 16.0 2.21 52.4 602
STRA STRAYER EDU STRA US 06/22/13 C50 -10.6 44.2 7.40 -16.4 228
SVU SUPERVALU I SVU US 01/18/14 C5 -10.5 47.7 2.00 0.0 3000
LOW LOWE'S COS LOW US 07/20/13 C42 -10.4 23.8 2.21 6.8 328
PGH PENGROWTH E PGH US 10/19/13 P5 -10.4 28.8 0.40 0.0 2003
INTU INTUIT INC INTU US 07/20/13 C60 -10.3 22.3 2.20 63.0 601
MDLZ MONDELEZ IN MDLZ US 06/22/13 C33 -10.2 20.2 0.27 58.8 836
HOV HOVNANIAN E HOV US 06/22/13 C6 -10.1 52.1 0.40 33.3 456
NTAP NETAPP INC NTAP US 09/21/13 C38 -10.1 29.3 2.60 17.6 1701
NTAP NETAPP INC NTAP US 12/21/13 P28 -10.0 32.5 0.45 0.0 397
PFE PFIZER INC PFE US 07/20/13 C31 -10.0 14.9 0.23 76.9 805
x - Ex-dividend.
* - Ex-earnings.
-- Bloomberg News
To contact Bloomberg News for this story:
newsdev@bloomberg.net
Last Updated: May 22, 2013 11:30 EDT
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