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
=============================================================================
CBD    PAO ACUCAR-  CBD US 07/16/11 P50       72.3  39.3   1.95    0.0    420
RAS    RAIT FINANC  RAS US 07/16/11 C2        71.0  59.9   0.10    0.0    284
GDXJ   MARKET VECT  GDXJ US 07/16/11 C29      65.5  42.2   4.70   20.5    500
HRBN   HARBIN ELEC  HRBN US 12/17/11 C3       55.5 141.2  13.20    0.0   3005
SPY    SPDR S&P 50  SPY US 07/16/11 P135      53.9  11.1   4.49  -14.5   1155
MMR    MCMORAN EXP  MMR US 07/16/11 C15       46.2  75.6   3.20   92.8   2535
HRBN   HARBIN ELEC  HRBN US 12/17/11 C2       44.5 169.0  14.40    3.6   6030
HRBN   HARBIN ELEC  HRBN US 07/16/11 C10      43.8 166.0   6.90   16.9   2888
SPY    SPDR S&P 50  SPY US 07/16/11 P134      38.8  11.8   3.71  -17.6   1224
IWM    ISHARES-RUS  IWM US 07/16/11 P86       37.6  17.1   4.30  -11.0    212
SRX    SRA INTL IN  SRX US 12/17/11 P30       31.9   6.5   0.10    0.0    250
REE    RARE ELEMEN  REE US 07/16/11 C8        31.8  82.4   2.65    3.9    500
DRN    DIREXION-R   DRN US 08/20/11 C58       29.2  63.7  14.90   -9.7    325
QQQ    POWERSH-QQQ  QQQ US 07/16/11 P59       25.6  13.8   2.71  -14.0    441
MMR    MCMORAN EXP  MMR US 07/16/11 C17       24.3  59.5   2.06  320.4    959
CPL    CPFL ENERGI  CPL US 08/20/11 C90       23.3  15.2   0.45    0.0    282
MU     MICRON TECH  MU US 07/16/11 C5         22.0  95.7   2.57    8.4    277
DRI    DARDEN REST  DRI US 07/16/11 P49       19.6  35.2   1.40    0.0   2534
ABX    BARRICK GOL  ABX US 07/16/11 C38       18.7  42.3   6.90   17.9    500
DRI    DARDEN REST  DRI US 07/16/11 C50       17.5  35.9   1.20   46.3   2539
MMR    MCMORAN EXP  MMR US 07/16/11 P18       16.8  54.3   0.58  -74.5   1500
EXXI   ENERGY XXI   EXXI US 07/16/11 C29      16.1  65.9   5.30  202.9    239
HRBN   HARBIN ELEC  HRBN US 12/17/11 C10      16.1 106.9   7.83   11.9    463
MAR    MARRIOTT IN  MAR US 07/16/11 C32       15.8  43.9   3.69   67.7    450
PXP    PLAINS EXPL  PXP US 07/16/11 C30       15.7  53.4   7.35   13.1   1500
ASTM   AASTROM BIO  ASTM US 08/20/11 C2.5     15.7  71.4   0.45   28.6    200
PXP    PLAINS EXPL  PXP US 07/16/11 P33       15.6  46.3   0.16  -50.0    429
MPG    MPG OFFICE   MPG US 10/22/11 P2.5      15.5 100.3   0.45  -10.0    240
DRI    DARDEN REST  DRI US 07/16/11 C49       15.5  35.3   1.65   26.9    255
X      US STEEL CO  X US 07/16/11 P41         15.4  45.2   0.21  -67.7   2106
UCO    PRSH-ULT CR  UCO US 07/16/11 C32       15.1  62.4   8.70   17.4    250
MMR    MCMORAN EXP  MMR US 07/16/11 P17       14.7  54.7   0.24  -82.2    724
X      US STEEL CO  X US 07/16/11 P40         14.6  46.7   0.12  -67.6   2239
SQM    QUIMICA Y-S  SQM US 07/16/11 C60       14.4  29.5   5.00   61.3    261
X      US STEEL CO  X US 07/16/11 C42         14.1  43.4   4.20   96.3    392
SPY    SPDR S&P 50  SPY US 07/16/11 P136      14.0   9.5   5.43  -15.9    600
GDX    MKT VECT-GO  GDX US 07/16/11 C48       13.8  36.0   6.00   20.0    501
HRBN   HARBIN ELEC  HRBN US 08/20/11 C15      13.8  92.8   3.20   30.6   2081
SKX    SKECHERS US  SKX US 07/16/11 C15       13.3  40.9   0.30   20.0    699
HRBN   HARBIN ELEC  HRBN US 09/17/11 C15      13.0 110.4   4.00   17.6    364
DRI    DARDEN REST  DRI US 07/16/11 P46       12.8  35.8   0.35    6.1    202
X      US STEEL CO  X US 07/16/11 P35         12.4  58.8   0.04  -20.0   2157
UUP    POWERSHARES  UUP US 07/16/11 P20       12.0  19.6   0.02  100.0    230
PXP    PLAINS EXPL  PXP US 07/16/11 P35       12.0  41.2   0.44  -44.3   3729
PBR    PETROBRAS S  PBR US 07/16/11 C30       11.9  31.8   3.15    6.1    210
HRBN   HARBIN ELEC  HRBN US 12/17/11 C15      11.7  97.3   5.00   21.9   5259
USO    UNITED STAT  USO US 07/16/11 P32       11.7  42.0   0.05  -28.6    293
X      US STEEL CO  X US 07/16/11 P43         11.7  41.4   0.48  -61.3    790
YRCW   YRC WORLDWI  YRCW US 07/16/11 P1       11.7 401.6   0.23  -17.9   1655
INTC   INTEL CORP   INTC US 07/16/11 C19      11.6  39.3   2.41    2.5    595
BAC    BANK OF AME  BAC US 07/16/11 P10       11.5  39.0   0.04  -42.9   2447
TCB    TCF FINL CO  TCB US 07/16/11 P14       11.3  39.9   0.65  -18.8   1500
POT    POTASH CORP  POT US 07/16/11 P52.5     10.9  36.9   0.34  -46.9    649
P      PANDORA MED  P US 08/20/11 P17         10.6 117.4   2.35   -7.8    461
MOS    MOSAIC CO/T  MOS US 07/16/11 C60       10.4  42.4   8.20   47.8    333
MMR    MCMORAN EXP  MMR US 07/16/11 C18       10.2  52.8   1.14  418.2   2108
OPTR   OPTIMER PHA  OPTR US 08/20/11 C10      10.2  50.2   2.20    0.0    745
MSFT   MICROSOFT C  MSFT US 07/16/11 C24      10.1  27.0   1.73   -8.9   1318
PIP    PHARMATHENE  PIP US 12/17/11 C2.5      10.1 151.0   1.40    0.0    990
JJG    IPATH DJ-UB  JJG US 07/16/11 C49       10.0  35.1   2.02   26.2    510

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
BJ     BJ'S WHOLES  BJ US 07/16/11 P50       -86.7   4.6   0.10  -96.5   2088
BJ     BJ'S WHOLES  BJ US 08/20/11 P50       -84.4   4.9   0.25  -92.4    293
BJ     BJ'S WHOLES  BJ US 07/16/11 C50       -84.1   5.4   0.45  -30.8   3364
BJ     BJ'S WHOLES  BJ US 08/20/11 C50       -79.6   5.9   0.74  -43.1    308
BJ     BJ'S WHOLES  BJ US 09/17/11 P50       -79.3   6.0   0.40  -90.0   1468
BJ     BJ'S WHOLES  BJ US 12/17/11 C52.5     -78.8   4.6   0.05  -95.7    611
BJ     BJ'S WHOLES  BJ US 09/17/11 C50       -77.5   6.2   0.75  -55.9   1697
BJ     BJ'S WHOLES  BJ US 01/21/12 P50       -74.2   6.2   0.80  -83.3    763
BJ     BJ'S WHOLES  BJ US 12/17/11 P50       -73.1   6.6   0.75  -82.6    758
BJ     BJ'S WHOLES  BJ US 09/17/11 C52.5     -71.9   6.9   0.05  -92.9    696
BJ     BJ'S WHOLES  BJ US 01/21/12 C50       -71.9   6.4   1.15  -52.1    403
BJ     BJ'S WHOLES  BJ US 12/17/11 C50       -70.5   7.0   1.23  -41.4    803
BJ     BJ'S WHOLES  BJ US 08/20/11 C52.5     -69.4   7.8   0.01  -98.2    202
BJ     BJ'S WHOLES  BJ US 09/17/11 P47.5     -66.4  10.8   0.17  -94.0    523
BJ     BJ'S WHOLES  BJ US 01/21/12 P47.5     -62.8   9.8   0.40  -88.9    449
BJ     BJ'S WHOLES  BJ US 12/17/11 P47.5     -58.7  11.0   0.47  -89.3    283
BJ     BJ'S WHOLES  BJ US 09/17/11 C47.5     -56.7  13.5   3.10    2.0    712
BJ     BJ'S WHOLES  BJ US 07/16/11 P47.5     -55.3  17.9   0.05  -96.4    310
BJ     BJ'S WHOLES  BJ US 12/17/11 C47.5     -52.8  12.0   3.40    6.2    609
BJ     BJ'S WHOLES  BJ US 09/17/11 P45       -51.5  16.8   0.15  -91.6    553
BJ     BJ'S WHOLES  BJ US 07/16/11 C47.5     -47.4  19.7   2.90   56.8    299
FDO    FAMILY DOLL  FDO US 07/16/11 C52.5    -46.6  21.1   1.60  -25.6    298
BJ     BJ'S WHOLES  BJ US 12/17/11 C45       -43.6  15.3   5.71   15.3    236
FDO    FAMILY DOLL  FDO US 07/16/11 C55      -37.2  21.6   0.45  -35.7    311
GIS    GENERAL MIL  GIS US 07/16/11 C37      -36.2  15.1   0.70  -11.4    391
GIS    GENERAL MIL  GIS US 07/16/11 C38      -34.5  15.5   0.20  -46.0   1555
CPB    CAMPBELL SO  CPB US 08/20/11 C33      -33.0  12.3   2.00   60.0    468
GIS    GENERAL MIL  GIS US 07/16/11 P36      -31.7  16.9   0.11  -71.8    659
BJ     BJ'S WHOLES  BJ US 07/16/11 P45       -30.5  30.4   0.05  -90.9    294
LNKD   LINKEDIN CO  LNKD US 07/16/11 C70     -27.7  48.2  18.30   13.7    215
KBH    KB HOME      KBH US 07/16/11 P10      -26.5  48.9   0.12   33.3    446
KBH    KB HOME      KBH US 07/16/11 C11      -25.3  42.0   0.33  -71.0    450
MON    MONSANTO CO  MON US 07/16/11 C72.5    -24.1  24.8   0.47   74.1   2496
SPRD   SPREADTRUM-  SPRD US 07/16/11 C11     -23.1 126.1   3.20   18.5    291
XRT    SPDR S&P RE  XRT US 07/16/11 C50      -22.2  22.3   3.50   -1.4   2099
SPRD   SPREADTRUM-  SPRD US 08/20/11 C14     -21.4  90.8   1.90   18.8    619
LNKD   LINKEDIN CO  LNKD US 07/16/11 C40     -21.2 160.5  47.10    2.6    246
SHAW   SHAW GROUP   SHAW US 07/16/11 P29     -20.6  37.4   0.95  375.0    791
MON    MONSANTO CO  MON US 07/16/11 C70      -20.4  26.0   1.37   93.0   3923
SHAW   SHAW GROUP   SHAW US 07/16/11 C30     -20.2  35.6   0.50  -81.8    450
SPRD   SPREADTRUM-  SPRD US 07/16/11 C14     -20.0  99.3   1.10   37.5    866
SPRD   SPREADTRUM-  SPRD US 07/16/11 C13     -19.9 111.1   1.75   33.6    789
CIM    CHIMERA INV  CIM US 07/16/11 C3.5     -19.7  23.7   0.05    0.0    293
SPWRA  SUNPOWER CO  SPWRA US 07/16/11 C16    -19.3  31.9   2.24    9.3    586
CMED   CHINA MEDIC  CMED US 07/16/11 P8      -18.9  93.0   0.80   -5.9    202
SPRD   SPREADTRUM-  SPRD US 07/16/11 C12     -18.3 121.5   2.60   44.4    286
SPRD   SPREADTRUM-  SPRD US 07/16/11 C10     -18.3 142.1   4.30   38.7    230
MON    MONSANTO CO  MON US 07/16/11 P70      -17.5  26.3   1.70  -58.5    606
CCJ    CAMECO CORP  CCJ US 07/16/11 C24      -17.3  30.8   1.85   19.4    203
EFA    ISHARES-MSC  EFA US 07/16/11 C61      -17.2  16.2   0.17    6.2   3004
EUO    PROSH-UL/SH  EUO US 07/16/11 C16      -17.0  27.8   1.15   -8.0    305
GIS    GENERAL MIL  GIS US 08/20/11 P36      -16.6  16.3   0.40  -38.5    252
DKS    DICK'S SPOR  DKS US 07/16/11 C37      -16.5  28.5   2.20   64.2   1824
MON    MONSANTO CO  MON US 07/16/11 P67.5    -16.3  27.8   0.75  -68.1   1553
IWM    ISHARES-RUS  IWM US 07/16/11 C77      -16.2  24.9   5.25    9.4    364
UUP    POWERSHARES  UUP US 12/17/11 P19      -16.2  10.1   0.04  -33.3  10000
SPRD   SPREADTRUM-  SPRD US 07/16/11 P5      -16.1 276.8   0.05  -83.3    265
GKK    GRAMERCY CA  GKK US 02/18/12 C2.5     -16.0  72.6   0.82   -8.9   1050
SPRD   SPREADTRUM-  SPRD US 07/16/11 P13     -15.6 143.0   1.20  -40.0    769
KBH    KB HOME      KBH US 08/20/11 P11      -15.3  41.0   0.77   57.1    280
SHAW   SHAW GROUP   SHAW US 08/20/11 C30     -15.1  35.1   1.15  -66.2    309
SPRD   SPREADTRUM-  SPRD US 07/16/11 P14     -14.7 135.4   1.70  -34.6    739
SPY    SPDR S&P 50  SPY US 07/16/11 C124     -14.3  21.8   6.99   13.1    664
LNKD   LINKEDIN CO  LNKD US 07/16/11 C90     -14.0  56.0   3.60   46.9    333
SDS    PROSHARES U  SDS US 07/16/11 P20      -13.8  25.0   0.09    0.0    471
SPY    SPDR S&P 50  SPY US 07/16/11 C122     -13.6  24.4   8.56    5.8    253
RENN   RENREN INC-  RENN US 07/16/11 C8      -13.6 102.1   0.75   36.4    855
IWM    ISHARES-RUS  IWM US 07/16/11 C78      -13.4  24.3   4.37    4.8    503
MON    MONSANTO CO  MON US 07/16/11 C65      -13.4  30.0   5.05   71.2    446
ELN    ELAN CORP-A  ELN US 07/16/11 C12      -13.3  50.6   0.30    0.0    506
GIS    GENERAL MIL  GIS US 08/20/11 P34      -13.2  18.8   0.22  -15.4    257
IWM    ISHARES-RUS  IWM US 07/16/11 C79      -13.1  23.1   3.45    4.9    901
FIG    FORTRESS IN  FIG US 01/21/12 C5       -13.1  43.1   0.60    0.0    400
EFA    ISHARES-MSC  EFA US 07/16/11 C60      -13.1  17.9   0.49   28.9   2495
ERTS   ELECTRONIC   ERTS US 07/16/11 C25     -13.0  28.8   0.20  400.0   1082
EFA    ISHARES-MSC  EFA US 07/16/11 P60      -13.0  18.1   1.47  -37.7    450
SPY    SPDR S&P 50  SPY US 07/16/11 C125     -12.9  20.8   6.06   11.4    618
KBH    KB HOME      KBH US 08/20/11 P10      -12.8  45.2   0.35   59.1    366
C      CITIGROUP I  C1 US 01/21/12 C5.5      -12.8  25.5   0.03    0.0    200
SPRD   SPREADTRUM-  SPRD US 08/20/11 P13     -12.7 135.6   2.30  -30.3    448
SPY    SPDR S&P 50  SPY US 07/16/11 C123     -12.7  23.3   7.75    8.8    303
SPY    SPDR S&P 50  SPY US 07/16/11 C134     -12.6  12.4   0.30    3.5   6576
MON    MONSANTO CO  MON US 07/16/11 P65      -12.5  30.2   0.31  -75.2    914
SPY    SPDR S&P 50  SPY US 07/16/11 C135     -12.4  12.1   0.14   -6.7   1043
SPRD   SPREADTRUM-  SPRD US 07/16/11 P12     -12.4 149.7   0.85  -45.2   1878
DIA    SPDR DJIA T  DIA US 07/16/11 C124     -12.3  12.2   0.61    3.4    344
SPRD   SPREADTRUM-  SPRD US 07/16/11 P8      -12.3 227.4   0.30  -53.9    847
SDS    PROSHARES U  SDS US 07/16/11 C20      -12.3  26.0   1.18  -21.9    960
YRCW   YRC WORLDWI  YRCW US 07/16/11 C0.5    -12.2 331.4   0.78    1.3    200
SPY    SPDR S&P 50  SPY US 07/16/11 C137     -12.2  12.0   0.04  -20.0   1178
CIM    CHIMERA INV  CIM US 07/16/11 P3.5     -12.2  27.1   0.10  -33.3   1100
DTG    DOLLAR THRI  DTG US 07/16/11 P72.5    -12.1  19.9   0.90    0.0    323
SPY    SPDR S&P 50  SPY US 07/16/11 C127     -12.1  18.8   4.31   12.8   3036
LNKD   LINKEDIN CO  LNKD US 07/16/11 C85     -12.1  56.0   5.80   18.4    241
DIA    SPDR DJIA T  DIA US 07/16/11 C122     -12.0  14.1   1.60    6.0   1489
SPY    SPDR S&P 50  SPY US 07/16/11 C133     -12.0  13.1   0.56   12.0   3828
DIA    SPDR DJIA T  DIA US 07/16/11 C123     -11.9  13.2   1.01    4.1    651
DIA    SPDR DJIA T  DIA US 07/16/11 C120     -11.8  16.5   3.01    4.5    538
SPY    SPDR S&P 50  SPY US 07/16/11 C136     -11.8  12.1   0.07    0.0   2305
SPRD   SPREADTRUM-  SPRD US 07/16/11 P11     -11.8 174.1   0.70  -44.0    832
DELL   DELL INC     DELL US 07/16/11 C17     -11.7  25.1   0.10   11.1    353
SPY    SPDR S&P 50  SPY US 07/16/11 C132     -11.7  13.9   0.93   13.4  10090
DVY    ISHARES-DJ   DVY US 07/16/11 C53      -11.6  10.9   0.25   66.7   1005
SPY    SPDR S&P 50  SPY US 07/16/11 C129     -11.5  16.7   2.73   16.2  12273
GS     GOLDMAN SAC  GS US 07/16/11 C135      -11.5  24.5   1.64   50.5   2308
SPRD   SPREADTRUM-  SPRD US 07/16/11 P9      -11.5 198.5   0.40  -42.9   1333
DIA    SPDR DJIA T  DIA US 07/16/11 C121     -11.5  15.3   2.28    8.6   1137
DIA    SPDR DJIA T  DIA US 07/16/11 C125     -11.5  11.5   0.29   -3.3    352
C      CITIGROUP I  C1 US 07/16/11 P4        -11.4  32.4   0.08  -27.3    203
RBY    RUBICON MIN  RBY US 12/17/11 C2.5     -11.3  86.4   1.75  -28.6    501
NSC    NORFOLK SOU  NSC US 07/16/11 C75      -11.3  18.7   0.65   30.0   3063
DELL   DELL INC     DELL US 07/16/11 C16     -11.1  27.4   0.55   27.9   5026
MDR    MCDERMOTT I  MDR US 07/16/11 C20      -11.1  40.6   0.55   57.1    859
SPY    SPDR S&P 50  SPY US 07/16/11 C128     -11.1  17.8   3.50   11.8   5280
QQQ    POWERSH-QQQ  QQQ US 07/16/11 C53      -11.0  23.1   3.45    4.5    648
SPY    SPDR S&P 50  SPY US 07/16/11 C130     -10.9  15.7   2.05   13.9  20707
MPG    MPG OFFICE   MPG US 07/16/11 P2.5     -10.9  97.8   0.15   50.0    600
IWM    ISHARES-RUS  IWM US 08/20/11 C71      -10.8  28.9  10.96    0.4    213
CSX    CSX CORP     CSX US 07/16/11 C26.67   -10.7  21.4   0.16   14.3    220
IWM    ISHARES-RUS  IWM US 07/16/11 C84      -10.6  18.0   0.45  -10.0   8193
GLUU   GLU MOBILE   GLUU US 07/16/11 C5      -10.6  72.0   0.45    0.0   1991
IWM    ISHARES-RUS  IWM US 07/16/11 C85      -10.5  17.1   0.22  -15.4   1450
IWM    ISHARES-RUS  IWM US 07/16/11 C82      -10.5  20.0   1.32   -1.5   4058
ALU    ALCATEL-LUC  ALU US 08/20/11 C5.5     -10.4  46.8   0.50    0.0   2190
GLD    SPDR GOLD T  GLD US 07/16/11 P152     -10.4  14.0   5.45  -11.4    250
EFA    ISHARES-MSC  EFA US 07/16/11 C59      -10.2  19.6   1.00   31.6    605
IWM    ISHARES-RUS  IWM US 07/16/11 C81      -10.2  21.2   1.95    3.7   2991
IWM    ISHARES-RUS  IWM US 07/16/11 C83      -10.2  18.9   0.82   -3.5   1335
UUP    POWERSHARES  UUP US 07/16/11 P21      -10.1  10.4   0.07    0.0    247
SPRD   SPREADTRUM-  SPRD US 08/20/11 P10     -10.0 159.3   1.20  -36.2    420

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.