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
=============================================================================
FSLR   FIRST SOLAR  FSLR US 07/16/11 C65      58.2 141.5  51.80   -2.8    200
HOGS   ZHONGPIN IN  HOGS US 07/16/11 P10      50.1 218.4   2.00   81.8   2303
HOGS   ZHONGPIN IN  HOGS US 07/16/11 P5       41.2 316.4   0.45  350.0   1186
NLY    ANNALY CAPI  NLY US 07/16/11 C18       39.6  26.0   0.66   -5.7    821
HOGS   ZHONGPIN IN  HOGS US 07/16/11 C5       38.8 256.2   4.30  -26.6    351
HOGS   ZHONGPIN IN  HOGS US 07/16/11 P7.5     38.0 253.2   1.05  133.3    602
NOAH   NOAH HOLDIN  NOAH US 07/16/11 C10      34.8 103.4   1.85   94.7    520
HOGS   ZHONGPIN IN  HOGS US 08/20/11 P5       33.4 259.7   0.95  111.1   1798
HOGS   ZHONGPIN IN  HOGS US 07/16/11 C10      33.2 174.7   1.30  -31.6    294
HK     PETROHAWK E  HK US 07/16/11 C19        32.3  72.2   4.20    2.4    500
MNKD   MANNKIND CO  MNKD US 07/16/11 P4       31.0  56.6   0.12  -25.0    241
XOM    EXXON MOBIL  XOM US 07/16/11 P80       27.5  20.1   2.72  -20.0    261
NETL   NETLOGIC MI  NETL US 07/16/11 P34      26.3  49.1   0.20    0.0   2529
LNCR   LINCARE HOL  LNCR US 07/16/11 P29      25.7  32.3   1.25   78.6   1050
NOAH   NOAH HOLDIN  NOAH US 07/16/11 P10      25.5 112.4   0.50  -33.3   1000
RDN    RADIAN GROU  RDN US 07/16/11 P4        25.4  68.6   0.35   75.0    400
CACI   CACI INTL-A  CACI US 07/16/11 C62.5    24.9  28.7   2.20   10.0    417
NETL   NETLOGIC MI  NETL US 07/16/11 P36      24.6  45.2   0.45   50.0   4592
SPRD   SPREADTRUM-  SPRD US 07/16/11 C10      23.4 235.2   4.10  -14.6   1441
NOK    NOKIA CORP-  NOK US 07/16/11 P5        23.4  63.8   0.03   50.0    965
NETL   NETLOGIC MI  NETL US 07/16/11 P35      23.2  47.9   0.30  100.0   3760
ZAGG   ZAGG INC     ZAGG US 07/16/11 P10      22.0 129.2   0.25  108.3    206
HOGS   ZHONGPIN IN  HOGS US 07/16/11 C7.5     21.8 195.9   2.65  -26.4    312
SFI    ISTAR FINAN  SFI US 07/16/11 P8        21.6  55.0   0.68   -2.9    909
NLY    ANNALY CAPI  NLY US 07/16/11 C17       21.4  48.2   1.65   -4.1    273
ZAGG   ZAGG INC     ZAGG US 07/16/11 P11      21.2 123.3   0.30   20.0    258
EXXI   ENERGY XXI   EXXI US 07/16/11 C27      20.9  68.7   4.20    7.7   1010
IWM    ISHARES-RUS  IWM US 07/16/11 C73       20.9  30.1   7.46    7.0    351
HOGS   ZHONGPIN IN  HOGS US 08/20/11 C5       20.8 172.9   4.90  -15.5    818
HBAN   HUNTINGTON   HBAN US 07/16/11 C6       20.7  40.8   0.37   37.0    200
KWK    QUICKSILVER  KWK US 07/16/11 C15       19.9  33.9   0.20  -20.0   1067
WPZ    WILLIAMS PA  WPZ US 07/16/11 P50       19.1  32.9   0.50   11.1   1102
NLY    ANNALY CAPI  NLY US 07/16/11 C19       19.0  15.5   0.02  -33.3    311
ATLS   ATLAS ENERG  ATLS US 07/16/11 P20      18.5  51.0   0.55   57.1    680
NETL   NETLOGIC MI  NETL US 07/16/11 P37      18.3  42.4   0.70   16.7    352
TIBX   TIBCO SOFTW  TIBX US 07/16/11 C26      18.0  47.0   1.80   50.0    682
HRBN   HARBIN ELEC  HRBN US 07/16/11 C5       18.0 221.7  10.16    0.6    206
NOK    NOKIA CORP-  NOK US 07/16/11 C5        17.8  65.6   1.20   26.3    247
STJ    ST JUDE MED  STJ US 07/16/11 P40       17.7  44.8   0.12  150.0   3000
YRCW   YRC WORLDWI  YRCW US 01/21/12 P1       17.0 273.9   0.61    1.7    585
FIO    FUSION-IO I  FIO US 09/17/11 P22.5     16.9  88.0   1.10  -12.0    430
PCYC   PHARMACYCLI  PCYC US 07/16/11 C10      16.4  51.4   0.75   66.7    251
AMZN   AMAZON.COM   AMZN US 07/16/11 P175     16.1  38.2   0.49  -40.2    484
HOGS   ZHONGPIN IN  HOGS US 08/20/11 C7.5     16.0 150.5   2.85  -39.4    600
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C51       16.0  27.8   4.18   13.0    563
AMZN   AMAZON.COM   AMZN US 07/16/11 C185     15.8  34.3  15.21   56.8    346
HRBN   HARBIN ELEC  HRBN US 07/16/11 C10      15.4 130.0   5.07   -7.8    265
RLD    REALD INC    RLD US 07/16/11 P20       15.1  86.4   0.65  160.0    271
MSFT   MICROSOFT C  MSFT US 07/16/11 P23      15.1  29.5   0.08  -46.7    222
IWM    ISHARES-RUS  IWM US 07/16/11 C75       14.8  28.9   5.56    9.7    384
VRX    VALEANT PHA  VRX US 08/20/11 P49       14.7  43.0   2.90    0.0    250
GE     GENERAL ELE  GE US 07/16/11 P19        14.7  22.8   0.93  -13.1    923
CREE   CREE INC     CREE US 07/16/11 P32.5    14.5  54.1   1.05    4.0    216
V      VISA INC-CL  V US 07/16/11 P60         14.3  57.2   0.21   40.0    364
GDX    MKT VECT-GO  GDX US 07/16/11 C48       14.1  38.2   5.00  -18.0    500
UUP    POWERSHARES  UUP US 09/17/11 C21       14.0  12.2   0.79   -6.0    217
UUP    POWERSHARES  UUP US 07/16/11 C21       14.0  13.1   0.60  -11.8    232
AMZN   AMAZON.COM   AMZN US 07/16/11 P185     13.9  33.6   1.34  -45.3   1139
NFLX   NETFLIX INC  NFLX US 07/16/11 C235     13.8  42.3  23.40    4.9    218
ADS    ALLIANCE DA  ADS US 07/16/11 C90       13.7  28.9   2.60   48.6    660
XLF    SPDR-FINL S  XLF US 07/16/11 C14       13.6  32.4   1.02   15.9    793
GCI    GANNETT CO   GCI US 07/16/11 C14       13.5  43.1   0.30   -3.2    383
RENN   RENREN INC-  RENN US 08/20/11 P6       13.5 166.9   1.40    7.7   1377
AMZN   AMAZON.COM   AMZN US 07/16/11 C190     13.3  32.3  11.11   72.2   1002
VNR    VANGUARD NA  VNR US 07/16/11 P25       13.3  57.9   0.60   20.0    510
MSFT   MICROSOFT C  MSFT US 07/16/11 C23      13.2  29.8   2.07   42.8    866
ACN    ACCENTURE P  ACN US 07/16/11 C60       13.2  21.4   0.25   25.0   1742
XOM    EXXON MOBIL  XOM US 07/16/11 P77.5     13.0  21.7   1.46  -13.1    854
CACI   CACI INTL-A  CACI US 07/16/11 C65      13.0  24.5   1.00   25.0    620
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C52       12.9  25.7   3.27   20.2    903
AMZN   AMAZON.COM   AMZN US 07/16/11 P190     12.7  31.9   2.29  -42.8   1905
DDS    DILLARDS IN  DDS US 07/16/11 P50       12.7  46.2   1.25  -21.9    442
NM     NAVIOS MARI  NM US 09/17/11 C5         12.7  44.0   0.50   11.1   1029
ONTY   ONCOTHYREON  ONTY US 07/16/11 C9       12.5  99.9   0.85   30.8    348
AMZN   AMAZON.COM   AMZN US 07/16/11 C195     12.4  31.0   7.45   86.2    915
IWM    ISHARES-RUS  IWM US 07/16/11 C76       12.2  28.3   4.66   10.4    332
GME    GAMESTOP CO  GME US 07/16/11 C26       11.8  34.7   0.84   -1.2   2112
PG     PROCTER & G  PG US 07/16/11 P52.5      11.8  36.7   0.03    0.0    600
MSFT   MICROSOFT C  MSFT US 07/16/11 P24      11.7  24.0   0.17  -51.4   1795
BSX    BOSTON SCIE  BSX US 07/16/11 C7        11.6  39.4   0.20   25.0    240
STEC   STEC INC     STEC US 08/20/11 P17      11.6  60.4   1.55   26.0   1380
IBM    IBM          IBM US 07/16/11 P160      11.5  20.7   0.70  -34.0   4097
CVS    CVS CAREMAR  CVS US 07/16/11 C38       11.5  20.6   0.15    0.0   2234
NOK    NOKIA CORP-  NOK US 07/16/11 P6        11.4  44.2   0.17  -39.3   2066
T      AT&T INC     T US 07/16/11 P27         11.4  32.0   0.05  -16.7    413
SINA   SINA CORP    SINA US 07/16/11 C80      11.3  88.3  16.20   33.4    875
SPRD   SPREADTRUM-  SPRD US 07/16/11 P5       11.3 335.3   0.25   25.0    230
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C48       11.3  27.9   7.23    2.0    230
CIGX   STAR SCIENT  CIGX US 07/16/11 C4.5     11.2 113.0   0.55  -21.4    400
MO     ALTRIA GROU  MO US 07/16/11 C28        11.2  16.5   0.06   20.0   1850
CS     CREDIT SUIS  CS US 07/16/11 C39        11.1  31.6   0.65   16.1   1522
FXB    CRYSHS-BRI   FXB US 07/16/11 P159      10.9  10.5   1.60   -5.9    210
NYT    NEW YORK TI  NYT US 07/16/11 C8        10.9  55.8   0.49   40.0    515
NGD    NEW GOLD IN  NGD US 08/20/11 P8        10.8  56.1   0.17   -5.6    472
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C53       10.7  23.9   2.41   24.2   1144
ACN    ACCENTURE P  ACN US 07/16/11 C57.5     10.6  21.6   1.00   17.6    606
XOM    EXXON MOBIL  XOM US 08/20/11 P80       10.4  20.3   4.15   -4.6    237
MWE    MARKWEST EN  MWE US 07/16/11 P45       10.4  29.4   0.55   -8.3    924
NFLX   NETFLIX INC  NFLX US 07/16/11 C250     10.3  39.2  12.00   -4.8    252
PFE    PFIZER INC   PFE US 07/16/11 P20       10.3  23.6   0.35   -5.4    277
SINA   SINA CORP    SINA US 07/16/11 P92.5    10.3  85.6   6.10  -31.5    335
SINA   SINA CORP    SINA US 07/16/11 P95      10.2  85.6   7.60  -26.2   1191
AMZN   AMAZON.COM   AMZN US 07/16/11 C200     10.2  29.9   4.70  116.6   2075
SINA   SINA CORP    SINA US 07/16/11 P85      10.1  86.5   3.20  -30.4    512
AMZN   AMAZON.COM   AMZN US 07/16/11 P195     10.1  30.5   3.74  -41.6   1123

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
CNU    CONTINUCARE  CNU US 02/18/12 P5       -58.4  22.0   0.05    0.0    792
OGZPY  GAZPROM-ADR  GAZ GR 03/17/12 P13      -43.0  20.0   1.00   -8.3    300
GDXJ   MARKET VECT  GDXJ US 07/16/11 C28     -41.9  38.4   4.85    0.0    510
LO     LORILLARD I  LO US 07/16/11 C115      -32.3  32.1   1.50  -55.2   1242
LO     LORILLARD I  LO US 07/16/11 P110      -29.5  36.4   3.40  -33.3   1403
YRCW   YRC WORLDWI  YRCW US 01/21/12 C1      -28.8  33.0   0.35   59.1    341
LO     LORILLARD I  LO US 07/16/11 P105      -27.4  40.3   1.81  -46.8   2481
YRCW   YRC WORLDWI  YRCW US 10/22/11 C1      -27.3  45.1   0.33   83.3    255
LO     LORILLARD I  LO US 07/16/11 P100      -25.7  44.8   0.80  -64.4   1431
XME    SPDR S&P ME  XME US 07/16/11 P66      -23.1  35.3   2.67   17.1    210
ABX    BARRICK GOL  ABX US 07/16/11 C38      -21.4  40.7   5.45    0.0   1000
HRBN   HARBIN ELEC  HRBN US 12/17/11 C7.5    -20.6  86.7   7.80   -2.5    261
NDN    99 CENTS ON  NDN US 09/17/11 C20      -18.4  23.8   1.08    2.9    782
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P57      -18.1  17.2   2.20  -22.0   1732
PPC    PILGRIM'S P  PPC US 07/16/11 C5       -16.7  54.9   0.20  -50.0    281
CNU    CONTINUCARE  CNU US 08/20/11 C5       -16.5  46.9   1.30 1200.0    423
INTC   INTEL CORP   INTC US 09/17/11 C18     -15.9  31.0   3.25  -11.0    200
JOE    ST JOE CO    JOE US 09/17/11 C20      -15.2  23.8   1.15   15.0    340
BK     BANK NY MEL  BK US 01/21/12 C20       -14.8  36.5   5.45  -18.7    500
MMI    MOTOROLA MO  MMI US 10/22/11 C22      -14.2  36.0   2.00  -29.8   1943
LO     LORILLARD I  LO US 07/16/11 P85       -13.4  65.0   0.16  -61.9    249
XCO    EXCO RESOUR  XCO US 07/16/11 C16      -13.0  54.9   1.35    0.0    349
FTNT   FORTINET IN  FTNT US 07/16/11 C24     -12.9  42.0   2.35    6.8    531
NDN    99 CENTS ON  NDN US 09/17/11 P20      -12.5  24.9   0.75  -25.0    752
VXX    IPATH-S&P S  VXX US 07/16/11 C21      -12.3  53.4   3.40   -8.1    215
CREE   CREE INC     CREE US 07/16/11 C32.5   -11.5  54.8   2.40   -3.6    545
GTXI   GTX INC      GTXI US 08/20/11 P4      -10.8  86.7   0.40   60.0    300
IBKR   INTERACTIVE  IBKR US 01/21/12 C13.21  -10.5  29.1   2.35  -26.6   3305
ARIA   ARIAD PHARM  ARIA US 01/21/12 P5      -10.2  80.6   0.25  -10.7    481
MMI    MOTOROLA MO  MMI US 10/22/11 C23      -10.2  35.5   1.50  -33.3   2230
LVLT   LEVEL 3 COM  LVLT US 12/17/11 C2      -10.1  49.1   0.50    0.0    480

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

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

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.