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
=============================================================================
HK     PETROHAWK E  HK US 08/20/11 C23        89.2  86.6  15.20  874.4    258
HK     PETROHAWK E  HK US 08/20/11 P29        82.4  51.8   0.09  -97.8    309
HK     PETROHAWK E  HK US 09/17/11 P30        72.5  37.6   0.13  -97.3    293
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P60       65.4  17.2   2.82   -5.0    733
YRCW   YRC WORLDWI  YRCW US 08/20/11 C1       63.0 100.8   0.33   37.5    210
HK     PETROHAWK E  HK US 09/17/11 P20        54.9  75.1   0.05  -90.6    820
YRCW   YRC WORLDWI  YRCW US 08/20/11 C0.5     52.1 231.0   0.80   15.9    750
CIM    CHIMERA INV  CIM US 08/20/11 C3        41.7  47.4   0.30  -25.0    250
BGZ    LARGE CAP B  BGZ US 10/22/11 C28       39.8  46.2   7.20    1.0    370
HK     PETROHAWK E  HK US 08/20/11 P25        39.7  60.8   0.03  -98.6    427
HK     PETROHAWK E  HK US 08/20/11 C24        39.5  62.2  14.20 1214.8    231
HK     PETROHAWK E  HK US 08/20/11 C26        38.6  59.6  12.25 2350.0    469
HK     PETROHAWK E  HK US 08/20/11 C28        38.5  59.4  10.20 4536.4    338
HK     PETROHAWK E  HK US 09/17/11 C20        36.7  67.4  18.30  315.9    302
OCZ    OCZ TECHNOL  OCZ US 09/17/11 C7.5      35.2  71.8   3.40   13.3    200
IRE    BANK IRELAN  IRE US 10/22/11 C1        32.2 125.6   0.20  100.0    226
HK     PETROHAWK E  HK US 08/20/11 C25        30.6  57.1  13.25 1666.7    854
FCEL   FUELCELL EN  FCEL US 01/21/12 C1       29.9 139.9   0.55    7.8   1001
MBI    MBIA INC     MBI US 08/20/11 C8        29.2  83.9   2.27  -13.7    224
SM     SM ENERGY C  SM US 08/20/11 P75        27.6  46.8   3.30  -31.2    497
HK     PETROHAWK E  HK US 08/20/11 C27        27.5  54.4  11.25 3917.9    774
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P59       27.1  18.3   2.13   -6.6   1136
UAN    CVR PARTNER  UAN US 08/20/11 C22.5     25.3  32.0   1.55  -11.4    310
LSI    LSI CORP     LSI US 08/20/11 P6        24.7  40.8   0.10    0.0    288
CLX    CLOROX CO    CLX US 10/22/11 P70       23.7  22.1   2.00  -38.6    218
HK     PETROHAWK E  HK US 09/17/11 C26        19.2  51.8  12.25 1276.4    983
HK     PETROHAWK E  HK US 09/17/11 P31        18.9  34.8   0.17    0.0    603
HK     PETROHAWK E  HK US 09/17/11 C23        18.9  53.7  15.20  641.5    281
SWN    SOUTHWESTRN  SWN US 09/17/11 C46       18.6  34.4   2.49   97.6    684
ANGO   ANGIODYNAMI  ANGO US 08/20/11 C12.5    18.0  54.7   3.50    0.0    225
SWN    SOUTHWESTRN  SWN US 09/17/11 P46       17.8  33.9   2.33  -68.9    263
GOOG   GOOGLE INC-  GOOG US 08/20/11 P450     17.8  38.0   0.15  -88.0    439
HOGS   ZHONGPIN IN  HOGS US 08/20/11 P10      17.7 147.3   1.75   25.0   2698
CLX    CLOROX CO    CLX US 08/20/11 P65       17.5  24.9   0.10  -84.1    252
SWN    SOUTHWESTRN  SWN US 08/20/11 C46       17.1  34.1   2.60  271.4    235
SWN    SOUTHWESTRN  SWN US 09/17/11 C47       16.8  33.5   2.64  207.0   2098
SWN    SOUTHWESTRN  SWN US 09/17/11 C45       16.8  34.6   3.70  153.4    265
SWN    SOUTHWESTRN  SWN US 08/20/11 C47       16.5  33.5   1.99  298.0   1057
SWN    SOUTHWESTRN  SWN US 09/17/11 P48       16.4  33.0   3.15  -58.5    404
SWN    SOUTHWESTRN  SWN US 09/17/11 C48       16.2  32.9   2.13  238.1   1464
SWN    SOUTHWESTRN  SWN US 09/17/11 P45       16.1  34.5   1.84  -43.4    677
CLX    CLOROX CO    CLX US 08/20/11 P70       16.1  22.8   0.75  -68.2   1065
HOGS   ZHONGPIN IN  HOGS US 08/20/11 C7.5     15.8 114.0   2.70   -3.6    634
SWN    SOUTHWESTRN  SWN US 09/17/11 P41       15.7  37.9   0.78  -21.2    686
SWN    SOUTHWESTRN  SWN US 08/20/11 C48       15.6  33.2   1.40  382.8    224
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P59       15.2  18.8   2.71   -9.4    206
PXP    PLAINS EXPL  PXP US 08/20/11 C33       15.1  49.2   6.50   38.3    600
GOOG   GOOGLE INC-  GOOG US 09/17/11 P470     13.9  30.9   0.91  -82.5    423
LVLT   LEVEL 3 COM  LVLT US 12/17/11 C2       13.5  54.0   0.45    0.0    325
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P57       13.5  20.8   1.20   -4.8   8222
XLY    SPDR-CONS D  XLY US 08/20/11 P40       13.4  21.5   0.93   -2.1    200
ENR    ENERGIZER H  ENR US 08/20/11 C80       13.1  31.6   2.30  100.0    648
XCO    EXCO RESOUR  XCO US 09/17/11 P15       12.4  39.4   0.55  -45.0   2000
HOGS   ZHONGPIN IN  HOGS US 08/20/11 C10      12.3 108.3   1.30   -3.7   2432
GOOG   GOOGLE INC-  GOOG US 09/17/11 P460     12.2  31.6   0.61  -84.0    217
HK     PETROHAWK E  HK US 08/20/11 C29        11.9  48.2   9.25 3457.7    386
CLX    CLOROX CO    CLX US 08/20/11 P72.5     11.8  22.1   1.70  -56.4   1014
QQQ    POWERSH-QQQ  QQQ US 09/17/11 P58       11.7  19.8   2.18  -10.3   1058
CHK    CHESAPEAKE   CHK US 08/20/11 P28       11.0  43.2   0.30  -47.4    419
QQQ    POWERSH-QQQ  QQQ US 08/20/11 P56       10.8  22.2   0.89   -6.3   4453
HOGS   ZHONGPIN IN  HOGS US 08/20/11 P7.5     10.6 159.3   0.75   25.0    772
PXP    PLAINS EXPL  PXP US 08/20/11 P40       10.4  38.8   2.10  -23.6    369
TIBX   TIBCO SOFTW  TIBX US 11/19/11 P29      10.4  42.3   3.30   28.4    227
PXP    PLAINS EXPL  PXP US 08/20/11 P35       10.3  44.1   0.50  -45.6    209
SPY    SPDR S&P 50  SPY US 08/20/11 P137      10.1  14.1   6.20   -2.5   1519
DYN    DYNEGY INC   DYN US 09/17/11 P2.5      10.1 159.7   0.05    0.0    500

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
HK     PETROHAWK E  HK US 01/21/12 C40       -89.6   4.3   0.04  -77.8    439
HK     PETROHAWK E  HK US 12/17/11 C40       -88.3   4.9   0.04  -73.3    445
HK     PETROHAWK E  HK US 09/17/11 C40       -87.4   7.1   0.04  100.0   3160
HK     PETROHAWK E  HK US 01/19/13 C35       -85.1   5.7   3.60  115.6    418
HK     PETROHAWK E  HK US 01/19/13 P35       -79.9   8.5   0.40  -96.6    877
HK     PETROHAWK E  HK US 01/19/13 C30       -79.6   8.4   8.30  198.6   5925
HK     PETROHAWK E  HK US 01/21/12 C35       -68.6  12.6   3.55 1124.1   3099
HK     PETROHAWK E  HK US 01/21/12 C25       -66.6  14.9  13.25  353.8   2101
HK     PETROHAWK E  HK US 12/17/11 C35       -64.5  14.7   3.55  688.9   2666
HK     PETROHAWK E  HK US 01/21/12 C30       -58.4  17.6   8.25  593.3   3868
HK     PETROHAWK E  HK US 09/17/11 P35       -56.7  21.1   0.28  -96.8    378
HK     PETROHAWK E  HK US 09/17/11 C35       -51.1  23.8   3.55 4337.5  24091
EMC    EMC CORP/MA  EMC US 10/22/11 C18      -46.0  34.1   8.85    0.0    378
HK     PETROHAWK E  HK US 01/21/12 P30       -45.5  22.5   0.17  -97.1    585
GDXJ   MARKET VECT  GDXJ US 08/20/11 C30     -44.0  29.4   7.80  -10.3    400
GEL    GENESIS ENE  GEL US 08/20/11 C25      -41.4  24.6   1.33  -55.7    296
C      CITIGROUP I  C US 03/17/12 C20        -39.0  39.3  22.00   14.0    200
HK     PETROHAWK E  HK US 01/19/13 C25       -27.1  30.9  13.30  202.3   2880
GOOG   GOOGLE INC-  GOOG US 08/20/11 C610    -25.8  24.4  10.80  369.6    675
HK     PETROHAWK E  HK US 09/17/11 C31       -25.7  32.5   7.40 4252.9    264
KGC    KINROSS GOL  KGC US 08/20/11 C14      -25.1  30.3   3.25    6.6    501
WTR    AQUA AMERIC  WTR US 08/20/11 C22.5    -25.1  17.3   0.25  -28.6    335
GOOG   GOOGLE INC-  GOOG US 08/20/11 P600    -24.7  24.3  22.00  -70.9    525
HK     PETROHAWK E  HK US 09/17/11 C30       -24.0  33.0   8.30 3508.7  26262
HK     PETROHAWK E  HK US 01/21/12 C20       -23.6  36.5  18.20  256.9    496
GOOG   GOOGLE INC-  GOOG US 08/20/11 C605    -22.9  24.4  12.69  482.1    408
GDXJ   MARKET VECT  GDXJ US 08/20/11 C31     -22.6  38.8   6.90   16.9   4640
WLL    WHITING PET  WLL US 08/20/11 C50      -22.4  43.7   8.90   14.1    500
GOOG   GOOGLE INC-  GOOG US 08/20/11 C615    -21.6  24.4   9.20  493.6    233
GOOG   GOOGLE INC-  GOOG US 08/20/11 C570    -21.3  25.7  32.10  393.9    484
HK     PETROHAWK E  HK US 01/21/12 C22.5     -21.1  36.4  15.95  298.8    415
GOOG   GOOGLE INC-  GOOG US 08/20/11 C580    -21.0  25.4  25.40  408.0    784
HK     PETROHAWK E  HK US 09/17/11 C24       -20.3  35.3  14.25  728.5    310
MAT    MATTEL INC   MAT US 08/20/11 P28      -20.1  21.5   1.20   -7.7    515
GOOG   GOOGLE INC-  GOOG US 08/20/11 P590    -19.0  24.7  16.90  -70.5    392
GOOG   GOOGLE INC-  GOOG US 08/20/11 P585    -19.0  24.9  14.40  -76.3    277
GOOG   GOOGLE INC-  GOOG US 09/17/11 C615    -18.2  24.4  14.70  258.5    328
GOOG   GOOGLE INC-  GOOG US 08/20/11 P580    -17.2  25.1  12.70  -73.8    663
MAT    MATTEL INC   MAT US 08/20/11 C28      -17.2  22.5   0.45    2.3    464
GOOG   GOOGLE INC-  GOOG US 08/20/11 C585    -16.9  25.2  22.50  462.5    479
GOOG   GOOGLE INC-  GOOG US 09/17/11 C620    -16.9  24.3  13.20  325.8    563
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C52      -16.7  27.8   5.81    9.4    367
GOOG   GOOGLE INC-  GOOG US 08/20/11 C560    -16.7  26.3  39.30  336.7    875
GOOG   GOOGLE INC-  GOOG US 08/20/11 P575    -16.4  25.4  10.70  -74.3    374
GOOG   GOOGLE INC-  GOOG US 08/20/11 P565    -16.1  25.8   7.90  -81.7    398
CLX    CLOROX CO    CLX US 01/19/13 C75      -15.9  15.1   3.80   52.0    833
GOOG   GOOGLE INC-  GOOG US 09/17/11 C600    -15.4  24.8  21.10  276.8   6133
MAT    MATTEL INC   MAT US 08/20/11 C27      -15.4  24.0   1.00   11.1    461
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C53      -15.0  26.3   4.85    7.5   1303
GOOG   GOOGLE INC-  GOOG US 09/17/11 C595    -14.5  24.9  23.33  315.1    338
GOOG   GOOGLE INC-  GOOG US 08/20/11 P560    -14.2  26.1   6.71  -83.0   1220
SFI    ISTAR FINAN  SFI US 10/22/11 P4       -14.1 102.4   0.10    0.0    700
GOOG   GOOGLE INC-  GOOG US 08/20/11 C545    -14.0  27.2  51.50  293.1    362
DCTH   DELCATH SYS  DCTH US 08/20/11 P5      -13.5  69.5   0.35  150.0    307
GOOG   GOOGLE INC-  GOOG US 08/20/11 P570    -13.5  25.7   9.30  -79.3   1071
GOOG   GOOGLE INC-  GOOG US 08/20/11 P555    -13.4  26.4   5.70  -84.8    490
GOOG   GOOGLE INC-  GOOG US 08/20/11 P550    -13.3  26.7   4.90  -85.7    713
TWO    TWO HARBORS  TWO US 08/20/11 P10      -13.2  19.5   0.10    0.0    247
OCZ    OCZ TECHNOL  OCZ US 08/20/11 C10      -12.8  66.6   1.30    7.4    291
QQQ    POWERSH-QQQ  QQQ US 09/17/11 C52      -12.7  26.0   6.00    6.2    289
GOOG   GOOGLE INC-  GOOG US 08/20/11 C530    -12.7  27.7  64.89  209.0    624
GOOG   GOOGLE INC-  GOOG US 09/17/11 C610    -12.4  24.5  16.70  317.5    491
GOOG   GOOGLE INC-  GOOG US 08/20/11 P545    -12.3  27.0   4.00  -86.6    245
GOOG   GOOGLE INC-  GOOG US 08/20/11 C550    -11.8  26.8  47.59  306.8    705
RAH    RALCORP HLD  RAH US 08/20/11 C85      -11.7  25.6   2.80  -29.8    631
GOOG   GOOGLE INC-  GOOG US 08/20/11 C520    -11.6  28.4  74.40  197.6    275
HK     PETROHAWK E  HK US 12/17/11 C26       -11.6  39.0  12.40  596.6    586
IWM    ISHARES-RUS  IWM US 02/18/12 C50      -11.4  34.1  32.75   -0.2    216
GOOG   GOOGLE INC-  GOOG US 09/17/11 P580    -11.3  25.2  18.70  -65.6    210
TWO    TWO HARBORS  TWO US 09/17/11 P10      -11.1  18.2   0.20    0.0    205
MMR    MCMORAN EXP  MMR US 08/20/11 C14      -10.9  54.3   4.20   12.0   1000
FST    FOREST OIL   FST US 01/21/12 C20      -10.5  42.9   5.80   34.9   3200
GOOG   GOOGLE INC-  GOOG US 09/17/11 P575    -10.5  25.3  16.52  -69.6    204
QQQ    POWERSH-QQQ  QQQ US 08/20/11 C56      -10.3  22.0   2.46    6.0   6175

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

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

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.