U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-01-19T16:30:09Z
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
=============================================================================
XLI SPDR-INDU S XLI US 02/18/12 C32 88.3 30.5 4.36 22.5 6556
BPAX BIOSANTE PH BPAX US 06/16/12 C0.5 69.3 53.0 0.15 -25.0 852
BPAX BIOSANTE PH BPAX US 03/17/12 C0.5 62.6 86.6 0.14 -30.0 468
LUK LEUCADIA NA LUK US 03/17/12 C20 51.0 48.2 7.30 121.2 300
SHLD SEARS HOLDI SHLD US 02/18/12 C15 34.9 163.2 27.30 17.0 235
CTL CENTURYLINK CTL US 02/18/12 P38 30.1 12.1 1.50 11.1 901
MMI MOTOROLA MO MMI US 02/18/12 C38 29.6 19.9 1.30 30.0 4645
NBG NATL BANK G NBG US 08/18/12 C1 29.4 175.5 1.40 16.7 355
ASNA ASCENA RETA ASNA US 03/17/12 C25 28.9 53.6 10.25 156.2 3190
NLY ANNALY CAPI NLY US 04/21/12 P17 22.4 12.5 1.22 -7.6 248
NTAP NETAPP INC NTAP US 02/18/12 P33 21.9 58.0 0.85 -24.1 479
ASIA ASIAINFO-LI ASIA US 02/18/12 P6 21.7 162.6 0.30 50.0 500
MMI MOTOROLA MO MMI US 02/18/12 P38 21.6 19.4 0.45 12.5 4267
NTAP NETAPP INC NTAP US 02/18/12 P34 20.8 57.1 1.20 -21.1 209
NTAP NETAPP INC NTAP US 02/18/12 C35 19.6 56.5 3.30 95.3 202
ALU ALCATEL-LUC ALU US 02/18/12 C1.5 19.5 121.4 0.55 22.2 445
NTAP NETAPP INC NTAP US 02/18/12 C36 19.4 56.1 2.71 105.3 678
NTAP NETAPP INC NTAP US 02/18/12 P35 19.1 55.8 1.56 -23.9 643
NTAP NETAPP INC NTAP US 03/17/12 P30 18.4 53.0 0.67 1.5 26449
NTAP NETAPP INC NTAP US 02/18/12 C37 18.2 55.6 2.25 134.4 4566
WAG WALGREEN CO WAG US 07/21/12 C26 18.2 35.3 8.05 -8.5 230
NTAP NETAPP INC NTAP US 02/18/12 P36 17.9 55.3 1.90 -30.7 313
NTAP NETAPP INC NTAP US 02/18/12 C38 17.6 55.0 1.70 161.5 1485
VXX IPATH-S&P S VXX US 06/16/12 P20 17.4 61.7 0.80 11.1 219
NTAP NETAPP INC NTAP US 06/16/12 C38 17.3 44.3 3.70 103.3 8450
NTAP NETAPP INC NTAP US 06/16/12 C37 16.6 44.6 4.05 64.6 440
ATLS ATLAS ENERG ATLS US 02/18/12 C26 16.2 39.7 1.05 10.5 371
RENN RENREN INC- RENN US 02/18/12 C4 16.2 86.8 0.58 45.0 327
AMX AMERICA MO- AMX US 02/18/12 P21.5 16.1 33.6 0.15 -40.0 340
NBIX NEUROCRINE NBIX US 05/19/12 C7 16.0 54.1 1.55 -16.2 210
SHLD SEARS HOLDI SHLD US 02/18/12 P22.5 15.3 154.8 0.41 -4.7 276
ALU ALCATEL-LUC ALU US 02/18/12 C2 15.0 97.4 0.20 66.7 5329
MMI MOTOROLA MO MMI US 02/18/12 P35 14.7 37.8 0.30 20.0 219
NTAP NETAPP INC NTAP US 03/17/12 C35 14.3 47.6 3.55 65.9 244
RENN RENREN INC- RENN US 02/18/12 P4 13.9 84.4 0.25 -16.7 520
NTAP NETAPP INC NTAP US 03/17/12 C36 13.6 46.9 3.10 115.3 445
NTAP NETAPP INC NTAP US 03/17/12 C37 13.5 46.5 2.34 70.8 837
NTAP NETAPP INC NTAP US 03/17/12 P35 13.3 47.0 1.83 -23.8 1265
RSX MKT VECT-RU RSX US 02/18/12 P24 13.2 48.1 0.10 0.0 603
NTAP NETAPP INC NTAP US 03/17/12 C38 13.2 45.8 2.15 141.6 2239
IVR INVESCO MOR IVR US 02/18/12 C15 12.8 18.4 0.20 100.0 251
UBS UBS AG-REG UBS US 02/18/12 C14 12.5 39.2 0.35 250.0 1438
SHLD SEARS HOLDI SHLD US 06/16/12 P30 12.5 140.0 7.20 6.7 2861
STM STMICROELEC STM US 04/21/12 C7.5 12.4 47.9 0.50 11.1 1101
SHLD SEARS HOLDI SHLD US 06/16/12 P27.5 12.1 141.4 5.95 7.2 482
NTAP NETAPP INC NTAP US 03/17/12 P36 12.1 46.4 2.35 -33.8 707
CIM CHIMERA INV CIM US 06/16/12 C2.5 12.0 34.3 0.35 16.7 221
SHLD SEARS HOLDI SHLD US 02/18/12 P30 11.8 135.5 1.31 -9.7 736
SHLD SEARS HOLDI SHLD US 02/18/12 P35 11.8 129.8 2.54 -18.1 750
CTL CENTURYLINK CTL US 02/18/12 C38 11.7 25.4 0.75 7.1 221
CTL CENTURYLINK CTL US 02/18/12 C37 11.6 27.9 1.25 0.0 1260
ADSK AUTODESK IN ADSK US 02/18/12 P32 11.5 44.6 0.42 -38.2 219
CTL CENTURYLINK CTL US 02/18/12 P37 11.4 19.1 1.05 23.5 4191
AMRN AMARIN CORP AMRN US 02/18/12 C9 11.3 102.2 0.85 30.8 713
SHLD SEARS HOLDI SHLD US 02/18/12 P25 11.3 148.7 0.71 2.9 635
ADSK AUTODESK IN ADSK US 02/18/12 P31 11.2 46.1 0.36 -28.0 223
UBS UBS AG-REG UBS US 02/18/12 C13 10.9 41.8 0.80 110.5 355
SHLD SEARS HOLDI SHLD US 02/18/12 P32.5 10.9 133.2 1.87 -14.6 210
ADSK AUTODESK IN ADSK US 02/18/12 C34 10.8 42.5 2.71 54.0 216
SPY SPDR S&P 50 SPY US 02/18/12 C110 10.8 34.8 21.43 2.5 239
SHLD SEARS HOLDI SHLD US 06/16/12 P32.5 10.6 136.4 8.15 -1.8 603
HDY HYPERDYNAMI HDY US 02/18/12 C2 10.2 201.7 1.15 13.9 950
DLR DIGITAL REA DLR US 04/21/12 C70 10.2 23.1 1.85 23.3 695
UUP POWERSHARES UUP US 02/18/12 C22 10.2 10.7 0.55 -5.2 427
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
EEM ISHARES-EMG EEM US 12/22/12 P25 -51.2 42.2 0.80 -38.5 5500
STP SUNTECH POW STP US 01/18/14 P3 -47.3 105.8 1.30 0.0 250
ENER ENERGY CONV ENER US 06/16/12 C0.5 -36.1 61.8 0.46 -43.9 215
PSEC PROSPECT CA PSEC US 02/18/12 C10 -32.0 10.9 0.35 20.7 348
KERX KERYX BIOPH KERX US 02/18/12 P3 -30.4 90.8 0.30 -14.3 1003
LYG LLOYDS BANK LYG US 02/18/12 C2 -30.4 60.0 0.10 0.0 300
TZOO TRAVELZOO I TZOO US 02/18/12 C15 -29.1 89.0 14.40 1.7 240
NCT NEWCASTLE I NCT US 02/18/12 C5 -26.6 36.0 0.25 25.0 376
SHLD SEARS HOLDI SHLD US 02/18/12 C30 -26.4 53.4 12.60 29.9 307
ENER ENERGY CONV ENER US 03/17/12 C0.5 -26.1 106.4 0.52 -36.6 266
FFIV F5 NETWORKS FFIV US 02/18/12 C120 -22.6 44.0 6.95 127.9 611
FFIV F5 NETWORKS FFIV US 02/18/12 C115 -21.9 45.5 10.10 121.5 405
FFIV F5 NETWORKS FFIV US 02/18/12 C110 -21.8 47.1 13.60 106.1 505
FFIV F5 NETWORKS FFIV US 02/18/12 C125 -21.7 43.1 4.60 150.0 1643
FFIV F5 NETWORKS FFIV US 02/18/12 P110 -21.0 46.9 1.99 -75.7 320
PGR PROGRESSIVE PGR US 02/18/12 C21 -20.4 19.4 0.15 -46.4 1558
FFIV F5 NETWORKS FFIV US 02/18/12 P120 -20.3 44.0 5.25 -64.8 254
FFIV F5 NETWORKS FFIV US 02/18/12 P105 -19.9 48.6 1.13 -80.5 961
EBAY EBAY INC EBAY US 02/18/12 C31 -19.1 30.9 1.37 33.0 947
EBAY EBAY INC EBAY US 02/18/12 C32 -19.0 29.5 0.84 31.2 2972
EBAY EBAY INC EBAY US 02/18/12 C33 -18.6 28.3 0.54 50.0 342
EBAY EBAY INC EBAY US 02/18/12 C30 -18.4 32.8 2.08 33.3 1240
FFIV F5 NETWORKS FFIV US 02/18/12 P100 -18.3 50.5 0.60 -84.4 283
EBAY EBAY INC EBAY US 02/18/12 P32 -18.2 29.5 1.34 -41.7 241
EBAY EBAY INC EBAY US 02/18/12 P30 -17.8 32.7 0.52 -56.3 708
FFIV F5 NETWORKS FFIV US 02/18/12 P95 -16.8 52.4 0.29 -88.2 1144
BLTI BIOLASE TEC BLTI US 07/21/12 C2.5 -16.5 72.8 0.60 -29.4 1000
EBAY EBAY INC EBAY US 02/18/12 P28 -16.0 36.8 0.20 -64.9 941
HOV HOVNANIAN E HOV US 02/18/12 C2.5 -15.6 75.9 0.20 0.0 1448
INHX INHIBITEX I INHX US 05/19/12 C26 -15.1 13.8 0.38 -15.6 637
WPI WATSON PHAR WPI US 02/18/12 C60 -14.8 32.1 1.87 20.6 5216
XLNX XILINX INC XLNX US 02/18/12 P34 -14.5 28.4 0.52 -38.8 223
KMP KINDER MORG KMP US 02/18/12 C85 -14.3 12.3 1.21 -6.2 1441
FFIV F5 NETWORKS FFIV US 02/18/12 P90 -14.1 54.8 0.17 -88.7 294
SMH MARKET VECT SMH US 02/18/12 C35 -13.6 21.4 0.21 -16.0 1010
XLNX XILINX INC XLNX US 02/18/12 C35 -13.4 26.9 1.11 -18.4 249
EBAY EBAY INC EBAY US 02/18/12 P26 -13.2 42.1 0.08 -69.2 202
XLNX XILINX INC XLNX US 02/18/12 C37 -13.2 24.6 0.54 12.5 210
CBOE CBOE HOLDIN CBOE US 02/18/12 C27 -13.2 21.1 0.25 25.0 290
INHX INHIBITEX I INHX US 02/18/12 C26 -12.8 27.5 0.30 -33.3 5040
TRN TRINITY IND TRN US 02/18/12 P34 -12.8 39.9 2.40 0.0 250
ITUB ITAU UNIBAN ITUB US 02/18/12 C21 -12.5 26.8 0.60 0.0 1360
XLF SPDR-FINL S XLF US 02/18/12 P11 -12.5 44.4 0.02 0.0 276
HBAN HUNTINGTON HBAN US 02/18/12 C5 -12.3 41.4 0.81 -13.8 200
QQQ POWERSH-QQQ QQQ US 02/18/12 P61 -12.3 15.9 1.71 -18.6 960
BAC BANK OF AME BAC US 02/18/12 P7 -12.3 45.9 0.31 -40.4 22806
VVUS VIVUS INC VVUS US 02/18/12 C13 -12.2 77.5 0.82 -12.8 603
QQQ POWERSH-QQQ QQQ US 02/18/12 P62 -11.7 15.0 2.39 -16.1 348
KFT KRAFT FOODS KFT US 01/18/14 C25 -11.7 23.8 14.10 0.7 3380
STP SUNTECH POW STP US 02/18/12 C4 -11.6 73.3 0.24 4.3 2801
UNH UNITEDHEALT UNH US 02/18/12 P50 -11.6 26.7 0.70 48.9 638
UNH UNITEDHEALT UNH US 02/18/12 C52.5 -11.1 23.6 1.18 -51.8 259
WPI WATSON PHAR WPI US 02/18/12 P60 -10.9 32.8 2.55 -32.9 610
BBT BB&T CORP BBT US 02/18/12 P25 -10.7 30.8 0.32 28.0 256
HBAN HUNTINGTON HBAN US 02/18/12 C6 -10.5 30.4 0.12 -52.0 227
SPY SPDR S&P 50 SPY US 02/18/12 P135 -10.4 14.0 4.34 -14.1 6112
YHOO YAHOO! INC YHOO US 02/18/12 C13 -10.1 37.5 2.94 0.7 262
NBIX NEUROCRINE NBIX US 02/18/12 C8 -10.0 49.7 0.55 -42.1 205
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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