U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-01-09T16:30:20Z
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
=============================================================================
UAN CVR PARTNER UAN US 02/18/12 C20 107.7 70.6 7.70 1.3 205
PWRD PERFECT WOR PWRD US 02/18/12 P9 43.2 98.2 1.15 0.0 474
ARIA ARIAD PHARM ARIA US 02/18/12 C9 38.1 71.4 4.70 4.4 241
BPAX BIOSANTE PH BPAX US 02/18/12 C0.5 28.3 115.3 0.10 100.0 320
INHX INHIBITEX I INHX US 02/18/12 P7.5 26.9 211.3 0.15 -84.2 3001
MMI MOTOROLA MO MMI US 02/18/12 C39 26.9 12.6 0.30 0.0 1545
BAC BANK OF AME BAC US 02/18/12 C3 26.3 113.0 3.30 3.1 500
SFSF SUCCESSFACT SFSF US 06/16/12 C40 26.2 0.9 0.05 0.0 800
WEN WENDY'S CO/ WEN US 02/18/12 C5 21.0 35.8 0.45 -18.2 921
ZNGA ZYNGA INC- ZNGA US 02/18/12 C8 20.4 66.8 0.80 -20.0 1021
MHS MEDCO HEALT MHS US 06/16/12 C50 20.2 48.2 13.80 17.6 500
MDVN MEDIVATION MDVN US 03/17/12 P48 19.6 71.4 4.60 -3.2 267
HCBK HUDSON CITY HCBK US 02/18/12 C7 18.7 40.5 0.30 20.0 392
AGP AMERIGROUP AGP US 03/17/12 P42 18.1 59.6 0.15 -50.0 304
OCZ OCZ TECHNOL OCZ US 02/18/12 C8 17.6 99.1 1.00 25.0 441
INHX INHIBITEX I INHX US 02/18/12 P10 17.5 193.9 0.35 -84.1 3771
MHS MEDCO HEALT MHS US 04/21/12 C50 16.5 47.4 11.90 -2.5 764
MBT MOBILE TELE MBT US 02/18/12 C16 15.3 36.3 0.55 0.0 260
SPRD SPREADTRUM- SPRD US 01/19/13 P7.5 15.1 95.5 1.30 0.0 200
FSS FED SIGNAL FSS US 08/18/12 C2.5 14.0 78.8 1.70 0.0 258
VVUS VIVUS INC VVUS US 02/18/12 P8 13.8 120.6 0.38 -20.8 1084
REE RARE ELEMEN REE US 02/18/12 P5 13.7 114.4 0.35 -12.5 1365
REE RARE ELEMEN REE US 02/18/12 C6 13.1 78.1 0.85 70.0 390
S SPRINT NEXT S US 02/18/12 P1.5 13.0 98.3 0.03 50.0 388
INHX INHIBITEX I INHX US 02/18/12 C10 12.5 195.2 14.20 531.1 417
F FORD MOTOR F US 02/18/12 C9 12.4 52.0 2.92 5.8 204
LNG CHENIERE EN LNG US 02/18/12 P8 12.2 83.9 0.55 22.2 1031
MMI MOTOROLA MO MMI US 02/18/12 P35 12.2 34.4 0.55 10.0 246
VIP VIMPELCOM L VIP US 02/18/12 C10 12.0 40.1 0.65 44.4 453
NCTY THE9 LTD-AD NCTY US 03/17/12 C5 12.0 98.3 2.30 -34.3 255
ATPG ATP OIL & G ATPG US 02/18/12 C7 11.9 112.7 1.04 -1.9 347
VVUS VIVUS INC VVUS US 02/18/12 P10 11.8 96.8 0.69 -36.1 368
SSW SEASPAN COR SSW US 02/18/12 C12.5 11.6 22.9 1.10 -4.3 200
GM GENERAL MOT GM US 02/18/12 C17 11.1 51.2 6.15 5.3 1000
CQB CHIQUITA BR CQB US 02/18/12 P8 10.6 37.8 0.35 -12.5 300
AA ALCOA INC AA US 02/18/12 C8 10.1 50.7 1.49 16.4 324
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
CIG CEMIG SA-AD CIG US 02/18/12 C17.5 -81.9 37.0 1.00 0.0 500
INHX INHIBITEX I INHX US 08/18/12 C22.5 -64.1 35.7 3.36 320.0 344
INHX INHIBITEX I INHX US 05/19/12 C22.5 -60.5 45.3 3.10 416.7 1220
INHX INHIBITEX I INHX US 08/18/12 P22.5 -60.1 38.2 1.85 0.0 390
EP EL PASO COR EP US 04/21/12 P27 -59.7 14.9 1.25 0.0 500
INHX INHIBITEX I INHX US 05/19/12 P22.5 -57.0 49.0 2.10 -84.2 740
VRUS PHARMASSET VRUS US 05/19/12 C135 -54.3 4.7 2.00 2.6 547
FNFG FIRST NIAGA FNFG US 04/21/12 C7.5 -50.8 43.1 1.70 0.0 248
VRUS PHARMASSET VRUS US 02/18/12 C135 -49.6 9.2 2.00 8.1 1166
INHX INHIBITEX I INHX US 05/19/12 P20 -48.0 64.9 1.70 -84.7 294
INHX INHIBITEX I INHX US 02/18/12 C22.5 -47.2 68.1 2.80 2700.0 270
INHX INHIBITEX I INHX US 08/18/12 P17.5 -42.3 62.4 1.40 0.0 541
VRUS PHARMASSET VRUS US 02/18/12 C140 -41.4 5.7 0.05 0.0 241
VRUS PHARMASSET VRUS US 02/18/12 C130 -40.8 18.9 6.83 5.1 2179
INHX INHIBITEX I INHX US 05/19/12 P17.5 -39.3 80.2 1.50 -83.3 1130
INHX INHIBITEX I INHX US 02/18/12 P22.5 -36.9 71.8 1.55 -81.5 3679
INHX INHIBITEX I INHX US 05/19/12 C15 -36.4 91.1 10.00 376.2 5023
ARR ARMOUR RESI ARR US 07/21/12 P7.5 -35.3 19.0 1.15 -11.5 401
INHX INHIBITEX I INHX US 02/18/12 C20 -33.2 98.2 5.10 1861.5 665
INHX INHIBITEX I INHX US 02/18/12 P20 -29.2 95.3 1.20 -82.1 1257
SHLD SEARS HOLDI SHLD US 02/18/12 C17.5 -25.8 57.5 11.95 3.0 608
INHX INHIBITEX I INHX US 05/19/12 C10 -19.9 119.2 14.20 330.3 584
ARR ARMOUR RESI ARR US 07/21/12 C7.5 -18.9 16.2 0.10 -9.1 200
INHX INHIBITEX I INHX US 02/18/12 P17.5 -17.0 119.0 1.00 -87.2 3752
GME GAMESTOP CO GME US 02/18/12 P21 -15.4 37.1 0.23 -8.0 735
GME GAMESTOP CO GME US 02/18/12 P22 -14.7 35.6 0.42 23.5 3888
HLS HEALTHSOUTH HLS US 02/18/12 P17.5 -13.3 44.3 1.05 0.0 349
CSC COMPUTER SC CSC US 06/16/12 C20 -13.1 61.5 5.20 -17.5 736
BPAX BIOSANTE PH BPAX US 03/17/12 C0.5 -11.5 87.9 0.10 100.0 1433
IVN IVANHOE MIN IVN US 02/18/12 C19 -11.5 69.1 1.50 -26.8 320
GME GAMESTOP CO GME US 02/18/12 P24 -11.1 35.0 1.23 33.7 425
BPAX BIOSANTE PH BPAX US 06/16/12 C0.5 -10.2 76.4 0.10 0.0 2261
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
To contact Bloomberg News for this story: newsdev@bloomberg.net
Sponsored Link
Rate this Page
Bloomberg moderates all comments. Comments that are abusive or off-topic will not be posted to the site. Excessively long comments may be moderated as well. Bloomberg cannot facilitate requests to remove comments or explain individual moderation decisions.