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 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
=============================================================================
CHBT   CHINA-BIOTI  CHBT US 02/19/11 C15     119.2  97.9   1.65  -35.3    858
CHBT   CHINA-BIOTI  CHBT US 02/19/11 P15      76.6 141.6   2.20  300.0   4602
CHBT   CHINA-BIOTI  CHBT US 02/19/11 P12.5    51.3 142.2   1.15  447.6   2391
CHBT   CHINA-BIOTI  CHBT US 02/19/11 C12.5    51.2  89.9   3.29  -32.9    624
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P15      51.0 121.5   4.00  116.2   1190
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P12.5    43.7 121.1   2.40  128.6    382
ATHR   ATHEROS COM  ATHR US 06/18/11 C45      42.4   3.3   0.20   42.9    200
CHBT   CHINA-BIOTI  CHBT US 05/21/11 P10      38.6 122.0   1.35  237.5    420
STD    BANCO SANTA  STD US 03/19/11 C10       33.7  51.8   2.55   27.5    629
FXC    CRYSHS-CAN   FXC US 02/19/11 C93       29.3  16.1   7.38    2.5   3000
CHBT   CHINA-BIOTI  CHBT US 02/19/11 P10      27.9 158.8   0.50  614.3    736
DBA    POWERSHARES  DBA US 04/16/11 C28       27.3  27.6   5.60    5.7    287
PRU    PRUDENTL FI  PRU US 02/19/11 C52.5     26.8  38.0   9.01    0.0    350
KLIC   KULICKE & S  KLIC US 02/19/11 C8       26.8  55.6   1.30  -21.2    616
PBI    PITNEY BOWE  PBI US 04/16/11 P25       25.9  18.4   1.90   22.6   2576
CHBT   CHINA-BIOTI  CHBT US 01/21/12 C15      24.3  46.2   3.20  -20.0    279
CAGC   CHINA AGRIT  CAGC US 02/19/11 C11      20.1  65.0   1.40   37.2    250
CNO    CNO FINANCI  CNO US 02/19/11 C4        18.9 109.3   2.61   -6.8   7817
FXC    CRYSHS-CAN   FXC US 02/19/11 C96       18.2  11.5   4.40    0.0   2000
DF     DEAN FOODS   DF US 01/19/13 C5         17.6  57.6   6.00   11.1    289
GE     GENERAL ELE  GE US 03/19/11 C15        17.4  38.9   4.50   28.6    357
ATHR   ATHEROS COM  ATHR US 02/19/11 C45      16.3   5.1   0.10    0.0    580
BAC    BANK OF AME  BAC US 02/19/11 C10       15.2  67.4   4.40   -2.6    227
GERN   GERON CORP   GERN US 02/19/11 P5       14.6  42.1   0.30    0.0    270
QQQQ   POWERSH-QQQ  QQQQ US 02/19/11 C51      14.5  25.0   5.59    3.9    870
MGM    MGM RESORTS  MGM US 02/19/11 C11       14.4  86.6   4.15   -6.7    316
ORLY   O'REILLY AU  ORLY US 02/19/11 C60      13.7  31.4   0.95  -17.4    756
SLE    SARA LEE CO  SLE US 02/19/11 C18       13.4  35.0   1.00   33.3    207
CIGX   STAR SCIENT  CIGX US 02/19/11 P1.5     12.6 108.8   0.10    0.0   1000
MOLX   MOLEX INC    MOLX US 02/19/11 P25      12.1  33.8   0.80  -27.3    592
GE     GENERAL ELE  GE US 03/19/11 C16        12.1  34.7   3.50   36.7    420
SLE    SARA LEE CO  SLE US 02/19/11 C19       12.0  33.2   0.44   37.5   6418
IMMU   IMMUNOMEDIC  IMMU US 05/21/11 C3       11.8  71.8   1.15   15.0    200
RF     REGIONS FIN  RF US 02/19/11 C7         11.2  53.3   0.60   17.6    344
MFE    MCAFEE INC   MFE US 06/18/11 C47       11.2   4.2   1.00    5.3    686
JASO   JA SOLAR HO  JASO US 03/19/11 C6       10.9  66.5   1.60    0.0    680
STD    BANCO SANTA  STD US 03/19/11 C11       10.7  45.0   1.65   32.0    665
SNI    SCRIPPS NET  SNI US 02/19/11 P45       10.6  30.9   0.60   20.0    467

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= SYNA SYNAPTICS I SYNA US 02/19/11 C29 -41.2 30.0 0.85 -71.7 234 SYNA SYNAPTICS I SYNA US 02/19/11 P29 -38.6 29.6 1.10 120.0 1175 SYNA SYNAPTICS I SYNA US 02/19/11 P30 -38.3 29.6 1.85 131.2 748 SYNA SYNAPTICS I SYNA US 02/19/11 P28 -37.6 30.4 0.60 50.0 222 FXC CRYSHS-CAN FXC US 02/19/11 C93 -34.1 8.2 7.38 2.5 3000 GOOG GOOGLE INC- GOOG US 02/19/11 P595 -33.0 23.5 4.57 -56.5 257 SYNA SYNAPTICS I SYNA US 03/19/11 C29 -32.1 29.2 1.15 -63.4 225 GOOG GOOGLE INC- GOOG US 02/19/11 P605 -31.9 22.8 7.50 -48.3 345 SYNA SYNAPTICS I SYNA US 03/19/11 P29 -30.9 29.1 1.40 75.0 631 GOOG GOOGLE INC- GOOG US 02/19/11 P575 -30.7 24.7 2.09 -64.8 423 GOOG GOOGLE INC- GOOG US 02/19/11 C640 -30.5 23.1 10.20 -39.6 3787 GOOG GOOGLE INC- GOOG US 02/19/11 P640 -30.4 22.8 23.00 -28.4 262 GOOG GOOGLE INC- GOOG US 02/19/11 P625 -30.4 23.1 13.91 -39.0 386 GOOG GOOGLE INC- GOOG US 02/19/11 P615 -30.2 22.9 11.00 -31.2 574 GOOG GOOGLE INC- GOOG US 02/19/11 P620 -30.2 23.3 13.30 -33.5 973 GOOG GOOGLE INC- GOOG US 02/19/11 P635 -30.2 23.0 20.00 -27.8 714 GOOG GOOGLE INC- GOOG US 02/19/11 P600 -29.7 23.6 6.20 -51.6 1156 GOOG GOOGLE INC- GOOG US 02/19/11 C635 -29.2 23.3 12.20 -40.5 615 ISRG INTUITIVE S ISRG US 02/19/11 C340 -29.1 30.5 6.73 307.9 507 GOOG GOOGLE INC- GOOG US 02/19/11 C620 -28.9 23.5 19.60 -25.8 360 GOOG GOOGLE INC- GOOG US 02/19/11 P590 -28.6 23.7 4.20 -56.2 624 GOOG GOOGLE INC- GOOG US 02/19/11 C645 -27.9 23.1 8.55 -41.0 566 ISRG INTUITIVE S ISRG US 02/19/11 C330 -27.7 31.2 11.60 314.3 556 GOOG GOOGLE INC- GOOG US 02/19/11 P630 -27.6 22.9 17.90 -28.4 1131 GOOG GOOGLE INC- GOOG US 02/19/11 P610 -27.3 23.3 9.10 -41.4 753 GOOG GOOGLE INC- GOOG US 02/19/11 C630 -27.2 23.3 14.30 -33.5 1573 GOOG GOOGLE INC- GOOG US 02/19/11 C650 -27.1 23.1 7.10 -43.6 2488 GOOG GOOGLE INC- GOOG US 02/19/11 C625 -26.7 23.5 17.00 -27.0 427 ISRG INTUITIVE S ISRG US 02/19/11 C320 -26.4 32.0 18.00 283.0 433 SYNA SYNAPTICS I SYNA US 03/19/11 P30 -25.9 30.7 1.95 75.7 622 SLE SARA LEE CO SLE US 02/19/11 C17 -25.5 26.9 1.50 0.0 305 GOOG GOOGLE INC- GOOG US 02/19/11 C655 -25.3 23.1 5.90 -48.7 321 ACOR ACORDA THER ACOR US 07/16/11 P22 -24.9 43.7 2.00 -4.8 3011 DTG DOLLAR THRI DTG US 02/19/11 C47 -24.6 15.2 1.22 -2.4 4000 GOOG GOOGLE INC- GOOG US 02/19/11 C610 -24.5 24.2 27.00 -13.5 338 GOOG GOOGLE INC- GOOG US 02/19/11 P585 -24.3 24.7 3.50 -55.7 271 ISRG INTUITIVE S ISRG US 02/19/11 C310 -24.1 33.3 25.07 260.7 440 GOOG GOOGLE INC- GOOG US 02/19/11 P570 -24.0 25.6 1.90 -60.4 523 GOOG GOOGLE INC- GOOG US 02/19/11 C560 -23.7 27.2 67.20 -4.0 253 ISRG INTUITIVE S ISRG US 02/19/11 C300 -22.9 34.1 33.50 213.1 302 GOOG GOOGLE INC- GOOG US 02/19/11 C600 -22.6 25.5 33.00 -12.0 376 AMD ADV MICRO D AMD US 02/19/11 C7 -22.2 41.5 0.77 -32.5 547 ISRG INTUITIVE S ISRG US 02/19/11 P300 -21.6 34.3 2.50 -87.6 274 PLCM POLYCOM INC PLCM US 02/19/11 C45 -21.4 41.6 2.25 350.0 239 ACOR ACORDA THER ACOR US 07/16/11 P21 -21.0 48.1 1.45 0.0 238 PBT PERMIAN BAS PBT US 02/19/11 P22.5 -20.9 19.5 1.30 -16.1 316 AMD ADV MICRO D AMD US 02/19/11 P7 -20.8 42.0 0.11 -8.3 607 SYNA SYNAPTICS I SYNA US 06/18/11 P26 -19.4 37.3 1.50 20.0 627 MNKD MANNKIND CO MNKD US 02/19/11 C4 -19.3 61.9 1.89 -12.5 241 GOOG GOOGLE INC- GOOG US 03/19/11 P635 -19.1 22.5 26.60 -14.2 236 AMD ADV MICRO D AMD US 02/19/11 C8 -19.1 40.4 0.20 -55.6 3639 VVUS VIVUS INC VVUS US 03/19/11 C6 -19.1 98.7 3.15 -26.7 296 GE GENERAL ELE GE US 02/19/11 P20 -18.9 22.0 0.83 -47.8 2798 FLEX FLEXTRONICS FLEX US 02/19/11 P8 -18.0 34.8 0.15 -50.0 204 SYNA SYNAPTICS I SYNA US 06/18/11 P27 -17.9 37.8 1.80 16.1 630 SWKS SKYWORKS SO SWKS US 02/19/11 C29 -17.5 42.1 1.40 -39.1 434 SWKS SKYWORKS SO SWKS US 02/19/11 P29 -17.2 40.5 1.20 0.8 1366 SYNA SYNAPTICS I SYNA US 06/18/11 P29 -17.2 37.0 2.75 22.2 630 SDS PROSHARES U SDS US 03/19/11 C20 -16.9 29.9 2.87 -14.3 1075 MMR MCMORAN EXP MMR US 02/19/11 C12 -16.7 72.7 4.20 -4.5 7300 AMD ADV MICRO D AMD US 02/19/11 P8 -16.3 40.5 0.56 24.4 3749 GOOG GOOGLE INC- GOOG US 03/19/11 P625 -16.3 23.7 21.80 -18.3 259 GE GENERAL ELE GE US 02/19/11 C20 -16.2 22.1 0.25 127.3 19982 GOOG GOOGLE INC- GOOG US 03/19/11 P620 -16.2 23.7 19.20 -21.6 516 SWKS SKYWORKS SO SWKS US 02/19/11 P30 -16.2 39.8 1.75 2.9 1193 C CITIGROUP I C US 03/19/11 C3 -16.1 55.0 1.87 5.1 565 SWKS SKYWORKS SO SWKS US 02/19/11 C30 -16.0 40.8 1.00 -41.2 1728 VVUS VIVUS INC VVUS US 02/19/11 C9 -15.3 83.8 0.67 -66.5 279 REN RESOLUTE EN REN US 03/19/11 C17.5 -15.2 24.8 0.65 30.0 1270 GOOG GOOGLE INC- GOOG US 03/19/11 P615 -15.0 24.0 16.50 -23.6 302 GOOG GOOGLE INC- GOOG US 03/19/11 P605 -14.8 24.3 13.80 -22.2 279 IGT INTL GAME T IGT US 02/19/11 P18 -14.8 32.8 0.65 0.0 209 C CITIGROUP I C US 02/19/11 C3.5 -14.7 56.2 1.37 7.0 307 SYNA SYNAPTICS I SYNA US 06/18/11 P30 -14.0 38.6 3.50 34.6 725 PLCM POLYCOM INC PLCM US 04/16/11 P45 -13.9 34.0 2.63 -62.4 220 GOOG GOOGLE INC- GOOG US 03/19/11 C655 -13.9 23.6 12.20 -22.3 268 FITB FIFTH THIRD FITB US 02/19/11 C14 -13.8 33.9 0.84 27.3 448 ISRG INTUITIVE S ISRG US 04/16/11 P330 -13.8 30.7 19.99 -52.4 288 JCG J CREW GROU JCG US 02/19/11 C43 -13.8 4.9 0.59 -21.3 816 SWKS SKYWORKS SO SWKS US 02/19/11 P28 -13.8 43.1 0.80 0.0 1218 GOOG GOOGLE INC- GOOG US 03/19/11 C625 -13.7 24.4 24.30 -13.2 308 MXIM MAXIM INTEG MXIM US 02/19/11 C25 -13.7 29.4 2.60 126.1 370 GOOG GOOGLE INC- GOOG US 03/19/11 C600 -13.6 25.4 39.10 -9.1 218 GOOG GOOGLE INC- GOOG US 03/19/11 C645 -13.6 23.9 16.20 -19.0 201 VVUS VIVUS INC VVUS US 03/19/11 P8 -13.5 79.6 0.70 52.2 1323 MXIM MAXIM INTEG MXIM US 02/19/11 C22.5 -13.2 33.6 4.60 39.4 277 GOOG GOOGLE INC- GOOG US 03/19/11 C635 -12.9 24.2 20.30 -13.2 495 OSG OVERSEAS SH OSG US 02/19/11 P34 -12.9 25.5 1.80 28.6 218 LVLT LEVEL 3 COM LVLT US 06/18/11 C1 -12.7 73.2 0.30 11.1 420 SWKS SKYWORKS SO SWKS US 02/19/11 P27 -12.6 44.7 0.50 -16.7 358 GOOG GOOGLE INC- GOOG US 03/19/11 C630 -12.6 24.2 22.90 -11.9 469 FAZ FINANCIAL B FAZ US 01/21/12 P3 -12.4 71.0 0.12 -7.7 200 GOOG GOOGLE INC- GOOG US 03/19/11 C650 -12.1 23.8 13.50 -22.0 567 AMD ADV MICRO D AMD US 02/19/11 C6 -12.1 51.9 1.80 -10.0 328 GOOG GOOGLE INC- GOOG US 03/19/11 C640 -12.1 24.0 17.41 -17.1 2827 PAL NORTH AMER PAL US 02/19/11 P7 -12.0 59.3 0.40 0.0 210 GOOG GOOGLE INC- GOOG US 03/19/11 P540 -12.0 28.0 2.55 -32.9 211 ISRG INTUITIVE S ISRG US 02/19/11 C290 -12.0 40.4 41.00 173.3 831 GOOG GOOGLE INC- GOOG US 03/19/11 C620 -11.9 24.9 27.50 -12.1 368 GGP GENERAL GRO GGP US 02/19/11 P15 -11.8 30.9 0.90 5.9 255 COF CAPITAL ONE COF US 02/19/11 P49 -11.8 31.2 1.82 -41.3 747 XCO EXCO RESOUR XCO US 02/19/11 C20 -11.8 15.3 0.20 33.3 1278 ED CONS EDISON ED US 02/19/11 C50 -11.6 10.0 0.55 -31.2 331 BBT BB&T CORP BBT US 02/19/11 C28 -11.4 26.9 0.82 43.9 1896 COF CAPITAL ONE COF US 02/19/11 C49 -11.3 31.1 1.58 47.7 533 MDY SPDR S&P MI MDY US 02/19/11 P167 -11.3 17.0 3.28 -18.0 360 MNKD MANNKIND CO MNKD US 01/21/12 C5 -11.1 55.2 1.70 -15.0 1247 BBT BB&T CORP BBT US 02/19/11 C29 -11.1 26.8 0.43 48.3 673 FITB FIFTH THIRD FITB US 02/19/11 C15 -10.9 31.4 0.32 28.0 2673 LFC CHINA LIFE- LFC US 02/19/11 P57.5 -10.6 21.0 0.25 -44.4 820 AVL AVALON RARE AVL US 02/19/11 C6 -10.6 75.5 0.35 20.7 534 CAG CONAGRA FOO CAG US 02/19/11 C23 -10.4 17.0 0.60 -25.0 320 SCOK SINOCOKING SCOK US 02/19/11 C12.5 -10.1 65.2 0.80 -15.8 225 OSG OVERSEAS SH OSG US 02/19/11 P33 -10.1 27.3 1.19 48.8 330


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


-- Bloomberg News
To contact Bloomberg News for this story:
+1-212-318-2000 or newsdev@bloomberg.net

-0- Jan/21/2011 16:30 GMT

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.