U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2011-08-23T15:30:08Z
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
=============================================================================
AN AUTONATION AN US 09/17/11 C33 121.2 62.4 5.40 0.0 4286
JNK SPDR BARCLA JNK US 09/17/11 P39 81.6 17.3 1.82 9.6 870
YRCW YRC WORLDWI YRCW US 09/17/11 C0.5 68.3 122.5 0.12 -25.0 1164
LDK LDK SOLAR C LDK US 09/17/11 C4 46.4 87.8 1.70 39.3 448
IRE BANK IRELAN IRE US 01/21/12 C1 44.9 59.1 0.30 0.0 210
ARR ARMOUR RESI ARR US 09/17/11 C7.5 37.1 21.7 0.15 50.0 548
TIN TEMPLE-INLA TIN US 09/17/11 P20 33.7 125.9 2.75 323.1 6938
TIN TEMPLE-INLA TIN US 01/19/13 P12.5 32.7 85.2 2.00 100.0 480
AUY YAMANA GOLD AUY US 10/22/11 C12 28.6 59.1 3.93 -5.3 13120
YRCW YRC WORLDWI YRCW US 04/21/12 C0.5 27.2 63.3 0.18 0.0 262
AGNC AMERICAN CA AGNC US 10/22/11 C29 24.8 32.7 1.10 15.8 202
QCOM QUALCOMM IN QCOM US 01/21/12 C25 22.5 91.8 22.45 -20.1 1000
HYG ISH-IBOXX H HYG US 09/17/11 P88 21.3 20.6 4.30 26.5 524
GORO GOLD RESOUR GORO US 09/17/11 P22.5 19.8 91.1 2.25 150.0 1502
GORO GOLD RESOUR GORO US 09/17/11 P20 19.6 93.0 1.00 150.0 1276
BCE BCE INC BCE US 10/22/11 C40 18.3 22.1 0.95 18.8 436
CFFN CAPITOL FED CFFN US 02/18/12 P10 18.1 27.5 0.55 0.0 590
C CITIGROUP I C1 US 01/21/12 P5 17.9 57.5 2.43 0.4 2040
GORO GOLD RESOUR GORO US 10/22/11 P15 16.1 101.4 0.60 0.0 724
HRL HORMEL FOOD HRL US 09/17/11 P27.5 15.7 40.1 1.05 31.2 900
TIN TEMPLE-INLA TIN US 01/21/12 P12.5 15.2 95.6 1.05 -25.0 496
LDK LDK SOLAR C LDK US 03/17/12 P1 14.7 205.0 0.23 0.0 332
EQT EQT CORP EQT US 10/22/11 C55 13.5 49.1 2.85 -1.7 282
MCRS MICROS SYST MCRS US 09/17/11 P35 13.4 69.6 0.80 -20.0 700
TTWO TAKE-TWO IN TTWO US 09/17/11 P10 13.2 68.5 0.31 0.0 228
RIC RICHMONT MI RIC US 09/17/11 C10 13.1 89.8 0.63 -25.9 208
G GENPACT LTD G US 09/17/11 P15 12.7 49.4 0.50 25.0 200
LNCR LINCARE HOL LNCR US 11/19/11 P20 12.7 45.0 2.15 0.0 800
IAU ISHARES GOL IAU US 09/17/11 C16 12.1 25.5 2.31 -7.6 416
HDB HDFC BANK-A HDB US 09/17/11 P30 11.8 43.4 0.80 -23.8 200
EK EASTMAN KOD EK US 01/19/13 C2.5 11.6 87.6 1.12 -4.3 200
TIN TEMPLE-INLA TIN US 11/19/11 P17 11.5 92.6 2.10 180.0 290
C CITIGROUP I C1 US 12/17/11 P4.5 11.1 48.1 1.90 5.0 1500
ARMH ARM HOLDING ARMH US 09/17/11 C25 10.8 75.2 2.25 73.1 1556
BPOP POPULAR INC BPOP US 10/22/11 C2 10.8 88.5 0.27 -22.9 332
FAS FINL BULL 3 FAS US 10/22/11 P1 10.8 333.5 0.06 50.0 730
OCR OMNICARE IN OCR US 03/17/12 P26 10.3 43.8 2.25 9.8 300
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
PMC PHARMERICA PMC US 09/17/11 C15 -74.0 24.7 0.24 140.0 320
PMC PHARMERICA PMC US 03/17/12 C15 -64.3 16.5 0.55 22.2 222
QCOR QUESTCOR PH QCOR US 10/22/11 P14 -57.0 101.2 0.25 -87.5 514
QCOR QUESTCOR PH QCOR US 10/22/11 P15 -50.0 109.1 0.50 -16.7 402
VRSK VERISK ANAL VRSK US 09/17/11 P30 -44.3 48.3 0.60 100.0 1060
VXX IPATH-S&P S VXX1 US 01/21/12 C33 -43.5 115.4 0.39 50.0 286
VXX IPATH-S&P S VXX1 US 01/21/12 C36 -40.9 118.5 0.37 42.3 290
DAL DELTA AIR L DAL US 09/17/11 C3 -36.3 172.5 4.25 0.0 318
PHM PULTEGROUP PHM US 09/17/11 C2 -32.0 158.0 1.67 0.0 1008
HUN HUNTSMAN CO HUN US 01/19/13 C10 -29.9 47.6 3.60 -7.7 406
BK BANK NY MEL BK US 03/17/12 C10 -26.0 66.3 8.88 0.0 998
IAU ISHARES GOL IAU US 09/17/11 C17 -25.1 24.6 1.50 -9.1 222
WMGI WRIGHT MED WMGI US 09/17/11 P10 -22.4 102.5 0.20 0.0 400
WSM WILLIAMS-SO WSM US 09/17/11 C29 -20.0 60.8 1.80 -35.7 208
NSU NEVSUN RESO NSU US 09/17/11 C5 -18.4 79.0 2.00 8.1 400
MPEL MELCO CROWN MPEL US 09/17/11 P9 -17.4 102.9 0.30 -25.0 232
OCN OCWEN FINL OCN US 10/22/11 C12.5 -16.7 36.4 0.90 -18.2 800
WSM WILLIAMS-SO WSM US 09/17/11 C30 -16.7 59.8 1.40 -36.4 268
SIRI SIRIUS XM R SIRI US 09/17/11 C1 -16.5 123.2 0.66 -8.3 200
GS GOLDMAN SAC GS US 09/17/11 P110 -16.4 54.9 8.40 -14.3 4682
PANL UNIVERSAL D PANL US 09/17/11 C40 -16.3 104.8 5.00 100.0 1656
WSM WILLIAMS-SO WSM US 09/17/11 C27 -16.3 64.1 2.76 -20.9 200
LDK LDK SOLAR C LDK US 03/17/12 C5 -16.3 47.9 1.15 9.5 406
S SPRINT NEXT S US 01/21/12 C1 -16.1 126.3 2.35 -8.9 714
MHS MEDCO HEALT MHS US 09/17/11 C52.5 -16.1 31.5 1.50 -14.3 602
BMO BANK OF MON BMO US 10/22/11 C60 -15.9 32.8 2.65 -5.4 410
PANL UNIVERSAL D PANL US 09/17/11 P35 -15.9 107.8 1.50 -68.1 326
MPEL MELCO CROWN MPEL US 09/17/11 P12 -15.7 85.8 0.94 -36.3 1358
MPEL MELCO CROWN MPEL US 09/17/11 C12 -15.6 86.2 1.30 18.2 1038
WSM WILLIAMS-SO WSM US 09/17/11 P29 -15.5 60.3 1.80 0.0 346
CVVT CHINA VALVE CVVT US 09/17/11 C2.5 -15.4 100.2 0.20 -20.0 830
PANL UNIVERSAL D PANL US 09/17/11 C35 -15.2 108.1 8.30 88.6 1602
FMCN FOCUS MEDIA FMCN US 09/17/11 C30 -14.8 53.4 1.20 50.0 650
MTL MECHEL-SPON MTL US 10/22/11 C17 -14.7 59.8 1.95 -35.0 2444
DOLE DOLE FOOD C DOLE US 04/21/12 P10 -14.7 62.8 1.90 0.0 362
QLD PROSHARES U QLD US 09/17/11 C62 -14.5 83.6 9.70 0.0 4004
HEK HECKMANN CO HEK US 10/22/11 P5 -14.2 45.3 0.25 0.0 200
MPEL MELCO CROWN MPEL US 01/21/12 C12.5 -14.1 80.0 2.60 8.3 230
MTL MECHEL-SPON MTL US 10/22/11 C18 -14.1 58.2 1.45 -12.1 3704
FMCN FOCUS MEDIA FMCN US 09/17/11 P29 -14.1 54.4 1.50 -50.0 714
GS GOLDMAN SAC GS US 09/17/11 C110 -14.1 56.0 4.30 -21.8 2876
TOL TOLL BROTHE TOL US 09/17/11 C13 -14.1 70.5 2.00 0.0 262
TUES TUESDAY MOR TUES US 09/17/11 C2.5 -14.0 151.3 1.50 42.9 200
FMCN FOCUS MEDIA FMCN US 09/17/11 C29 -13.7 56.4 1.70 36.0 512
SUG SOUTHERN UN SUG US 09/17/11 C20 -13.7 142.8 21.15 161.1 212
GS GOLDMAN SAC GS US 09/17/11 P105 -13.1 60.5 6.10 -23.8 4780
QCOR QUESTCOR PH QCOR US 10/22/11 C25 -13.0 68.3 3.14 -30.2 200
CLWR CLEARWIRE - CLWR US 10/22/11 C3 -12.9 145.9 0.70 -26.3 338
PWRD PERFECT WOR PWRD US 09/17/11 P20 -12.9 68.6 1.00 -59.2 288
ECL ECOLAB INC ECL US 09/17/11 C50 -12.7 30.6 0.65 62.5 424
TSL TRINA SOLAR TSL US 09/17/11 C15 -12.6 85.2 1.36 126.7 1036
PANL UNIVERSAL D PANL US 09/17/11 P30 -12.5 112.7 0.80 -68.0 364
KCI KINETIC CON KCI US 12/17/11 C65 -12.5 16.8 3.50 -5.4 522
BAC BANK OF AME BAC US 09/17/11 C3 -12.2 217.7 3.30 -10.8 602
MDT MEDTRONIC I MDT US 09/17/11 C33 -12.0 34.4 1.01 57.8 866
GS GOLDMAN SAC GS US 09/17/11 C105 -11.9 62.0 7.60 -6.2 1470
PG PROCTER & G PG US 09/17/11 P65 -11.9 19.1 2.66 -22.9 370
MDT MEDTRONIC I MDT US 09/17/11 P33 -11.6 34.3 1.45 -36.4 1540
ZIP ZIPCAR INC ZIP US 09/17/11 C17.5 -11.5 68.4 1.50 -6.2 292
QQQ POWERSH-QQQ QQQ US 10/22/11 C33 -11.5 59.9 18.28 0.0 284
MPEL MELCO CROWN MPEL US 01/21/12 C10 -11.4 89.3 3.80 11.8 220
PANL UNIVERSAL D PANL US 09/17/11 C30 -11.3 113.8 12.50 78.6 448
MDT MEDTRONIC I MDT US 09/17/11 C32 -11.3 36.4 1.43 47.4 634
GE GENERAL ELE GE US 12/17/11 P5 -11.3 96.9 0.04 0.0 1184
BJ BJ'S WHOLES BJ US 12/17/11 C52.5 -11.2 7.8 0.15 -34.8 200
SBAC SBA COMM CO SBAC US 12/17/11 C35 -11.0 30.0 2.30 -8.0 256
PANL UNIVERSAL D PANL US 09/17/11 P40 -10.9 103.9 4.00 -47.4 524
GS GOLDMAN SAC GS US 09/17/11 P100 -10.8 67.4 4.55 -24.2 3804
PANL UNIVERSAL D PANL US 03/17/12 P25 -10.8 85.1 2.35 -53.0 414
MPEL MELCO CROWN MPEL US 09/17/11 P11 -10.8 96.1 0.60 -42.9 1524
SPRD SPREADTRUM- SPRD US 09/17/11 C17 -10.7 59.1 0.70 -6.7 616
NUGT DIR GLD MNR NUGT US 09/17/11 C35 -10.6 75.2 4.90 -24.6 365
XLF SPDR-FINL S XLF US 09/17/11 C10 -10.4 71.3 2.15 -4.4 782
ALJ ALON USA EN ALJ US 09/17/11 C7.5 -10.3 91.6 1.10 -8.3 300
YGE YINGLI GREE YGE US 12/17/11 C6 -10.2 69.8 1.00 33.3 1202
FMCN FOCUS MEDIA FMCN US 09/17/11 P28 -10.2 57.7 1.25 -46.8 526
SPWRA SUNPOWER CO SPWRA US 12/17/11 C14 -10.2 34.6 1.08 -14.3 1768
x - Ex-dividend. * - Ex-earnings.
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