U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2011-07-11T15:30:10Z
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
=============================================================================
KKD KRISPY KREM KKD US 08/20/11 C7.5 46.7 76.1 2.10 9.4 2698
WLL WHITING PET WLL US 08/20/11 C50 45.2 54.7 7.90 -4.8 250
KLIC KULICKE & S KLIC US 08/20/11 C10 31.1 70.8 1.49 19.2 250
RDS/A ROYAL DUTCH RDSA US 08/20/11 C70 30.2 24.3 2.45 -28.8 312
PDLI PDL BIOPHAR PDLI US 08/20/11 C6 24.6 36.9 0.35 133.3 300
QQQ POWERSH-QQQ QQQ US 08/20/11 P60 24.3 17.2 2.57 51.2 3234
ACOM ANCESTRY.CO ACOM US 08/20/11 C35 23.7 72.2 8.35 4.4 299
COGO COGO GROUP COGO US 09/17/11 P2.5 23.5 203.7 0.30 50.0 844
COGO COGO GROUP COGO US 08/20/11 P2.5 22.4 224.5 0.25 66.7 383
UHS UNIVERSAL H UHS US 08/20/11 C55 21.7 39.8 1.60 -16.7 200
SIRI SIRIUS XM R SIRI US 08/20/11 C2 20.6 65.8 0.30 7.1 897
QQQ POWERSH-QQQ QQQ US 08/20/11 P59 20.5 18.2 1.96 60.7 3508
C CITIGROUP I C1 US 09/17/11 C5 20.0 31.4 0.01 -66.7 200
MDY SPDR S&P MI MDY US 08/20/11 C182 19.6 19.8 3.40 -19.1 291
REV REVLON INC- REV US 08/20/11 C17.5 19.4 60.2 1.70 -2.9 272
QPSA QUEPASA COR QPSA US 08/20/11 C7.5 18.8 71.1 0.75 50.0 857
SDS PROSHARES U SDS US 08/20/11 C18 18.7 29.0 2.60 23.2 875
NOK NOKIA CORP- NOK US 08/20/11 C4 18.6 76.9 2.01 -9.9 270
QQQ POWERSH-QQQ QQQ US 09/17/11 P60 18.4 18.1 3.02 39.2 692
QQQ POWERSH-QQQ QQQ US 08/20/11 P58 18.3 19.3 1.45 66.7 27897
SPY SPDR S&P 50 SPY US 08/20/11 P137 18.1 14.5 5.67 44.3 1925
UUP POWERSHARES UUP US 08/20/11 C21 17.4 11.5 0.75 31.6 599
PCYC PHARMACYCLI PCYC US 08/20/11 C11 16.9 50.3 0.80 -15.8 4595
QQQ POWERSH-QQQ QQQ US 09/17/11 P59 16.6 18.8 2.51 45.1 2062
ID L-1 IDENTIT ID US 10/22/11 P10 16.5 35.2 0.20 0.0 1050
MDY SPDR S&P MI MDY US 08/20/11 C187 16.4 17.9 1.50 -23.1 200
COGO COGO GROUP COGO US 12/17/11 P2.5 16.3 157.0 0.50 150.0 500
QQQ POWERSH-QQQ QQQ US 08/20/11 P57 16.1 20.3 1.07 78.3 9035
MDY SPDR S&P MI MDY US 08/20/11 C186 16.1 18.2 1.70 -10.5 208
DIA SPDR DJIA T DIA US 08/20/11 P127 16.0 13.8 3.90 26.6 277
QQQ POWERSH-QQQ QQQ US 09/17/11 P58 15.8 19.8 2.02 48.5 2245
SPY SPDR S&P 50 SPY US 08/20/11 P138 15.7 13.5 6.42 44.9 2087
EWH ISHARES-HON EWH US 09/17/11 C18 15.5 19.6 0.75 -11.8 404
IGT INTL GAME T IGT US 08/20/11 C19 15.4 38.8 0.62 12.7 1329
DIA SPDR DJIA T DIA US 08/20/11 P126 14.5 14.5 3.40 53.1 369
CEPH CEPHALON IN CEPH US 08/20/11 P80 14.4 5.1 0.45 28.6 1124
NWS NEWS CORP-B NWS US 08/20/11 C17 14.4 37.4 0.50 -41.2 630
TZA SMALL CAP B TZA US 08/20/11 C29 14.4 61.6 5.40 50.0 5542
QQQ POWERSH-QQQ QQQ US 09/17/11 P57 14.3 20.7 1.62 46.0 5608
IGT INTL GAME T IGT US 08/20/11 P19 14.3 37.2 1.15 -21.8 716
CAG CONAGRA FOO CAG US 09/17/11 C27 14.2 21.1 0.50 -9.1 5506
QQQ POWERSH-QQQ QQQ US 08/20/11 P55 14.1 22.9 0.60 93.5 5986
IWM ISHARES-RUS IWM US 08/20/11 P87 14.1 20.3 4.51 41.4 1086
NWS NEWS CORP-B NWS US 08/20/11 P16 14.1 39.8 0.60 100.0 955
AIB ALLIED IRIS AIB US 08/20/11 P1.5 13.9 279.2 0.50 42.9 201
SPY SPDR S&P 50 SPY US 09/17/11 P138 13.8 14.4 7.57 30.7 980
SPY SPDR S&P 50 SPY US 08/20/11 P136 13.7 14.7 4.96 52.6 4937
ETE ENERGY TRAN ETE US 08/20/11 C45 13.5 27.1 1.20 -7.7 473
SID SID NACIONA SID US 08/20/11 C12 13.2 37.3 0.45 -43.8 334
SIRI SIRIUS XM R SIRI US 01/19/13 C1 13.2 61.8 1.30 -0.8 741
IWM ISHARES-RUS IWM US 08/20/11 P86 13.0 20.9 3.85 48.1 2274
NWSA NEWS CORP-A NWSA US 08/20/11 P14 13.0 49.1 0.35 0.0 2653
QQQ POWERSH-QQQ QQQ US 08/20/11 P54 13.0 24.3 0.45 87.5 5521
YHOO YAHOO! INC YHOO US 08/20/11 C15 12.9 45.9 0.97 -14.9 313
SPF STANDARD PA SPF US 09/17/11 P3 12.8 62.6 0.15 -25.0 200
QQQ POWERSH-QQQ QQQ US 09/17/11 P56 12.8 21.6 1.31 42.4 1570
C CITIGROUP I C1 US 01/19/13 C10 12.8 36.7 0.03 50.0 2000
EFA ISHARES-MSC EFA US 08/20/11 C57 12.7 25.3 2.54 -31.4 248
DIA SPDR DJIA T DIA US 08/20/11 P124 12.7 15.6 2.39 44.9 593
DIA SPDR DJIA T DIA US 08/20/11 P123 12.6 16.3 2.06 47.1 206
UUP POWERSHARES UUP US 09/17/11 P21 12.5 10.1 0.13 -18.8 227
SPY SPDR S&P 50 SPY US 09/17/11 P137 12.5 14.8 6.84 31.8 353
SPY SPDR S&P 50 SPY US 08/20/11 P134 12.5 15.7 3.76 59.3 9539
GLD SPDR GOLD T GLD US 08/20/11 C158 12.3 16.6 0.86 34.4 369
LVLT LEVEL 3 COM LVLT US 08/20/11 C2.5 12.3 59.5 0.20 0.0 231
QQQ POWERSH-QQQ QQQ US 08/20/11 P53 12.3 25.6 0.33 106.2 473
DIA SPDR DJIA T DIA US 08/20/11 P125 12.3 15.0 2.81 44.9 769
QQQ POWERSH-QQQ QQQ US 09/17/11 P55 12.2 22.6 1.05 56.7 4391
SPY SPDR S&P 50 SPY US 08/20/11 P135 12.2 15.1 4.36 58.5 9827
ZSL PRSH-ULTSH ZSL US 08/20/11 C17 12.1 67.0 2.00 48.1 201
GLD SPDR GOLD T GLD US 08/20/11 P153 12.0 15.3 4.45 2.3 245
BX BLACKSTONE BX US 01/21/12 C12.5 12.0 46.3 4.20 -12.5 200
EFA ISHARES-MSC EFA US 08/20/11 C58 12.0 24.1 1.90 -43.1 285
GLD SPDR GOLD T GLD US 08/20/11 C156 11.9 16.2 1.22 29.8 1250
FAS FINL BULL 3 FAS US 08/20/11 C25 11.9 57.8 1.66 -35.2 856
CIT CIT GROUP I CIT US 08/20/11 C42 11.9 25.3 1.33 -39.8 288
VHC VIRNETX HOL VHC US 09/17/11 C40 11.9 74.6 4.28 7.0 723
YHOO YAHOO! INC YHOO US 08/20/11 P15 11.8 45.0 0.84 47.4 202
GLD SPDR GOLD T GLD US 08/20/11 C154 11.8 15.8 1.73 23.6 1376
GLD SPDR GOLD T GLD US 08/20/11 C152 11.8 15.6 2.42 16.4 11589
GLD SPDR GOLD T GLD US 08/20/11 C155 11.8 16.0 1.43 24.4 3643
LRCX LAM RESEARC LRCX US 08/20/11 C45 11.7 38.8 2.45 44.1 780
GLD SPDR GOLD T GLD US 08/20/11 C147 11.6 15.8 5.10 6.2 480
GLD SPDR GOLD T GLD US 08/20/11 P151 11.6 15.3 3.25 4.8 1307
SPY SPDR S&P 50 SPY US 08/20/11 P132 11.6 17.0 2.85 68.6 25688
TZA SMALL CAP B TZA US 08/20/11 C30 11.6 62.3 4.62 44.4 308
SWC STILLWATER SWC US 08/20/11 P21 11.5 57.9 2.20 266.7 421
DIA SPDR DJIA T DIA US 08/20/11 P122 11.5 16.9 1.75 40.0 256
XLF SPDR-FINL S XLF US 09/17/11 P15 11.4 23.1 0.57 35.7 10518
QQQ POWERSH-QQQ QQQ US 09/17/11 P54 11.4 23.7 0.83 62.8 405
GLD SPDR GOLD T GLD US 08/20/11 P150 11.4 15.3 2.75 2.2 1884
NVLS NOVELLUS SY NVLS US 08/20/11 P33 11.4 45.7 0.75 -6.2 300
ZAGG ZAGG INC ZAGG US 08/20/11 C10 11.3 32.0 2.50 -13.8 278
GLD SPDR GOLD T GLD US 08/20/11 C153 11.3 15.7 2.03 18.0 4261
GLD SPDR GOLD T GLD US 08/20/11 P149 11.2 15.3 2.29 3.6 1321
JNY JONES GROUP JNY US 11/19/11 C11 11.2 44.8 1.00 -9.1 200
GLD SPDR GOLD T GLD US 08/20/11 P152 11.1 15.3 3.80 4.1 657
IWM ISHARES-RUS IWM US 09/17/11 P87 11.1 21.8 4.98 18.0 736
F FORD MOTOR F US 01/19/13 C7.5 11.0 46.5 6.20 -3.1 288
EBAY EBAY INC EBAY US 08/20/11 P31 11.0 41.0 0.88 15.8 7284
IWM ISHARES-RUS IWM US 08/20/11 P70 11.0 32.5 0.11 37.5 302
PFE PFIZER INC PFE US 08/20/11 P20 11.0 22.5 0.69 21.1 3490
SPY SPDR S&P 50 SPY US 08/20/11 P127 11.0 20.1 1.42 84.4 19209
GLD SPDR GOLD T GLD US 08/20/11 P148 11.0 15.3 1.88 3.3 998
MGM MGM RESORTS MGM US 08/20/11 C14 10.9 56.8 1.15 -26.3 1706
GLD SPDR GOLD T GLD US 08/20/11 C151 10.9 15.6 2.85 14.5 1827
GLD SPDR GOLD T GLD US 08/20/11 C150 10.9 15.5 3.27 10.1 2438
GLD SPDR GOLD T GLD US 08/20/11 C148 10.8 15.6 4.50 11.1 371
IWM ISHARES-RUS IWM US 08/20/11 P85 10.8 21.3 3.25 51.9 13193
SPY SPDR S&P 50 SPY US 09/17/11 P136 10.8 15.1 6.21 36.8 1922
DIA SPDR DJIA T DIA US 09/17/11 P126 10.8 14.9 4.35 24.3 210
IWM ISHARES-RUS IWM US 08/20/11 P72 10.7 31.0 0.21 50.0 787
TZA SMALL CAP B TZA US 08/20/11 C32 10.7 65.4 3.64 58.3 449
COGO COGO GROUP COGO US 12/17/11 P5 10.7 105.3 1.35 22.7 264
CVI CVR ENERGY CVI US 12/17/11 C25 10.7 54.2 3.88 -4.7 996
ID L-1 IDENTIT ID US 01/21/12 P10 10.7 24.6 0.25 150.0 204
SPY SPDR S&P 50 SPY US 08/20/11 P128 10.7 19.4 1.65 85.4 19117
SPY SPDR S&P 50 SPY US 08/20/11 P133 10.7 16.3 3.33 64.8 38011
VAR VARIAN MEDI VAR US 08/20/11 C70 10.7 22.4 2.27 3.2 667
MAT MATTEL INC MAT US 08/20/11 C27 10.7 28.2 1.05 -19.2 1713
EBAY EBAY INC EBAY US 08/20/11 P32 10.6 39.6 1.23 21.8 466
FO FORTUNE BRA FO US 08/20/11 C65 10.6 19.1 1.00 -22.5 2500
TZA SMALL CAP B TZA US 08/20/11 C33 10.6 67.5 3.10 56.6 624
SPY SPDR S&P 50 SPY US 08/20/11 P130 10.6 18.1 2.17 73.6 53809
AA ALCOA INC AA US 08/20/11 P15 10.6 38.0 0.43 79.2 3081
FXE CRYSHS-EURO FXE US 08/20/11 C144 10.6 12.3 0.75 -45.3 273
DIA SPDR DJIA T DIA US 08/20/11 P120 10.5 18.2 1.27 67.1 369
SPY SPDR S&P 50 SPY US 08/20/11 P131 10.5 17.5 2.47 66.9 20914
GLD SPDR GOLD T GLD US 08/20/11 C146 10.5 15.8 5.85 5.4 498
SPY SPDR S&P 50 SPY US 08/20/11 P126 10.5 20.7 1.24 82.3 18020
IWM ISHARES-RUS IWM US 08/20/11 P77 10.4 27.3 0.73 87.2 761
XLF SPDR-FINL S XLF US 08/20/11 P15 10.4 22.6 0.41 70.8 5978
EBAY EBAY INC EBAY US 08/20/11 C34 10.4 37.6 1.22 -3.9 248
IWM ISHARES-RUS IWM US 08/20/11 P80 10.4 25.0 1.30 75.7 14033
IWM ISHARES-RUS IWM US 08/20/11 P82 10.4 23.5 1.91 67.5 7496
IWM ISHARES-RUS IWM US 08/20/11 P83 10.4 22.7 2.29 50.7 6619
FAS FINL BULL 3 FAS US 08/20/11 P25 10.3 58.8 2.15 76.2 755
EFA ISHARES-MSC EFA US 08/20/11 P59 10.3 23.1 1.98 54.7 5021
AMAT APPLIED MAT AMAT US 08/20/11 C13 10.2 31.9 0.63 14.6 2228
AMAT APPLIED MAT AMAT US 08/20/11 P13 10.2 32.0 0.49 0.0 3769
IWM ISHARES-RUS IWM US 08/20/11 P76 10.2 27.9 0.60 93.5 934
XLB SPDR-MATERI XLB US 08/20/11 P39 10.2 24.2 1.13 32.9 807
EBAY EBAY INC EBAY US 08/20/11 C32 10.1 39.8 2.24 -2.2 412
FAZ FINANCIAL B FAZ US 08/20/11 P40 10.1 54.5 0.95 -35.8 283
AA ALCOA INC AA US 08/20/11 C16 10.0 36.2 0.66 -29.0 4168
SDS PROSHARES U SDS US 08/20/11 C19 10.0 30.1 1.78 43.5 830
QQQ POWERSH-QQQ QQQ US 08/20/11 C60 10.0 17.0 0.54 -34.1 2853
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
YRCW YRC WORLDWI YRCW US 10/22/11 C1 -51.4 48.4 0.32 18.5 2000
XME SPDR S&P ME XME US 08/20/11 P55 -50.0 45.3 0.28 21.7 1125
QTWW QUANTUM FUE QTWW US 01/21/12 C5 -24.8 51.1 0.85 6.2 217
YRCW YRC WORLDWI YRCW US 08/20/11 C1 -22.7 87.5 0.30 50.0 551
ARLP ALLIANCE RE ARLP US 08/20/11 P75 -19.3 23.9 2.38 19.0 210
NWSA NEWS CORP-A NWSA US 08/20/11 P12 -17.0 61.1 0.15 0.0 1314
SDRL SEADRILL LT SDRL US 01/19/13 C34.8 -16.0 29.6 3.80 -5.0 261
AEA ADVANCE AME AEA US 10/22/11 P5 -15.7 77.5 0.05 -66.7 530
XCO EXCO RESOUR XCO US 12/17/11 P15 -11.7 33.6 1.25 19.1 310
CLSN CELSION COR CLSN US 10/22/11 C2.5 -11.7 99.3 1.30 4.0 248
TIN TEMPLE-INLA TIN US 08/20/11 P30 -10.8 26.7 0.80 -20.0 264
ARLP ALLIANCE RE ARLP US 08/20/11 P70 -10.2 31.3 0.85 41.7 200
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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