U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2011-05-17T15:30:26Z
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
=============================================================================
FAZ FINANCIAL B FAZ US 06/18/11 C37 62.3 48.2 6.75 12.5 2900
OGZPY GAZPROM-ADR GAZ GR 03/17/12 P13 54.9 51.0 1.10 0.0 900
ED CONS EDISON ED US 11/19/11 P55 52.2 13.3 3.70 -9.8 431
KV/A KV PHARM-A KVA US 06/18/11 P2.5 30.3 183.7 0.47 34.3 1614
UTX UNITED TECH UTX US 06/18/11 C80 29.8 30.8 8.40 -4.0 690
EGLE EAGLE BULK EGLE US 09/17/11 P3 24.0 48.0 0.30 0.0 255
DUK DUKE ENERGY DUK US 06/18/11 C18 23.1 29.1 1.35 0.0 810
LZ LUBRIZOL CO LZ US 09/17/11 C135 22.2 2.2 0.30 20.0 309
KV/A KV PHARM-A KVA US 12/17/11 P2.5 20.3 142.2 1.10 100.0 567
DUK DUKE ENERGY DUK US 06/18/11 C17 19.9 43.6 2.35 2.2 960
DUK DUKE ENERGY DUK US 07/16/11 C18 19.1 22.0 1.35 3.9 18893
KV/A KV PHARM-A KVA US 09/17/11 P2.5 18.8 153.0 0.95 72.7 1250
NGG NATIONAL GR NGG US 06/18/11 P45 17.4 28.8 0.40 33.3 258
SPWRB SUNPOWER CO SPWRB US 07/16/11 P17 17.3 80.7 1.00 81.8 249
SPWRB SUNPOWER CO SPWRB US 09/17/11 P17 16.2 74.0 1.45 107.1 547
LOGI LOGITECH IN LOGI US 09/17/11 P10 14.9 40.4 0.20 0.0 300
IWM ISHARES-RUS IWM US 06/18/11 C78 14.8 25.6 4.66 -10.4 892
DUK DUKE ENERGY DUK US 07/16/11 C17 14.4 32.3 2.35 34.3 900
DUK DUKE ENERGY DUK US 06/18/11 C15 13.7 76.8 4.30 0.0 1290
UUP POWERSHARES UUP US 06/18/11 C20 13.0 14.8 1.69 4.3 268
SPWRB SUNPOWER CO SPWRB US 06/18/11 P21 12.8 28.2 0.85 13.3 400
UEC URANIUM ENE UEC US 08/20/11 P2.5 12.7 76.1 0.20 0.0 550
IWM ISHARES-RUS IWM US 06/18/11 C79 11.5 24.8 3.93 -10.1 566
MAKO MAKO SURGIC MAKO US 06/18/11 C25 11.1 55.9 2.25 181.2 1073
AEP AMERICAN EL AEP US 08/20/11 P40 10.8 17.2 2.50 -12.0 407
AEP AMERICAN EL AEP US 08/20/11 C40 10.8 16.9 0.65 62.5 1309
IWM ISHARES-RUS IWM US 06/18/11 C80 10.2 24.2 3.23 -9.8 685
GDXJ MARKET VECT GDXJ US 06/18/11 C30 10.0 49.7 4.66 -39.5 1500
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
INAP INTERNAP NE INAP US 06/18/11 P7.5 -43.0 46.0 0.45 -10.0 300
CHUX O'CHARLEYS CHUX US 06/18/11 C7.5 -42.0 48.8 0.30 0.0 200
WINN WINN-DIXIE WINN US 06/18/11 C7.5 -29.8 45.8 0.85 70.0 953
MSFT MICROSOFT C MSFT US 07/16/11 C15 -29.0 54.3 9.35 -3.1 207
UAL UNITED CONT UAL US 06/18/11 C20 -28.7 57.5 6.40 -0.8 300
RGC REGAL ENTER RGC US 07/16/11 C12.5 -27.0 23.3 1.15 -30.3 250
SPY SPDR S&P 50 SPY US 06/18/11 P138 -26.1 13.2 6.40 10.0 781
FTR FRONTIER CO FTR US 01/19/13 C7.5 -26.1 19.5 1.40 0.0 272
ALU ALCATEL-LUC ALU US 09/17/11 C3 -25.6 63.0 2.85 -7.8 232
URBN URBAN OUTFI URBN US 06/18/11 C34 -25.0 34.6 1.00 -4.8 294
URBN URBAN OUTFI URBN US 06/18/11 C33 -24.3 35.2 1.35 -6.2 282
EPB EL PASO PIP EPB US 06/18/11 P35 -23.7 14.3 1.30 -3.7 300
HON HONEYWELL I HON US 06/18/11 C49 -23.4 47.6 10.20 -12.7 1710
SPY SPDR S&P 50 SPY US 06/18/11 P137 -23.2 13.4 5.60 12.4 716
MPG MPG OFFICE MPG US 07/16/11 C2.5 -22.3 79.5 0.40 -46.7 300
DKS DICK'S SPOR DKS US 06/18/11 C41 -21.9 32.8 0.94 -44.7 206
LINE LINN ENERGY LINE US 07/16/11 C34 -20.6 24.4 4.15 -27.2 200
UUP POWERSHARES UUP US 06/18/11 C21 -20.1 8.8 0.73 4.3 330
HON HONEYWELL I HON US 06/18/11 C47 -20.0 55.5 12.20 -10.0 2856
SQNM SEQUENOM IN SQNM US 06/18/11 C8 -19.6 35.8 0.29 -19.4 1141
MSFT MICROSOFT C MSFT US 10/22/11 C17.5 -19.5 36.3 6.95 -15.8 1339
HON HONEYWELL I HON US 06/18/11 C55 -19.3 26.3 4.58 -19.4 298
HON HONEYWELL I HON US 06/18/11 C46 -18.0 60.6 13.20 10.0 1020
AVNR AVANIR PHAR AVNR US 06/18/11 C4 -17.4 34.1 0.20 0.0 355
SPY SPDR S&P 50 SPY US 06/18/11 P135 -17.0 14.6 4.16 8.9 9168
STV CHINA DIGIT STV US 06/18/11 C5.52 -16.9 53.9 0.60 -40.0 200
HON HONEYWELL I HON US 06/18/11 C48 -16.8 54.6 11.20 -16.4 1680
SIVB SVB FINANCI SIVB US 06/18/11 C60 -16.8 23.8 0.70 -57.6 235
VZ VERIZON COM VZ US 07/16/11 C32 -16.1 24.4 5.05 -1.0 201
HPQ HEWLETT-PAC HPQ US 06/18/11 P33 -15.8 29.5 0.25 400.0 2737
TJX TJX COS INC TJX US 06/18/11 P50 -15.1 24.2 0.55 57.1 244
HON HONEYWELL I HON US 06/18/11 C40 -15.0 87.3 19.20 -7.3 870
SPWRA SUNPOWER CO SPWRA US 06/18/11 C21 -14.2 17.3 0.35 -23.9 448
HPQ HEWLETT-PAC HPQ US 06/18/11 P35 -13.9 27.4 0.74 393.3 7506
MSFT MICROSOFT C MSFT US 01/21/12 C15 -13.6 38.1 9.40 -2.1 922
HEK HECKMANN CO HEK US 06/18/11 C5 -13.6 51.6 0.60 -29.4 1696
MRO MARATHON OI MRO US 06/18/11 C45 -13.1 37.6 5.06 -18.4 477
C CITIGROUP I C1 US 06/18/11 P5 -12.9 30.5 0.84 -5.6 366
ED CONS EDISON ED US 08/20/11 C55 -12.9 12.1 0.65 8.3 361
DISH DISH NETWOR DISH US 06/18/11 C29 -12.7 30.4 0.85 0.0 374
REXX REX ENERGY REXX US 06/18/11 C12.5 -12.7 39.8 0.50 11.1 200
XLP SPDR-CONS S XLP US 06/18/11 P32 -12.3 12.2 0.47 -6.0 12359
HPQ HEWLETT-PAC HPQ US 06/18/11 C36 -12.3 27.7 1.21 -69.8 690
WMT WAL-MART ST WMT US 06/18/11 P57.5 -12.2 14.1 2.16 9.6 915
QQQ POWERSH-QQQ QQQ US 06/18/11 P59 -11.8 15.5 2.37 9.2 659
WMT WAL-MART ST WMT US 06/18/11 C57.5 -11.6 14.1 0.27 -46.0 801
WMT WAL-MART ST WMT US 06/18/11 C55 -11.4 15.3 1.30 -29.7 1673
WMT WAL-MART ST WMT US 06/18/11 P55 -11.4 15.2 0.73 7.3 2597
AVNR AVANIR PHAR AVNR US 06/18/11 P4 -11.4 76.5 0.35 -12.5 779
HPQ HEWLETT-PAC HPQ US 06/18/11 P37 -11.3 26.3 1.76 309.3 5900
IWM ISHARES-RUS IWM US 06/18/11 P85 -11.1 21.0 4.17 8.3 362
HPQ HEWLETT-PAC HPQ US 06/18/11 C35 -11.1 29.0 1.76 -66.2 7209
HPQ HEWLETT-PAC HPQ US 06/18/11 P36 -11.0 27.5 1.19 376.0 6967
DIA SPDR DJIA T DIA US 06/18/11 P128 -10.8 12.8 4.80 24.7 218
WMT WAL-MART ST WMT US 06/18/11 C52.5 -10.8 19.2 3.30 -16.5 236
MTL MECHEL-SPON MTL US 06/18/11 C26 -10.8 38.2 0.60 -14.3 1000
EGO ELDORADO GO EGO US 06/18/11 C13 -10.6 46.6 1.90 -13.6 300
SIRI SIRIUS XM R SIRI US 06/18/11 C2 -10.5 47.4 0.20 -23.1 1452
WMT WAL-MART ST WMT US 06/18/11 P52.5 -10.4 18.9 0.24 -11.1 1245
XLF SPDR-FINL S XLF US 06/18/11 P16 -10.3 18.9 0.52 0.0 779
SPY SPDR S&P 50 SPY US 06/18/11 P132 -10.2 16.6 2.61 9.7 36683
ED CONS EDISON ED US 11/19/11 C55 -10.1 13.0 1.15 4.5 1505
XHB SPDR S&P HO XHB US 06/18/11 P18 -10.1 22.2 0.38 18.8 1018
EWJ ISHARES-JAP EWJ US 06/18/11 P8 -10.1 43.5 0.01 -50.0 1200
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net
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