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
=============================================================================
BPI BRIDGEPOINT BPI US 02/19/11 C15 147.0 71.7 3.40 33.3 829
SPY SPDR S&P 50 SPY US 03/19/11 P134 27.1 15.8 6.44 -6.5 2041
DIA SPDR DJIA T DIA US 02/19/11 P121.75 24.7 12.5 3.25 -15.6 242
SOLF SOLARFUN PO SOLF US 02/19/11 C8 23.4 68.5 1.55 29.2 231
REE RARE ELEMEN REE US 02/19/11 P12 23.2 114.4 1.14 20.0 1086
REE RARE ELEMEN REE US 02/19/11 P10 23.1 120.5 0.44 76.0 590
REE RARE ELEMEN REE US 02/19/11 P9 22.4 123.9 0.25 25.0 298
NOVL NOVELL INC NOVL US 08/20/11 C6 22.0 8.1 0.10 0.0 289
SPY SPDR S&P 50 SPY US 03/19/11 P133 21.9 15.7 5.65 -7.4 1144
HDY HYPERDYNAMI HDY US 02/19/11 C5 19.8 123.7 1.20 33.3 371
REE RARE ELEMEN REE US 02/19/11 P13 19.5 111.5 1.70 17.2 595
ITMN INTERMUNE I ITMN US 02/19/11 P31 18.7 70.6 0.55 10.0 381
NVDA NVIDIA CORP NVDA US 02/19/11 C19 18.1 67.5 5.00 42.9 261
TC THOMPSON CR TC US 02/19/11 C11 17.6 67.3 3.10 -27.9 1000
SPY SPDR S&P 50 SPY US 03/19/11 P132 17.3 15.8 4.99 -7.1 1559
YHOO YAHOO! INC YHOO US 02/19/11 C14 16.4 40.8 2.05 0.0 218
YGE YINGLI GREE YGE US 02/19/11 C11 15.7 52.7 1.00 42.9 228
IBM IBM IBM US 02/19/11 C150 15.0 17.4 8.15 34.3 532
SPY SPDR S&P 50 SPY US 03/19/11 P131 14.8 16.0 4.35 -9.0 1235
JCP J.C. PENNEY JCP US 02/19/11 P27 14.6 47.5 0.10 -66.7 2042
REE RARE ELEMEN REE US 02/19/11 C12 14.5 88.7 1.30 -18.8 355
RSH RADIOSHACK RSH US 02/19/11 P16 14.4 37.5 0.85 672.7 1450
GSIC GSI COMMERC GSIC US 02/19/11 C23 14.0 62.9 2.00 31.6 1010
REE RARE ELEMEN REE US 02/19/11 P11 13.9 114.0 0.65 10.2 995
IBM IBM IBM US 02/19/11 P145 13.9 20.2 0.22 -31.2 352
REE RARE ELEMEN REE US 04/16/11 P11 13.8 107.8 1.65 26.9 4373
DIA SPDR DJIA T DIA US 02/19/11 P120 12.9 12.6 2.11 -20.4 317
TLAB TELLABS INC TLAB US 02/19/11 C7 12.8 47.5 0.25 0.0 913
SPY SPDR S&P 50 SPY US 03/19/11 P130 12.8 16.2 3.81 -9.5 2350
DG DOLLAR GENE DG US 02/19/11 C25 12.8 36.8 4.30 -3.1 384
APKT ACME PACKET APKT US 02/19/11 P42.5 12.6 77.8 0.99 39.4 469
CSCO CISCO SYSTE CSCO US 02/19/11 P17.5 12.6 42.5 0.04 0.0 240
GSIC GSI COMMERC GSIC US 02/19/11 C24 12.4 59.2 1.07 25.9 285
RVBD RIVERBED TE RVBD US 02/19/11 P32 12.3 61.7 1.05 75.0 1027
NVDA NVIDIA CORP NVDA US 02/19/11 P18 12.3 65.5 0.07 -50.0 813
RVBD RIVERBED TE RVBD US 02/19/11 C36 12.3 61.5 1.50 -37.0 501
RVBD RIVERBED TE RVBD US 02/19/11 P34 12.2 60.2 1.80 56.5 898
RVBD RIVERBED TE RVBD US 02/19/11 C35 12.2 61.5 1.85 -36.2 205
DUK DUKE ENERGY DUK US 02/19/11 C18 11.9 12.2 0.30 0.0 278
BRK/B BERKSHIRE H BRKB US 02/19/11 P75 11.9 25.4 0.16 -51.5 229
JCP J.C. PENNEY JCP US 02/19/11 P28 11.8 43.3 0.16 -61.0 280
OVTI OMNIVISION OVTI US 02/19/11 P27 11.7 55.9 1.90 100.0 207
RVBD RIVERBED TE RVBD US 02/19/11 P36 11.5 60.1 3.00 42.9 243
FSLR FIRST SOLAR FSLR US 03/19/11 C160 11.5 44.0 7.35 63.3 2265
XLU SPDR-UTIL S XLU US 03/19/11 P31 11.4 15.6 0.32 -17.9 212
NVDA NVIDIA CORP NVDA US 02/19/11 C20 11.4 62.4 4.35 60.5 323
FSLR FIRST SOLAR FSLR US 03/19/11 C155 11.4 44.0 9.30 52.5 513
REE RARE ELEMEN REE US 02/19/11 C13 11.3 86.1 1.02 2.0 981
REE RARE ELEMEN REE US 07/16/11 P8 11.2 97.1 1.00 33.3 503
NVDA NVIDIA CORP NVDA US 02/19/11 P21 11.1 61.8 0.39 -51.2 2331
LDK LDK SOLAR C LDK US 02/19/11 P10 10.8 84.2 0.06 -45.5 270
BZ BOISE INC BZ US 03/19/11 P8.6 10.7 23.4 0.40 -20.0 227
IBM IBM IBM US 02/19/11 P150 10.6 16.9 0.52 -38.1 2124
AAPL APPLE INC AAPL US 02/19/11 P225 10.6 55.4 0.05 0.0 280
SPY SPDR S&P 50 SPY US 03/19/11 P129 10.4 16.6 3.32 -10.8 3188
APKT ACME PACKET APKT US 02/19/11 P52.5 10.4 76.4 4.91 58.4 223
DIA SPDR DJIA T DIA US 02/19/11 P118.75 10.4 13.1 1.55 -20.5 500
IBM IBM IBM US 02/19/11 C155 10.3 15.0 3.90 60.5 1818
TM TOYOTA MOTO TM US 02/19/11 P70 10.3 31.9 0.05 -28.6 300
MXIM MAXIM INTEG MXIM US 02/19/11 P24 10.1 34.7 0.15 0.0 2000
DIA SPDR DJIA T DIA US 02/19/11 P119 10.1 13.0 1.62 -21.0 1095
ZSL PRSH-ULTSH ZSL US 02/19/11 C12 10.0 68.1 0.85 -5.6 305
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= GXDX GENOPTIX IN GXDX US 08/20/11 C25 -94.6 2.3 0.15 -89.3 1022 GXDX GENOPTIX IN GXDX US 05/21/11 C25 -94.2 2.9 0.10 -86.7 261 GXDX GENOPTIX IN GXDX US 08/20/11 P22.5 -77.2 9.1 0.05 0.0 244 CLDA CLINICAL DA CLDA US 02/19/11 C17.5 -74.5 47.1 6.30 186.4 3408 CLDA CLINICAL DA CLDA US 02/19/11 C20 -69.6 55.3 3.80 153.3 4595 CLDA CLINICAL DA CLDA US 02/19/11 P20 -64.4 65.6 0.30 -95.2 563 CLDA CLINICAL DA CLDA US 02/19/11 P17.5 -63.9 69.7 0.08 -98.3 296 GXDX GENOPTIX IN GXDX US 02/19/11 C22.5 -62.4 24.4 2.35 327.3 289 CLDA CLINICAL DA CLDA US 02/19/11 P22.5 -61.9 62.2 0.95 -89.4 974 CLDA CLINICAL DA CLDA US 03/19/11 C20 -61.2 56.5 4.50 108.3 1222 CLDA CLINICAL DA CLDA US 02/19/11 C22.5 -59.9 60.2 2.10 200.0 4905 CLDA CLINICAL DA CLDA US 03/19/11 C22.5 -59.9 55.6 2.60 48.6 1373 CLDA CLINICAL DA CLDA US 02/19/11 C15 -58.3 82.2 8.60 160.6 773 CLDA CLINICAL DA CLDA US 02/19/11 P15 -55.6 91.7 0.05 -98.6 282 GXDX GENOPTIX IN GXDX US 05/21/11 C20 -46.5 28.6 4.90 117.8 304 CLDA CLINICAL DA CLDA US 02/19/11 P12.5 -44.4 123.3 0.05 -97.8 228 SLW SILVER WHEA SLW US 03/19/11 C20 -38.6 40.5 11.50 2.1 276 GXDX GENOPTIX IN GXDX US 02/19/11 C20 -38.1 39.8 4.80 269.2 236 RSH RADIOSHACK RSH US 02/19/11 P14 -38.0 38.8 0.10 0.0 294 CHBT CHINA-BIOTI CHBT US 02/19/11 C10 -37.1 93.0 5.10 10.9 202 SSCC SMURFIT-STO SSCC US 02/19/11 C30 -35.3 34.9 5.00 669.2 585 PFF ISHARES S&P PFF US 02/19/11 C39 -33.7 2.3 0.05 -66.7 400 CLDA CLINICAL DA CLDA US 02/19/11 P10 -32.7 161.7 0.05 -96.3 417 CHBT CHINA-BIOTI CHBT US 02/19/11 C15 -30.9 92.7 1.60 -8.6 482 GXDX GENOPTIX IN GXDX US 02/19/11 P20 -24.9 48.1 0.05 -96.7 672 VIP VIMPELCOM L VIP US 02/19/11 C12.5 -22.6 33.5 1.60 6.7 200 CHBT CHINA-BIOTI CHBT US 02/19/11 P15 -21.5 153.1 2.55 -27.1 391 UNG US NAT GAS UNG US 02/19/11 C5 -21.4 43.0 1.34 -4.3 296 CHBT CHINA-BIOTI CHBT US 02/19/11 P12.5 -21.3 167.8 1.25 -47.9 741 CHBT CHINA-BIOTI CHBT US 05/21/11 C15 -20.7 60.0 2.25 4.7 466 JCG J CREW GROU JCG US 02/19/11 P43 -19.4 5.1 0.10 -33.3 454 HAL HALLIBURTON HAL US 02/19/11 C41 -19.2 31.9 0.89 -11.0 5338 PETS PETMED EXPR PETS US 02/19/11 P15 -19.2 38.2 0.75 25.0 782 HAL HALLIBURTON HAL US 02/19/11 P40 -18.8 31.9 1.41 -36.2 226 HAL HALLIBURTON HAL US 02/19/11 C40 -18.4 32.5 1.29 -7.9 4752 JCG J CREW GROU JCG US 03/19/11 P43 -18.2 4.1 0.10 -33.3 200 CCME CHINA MEDIA CCME US 02/19/11 C12 -17.8 97.0 7.30 17.7 200 MCP MOLYCORP IN MCP US 03/19/11 C43 -17.6 75.1 5.80 9.4 399 CNO CNO FINANCI CNO US 02/19/11 C6 -17.5 47.4 0.70 -44.0 1103 HAL HALLIBURTON HAL US 02/19/11 P39 -17.4 33.0 0.96 -41.8 394 ATHR ATHEROS COM ATHR US 03/19/11 C45 -17.2 3.4 0.10 -9.1 205 HAL HALLIBURTON HAL US 02/19/11 C39 -17.2 33.4 1.89 2.2 2153 HAL HALLIBURTON HAL US 02/19/11 P38 -16.8 33.8 0.65 -46.3 4254 HAL HALLIBURTON HAL US 02/19/11 C38 -16.7 34.3 2.62 8.3 371 CHBT CHINA-BIOTI CHBT US 05/21/11 P7.5 -16.2 124.7 0.65 -35.0 885 C CITIGROUP I C US 02/19/11 C4 -15.7 38.7 0.89 0.0 1388 RMBS RAMBUS INC RMBS US 02/19/11 C21 -15.6 47.7 0.87 -16.4 559 HAL HALLIBURTON HAL US 02/19/11 P37 -15.6 35.0 0.42 -50.6 1521 NOG NORTHERN OI NOG US 02/19/11 C22.5 -15.3 40.3 3.10 -45.6 256 HAL HALLIBURTON HAL US 02/19/11 C36 -14.6 36.8 4.25 14.9 249 PRGO PERRIGO CO PRGO US 02/19/11 C65 -14.6 29.2 7.03 19.1 200 SDS PROSHARES U SDS US 02/19/11 C19 -14.3 29.5 3.80 -13.6 600 HAL HALLIBURTON HAL US 02/19/11 P36 -14.2 36.2 0.24 -60.7 221 MTG MGIC INVT C MTG US 06/18/11 C7 -14.2 62.1 2.50 -22.1 3001 MCD MCDONALDS C MCD US 02/19/11 P72.5 -14.1 16.4 0.43 -30.6 2107 SCOK SINOCOKING SCOK US 02/19/11 C12.5 -14.0 58.1 0.65 0.0 422 MCD MCDONALDS C MCD US 02/19/11 C72.5 -13.9 16.7 2.75 -12.7 940 CVVT CHINA VALVE CVVT US 02/19/11 P7.5 -13.8 81.8 0.75 -11.8 920 SVU SUPERVALU I SVU US 02/19/11 P7 -13.8 40.2 0.20 0.0 217 MCD MCDONALDS C MCD US 02/19/11 C75 -13.5 15.1 1.11 -24.5 4105 HAL HALLIBURTON HAL US 02/19/11 P35 -13.4 37.4 0.15 -62.5 4255 MCD MCDONALDS C MCD US 02/19/11 P75 -13.2 14.8 1.27 -11.2 1785 CSCO CISCO SYSTE CSCO US 07/16/11 C12.5 -12.6 39.8 8.45 4.3 301 WTS WATTS WATER WTS US 02/19/11 C35 -12.4 30.1 1.25 -32.4 393 IRE BANK IRELAN IRE US 02/19/11 C2.5 -12.4 80.0 0.15 -40.0 753 MCD MCDONALDS C MCD US 03/19/11 P72.5 -11.6 15.9 1.05 -16.0 771 LLEN L&L ENERGY LLEN US 02/19/11 C7.5 -11.4 88.1 0.70 -17.6 242 MCD MCDONALDS C MCD US 03/19/11 P75 -11.3 15.0 2.12 -7.8 898 VHC VIRNETX HOL VHC US 02/19/11 C13 -11.1 78.3 1.00 -17.4 220 CVVT CHINA VALVE CVVT US 03/19/11 P7.5 -10.9 85.5 1.05 -16.0 660 SIGA SIGA TECH I SIGA US 02/19/11 P11 -10.9 67.8 0.40 -11.1 346 BRCD BROCADE COM BRCD US 02/19/11 P5 -10.9 47.5 0.07 -22.2 538 MNTA MOMENTA PHA MNTA US 02/19/11 C15 -10.8 110.4 2.20 7.3 206 MCD MCDONALDS C MCD US 03/19/11 C72.5 -10.7 16.5 3.05 -10.3 584 KWK QUICKSILVER KWK US 02/19/11 C15 -10.4 27.5 0.40 14.3 720 CGA CHINA GREEN CGA US 02/19/11 P7 -10.4 92.4 0.25 -37.5 906 GLW CORNING INC GLW US 02/19/11 C20 -10.3 28.1 0.40 0.0 4484 XLU SPDR-UTIL S XLU US 02/19/11 P32 -10.3 10.3 0.32 -20.0 301 TIVO TIVO INC TIVO US 02/19/11 C10 -10.3 74.2 0.62 -4.6 932 MCD MCDONALDS C MCD US 02/19/11 P70 -10.2 19.5 0.16 -42.9 494
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Jan/24/2011 16:30 GMT
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