WMT:US 14:00
05/23
U.S. Stock Options With Biggest Changes in Implied Volatility May 23 (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 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
=============================================================================
CRUS CIRRUS LOGI CRUS US 06/22/13 C17 264.6 55.7 1.80 -69.0 1088
LNG CHENIERE EN LNG US 06/22/13 C21 144.9 55.5 8.50 -5.6 601
GAME SHANDA GAME GAME US 06/22/13 C2.5 108.9 124.0 1.35 68.8 3179
EWJ ISHARES-JAP EWJ US 06/22/13 C12 48.6 31.2 0.23 -36.1 46583
EWJ ISHARES-JAP EWJ US 06/22/13 P12 47.1 31.3 0.74 221.7 2024
JNJ JOHNSON&JOH JNJ US 01/17/15 C70 44.6 19.8 18.35 -5.0 705
MDLZ MONDELEZ IN MDLZ US 06/22/13 C32 39.9 31.0 0.85 21.4 2926
EWJ ISHARES-JAP EWJ US 07/20/13 P12 33.7 27.2 0.86 138.9 915
EWJ ISHARES-JAP EWJ US 06/22/13 C10 33.5 39.4 1.56 -27.1 2566
DXJ WISDOMTREE DXJ US 06/22/13 C48 31.1 39.3 3.40 -30.6 2028
EWJ ISHARES-JAP EWJ US 07/20/13 C12 31.1 27.0 0.29 -34.1 4827
DPZ DOMINO'S PI DPZ US 06/22/13 P55 29.8 28.9 0.55 -35.3 1486
EWJ ISHARES-JAP EWJ US 06/22/13 C11 29.8 33.9 0.76 -35.6 4010
SIRI SIRIUS XM R SIRI US 06/22/13 C3.5 29.4 33.9 0.13 18.2 2965
EWJ ISHARES-JAP EWJ US 07/20/13 C11 29.2 30.2 0.79 -44.4 1997
EWJ ISHARES-JAP EWJ US 07/20/13 P11 28.3 29.8 0.35 337.5 5403
MDLZ MONDELEZ IN MDLZ US 07/20/13 C32 28.0 26.5 1.00 2.0 1286
SIRI SIRIUS XM R SIRI US 06/22/13 P3.5 27.7 33.5 0.14 40.0 56509
EWJ ISHARES-JAP EWJ US 09/21/13 P11 27.1 27.7 0.50 177.8 22800
MDLZ MONDELEZ IN MDLZ US 06/22/13 C31 26.2 31.5 1.25 -2.3 697
FNF FIDELITY NA FNF US 07/20/13 C25 26.0 25.2 1.30 0.0 1704
EWJ ISHARES-JAP EWJ US 09/21/13 P12 26.0 25.7 0.97 86.5 2357
DXJ WISDOMTREE DXJ US 06/22/13 C47 25.9 41.0 3.80 -34.5 642
EWJ ISHARES-JAP EWJ US 06/22/13 P11 25.8 34.4 0.25 525.0 10483
MDLZ MONDELEZ IN MDLZ US 06/22/13 P31 25.7 31.0 0.95 93.9 641
AMLP ALERIAN MLP AMLP US 07/20/13 P17 25.5 21.7 0.25 66.7 22858
EWJ ISHARES-JAP EWJ US 09/21/13 C12 25.4 24.9 0.43 -25.9 8967
AMLP ALERIAN MLP AMLP US 07/20/13 P18 24.8 17.7 0.55 37.5 7008
EWJ ISHARES-JAP EWJ US 09/21/13 C11 24.7 26.4 0.91 -27.2 1136
CHL CHINA MOBIL CHL US 06/22/13 C55 24.4 17.8 0.20 -23.1 920
CLWR CLEARWIRE - CLWR US 09/21/13 P3 23.3 29.8 0.05 0.0 4178
DXJ WISDOMTREE DXJ US 06/22/13 C52 23.3 35.3 1.20 -42.6 1379
FNF FIDELITY NA FNF US 06/22/13 C25 22.7 24.0 1.05 250.0 970
DXJ WISDOMTREE DXJ US 06/22/13 C51 22.4 35.8 1.47 -44.5 680
HPQ HEWLETT-PAC HPQ US 06/22/13 C19 21.8 54.8 5.40 328.6 536
DXJ WISDOMTREE DXJ US 06/22/13 C50 21.4 36.8 2.05 -38.4 3516
INFI INFINITY PH INFI US 06/22/13 C25 20.9 142.1 3.60 56.5 3503
DXJ WISDOMTREE DXJ US 07/20/13 C50 20.6 34.9 2.55 -28.8 2929
AGO ASSURED GUA AGO US 06/22/13 P22 20.2 34.5 0.44 57.1 7242
FTR FRONTIER CO FTR US 01/18/14 P4 19.6 31.9 0.40 14.3 2300
EWJ ISHARES-JAP EWJ US 09/21/13 P10 19.5 30.5 0.22 175.0 13239
DXJ WISDOMTREE DXJ US 07/20/13 P40 19.5 45.0 0.50 0.0 940
EMC EMC CORP/MA EMC US 06/22/13 C20 19.4 37.5 3.65 -11.2 611
MDLZ MONDELEZ IN MDLZ US 06/22/13 P30 19.0 33.2 0.60 66.7 1318
DXJ WISDOMTREE DXJ US 07/20/13 P43 18.9 41.2 0.80 0.0 2277
JNJ JOHNSON&JOH JNJ US 10/19/13 C85 18.9 15.3 4.60 -4.2 889
DXJ WISDOMTREE DXJ US 08/17/13 C51 18.7 33.0 2.47 -35.0 1150
DXJ WISDOMTREE DXJ US 06/22/13 P51 18.6 36.0 2.69 144.6 689
DXJ WISDOMTREE DXJ US 06/22/13 P47 18.2 40.3 1.00 300.0 689
DXJ WISDOMTREE DXJ US 08/17/13 C50 18.1 33.5 3.00 -28.6 1763
XLF SPDR-FINL S XLF US 06/14/13 P20.5 17.9 15.7 0.85 9.0 949
INFY INFOSYS LTD INFY US 06/22/13 P42.5 17.7 27.1 1.75 66.7 2235
DXJ WISDOMTREE DXJ US 06/22/13 P50 17.7 36.3 2.19 173.8 1026
AGNC AMERICAN CA AGNC US 06/22/13 P29 17.6 26.1 2.00 26.6 687
DXJ WISDOMTREE DXJ US 06/22/13 P46 17.4 40.8 0.85 466.7 820
EWJ ISHARES-JAP EWJ US 01/18/14 C12 17.4 22.8 0.61 -20.8 1581
SIRI SIRIUS XM R SIRI US 07/20/13 C3.5 17.1 32.2 0.18 0.0 2440
HK HALCON RESO HK US 07/20/13 P5 17.1 64.1 0.35 133.3 1227
INFY INFOSYS LTD INFY US 06/22/13 P40 17.1 28.5 0.60 122.2 865
MTG MGIC INVT C MTG US 06/22/13 P5.5 16.9 65.3 0.18 20.0 2808
HALO HALOZYME TH HALO US 07/20/13 P5 16.8 102.6 0.15 -25.0 1350
CTSH COGNIZANT T CTSH US 06/22/13 P62.5 16.5 38.7 2.02 61.6 916
DXJ WISDOMTREE DXJ US 06/22/13 P45 16.5 42.5 0.64 540.0 1187
EWA ISHARES-AUS EWA US 07/20/13 C27 16.4 20.1 0.35 16.7 636
DXJ WISDOMTREE DXJ US 06/22/13 P49 15.8 37.4 1.75 207.0 596
GRA WR GRACE & GRA US 06/22/13 C75 15.7 24.5 5.62 -20.9 510
DXJ WISDOMTREE DXJ US 08/17/13 P45 15.6 36.5 1.55 210.0 582
EWJ ISHARES-JAP EWJ US 12/21/13 C12 15.5 23.1 0.58 -35.6 1625
ISIS ISIS PHARM ISIS US 06/22/13 C21 15.3 50.9 1.05 61.5 797
TIVO TIVO INC TIVO US 06/22/13 P12 15.1 83.7 0.83 23.9 4593
CYS CYS INVESTM CYS US 12/21/13 P11 14.9 17.6 0.85 6.2 1204
FE FIRSTENERGY FE US 06/22/13 C43 14.7 18.7 0.75 -25.0 1221
EWJ ISHARES-JAP EWJ US 07/20/13 P10 14.6 33.8 0.12 0.0 1033
DXJ WISDOMTREE DXJ US 06/22/13 P48 14.5 38.5 1.33 358.6 2124
TSLA TESLA MOTOR TSLA US 06/22/13 C85 14.2 70.2 10.30 49.3 1569
TSLA TESLA MOTOR TSLA US 06/22/13 P80 14.2 70.9 2.60 -18.8 1291
EWJ ISHARES-JAP EWJ US 01/18/14 C10 14.1 24.4 1.74 -21.3 604
TSLA TESLA MOTOR TSLA US 06/22/13 P70 13.9 72.9 0.81 -14.7 650
MTRX MATRIX SERV MTRX US 06/22/13 C15 13.8 34.1 1.40 -28.6 1032
MTG MGIC INVT C MTG US 06/22/13 P6 13.6 61.7 0.34 0.0 1585
MTG MGIC INVT C MTG US 06/22/13 C6 13.5 61.3 0.50 25.0 2862
TSLA TESLA MOTOR TSLA US 06/22/13 P75 13.4 71.5 1.48 -17.8 1370
FXY CRYSHS-JAPA FXY US 06/22/13 P100 13.3 14.1 4.30 -15.7 1332
FIG FORTRESS IN FIG US 09/21/13 C7 13.2 42.2 0.75 25.0 764
DOV DOVER CORP DOV US 06/22/13 C80 13.0 19.3 1.40 100.0 1035
HALO HALOZYME TH HALO US 06/22/13 C7.5 12.9 89.8 0.68 36.0 584
IMAX IMAX CORP IMAX US 06/22/13 P27 12.9 33.8 0.80 128.6 1773
EWJ ISHARES-JAP EWJ US 01/18/14 C11 12.9 23.2 1.09 -22.1 3316
MNKD MANNKIND CO MNKD US 06/22/13 P4 12.6 106.6 0.02 -50.0 645
TSLA TESLA MOTOR TSLA US 06/22/13 C80 12.5 69.7 14.00 38.6 1421
TSLA TESLA MOTOR TSLA US 06/22/13 C92.5 12.5 70.7 6.60 65.0 571
TSLA TESLA MOTOR TSLA US 06/22/13 C95 12.5 71.2 5.60 73.9 1495
EWJ ISHARES-JAP EWJ US 01/17/15 C12 12.5 23.1 1.05 -14.6 635
EXC EXELON CORP EXC US 06/22/13 P35 12.4 16.4 0.80 0.0 726
TSLA TESLA MOTOR TSLA US 06/22/13 P90 12.2 71.1 6.70 -19.3 894
FIG FORTRESS IN FIG US 09/21/13 C6 12.1 45.5 1.39 15.8 2211
MNKD MANNKIND CO MNKD US 08/17/13 C5 12.1 113.3 2.15 38.7 1387
XLF SPDR-FINL S XLF US 06/22/13 P20 12.1 15.8 0.57 26.7 13600
HD HOME DEPOT HD US 06/22/13 P80 11.9 20.3 2.34 19.4 870
OCN OCWEN FINL OCN US 07/20/13 C35 11.8 44.6 6.50 -8.6 649
TSLA TESLA MOTOR TSLA US 06/22/13 C90 11.6 70.5 7.90 64.6 1724
DIA SPDR DJIA T DIA US 06/22/13 P154 11.5 10.7 2.77 4.5 1441
PEG PUB SERV EN PEG US 06/22/13 C35 11.5 15.0 0.19 -5.0 1354
TSLA TESLA MOTOR TSLA US 06/22/13 P92.5 11.5 71.2 7.80 -27.8 746
OKS ONEOK PARTN OKS US 07/20/13 P50 11.4 22.5 0.85 112.5 843
ELN ELAN CORP-A ELN US 01/18/14 P11 11.4 21.5 0.40 33.3 775
RDN RADIAN GROU RDN US 06/22/13 C13 11.3 53.9 1.00 11.1 2501
EWJ ISHARES-JAP EWJ US 12/21/13 C11 11.3 23.3 1.06 -33.8 1707
FXY CRYSHS-JAPA FXY US 06/22/13 P95 11.2 13.7 0.97 -28.1 981
P PANDORA MED P US 06/22/13 P17 11.1 95.2 1.72 -12.7 868
AUXL AUXILIUM PH AUXL US 09/21/13 P15 11.1 78.3 2.25 50.0 750
FXY CRYSHS-JAPA FXY US 06/22/13 P96 11.0 13.6 1.40 -24.3 595
STX SEAGATE TEC STX US 06/22/13 P33 10.6 47.4 0.04 -50.0 700
EXC EXELON CORP EXC US 06/22/13 C35 10.6 16.9 0.50 31.6 835
MOBI SKY-MOBI LT MOBI US 01/18/14 C2.5 10.6 145.3 1.70 3.0 640
VXX IPATH-S&P S VXX US 01/18/14 P12 10.6 63.9 0.81 -4.7 5201
P PANDORA MED P US 07/20/13 P17 10.4 76.8 1.95 -10.1 2374
VOD VODAFONE GR VOD US 01/18/14 C25 10.2 26.2 4.00 -18.4 518
FE FIRSTENERGY FE US 06/22/13 P42 10.1 19.7 0.60 71.4 808
PFE PFIZER INC PFE US 06/22/13 C30 10.1 18.9 0.28 -3.5 3986
TSLA TESLA MOTOR TSLA US 07/20/13 P85 10.1 67.4 6.90 -17.6 506
TIVO TIVO INC TIVO US 06/22/13 P10 10.1 85.9 0.24 60.0 3480
PFE PFIZER INC PFE US 07/20/13 C29 10.1 17.0 0.84 -6.7 652
PFE PFIZER INC PFE US 07/20/13 C30 10.0 17.0 0.43 -2.3 961
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
VXX IPATH-S&P S VXX US 01/18/14 P7 -42.1 69.0 0.04 -20.0 936
TLAB TELLABS INC TLAB US 06/22/13 P2 -35.8 27.0 0.05 -66.7 896
DRYS DRYSHIPS IN DRYS US 06/22/13 C2 -35.7 62.8 0.14 -50.0 2173
PETM PETSMART IN PETM US 06/22/13 P70 -35.0 20.5 1.55 -48.3 612
PETM PETSMART IN PETM US 06/22/13 P67.5 -33.0 21.2 0.67 -62.8 624
AAP ADVANCE AUT AAP US 06/22/13 C85 -30.6 19.6 1.28 -58.7 1273
RL RALPH LAURE RL US 06/22/13 P180 -29.5 21.9 2.90 -8.5 578
HPQ HEWLETT-PAC HPQ US 06/22/13 C25 -29.5 31.6 0.58 346.1 6608
HPQ HEWLETT-PAC HPQ US 06/22/13 C24 -28.1 32.2 1.05 320.0 5451
HPQ HEWLETT-PAC HPQ US 06/22/13 C23 -28.0 33.0 1.68 273.3 13139
DRYS DRYSHIPS IN DRYS US 06/22/13 P2 -27.2 64.4 0.16 -11.1 644
HPQ HEWLETT-PAC HPQ US 06/22/13 P25 -26.6 31.5 1.32 -67.0 1257
XLF SPDR-FINL S XLF US 06/14/13 C17.5 -26.2 24.2 2.24 -3.0 706
RL RALPH LAURE RL US 06/22/13 P175 -26.2 22.9 1.40 -29.6 614
HPQ HEWLETT-PAC HPQ US 06/22/13 C22 -25.1 34.2 2.57 242.7 19666
HPQ HEWLETT-PAC HPQ US 06/22/13 C21 -23.9 34.2 3.41 184.2 1891
PETM PETSMART IN PETM US 07/20/13 P70 -23.5 19.7 2.06 -39.2 569
DLTR DOLLAR TREE DLTR US 06/22/13 C52.5 -23.3 23.0 0.50 11.1 582
HPQ HEWLETT-PAC HPQ US 06/22/13 P23 -23.0 33.5 0.41 -82.4 11450
MMLP MARTIN MIDS MMLP US 06/22/13 C45 -21.8 17.4 0.80 -56.8 702
DLTR DOLLAR TREE DLTR US 06/22/13 C50 -21.5 23.5 1.50 57.9 1734
JNJ JOHNSON&JOH JNJ US 06/22/13 P87.5 -21.2 13.5 1.28 -3.0 1972
HPQ HEWLETT-PAC HPQ US 06/22/13 P22 -19.9 35.9 0.21 -86.8 3216
TD TORONTO-DOM TD US 06/22/13 P80 -19.4 13.5 0.85 -22.7 883
PLCE CHILDREN'S PLCE US 07/20/13 P52.5 -19.1 25.2 1.85 -27.7 758
HD HOME DEPOT HD US 06/22/13 C75 -18.7 16.2 4.20 -15.2 560
HPQ HEWLETT-PAC HPQ US 06/22/13 P21 -17.0 38.3 0.10 -90.5 6760
CRUS CIRRUS LOGI CRUS US 06/22/13 P15 -15.9 61.7 0.15 150.0 554
DRYS DRYSHIPS IN DRYS US 07/20/13 C2 -15.9 72.3 0.22 -31.2 1015
WCRX WARNER CHIL WCRX US 07/20/13 P16 -15.7 40.2 0.15 15.4 5001
HPQ HEWLETT-PAC HPQ US 07/20/13 P24 -15.4 33.1 1.15 -64.1 2171
OHI OMEGA HEALT OHI US 06/22/13 P30 -15.4 38.4 0.20 33.3 541
DLTR DOLLAR TREE DLTR US 06/22/13 P47.5 -15.0 25.9 0.45 -64.0 670
HPQ HEWLETT-PAC HPQ US 07/20/13 C25 -14.4 32.3 0.94 308.7 5165
BDX BECTON DICK BDX US 06/22/13 P80 -14.3 35.9 0.05 0.0 1565
HPQ HEWLETT-PAC HPQ US 07/20/13 P25 -14.0 32.7 1.65 -59.9 1811
HPQ HEWLETT-PAC HPQ US 07/20/13 C24 -13.6 33.0 1.38 273.0 5370
STP SUNTECH POW STP US 06/22/13 C1 -13.2 150.5 0.13 -27.8 965
TWTC TW TELECOM TWTC US 06/22/13 C25 -13.2 30.5 3.50 22.8 945
HD HOME DEPOT HD US 06/22/13 C77.5 -13.0 16.0 2.28 -19.7 1125
HPQ HEWLETT-PAC HPQ US 07/20/13 P23 -12.5 33.9 0.73 -71.0 1607
CSC COMPUTER SC CSC US 06/22/13 P45 -12.3 21.2 2.00 -7.0 1083
JRCC JAMES RIVER JRCC US 06/22/13 C2.5 -12.2 102.9 0.70 7.7 516
HPQ HEWLETT-PAC HPQ US 07/20/13 C23 -11.8 33.8 1.97 228.3 789
MMR MCMORAN EXP MMR US 01/18/14 P17 -11.6 10.5 0.80 -9.1 1040
HPQ HEWLETT-PAC HPQ US 07/20/13 C22 -11.4 34.8 2.73 190.4 2807
JNJ JOHNSON&JOH JNJ US 06/22/13 P82.5 -11.3 18.0 0.26 -7.1 1470
APRI APRICUS BIO APRI US 06/22/13 C2.5 -11.2 120.0 0.44 -56.0 546
RMD RESMED INC RMD US 06/22/13 C50 -10.7 29.2 1.62 -10.0 518
CRUS CIRRUS LOGI CRUS US 06/22/13 P16 -10.3 56.3 0.30 900.0 528
HPQ HEWLETT-PAC HPQ US 06/22/13 P20 -10.3 41.6 0.05 -92.1 1357
XLF SPDR-FINL S XLF US 06/22/13 P15 -10.1 42.8 0.01 -50.0 1468
x - Ex-dividend.
* - Ex-earnings.
-- Bloomberg News
To contact Bloomberg News for this story:
newsdev@bloomberg.net
Last Updated: May 23, 2013 15:00 EDT
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