U.S. Stock Options With Biggest Changes in Implied Volatility

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
=============================================================================
JNJ    JOHNSON&JOH  JNJ US  8/21/10 P60       17.5  15.9   1.28  -21.5   1133
APOL   APOLLO GROU  APOL US  8/21/10 P50      15.0  44.7   3.82  -15.3   1318
APOL   APOLLO GROU  APOL US  8/21/10 P49      14.7  45.3   3.46  -30.1    970
APOL   APOLLO GROU  APOL US  8/21/10 C50      14.5  44.9   1.63  126.4   6963
APOL   APOLLO GROU  APOL US  8/21/10 C49      14.3  45.2   2.02  114.9   1650
IAU    ISHARES-CO   IAU US  1/22/11 C11       11.6  23.6   1.10   -6.0    552

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= DRYS DRYSHIPS IN DRYS US 8/21/10 C4 -25.1 47.8 0.27 12.5 3673 VVUS VIVUS INC VVUS US 8/21/10 P5 -23.4 79.2 0.50 11.1 1451 AAI AIRTRAN HOL AAI US 8/21/10 C5 -22.3 44.6 0.20 -20.0 663 DTG DOLLAR THRI DTG US 8/21/10 C45 -21.0 24.0 1.50 -34.8 4584 EWP ISHARES-SPA EWP US 8/21/10 C37 -20.0 33.6 1.75 2.9 710 VVUS VIVUS INC VVUS US 8/21/10 C5 -19.6 71.5 0.35 -50.0 2639 PBR PETROBRAS S PBR US 8/21/10 C34 -19.2 31.5 1.58 -16.0 1407 HAS HASBRO INC HAS US 8/21/10 C40 -19.1 29.3 1.00 -23.1 728 SQM QUIMICA Y-S SQM US 8/21/10 C35 -19.0 26.5 1.00 -16.7 793 DBTK DOUBLE-TAKE DBTK US 12/18/10 P10 -18.7 9.8 0.05 0.0 1835 VZ VERIZON COM VZ US 8/21/10 P27 -18.6 17.2 0.71 -14.5 536 WMT WAL-MART ST WMT US 8/21/10 P50 -18.2 15.2 1.39 -2.1 872 HAO CLAY CHINA HAO US 8/21/10 C26 -17.9 24.4 0.40 2.6 709 WMT WAL-MART ST WMT US 8/21/10 C50 -17.9 15.3 0.61 -29.1 5853 PBR PETROBRAS S PBR US 8/21/10 C36 -17.9 29.3 0.67 -23.0 1363 PBR PETROBRAS S PBR US 8/21/10 C35 -17.8 30.5 1.05 -21.1 1040 DAL DELTA AIR L DAL US 8/21/10 C12 -17.6 51.3 0.50 -33.3 6580 VZ VERIZON COM VZ US 8/21/10 C28 -17.3 16.2 0.12 -36.8 2218 DAL DELTA AIR L DAL US 8/21/10 P11 -17.3 54.0 0.47 -17.5 1135 WMT WAL-MART ST WMT US 8/21/10 C47.5 -17.3 18.0 2.21 -13.3 3938 T AT&T INC T US 8/21/10 C26 -16.9 14.5 0.08 -33.3 1340 WMT WAL-MART ST WMT US 8/21/10 P47.5 -16.9 18.0 0.39 -25.0 14827 VXX IPATH-S&P S VXX US 8/21/10 P26 -16.6 68.4 1.80 -5.3 948 VVUS VIVUS INC VVUS US 9/18/10 P5 -16.5 86.6 0.75 15.4 1631 DAL DELTA AIR L DAL US 8/21/10 C11 -16.5 54.6 1.04 -20.0 792 ACAS AMERICAN CA ACAS US 8/21/10 C5 -16.4 57.6 0.35 -12.5 923 SQNM SEQUENOM IN SQNM US 8/21/10 C6 -16.2 55.0 0.33 -25.0 1251 GE GENERAL ELE GE US 8/21/10 C15 -16.1 28.7 0.36 -10.0 13153 JDSU JDS UNIPHAS JDSU US 8/21/10 C10 -15.9 51.0 0.60 -24.1 3618 LLY ELI LILLY & LLY US 8/21/10 C36 -15.6 16.9 0.27 0.0 1919 VZ VERIZON COM VZ US 8/21/10 C27 -15.6 17.3 0.47 -9.6 6089 RWT REDWOOD TRU RWT US 8/21/10 C15 -15.6 29.3 0.40 33.3 1118 T AT&T INC T US 8/21/10 C25 -15.6 16.2 0.42 2.4 10058 CTL CENTURYLINK CTL US 8/21/10 C35 -15.6 16.2 0.60 0.0 1993 NYB NY COMM BAN NYB US 8/21/10 C17 -15.5 28.0 0.35 -18.6 604 HAS HASBRO INC HAS US 8/21/10 P40 -15.2 30.5 2.03 -5.6 829 GE GENERAL ELE GE US 8/21/10 P15 -15.1 28.9 0.68 -20.9 4690 RSH RADIOSHACK RSH US 8/21/10 C22 -15.0 51.4 1.20 4.3 1920 FTR FRONTIER CO FTR US 8/21/10 C7.5 -14.9 26.6 0.15 -34.8 1812 EXC EXELON CORP EXC US 8/21/10 C42.5 -14.9 18.6 0.55 -6.8 1215 HNZ HJ HEINZ CO HNZ US 8/21/10 C45 -14.8 15.1 0.75 -6.2 938 HAL HALLIBURTON HAL US 8/21/10 C30 -14.6 39.3 1.05 66.7 4324 XOM EXXON MOBIL XOM US 8/21/10 C60 -14.3 19.6 0.69 0.0 6563 WAG WALGREEN CO WAG US 8/21/10 P29 -14.1 22.6 0.76 -14.6 1150 KFT KRAFT FOODS KFT US 8/21/10 C30 -13.9 16.6 0.18 -18.2 960 PHG PHILIPS ELE PHG US 8/21/10 P30 -13.9 41.2 0.95 5.6 529 DUK DUKE ENERGY DUK US 8/21/10 C17 -13.9 14.0 0.35 40.0 534 HIG HARTFORD FI HIG US 8/21/10 C22 -13.8 49.0 1.18 -14.5 560 AMGN AMGEN INC AMGN US 8/21/10 C55 -13.8 24.8 0.86 10.3 1436 LLY ELI LILLY & LLY US 8/21/10 C35 -13.8 18.4 0.70 14.8 2079 WAG WALGREEN CO WAG US 8/21/10 P28 -13.8 23.2 0.36 -26.5 507 GIS GENERAL MIL GIS US 8/21/10 C36 -13.7 17.0 0.45 -25.0 664 CVX CHEVRON COR CVX US 8/21/10 C75 -13.4 21.0 0.70 -4.1 3010 HAL HALLIBURTON HAL US 8/21/10 C29 -13.4 41.1 1.54 62.1 3526 AMR AMR CORP AMR US 8/21/10 C7 -13.4 58.4 0.35 -25.5 4451 JPM JPMORGAN CH JPM US 8/21/10 C41 -13.3 28.7 0.64 -16.9 6465 T AT&T INC T US 8/21/10 P24 -13.1 18.9 0.21 -38.2 1196 NLY ANNALY CAPI NLY US 8/21/10 P17 -13.1 21.2 0.24 -14.3 1106 RIMM RESEARCH IN RIMM US 8/21/10 P55 -13.1 39.0 3.10 -26.2 1210 JNJ JOHNSON&JOH JNJ US 8/21/10 C60 -13.0 15.5 0.97 -1.0 2116 GIS GENERAL MIL GIS US 8/21/10 P34 -12.9 19.6 0.30 -16.7 690 RIMM RESEARCH IN RIMM US 8/21/10 C55 -12.9 38.9 1.95 9.6 2067 QID PROSHARES Q QID US 8/21/10 P19 -12.8 50.0 1.60 3.9 632 NLY ANNALY CAPI NLY US 8/21/10 C17 -12.8 21.5 0.71 -10.1 561 CHK CHESAPEAKE CHK US 8/21/10 P21 -12.8 36.0 0.95 -11.2 629 EEM ISHARES-EMG EEM US 8/21/10 C41 -12.8 25.8 0.52 -1.9 1773 VZ VERIZON COM VZ US 8/21/10 C26 -12.8 19.5 1.12 0.9 890 INTC INTEL CORP INTC US 8/21/10 C22 -12.8 25.7 0.39 21.9 9419 XOM EXXON MOBIL XOM US 8/21/10 C57.5 -12.8 21.2 1.93 8.4 1532 JPM JPMORGAN CH JPM US 8/21/10 P40 -12.7 30.1 1.87 -12.6 815 MRO MARATHON OI MRO US 8/21/10 C33 -12.7 25.5 0.50 -9.1 2200 DD DU PONT (EI DD US 8/21/10 C37 -12.6 27.4 0.69 -16.9 559 MSFT MICROSOFT C MSFT US 8/21/10 C26 -12.6 27.8 0.49 2.1 7635 XOM EXXON MOBIL XOM US 8/21/10 P60 -12.5 19.4 2.47 -19.0 700 VALE VALE SA-SP VALE US 8/21/10 P25 -12.5 41.3 1.37 -18.9 790 DD DU PONT (EI DD US 8/21/10 C36 -12.5 28.9 1.19 -8.5 817 MRK MERCK & CO MRK US 8/21/10 C37 -12.4 22.2 0.50 -23.1 1655 HAL HALLIBURTON HAL US 8/21/10 P29 -12.4 40.8 1.30 -46.3 581 C CITIGROUP I C US 8/21/10 P4 -12.4 34.0 0.16 -33.3 47470 PFE PFIZER INC PFE US 8/21/10 C15 -12.3 24.4 0.25 0.0 11729 TZA SMALL CAP B TZA US 8/21/10 C40 -12.3 99.8 4.45 -9.2 664 FLO FLOWERS FOO FLO US 10/16/10 C25 -12.3 22.5 0.80 -15.8 809 INTC INTEL CORP INTC US 8/21/10 C21 -12.1 27.2 0.90 25.0 4952 JPM JPMORGAN CH JPM US 8/21/10 C40 -12.1 30.2 1.01 -12.2 6538 X US STEEL CO X US 8/21/10 C43 -12.1 49.8 1.70 -17.1 1852 HAL HALLIBURTON HAL US 8/21/10 C28 -12.1 43.1 2.13 56.6 3039 XRT SPDR S&P RE XRT US 8/21/10 C38 -11.9 28.0 0.61 -19.7 5297 CHK CHESAPEAKE CHK US 8/21/10 C21 -11.9 36.4 0.81 -15.6 1479 CSCO CISCO SYSTE CSCO US 8/21/10 P23 -11.9 28.7 0.93 -6.1 16283 MA MASTERCARD MA US 8/21/10 C200 -11.8 39.5 7.40 -22.1 734 WAG WALGREEN CO WAG US 8/21/10 C29 -11.8 22.5 0.90 -8.2 905 X US STEEL CO X US 8/21/10 C42 -11.8 50.6 2.04 -17.4 741 GS GOLDMAN SAC GS US 8/21/10 C150 -11.8 31.7 4.00 -14.0 7397 TSM TAIWAN SEMI TSM US 8/21/10 C10 -11.8 23.4 0.35 16.7 14869 VXX IPATH-S&P S VXX US 8/21/10 C27 -11.8 71.8 2.10 -26.3 794 SYY SYSCO CORP SYY US 8/21/10 C30 -11.8 18.9 0.55 -15.4 607 NLY ANNALY CAPI NLY US 8/21/10 C18 -11.8 18.2 0.18 -21.7 3428 WY WEYERHAEUSE WY US 8/21/10 C42 -11.8 29.1 1.30 44.4 1036 XRT SPDR S&P RE XRT US 8/21/10 C36 -11.8 31.0 1.54 -9.4 2291 RMBS RAMBUS INC RMBS US 8/21/10 C19 -11.7 48.8 0.77 -1.3 925 PRGO PERRIGO CO PRGO US 8/21/10 C55 -11.7 39.4 2.55 -40.7 1806 XRT SPDR S&P RE XRT US 8/21/10 P35 -11.7 33.7 0.87 -19.4 4180 INTC INTEL CORP INTC US 8/21/10 P22 -11.7 25.6 1.04 -26.8 2293 C CITIGROUP I C US 8/21/10 C4 -11.7 38.0 0.17 13.3 108614 T AT&T INC T US 10/16/10 C26 -11.7 16.5 0.33 -13.2 2439 FMC FMC CORP FMC US 8/21/10 C60 -11.6 30.5 1.35 -32.5 756 GCI GANNETT CO GCI US 8/21/10 C14 -11.6 50.5 0.65 0.0 1017 PEP PEPSICO INC PEP US 8/21/10 C65 -11.6 16.2 0.30 -36.2 2695 JPM JPMORGAN CH JPM US 8/21/10 P39 -11.6 31.8 1.41 -14.6 3031 WMT WAL-MART ST WMT US 9/18/10 P50 -11.4 16.4 1.81 0.0 606 MMC MARSH & MCL MMC US 8/21/10 C22.5 -11.4 25.4 0.65 -13.3 505 RIMM RESEARCH IN RIMM US 8/21/10 P52.5 -11.4 40.1 1.92 -30.9 1900 XLU SPDR-UTIL S XLU US 8/21/10 C30 -11.4 16.8 0.73 37.7 3110 VALE VALE SA-SP VALE US 8/21/10 C25 -11.4 41.9 1.10 0.0 1093 FXI ISHARES FT/ FXI US 8/21/10 P40 -11.4 26.2 1.77 -14.9 955 GNW GENWORTH FI GNW US 8/21/10 C14 -11.4 51.4 0.82 17.1 1209 AMGN AMGEN INC AMGN US 8/21/10 P52.5 -11.3 27.2 1.37 -33.5 970 DAL DELTA AIR L DAL US 9/18/10 C11 -11.3 56.2 1.32 -22.4 1393 EEM ISHARES-EMG EEM US 8/21/10 C40 -11.3 27.6 0.90 3.5 6698 NOV NATL OILWEL NOV US 8/21/10 C36 -11.3 38.9 1.60 10.3 533 JNJ JOHNSON&JOH JNJ US 8/21/10 C62.5 -11.3 14.1 0.18 -18.2 1099 AA ALCOA INC AA US 8/21/10 C11 -11.3 36.7 0.28 3.7 8245 RIMM RESEARCH IN RIMM US 8/21/10 C52.5 -11.3 40.1 3.22 14.6 1439 BEXP BRIGHAM EXP BEXP US 8/21/10 C15 -11.2 59.7 1.15 -17.9 620 MSFT MICROSOFT C MSFT US 8/21/10 C25 -11.2 29.4 0.97 6.6 5702 GE GENERAL ELE GE US 9/18/10 C15 -11.2 31.7 0.62 -1.6 7968 TLT ISHARES BAR TLT US 8/21/10 P97 -11.2 13.2 0.51 -1.9 854 FXI ISHARES FT/ FXI US 8/21/10 C40 -11.2 25.3 0.75 -10.7 1124 CHK CHESAPEAKE CHK US 8/21/10 P20 -11.2 38.7 0.54 -23.9 806 WMT WAL-MART ST WMT US 9/18/10 C50 -11.2 16.4 0.98 -20.3 2657 PG PROCTER & G PG US 8/21/10 C65 -11.1 15.0 0.14 -36.4 646 LO LORILLARD I LO US 8/21/10 C75 -11.1 21.6 1.38 -16.4 641 UPS UNITED PARC UPS US 8/21/10 C60 -11.1 26.8 2.09 6.1 727 VNO VORNADO RLT VNO US 8/21/10 C75 -11.1 34.3 2.85 -1.0 1509 LEN LENNAR CORP LEN US 8/21/10 P14 -11.1 51.8 0.98 4.3 895 ANH ANWORTH MOR ANH US 10/16/10 C7.5 -11.0 17.2 0.15 -25.0 776 JPM JPMORGAN CH JPM US 8/21/10 C39 -10.9 31.8 1.57 -4.3 3274 UNH UNITEDHEALT UNH US 8/21/10 C32 -10.8 27.1 0.53 10.4 830 X US STEEL CO X US 8/21/10 P40 -10.8 52.7 1.97 -10.4 3375 T AT&T INC T US 10/16/10 C25 -10.7 17.9 0.77 -3.8 2533 PLCM POLYCOM INC PLCM US 8/21/10 C30 -10.7 34.9 0.75 -16.7 1014 WMT WAL-MART ST WMT US 9/18/10 C47.5 -10.7 18.9 2.55 -8.9 1147 GS GOLDMAN SAC GS US 8/21/10 P150 -10.7 31.6 7.30 -11.0 1189 MSFT MICROSOFT C MSFT US 8/21/10 C24 -10.7 31.4 1.61 7.3 12874 AMR AMR CORP AMR US 8/21/10 P7 -10.7 59.2 0.58 -3.3 1489 HAL HALLIBURTON HAL US 8/21/10 P28 -10.7 42.8 0.92 -48.9 2257 MO ALTRIA GROU MO US 8/21/10 P22 -10.7 16.0 0.80 -13.0 745 EEM ISHARES-EMG EEM US 8/21/10 C39 -10.6 29.3 1.44 5.1 1872 XLE SPDR-ENERGY XLE US 8/21/10 P52 -10.6 27.3 1.62 -21.0 1616 BA BOEING CO BA US 8/21/10 C65 -10.6 31.6 1.42 11.8 1328 VZ VERIZON COM VZ US 10/16/10 C28 -10.5 17.9 0.44 -13.7 1414 WAG WALGREEN CO WAG US 8/21/10 C30 -10.5 22.4 0.45 -15.1 2627 MTL MECHEL-SPON MTL US 8/21/10 C19 -10.5 57.4 0.82 -25.4 1105 IBKR INTERACTIVE IBKR US 8/21/10 C17.5 -10.5 28.7 0.65 18.2 823 CLX CLOROX CO CLX US 8/21/10 C65 -10.5 15.3 0.90 5.9 801 COP CONOCOPHILL COP US 8/21/10 C52.5 -10.5 27.3 1.17 -13.3 1059 GME GAMESTOP CO GME US 8/21/10 C20 -10.4 41.6 0.70 14.8 1447 TWX TIME WARNER TWX US 8/21/10 C30 -10.4 29.7 1.10 10.0 2766 GS GOLDMAN SAC GS US 8/21/10 C145 -10.4 33.5 6.60 -6.4 5488 CSCO CISCO SYSTE CSCO US 8/21/10 P22 -10.4 31.9 0.54 -10.0 2163 WHR WHIRLPOOL C WHR US 8/21/10 C90 -10.3 51.6 5.07 -16.9 840 AET AETNA INC AET US 8/21/10 C29 -10.3 32.1 0.55 7.8 903 INTC INTEL CORP INTC US 8/21/10 P21 -10.3 27.6 0.52 -36.6 2555 TLT ISHARES BAR TLT US 8/21/10 P98 -10.3 13.2 0.76 2.7 921 NUE NUCOR CORP NUE US 8/21/10 C40 -10.3 29.8 0.75 -1.3 541 PRU PRUDENTL FI PRU US 8/21/10 C55 -10.3 39.1 1.80 -12.6 714 COST COSTCO WHOL COST US 8/21/10 P52.5 -10.3 22.4 0.63 -7.3 1293 WMB WILLIAMS CO WMB US 8/21/10 C19 -10.2 34.8 0.66 -7.0 618 ARG AIRGAS INC ARG US 8/21/10 C65 -10.2 13.1 0.85 -22.7 1466 CSCO CISCO SYSTE CSCO US 8/21/10 C23 -10.2 28.8 0.65 -13.3 3932 KFT KRAFT FOODS KFT US 8/21/10 C29 -10.2 19.0 0.57 -8.1 645 EWZ ISHARES-BRA EWZ US 8/21/10 C68 -10.2 31.5 1.31 -2.2 520 FAZ FINANCIAL B FAZ US 8/21/10 P16 -10.2 84.1 1.68 -9.7 1831 MSFT MICROSOFT C MSFT US 8/21/10 P26 -10.2 28.1 1.35 -17.7 1339 XLY SPDR-CONS D XLY US 8/21/10 C31 -10.2 25.4 0.62 6.9 787 AKS AK STEEL HL AKS US 8/21/10 C14 -10.2 57.6 0.71 -5.3 1342 MLNX MELLANOX TE MLNX US 12/18/10 C25 -10.1 44.3 2.40 -20.0 607 AUY YAMANA GOLD AUY US 8/21/10 P9 -10.1 39.4 0.30 20.0 886 FMCN FOCUS MEDIA FMCN US 8/21/10 C17 -10.1 43.1 0.65 -18.8 660 MDT MEDTRONIC I MDT US 8/21/10 C39 -10.1 23.1 0.36 -26.5 1972 XOM EXXON MOBIL XOM US 8/21/10 P57.5 -10.1 21.3 1.16 -27.5 2671 ADM ARCHER-DANI ADM US 8/21/10 C27 -10.1 28.3 0.80 -8.1 553 XLF SPDR-FINL S XLF US 8/21/10 C14 -10.1 30.7 0.57 -9.5 37693


x - Ex-dividend.
* - Ex-earnings.
Press spacebar to pause and continue. Press esc to stop.

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.