U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-01-23T16:30:05Z
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
=============================================================================
SAAS INCONTACT I SAAS US 04/21/12 P5 100.4 152.1 0.50 -37.5 200
SAVE SPIRIT AIRL SAVE US 03/17/12 C12.5 61.7 64.5 3.40 6.2 234
JAKK JAKKS PACIF JAKK US 02/18/12 C12.5 50.8 53.1 1.70 -26.1 540
MFN MINEFINDERS MFN US 02/18/12 C11 44.5 66.6 3.20 344.4 419
CIGX STAR SCIENT CIGX US 02/18/12 C2 41.5 52.5 0.25 -16.7 455
SHLD SEARS HOLDI SHLD US 02/18/12 C30 38.7 100.4 23.38 19.9 581
RGS REGIS CORP RGS US 02/18/12 C15 38.1 46.8 1.35 80.0 470
HGT HUGOTON ROY HGT US 02/18/12 P15 36.4 42.0 0.85 -5.6 285
BPAX BIOSANTE PH BPAX US 03/17/12 C0.5 33.6 72.5 0.20 5.3 433
HAL HALLIBURTON HAL US 07/21/12 C20 28.4 52.8 15.10 -4.1 203
P PANDORA MED P US 02/18/12 C10 26.0 66.0 3.50 16.7 437
ALU ALCATEL-LUC ALU US 02/18/12 C2 25.1 102.2 0.21 40.0 478
CIM CHIMERA INV CIM US 06/16/12 C3 24.3 24.0 0.10 0.0 325
PSEC PROSPECT CA PSEC US 05/19/12 P7.5 23.4 45.6 0.12 25.0 1400
FSC FIFTH STREE FSC US 02/18/12 C10 22.6 20.6 0.20 -60.0 231
LEAP LEAP WIRELE LEAP US 02/18/12 P8 22.1 93.1 0.24 20.0 1054
IGT INTL GAME T IGT US 02/18/12 P16 20.9 44.9 0.50 42.9 4508
INTC INTEL CORP INTC US 02/18/12 C22 20.4 42.7 4.80 10.3 800
EWH ISHARES-HON EWH US 02/18/12 P15 20.0 39.6 0.05 0.0 3293
MSFT MICROSOFT C MSFT US 01/19/13 C20 19.5 29.4 9.70 0.5 2050
SHLD SEARS HOLDI SHLD US 02/18/12 C32.5 19.2 87.5 22.00 31.7 526
ZIXI ZIX CORP ZIXI US 02/18/12 C2.5 18.8 81.1 0.70 37.2 201
DLPH DELPHI AUTO DLPH US 02/18/12 C25 17.6 44.3 1.30 13.0 1007
RBS ROYAL BANK- RBS US 02/18/12 C7.5 17.3 57.8 1.50 30.4 200
CIM CHIMERA INV CIM US 02/18/12 C3 16.9 31.3 0.05 0.0 378
ZIOP ZIOPHARM ON ZIOP US 02/18/12 C5 16.9 61.0 0.30 -14.3 300
NGLS TARGA RESOU NGLS US 03/17/12 C39 16.7 19.6 1.10 37.5 263
KMP KINDER MORG KMP US 02/18/12 C87.5 16.1 12.8 0.91 127.5 239
AXL AMER AXLE & AXL US 02/18/12 C11 15.9 56.4 1.10 46.7 221
LEAP LEAP WIRELE LEAP US 02/18/12 P9 15.8 83.1 0.45 4.7 777
TK TEEKAY CORP TK US 04/21/12 P17.5 15.7 59.1 0.20 -84.0 1341
HOV HOVNANIAN E HOV US 02/18/12 C2.5 15.1 94.2 0.20 33.3 806
CSCO CISCO SYSTE CSCO US 02/18/12 C15 14.8 54.1 4.90 0.0 2000
SIRI SIRIUS XM R SIRI US 03/17/12 C1.5 14.5 67.9 0.58 -6.5 255
TWC TIME WARNER TWC US 02/18/12 C70 14.3 25.1 1.55 34.8 1220
SHLD SEARS HOLDI SHLD US 01/19/13 C25 13.9 41.3 29.00 20.8 515
BAC BANK OF AME BAC US 02/18/12 P5 13.8 77.7 0.01 -50.0 704
BZH BEAZER HOME BZH US 02/18/12 C3 13.2 102.5 0.35 16.7 1603
LEAP LEAP WIRELE LEAP US 02/18/12 P10 13.1 79.6 0.85 2.4 250
CHRW CH ROBINSON CHRW US 02/18/12 C70 12.7 27.7 1.00 1.0 349
SHLD SEARS HOLDI SHLD US 02/18/12 P40 12.7 139.2 2.16 -18.5 3794
WAG WALGREEN CO WAG US 02/18/12 P30 12.5 34.3 0.16 0.0 4142
TWC TIME WARNER TWC US 02/18/12 P70 12.5 25.1 1.80 -24.1 450
SHLD SEARS HOLDI SHLD US 02/18/12 P35 12.4 146.3 1.20 -14.3 722
SHLD SEARS HOLDI SHLD US 02/18/12 P32.5 12.4 150.7 0.90 -15.1 316
TQNT TRIQUINT SE TQNT US 02/18/12 C5 11.9 78.1 1.05 -10.3 212
AGQ PRSH-ULT SI AGQ US 02/18/12 C55 11.9 76.0 5.70 29.6 1197
TXN TEXAS INSTR TXN US 02/18/12 C34 11.8 28.7 0.67 -6.9 1054
LEAP LEAP WIRELE LEAP US 02/18/12 C10 11.8 78.2 0.75 7.1 965
PG PROCTER & G PG US 02/18/12 C67.5 11.8 13.9 0.21 -50.0 1494
SHLD SEARS HOLDI SHLD US 02/18/12 P30 11.7 156.0 0.64 -8.6 647
BAC BANK OF AME BAC US 02/18/12 P4.5 11.6 96.1 0.01 0.0 3714
AGQ PRSH-ULT SI AGQ US 02/18/12 C42 11.5 90.2 14.57 6.3 250
AMLN AMYLIN PHAR AMLN US 02/18/12 P6 11.2 229.6 0.39 21.9 254
IAU ISHARES GOL IAU US 04/21/12 C16 11.1 20.0 0.80 14.3 2453
SHLD SEARS HOLDI SHLD US 02/18/12 P37.5 11.1 142.1 1.58 -17.3 207
SHLD SEARS HOLDI SHLD US 02/18/12 P42.5 11.1 137.8 2.70 -26.0 752
AGQ PRSH-ULT SI AGQ US 02/18/12 C46 11.0 84.0 11.35 13.5 500
BAC BANK OF AME BAC US 02/18/12 P6 11.0 56.4 0.04 -33.3 10664
RIMM RESEARCH IN RIMM US 03/17/12 P10 10.9 80.7 0.12 140.0 384
WAG WALGREEN CO WAG US 02/18/12 P31 10.9 31.4 0.26 0.0 4158
UUP POWERSHARES UUP US 02/18/12 C23 10.8 12.4 0.06 -14.3 443
EEM ISHARES-EMG EEM US 01/19/13 P30 10.8 37.0 1.40 -12.5 477
SPY SPDR S&P 50 SPY US 02/18/12 P138 10.8 12.9 6.50 -2.4 629
TK TEEKAY CORP TK US 04/21/12 P20 10.7 49.0 0.30 -33.3 541
TXN TEXAS INSTR TXN US 02/18/12 C32 10.7 31.8 1.84 -5.6 290
SHLD SEARS HOLDI SHLD US 02/18/12 P27.5 10.7 166.0 0.45 -6.2 447
MNKD MANNKIND CO MNKD US 02/18/12 C1 10.5 233.5 1.77 -3.3 468
EMC EMC CORP/MA EMC US 02/18/12 P21 10.4 32.4 0.10 11.1 956
RIMM RESEARCH IN RIMM US 03/17/12 P16 10.4 71.2 1.78 49.6 21434
RIMM RESEARCH IN RIMM US 03/17/12 P14 10.4 72.2 0.85 60.4 1574
BAC BANK OF AME BAC US 02/18/12 C6 10.4 54.2 1.36 22.5 2597
SLW SILVER WHEA SLW US 02/18/12 P26 10.3 51.0 0.06 -45.5 537
NCR NCR CORP NCR US 02/18/12 C18 10.3 37.6 0.70 27.3 534
MSFT MICROSOFT C MSFT US 02/18/12 P25 10.3 36.4 0.05 66.7 545
PSS COLLECTIVE PSS US 02/18/12 C15 10.2 45.1 0.70 27.3 644
SHLD SEARS HOLDI SHLD US 02/18/12 P22.5 10.2 177.6 0.22 -4.3 295
RIMM RESEARCH IN RIMM US 03/17/12 C16 10.2 71.4 1.67 -23.7 1048
RIMM RESEARCH IN RIMM US 03/17/12 P13 10.2 73.7 0.55 71.9 1258
RIMM RESEARCH IN RIMM US 03/17/12 P12 10.1 76.2 0.36 89.5 757
SHLD SEARS HOLDI SHLD US 02/18/12 P45 10.1 136.9 3.75 -16.5 266
TXN TEXAS INSTR TXN US 02/18/12 P33 10.1 30.1 0.95 21.8 2697
SHLD SEARS HOLDI SHLD US 02/18/12 P47.5 10.1 136.9 4.75 -19.5 290
GLD SPDR GOLD T GLD US 02/18/12 P138 10.1 32.0 0.10 0.0 418
MRVL MARVELL TEC MRVL US 02/18/12 C16 10.1 37.9 0.47 20.5 10436
MSFT MICROSOFT C MSFT US 02/18/12 C30 10.0 19.5 0.44 4.8 10979
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
EP EL PASO COR EP US 01/19/13 P27 -64.3 16.7 2.08 0.0 307
PETS PETMED EXPR PETS US 02/18/12 C12.5 -36.7 28.8 0.45 125.0 432
GTXI GTX INC GTXI US 02/18/12 C4 -33.9 70.3 0.25 -41.9 635
WAVX WAVE SYSTEM WAVX US 02/18/12 C2.5 -26.8 41.1 0.10 -33.3 245
LDK LDK SOLAR C LDK US 02/18/12 C4.5 -26.4 43.5 0.41 -36.9 229
GPL GREAT PANTH GPL US 02/18/12 C2.5 -24.4 53.8 0.15 0.0 521
PETS PETMED EXPR PETS US 03/17/12 C12.5 -23.6 27.7 0.50 150.0 375
WAVX WAVE SYSTEM WAVX US 04/21/12 C2.5 -20.8 61.6 0.25 -16.7 406
TLB TALBOTS INC TLB US 02/18/12 C3 -20.5 70.3 0.35 -14.6 510
FTR FRONTIER CO FTR US 02/18/12 C5 -19.8 34.4 0.10 -33.3 1494
LDK LDK SOLAR C LDK US 02/18/12 P2.5 -19.3 153.5 0.04 0.0 300
ONTY ONCOTHYREON ONTY US 02/18/12 P5 -18.9 238.1 0.75 -33.0 338
HDY HYPERDYNAMI HDY US 02/18/12 C3 -18.6 146.7 0.60 -33.3 337
DANG E-COMMERCE DANG US 02/18/12 C6 -17.2 71.1 1.45 -9.4 420
ATPG ATP OIL & G ATPG US 02/18/12 C8 -17.1 61.2 0.35 -2.8 363
HST HOST HOTELS HST US 02/18/12 P15 -16.8 27.0 0.10 -50.0 614
JNK SPDR BARCLA JNK US 03/17/12 P38.74 -16.7 8.3 0.55 -42.1 643
CTIC CELL THERAP CTIC US 03/17/12 C1.5 -16.6 154.5 0.35 25.0 1066
LDK LDK SOLAR C LDK US 02/18/12 C1.5 -16.6 192.4 3.45 -0.9 272
HUN HUNTSMAN CO HUN US 02/18/12 P12 -14.9 43.6 0.65 -31.6 372
HDY HYPERDYNAMI HDY US 02/18/12 P3 -14.4 198.0 0.50 -13.8 262
MFN MINEFINDERS MFN US 02/18/12 P13 -14.4 41.6 0.15 -90.1 231
LDK LDK SOLAR C LDK US 02/18/12 C4 -14.3 46.2 0.93 -7.0 620
GDXJ MARKET VECT GDXJ US 02/18/12 C22.63 -14.1 51.0 5.40 17.1 602
MMM 3M CO MMM US 02/18/12 P87.5 -13.8 14.7 2.67 -12.5 933
HUN HUNTSMAN CO HUN US 02/18/12 C11 -13.8 44.7 1.03 14.4 1347
IYT ISHARES-DJ IYT US 02/18/12 P94 -13.7 19.6 2.29 0.0 1500
CHK CHESAPEAKE CHK US 02/18/12 C22 -13.6 38.1 0.79 31.7 4171
SDRL SEADRILL LT SDRL US 02/18/12 C37 -13.2 18.3 0.35 0.0 254
CIM CHIMERA INV CIM US 03/17/12 C3 -12.8 21.5 0.10 100.0 680
KMI KINDER MORG KMI US 02/18/12 P32.5 -12.7 25.3 0.80 -23.8 286
AUQ AURICO GOLD AUQ US 06/16/12 P8 -12.6 47.8 0.65 -18.8 991
SVU SUPERVALU I SVU US 02/18/12 P7 -12.4 35.5 0.20 -42.9 673
ARMH ARM HOLDING ARMH US 04/21/12 C28 -12.0 36.2 1.75 -2.8 332
STP SUNTECH POW STP US 02/18/12 C2.5 -12.0 81.0 0.74 -1.3 200
CHK CHESAPEAKE CHK US 02/18/12 P22 -11.8 38.1 1.05 -35.6 1801
SHLD SEARS HOLDI SHLD US 02/18/12 C37.5 -11.8 59.4 16.10 33.1 546
K KELLOGG CO K US 02/18/12 P50 -11.7 21.2 0.80 0.0 1043
PCG PG&E CORP PCG US 02/18/12 C40 -11.5 16.5 1.05 10.5 1780
TQNT TRIQUINT SE TQNT US 02/18/12 P5 -11.4 69.9 0.10 -33.3 260
AMZN AMAZON.COM AMZN US 01/19/13 C90 -11.3 40.1 101.13 -1.0 345
HAL HALLIBURTON HAL US 02/18/12 C31 -11.2 41.9 4.41 -16.8 201
HDY HYPERDYNAMI HDY US 02/18/12 P2 -11.2 199.4 0.15 0.0 321
HUN HUNTSMAN CO HUN US 02/18/12 C12 -11.0 45.6 0.45 12.5 774
HAL HALLIBURTON HAL US 02/18/12 C34 -10.9 38.6 2.05 -30.7 1130
HAL HALLIBURTON HAL US 02/18/12 P32 -10.9 40.6 0.39 -7.1 735
ARMH ARM HOLDING ARMH US 02/18/12 C28 -10.8 39.2 0.95 15.8 573
PH PARKER HANN PH US 02/18/12 C80 -10.8 26.6 2.55 -19.3 535
INHX INHIBITEX I INHX US 05/19/12 C25 -10.5 24.5 1.20 -4.0 289
HAL HALLIBURTON HAL US 02/18/12 P33 -10.5 39.3 0.57 -3.4 2319
HAL HALLIBURTON HAL US 02/18/12 P34 -10.5 38.2 0.88 7.3 1006
ARMH ARM HOLDING ARMH US 04/21/12 P28 -10.4 36.9 2.15 -24.8 318
HST HOST HOTELS HST US 02/18/12 P16 -10.4 25.3 0.35 -22.2 300
USU USEC INC USU US 02/18/12 C1 -10.4 124.3 0.50 72.4 200
MMR MCMORAN EXP MMR US 02/18/12 C11 -10.1 88.9 2.15 -24.6 600
MMR MCMORAN EXP MMR US 02/18/12 C13 -10.1 84.2 1.04 -31.1 659
HAL HALLIBURTON HAL US 02/18/12 P35 -10.1 37.3 1.30 14.0 934
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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