U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2011-03-15T15:30:18Z
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 04/16/11 C6 89.1 132.9 3.00 -18.9 240
BBG BILL BARRET BBG US 04/16/11 C35 49.2 41.4 2.70 -34.1 200
PRU PRUDENTL FI PRU US 04/16/11 C50 40.0 48.0 8.25 0.0 211
EWJ ISHARES-JAP EWJ US 04/16/11 P10 38.1 44.9 0.64 73.0 8740
LZ LUBRIZOL CO LZ US 04/16/11 C135 34.4 4.3 0.30 0.0 380
DGW DUOYUAN GLO DGW US 04/16/11 P7.5 33.1 154.8 0.83 38.3 455
USU USEC INC USU US 04/16/11 P4 32.1 71.8 0.25 150.0 1020
LZ LUBRIZOL CO LZ US 06/18/11 C135 31.1 3.5 0.45 0.0 1105
DGW DUOYUAN GLO DGW US 04/16/11 P5 30.3 205.3 0.40 0.0 200
SPY SPDR S&P 50 SPY US 03/31/11 C114 29.0 39.0 13.61 -14.0 254
NYX NYSE EURONE NYX US 04/16/11 P34 28.8 57.9 1.54 62.1 370
SNE SONY CORP-A SNE US 04/16/11 P30 28.0 45.6 1.50 57.9 962
SGI SILICON GRA SGI US 06/18/11 C14 27.7 71.9 4.70 -7.8 218
IFN INDIA FUND IFN US 04/16/11 C30 27.6 28.9 0.80 -15.8 255
SNE SONY CORP-A SNE US 04/16/11 C31 25.8 45.2 1.20 -4.0 885
EWJ ISHARES-JAP EWJ US 04/16/11 C10 25.5 43.9 0.40 -2.4 18817
EWJ ISHARES-JAP EWJ US 09/17/11 C9 25.5 38.1 1.32 -8.3 2404
NLY ANNALY CAPI NLY US 04/16/11 C18 24.5 13.1 0.10 -16.7 378
FXY CRYSHS-JAPA FXY US 04/16/11 C122 24.3 14.3 2.00 73.9 278
EWJ ISHARES-JAP EWJ US 06/18/11 C10 24.2 36.3 0.64 3.2 13454
WY WEYERHAEUSE WY US 07/16/11 C20 23.2 43.9 5.00 -3.9 1581
SNE SONY CORP-A SNE US 04/16/11 P26 22.9 53.0 0.40 166.7 239
TM TOYOTA MOTO TM US 04/16/11 P75 22.7 43.6 2.33 111.8 1694
EWJ ISHARES-JAP EWJ US 09/17/11 P10 22.6 30.1 1.04 42.5 418
AFL AFLAC INC AFL US 04/16/11 C50 22.5 49.9 2.35 -48.4 1632
AFL AFLAC INC AFL US 04/16/11 P50 22.2 50.0 3.65 265.0 290
SNE SONY CORP-A SNE US 04/16/11 C30 22.1 45.4 1.70 -2.9 977
EWJ ISHARES-JAP EWJ US 06/18/11 P10 22.0 34.0 0.79 38.6 1499
XLF SPDR-FINL S XLF US 04/16/11 C14 21.9 36.6 2.09 -10.3 420
BTX BIOTIME INC BTX US 06/18/11 C7.5 21.4 58.1 1.10 22.2 380
EWJ ISHARES-JAP EWJ US 04/16/11 P9 21.4 53.6 0.29 81.2 35613
SNE SONY CORP-A SNE US 04/16/11 P28 21.4 48.2 0.80 100.0 348
EWJ ISHARES-JAP EWJ US 09/17/11 C10 21.4 33.2 0.84 7.7 1969
LSI LSI CORP LSI US 04/16/11 C6 21.1 39.9 0.55 -26.7 310
NYX NYSE EURONE NYX US 04/16/11 P35 21.1 57.4 2.00 48.1 581
USU USEC INC USU US 10/22/11 P4 21.0 60.0 0.65 62.5 516
AGNC AMERICAN CA AGNC US 04/16/11 C30 20.8 18.6 0.30 -14.3 293
C CITIGROUP I C US 04/16/11 C4.5 20.6 30.1 0.13 -18.8 17620
TM TOYOTA MOTO TM US 04/16/11 P70 20.3 47.8 1.12 148.9 1819
NYX NYSE EURONE NYX US 04/16/11 C35 20.1 58.6 2.75 -1.8 2164
TM TOYOTA MOTO TM US 04/16/11 P80 19.6 38.9 4.25 59.2 979
EWJ ISHARES-JAP EWJ US 04/16/11 C9 19.4 53.5 1.08 -12.2 4917
LZ LUBRIZOL CO LZ US 09/17/11 C135 19.2 2.6 0.50 -9.1 4797
BUD ANHEUSER-SP BUD US 04/16/11 C55 18.9 27.2 1.90 -50.0 951
NYX NYSE EURONE NYX US 04/16/11 C36 18.6 57.5 2.35 -2.1 527
GDX MKT VECT-GO GDX US 04/16/11 C50 18.4 39.5 6.25 -21.9 571
CHBT CHINA-BIOTI CHBT US 04/16/11 P7 18.3 178.8 0.90 100.0 1225
NYX NYSE EURONE NYX US 04/16/11 C37 18.2 57.5 1.92 -0.5 1201
TM TOYOTA MOTO TM US 04/16/11 C80 18.2 40.7 3.30 -14.3 649
AFL AFLAC INC AFL US 04/16/11 P48 17.9 52.0 2.65 295.5 824
UQM UQM TECHNOL UQM US 09/17/11 P2.5 17.6 74.7 0.30 0.0 200
AGNC AMERICAN CA AGNC US 06/18/11 C25 17.5 43.9 5.00 -7.1 200
TRE TANZANIAN R TRE US 07/16/11 C5 17.4 47.1 1.35 -12.9 215
MWE MARKWEST EN MWE US 04/16/11 P40 17.4 39.7 0.80 45.5 304
TM TOYOTA MOTO TM US 04/16/11 P60 17.3 63.2 0.40 207.7 292
EWJ ISHARES-JAP EWJ US 06/18/11 P9 17.1 38.1 0.41 70.8 8234
TM TOYOTA MOTO TM US 07/16/11 P70 16.9 35.3 2.68 76.3 249
SPY SPDR S&P 50 SPY US 03/31/11 C121 16.8 29.0 6.95 -24.1 418
EFA ISHARES-MSC EFA US 04/16/11 P59 16.7 27.9 3.55 47.9 10036
MVG MAG SILVER MVG US 04/16/11 C10 16.6 72.5 1.30 -58.1 250
AES AES CORP AES US 05/21/11 C12 16.4 36.4 0.90 -23.7 340
EWJ ISHARES-JAP EWJ US 09/17/11 P9 16.4 32.0 0.53 47.2 329
PMC PHARMERICA PMC US 09/17/11 P7.5 16.2 49.1 0.15 -34.8 600
URA GLOBAL X UR URA US 04/16/11 P12.5 16.2 78.6 0.80 220.0 297
PRU PRUDENTL FI PRU US 04/16/11 C60 16.0 38.9 1.69 -45.5 716
EWJ ISHARES-JAP EWJ US 06/18/11 C9 15.8 38.9 1.16 -14.1 5815
AFL AFLAC INC AFL US 05/21/11 P49 15.7 44.1 4.00 192.0 241
AFL AFLAC INC AFL US 01/21/12 C40 15.6 41.1 11.65 -26.5 247
AFL AFLAC INC AFL US 05/21/11 C48 15.5 44.3 3.95 -54.2 398
EFA ISHARES-MSC EFA US 04/16/11 C55 15.4 31.1 2.44 -57.9 297
COG CABOT OIL & COG US 04/16/11 C47 15.3 43.8 2.10 110.0 300
AFL AFLAC INC AFL US 05/21/11 P50 15.2 43.1 4.40 147.2 1358
AFL AFLAC INC AFL US 05/21/11 C50 15.1 42.5 2.88 -48.1 716
GLD SPDR GOLD T GLD US 04/16/11 P141 15.1 17.4 5.90 63.9 260
HIG HARTFORD FI HIG US 04/16/11 C25 15.1 46.8 1.42 -34.0 293
CCJ CAMECO CORP CCJ US 06/18/11 C30 15.0 51.8 2.95 -29.8 450
TM TOYOTA MOTO TM US 07/16/11 P75 14.7 32.8 4.10 51.9 364
PFE PFIZER INC PFE US 04/16/11 P18 14.6 26.2 0.09 50.0 1065
WPZ WILLIAMS PA WPZ US 04/16/11 C50 14.6 27.4 0.87 -8.4 305
BRK/B BERKSHIRE H BRKB US 04/16/11 C85 14.5 24.6 1.25 -30.6 951
WPZ WILLIAMS PA WPZ US 04/16/11 P45 14.3 36.3 0.70 62.8 305
XLF SPDR-FINL S XLF US 04/16/11 C15 14.3 30.2 1.18 -20.3 776
MET METLIFE INC MET US 04/16/11 C43 14.2 38.0 1.64 -41.4 627
IDTI INTEGRAT DE IDTI US 04/16/11 C7 14.2 53.4 0.40 -11.1 3008
YHOO YAHOO! INC YHOO US 04/16/11 P17 14.0 41.5 1.17 105.3 1961
TM TOYOTA MOTO TM US 07/16/11 C80 13.9 32.3 5.25 -10.3 238
YHOO YAHOO! INC YHOO US 04/16/11 C17 13.8 41.8 0.53 -43.0 3053
GLD SPDR GOLD T GLD US 03/31/11 P138 13.6 16.7 2.87 108.0 258
F FORD MOTOR F US 04/16/11 C12 13.6 49.6 2.52 5.4 756
CCJ CAMECO CORP CCJ US 06/18/11 P25 13.6 56.1 1.25 104.9 2070
FXY CRYSHS-JAPA FXY US 09/17/11 P115 13.6 14.0 2.10 20.0 1030
CCJ CAMECO CORP CCJ US 06/18/11 P30 13.5 51.6 3.28 72.6 309
CHL CHINA MOBIL CHL US 04/16/11 C47.5 13.5 23.7 1.00 -31.0 225
PRU PRUDENTL FI PRU US 04/16/11 P57.5 13.4 40.4 2.50 133.6 391
GLD SPDR GOLD T GLD US 04/16/11 P140 13.2 17.1 5.15 68.8 465
CBLI CLEVELAND B CBLI US 04/16/11 C7.5 13.1 90.3 1.35 35.0 1728
GLD SPDR GOLD T GLD US 04/16/11 P139 13.1 17.1 4.30 70.6 723
BTX BIOTIME INC BTX US 04/16/11 C7.5 13.1 61.2 0.70 0.0 750
GENZ GENZYME COR GENZ US 04/16/11 P50 13.0 63.6 0.05 150.0 851
XRT SPDR S&P RE XRT US 04/16/11 C46 13.0 28.7 2.82 0.0 529
PRU PRUDENTL FI PRU US 04/16/11 C57.5 12.9 40.4 2.82 -40.6 555
WPZ WILLIAMS PA WPZ US 06/18/11 C45 12.8 25.7 4.47 -35.2 300
BC BRUNSWICK C BC US 04/16/11 P24 12.8 54.8 2.00 33.3 1000
GLD SPDR GOLD T GLD US 04/16/11 P138 12.7 17.1 3.70 77.0 1029
GLD SPDR GOLD T GLD US 04/16/11 C142 12.7 17.7 0.83 -36.6 507
JRCC JAMES RIVER JRCC US 04/16/11 C21 12.7 58.4 1.05 -16.0 300
C CITIGROUP I C US 04/16/11 C4 12.4 34.4 0.47 -14.6 8127
JNJ JOHNSON&JOH JNJ US 04/16/11 C60 12.4 16.2 0.45 -30.8 3488
EWJ ISHARES-JAP EWJ US 01/21/12 C9 12.3 33.4 1.66 3.8 668
MET METLIFE INC MET US 04/16/11 P42 12.2 38.8 1.67 138.6 748
C CITIGROUP I C US 04/16/11 P4.5 12.2 30.2 0.19 46.1 8603
MET METLIFE INC MET US 04/16/11 C42 12.2 39.2 2.20 -38.9 465
GLD SPDR GOLD T GLD US 03/31/11 C140 12.1 17.0 0.59 -56.3 582
MFN MINEFINDERS MFN US 04/16/11 C10 12.1 48.3 0.55 -15.4 250
EWJ ISHARES-JAP EWJ US 01/21/12 P9 12.1 29.1 0.70 32.1 1269
GLD SPDR GOLD T GLD US 04/16/11 P137 12.0 17.1 3.15 88.6 1029
ARM ARVINMERITO ARM US 04/16/11 P15 11.9 65.8 0.43 7.5 300
GLD SPDR GOLD T GLD US 04/16/11 C140 11.8 17.3 1.28 -36.6 3680
GLD SPDR GOLD T GLD US 03/31/11 P137 11.8 16.7 2.40 135.3 370
YGE YINGLI GREE YGE US 04/16/11 P11 11.8 65.3 0.50 -16.7 260
EWJ ISHARES-JAP EWJ US 06/18/11 P8 11.7 43.3 0.20 66.7 2854
MAS MASCO CORP MAS US 04/16/11 P13 11.7 49.5 0.60 20.0 910
CHBT CHINA-BIOTI CHBT US 05/21/11 P7.5 11.7 158.0 1.60 39.1 1373
EDC EMER MKT BU EDC US 04/16/11 C35 11.7 72.0 2.30 -32.9 348
SPY SPDR S&P 50 SPY US 03/31/11 C123 11.7 26.3 5.44 -24.4 4851
EWJ ISHARES-JAP EWJ US 01/21/12 P10 11.6 26.9 1.31 32.3 286
GE GENERAL ELE GE US 04/16/11 P20 11.6 33.4 1.27 69.3 1397
GE GENERAL ELE GE US 04/16/11 C20 11.5 33.7 0.43 -34.9 11019
SPY SPDR S&P 50 SPY US 03/31/11 C125 11.5 24.4 3.73 -33.3 3527
QCOM QUALCOMM IN QCOM US 04/16/11 C52.5 11.5 35.7 1.75 -30.3 4393
LOW LOWE'S COS LOW US 04/16/11 C23 11.5 41.4 3.85 2.7 267
NOK NOKIA CORP- NOK US 04/16/11 C7 11.4 45.2 1.03 -20.2 609
LZ LUBRIZOL CO LZ US 09/17/11 P130 11.4 6.1 1.05 61.5 203
JNJ JOHNSON&JOH JNJ US 04/16/11 P60 11.3 15.8 2.21 45.4 823
MSFT MICROSOFT C MSFT US 06/18/11 C20 11.3 40.3 5.50 -6.8 310
GLD SPDR GOLD T GLD US 04/16/11 C139 11.2 17.2 1.56 -36.8 1133
IWM ISHARES-RUS IWM US 03/31/11 P82 11.1 23.5 4.49 43.5 1795
GLD SPDR GOLD T GLD US 03/31/11 C139 11.0 16.8 0.79 -54.3 266
AAPL APPLE INC AAPL US 04/16/11 C360 11.0 30.0 6.30 -25.9 4800
EWJ ISHARES-JAP EWJ US 06/18/11 C8 11.0 47.7 2.00 -10.3 210
QCOM QUALCOMM IN QCOM US 04/16/11 P52.5 10.9 35.4 2.58 66.5 481
GDP GOODRICH PE GDP US 04/16/11 P15 10.9 78.1 0.30 76.5 776
HYG ISH-IBOXX H HYG US 09/17/11 P89 10.9 8.3 3.40 23.6 250
T AT&T INC T US 04/16/11 C29 10.9 17.8 0.15 -16.7 393
FXI ISHARES FTS FXI US 04/16/11 P42 10.8 27.1 1.07 59.7 218
AAPL APPLE INC AAPL US 04/16/11 C355 10.7 30.8 8.20 -24.8 3257
EWJ ISHARES-JAP EWJ US 01/19/13 C10 10.7 33.6 1.55 0.0 560
TM TOYOTA MOTO TM US 01/21/12 C75 10.6 30.2 10.50 -5.8 425
BRK/B BERKSHIRE H BRKB US 04/16/11 P80 10.6 26.5 1.58 100.0 549
KLAC KLA-TENCOR KLAC US 04/16/11 P40 10.5 47.8 0.64 28.0 8970
MDP MEREDITH CO MDP US 04/16/11 C35 10.5 36.6 0.90 0.0 289
PFE PFIZER INC PFE US 04/16/11 P20 10.5 22.6 0.71 26.8 910
GLD SPDR GOLD T GLD US 04/16/11 P136 10.5 17.2 2.66 97.0 3390
FXI ISHARES FTS FXI US 04/16/11 P41 10.5 28.2 0.74 85.0 747
MET METLIFE INC MET US 04/16/11 P41 10.4 39.9 1.40 174.5 418
GDX MKT VECT-GO GDX US 04/16/11 P58 10.4 34.4 3.55 55.0 209
CCJ CAMECO CORP CCJ US 01/21/12 P25 10.4 47.4 2.90 70.6 795
CIGX STAR SCIENT CIGX US 01/19/13 C2.5 10.4 83.3 1.30 -31.6 221
GDXJ MARKET VECT GDXJ US 04/16/11 P36 10.3 45.0 2.25 73.1 738
GLD SPDR GOLD T GLD US 03/31/11 C138 10.3 16.8 1.09 -55.1 401
T AT&T INC T US 04/16/11 C28 10.3 18.3 0.43 -24.6 580
AAPL APPLE INC AAPL US 04/16/11 P360 10.2 29.3 21.00 44.3 538
AIG AMERICAN IN AIG US 04/16/11 P33 10.2 47.0 0.71 86.8 554
GLD SPDR GOLD T GLD US 03/31/11 P136 10.2 16.8 1.84 142.1 449
PAY VERIFONE SY PAY US 04/16/11 C45 10.2 62.2 7.60 67.8 500
FXI ISHARES FTS FXI US 04/16/11 C41 10.2 27.7 2.21 -26.3 382
SPY SPDR S&P 50 SPY US 04/16/11 C118 10.2 29.4 10.20 -14.2 1042
EWBC EAST WEST B EWBC US 04/16/11 P22.5 10.1 30.5 1.15 109.1 267
TC THOMPSON CR TC US 06/18/11 C10 10.1 50.7 2.10 -25.0 1000
ALU ALCATEL-LUC ALU US 01/19/13 C5 10.1 56.4 1.65 10.0 200
SPY SPDR S&P 50 SPY US 03/31/11 C124 10.1 25.3 4.61 -26.8 3073
EWJ ISHARES-JAP EWJ US 01/21/12 P8 10.1 31.6 0.37 37.0 637
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EWJ ISHARES-JAP EWJ US 04/16/11 P7 -28.2 71.8 0.04 0.0 270 EWJ ISHARES-JAP EWJ US 09/17/11 P5 -25.8 48.7 0.05 -28.6 316 UNG US NAT GAS UNG US 04/16/11 C7 -24.9 56.6 3.45 -8.0 307 SLE SARA LEE CO SLE US 04/16/11 P15 -23.7 27.6 0.07 -30.0 6500 UNG US NAT GAS UNG US 04/16/11 C8 -21.9 44.4 2.43 -2.0 1947 MRO MARATHON OI MRO US 01/21/12 C20 -21.1 54.9 28.46 -0.1 301 C CITIGROUP I C US 04/16/11 C3.5 -17.7 40.8 0.95 -5.9 10033 BRCD BROCADE COM BRCD US 04/16/11 C5 -17.5 40.0 0.91 -15.7 384 EEM ISHARES-EMG EEM US 04/16/11 P33 -16.5 49.5 0.05 -44.4 500 LLL L-3 COMM HL LLL US 04/16/11 C70 -15.7 34.0 8.10 -22.1 200 CBLI CLEVELAND B CBLI US 10/22/11 C5 -14.9 59.8 3.80 11.8 245 VSH VISHAY INTE VSH US 04/16/11 P12.5 -14.3 68.9 0.10 100.0 1102 BRCD BROCADE COM BRCD US 04/16/11 P5 -14.1 43.5 0.04 -20.0 1010 TDC TERADATA CO TDC US 04/16/11 C45 -14.0 38.5 3.15 -37.2 200 DUK DUKE ENERGY DUK US 04/16/11 P17 -13.2 19.7 0.10 100.0 313 CSCO CISCO SYSTE CSCO US 04/16/11 C14 -11.7 38.0 3.50 -9.1 338 COP CONOCOPHILL COP US 01/19/13 C50 -11.5 27.6 24.94 -4.1 220 CFN CAREFUSION CFN US 04/16/11 C25 -11.1 29.2 1.85 -34.9 700 QCOM QUALCOMM IN QCOM US 04/16/11 P32.5 -10.7 67.0 0.02 -33.3 969 MEA METALICO IN MEA US 04/16/11 C5 -10.6 53.3 0.60 -16.7 763 QCOM QUALCOMM IN QCOM US 04/16/11 P34 -10.2 63.8 0.04 -20.0 485
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Mar/15/2011 15:30 GMT
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