U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-01-13T16:30:05Z
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
=============================================================================
ENER ENERGY CONV ENER US 03/17/12 C0.5 49.9 147.7 0.51 466.7 696
OLN OLIN CORP OLN US 02/18/12 C22.5 25.6 35.6 0.55 266.7 969
SWHC SMITH & WES SWHC US 06/16/12 C3 24.4 71.6 1.80 0.0 377
NFP NATIONAL FI NFP US 04/21/12 C12.5 24.2 43.6 2.90 56.8 200
ENER ENERGY CONV ENER US 06/16/12 P0.5 22.8 164.9 0.11 -35.3 287
QSII QUALITY SYS QSII US 02/18/12 P35 22.7 57.0 2.00 110.5 1526
ENER ENERGY CONV ENER US 06/16/12 C0.5 21.5 76.3 0.54 285.7 452
HDY HYPERDYNAMI HDY US 02/18/12 C2 19.6 221.0 0.95 -17.4 230
CTL CENTURYLINK CTL US 02/18/12 P37 19.4 13.4 1.40 7.7 3071
EK EASTMAN KOD EK US 02/18/12 C0.5 17.9 288.9 0.19 -26.9 347
HCA HCA HOLDING HCA US 02/18/12 C22.5 16.8 60.8 2.30 -2.1 13832
HDY HYPERDYNAMI HDY US 06/16/12 C2 15.7 204.0 1.60 3.2 985
THC TENET HEALT THC US 02/18/12 C4 15.5 72.5 1.20 9.1 500
HCA HCA HOLDING HCA US 02/18/12 P22.5 15.5 61.4 1.13 2.7 628
ASIA ASIAINFO-LI ASIA US 02/18/12 C8 13.7 76.6 0.80 14.3 395
INHX INHIBITEX I INHX US 02/18/12 P5 13.5 272.5 0.05 0.0 250
BAC BANK OF AME BAC US 02/18/12 C5 13.4 70.6 1.67 -7.2 958
SLX MKT VECT-ST SLX US 02/18/12 C51 13.2 42.7 2.80 -18.6 383
NOK NOKIA CORP- NOK US 01/18/14 C4 13.2 91.3 2.15 -2.3 281
SIRI SIRIUS XM R SIRI US 03/17/12 C2 12.1 47.0 0.23 9.5 1902
IVN IVANHOE MIN IVN US 02/18/12 C19 12.0 76.9 1.80 20.0 202
T AT&T INC T US 02/18/12 C31 11.9 15.2 0.18 -14.3 5230
ANF ABERCROMBIE ANF US 02/18/12 P47 11.7 55.1 3.85 -3.8 400
SHLD SEARS HOLDI SHLD US 01/19/13 C25 11.5 35.3 10.40 12.4 1009
SRCL STERICYCLE SRCL US 02/18/12 P75 11.1 30.7 0.40 -20.0 398
KMI KINDER MORG KMI US 02/18/12 C32.5 10.5 15.8 0.55 -31.2 1373
KNL KNOLL INC KNL US 02/18/12 C15 10.4 54.9 0.95 5.6 250
ANF ABERCROMBIE ANF US 02/18/12 C47 10.3 54.8 2.56 33.3 272
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
GGC GEORGIA GUL GGC US 02/18/12 P30 -30.2 38.6 0.50 0.0 540
GGC GEORGIA GUL GGC US 02/18/12 C30 -29.4 39.9 3.50 0.0 834
TSYS TELE SYSTEM TSYS US 02/18/12 P2.5 -28.5 48.6 0.15 -25.0 540
GGC GEORGIA GUL GGC US 05/19/12 P30 -25.2 39.1 1.40 0.0 200
TIP ISHARES US TIP US 02/18/12 C118 -21.2 4.3 0.50 25.0 216
LINE LINN ENERGY LINE US 02/18/12 P35 -14.7 18.9 0.70 -12.5 201
PCYC PHARMACYCLI PCYC US 02/18/12 C17 -14.6 52.5 1.00 17.6 1030
DCTH DELCATH SYS DCTH US 03/17/12 C2 -13.6 100.9 2.30 187.5 250
JPM JPMORGAN CH JPM US 01/18/14 C20 -12.9 48.9 16.70 -4.0 250
T AT&T INC T US 03/17/12 P16 -12.5 64.8 0.02 0.0 300
ZAGG ZAGG INC ZAGG US 02/18/12 C8 -12.2 70.7 0.75 114.3 221
WFR MEMC ELEC M WFR US 02/18/12 C3 -11.4 90.7 1.65 -13.6 475
DDD 3D SYSTEMS DDD US 02/18/12 C17.5 -11.3 52.9 1.00 0.0 244
KMI KINDER MORG KMI US 03/17/12 C32.5 -11.3 16.1 0.85 -22.7 232
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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