U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-01-30T16:30:07Z
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
=============================================================================
GTXI GTX INC GTXI US 02/18/12 C3 162.8 173.9 2.15 115.0 250
QQQ POWERSH-QQQ QQQ US 02/18/12 C56 74.9 24.0 4.38 -3.5 626
BR BROADRIDGE BR US 02/18/12 P25 60.4 23.7 1.35 22.7 200
MNKD MANNKIND CO MNKD US 05/19/12 C3 57.8 30.1 0.20 -37.5 246
PBY PEP BOYS MM PBY US 02/18/12 C12.5 50.5 49.6 2.30 1050.0 220
QQQ POWERSH-QQQ QQQ US 02/18/12 C53 50.3 29.8 6.76 -9.8 261
BPAX BIOSANTE PH BPAX US 06/16/12 C0.5 49.5 54.6 0.15 0.0 377
AMLN AMYLIN PHAR AMLN US 02/18/12 C14 46.3 62.3 1.05 40.0 2235
HUN HUNTSMAN CO HUN US 02/18/12 C9 40.2 92.2 3.30 -13.4 1210
KERX KERYX BIOPH KERX US 03/17/12 P2 40.2 173.7 0.20 33.3 507
FTR FRONTIER CO FTR US 02/18/12 C4 34.5 80.8 0.45 2.3 7320
MTL MECHEL-SPON MTL US 02/18/12 C10 32.9 67.7 1.02 -18.4 296
VXX IPATH-S&P S VXX US 02/18/12 P23 32.7 62.4 0.26 4.0 3876
CROX CROCS INC CROX US 03/17/12 C10 31.4 90.3 9.10 1.1 254
RENN RENREN INC- RENN US 02/18/12 C4 30.3 116.0 1.75 29.6 1264
QQQ POWERSH-QQQ QQQ US 02/18/12 C57 29.6 22.3 3.38 -5.8 777
RENN RENREN INC- RENN US 02/18/12 C5 29.5 127.9 1.25 92.3 4503
MDVN MEDIVATION MDVN US 02/18/12 P30 28.6 237.8 1.00 156.4 218
BRK/B BERKSHIRE H BRKB US 06/16/12 C50 28.6 39.5 29.00 7.4 200
STD BANCO SANTA STD US 02/18/12 P8 28.4 50.3 0.40 60.0 940
MDVN MEDIVATION MDVN US 02/18/12 P43 28.3 171.2 2.70 26.8 2304
MDVN MEDIVATION MDVN US 02/18/12 P29 28.1 242.7 1.22 258.8 249
HYG ISH-IBOXX H HYG US 02/18/12 C90 27.0 7.2 0.55 -53.4 3002
HERO HERCULES OF HERO US 03/17/12 C4.5 26.3 64.9 0.50 0.0 503
QPSA QUEPASA COR QPSA US 02/18/12 C5 25.7 111.1 0.40 14.3 307
RENN RENREN INC- RENN US 02/18/12 P5 24.5 130.2 0.25 -37.5 2905
RENN RENREN INC- RENN US 02/18/12 P4 24.1 139.6 0.05 -50.0 1633
MSTR MICROSTRATE MSTR US 02/18/12 C100 23.5 63.4 20.50 36.7 343
SDS PROSHARES U SDS US 02/18/12 C16 23.4 33.6 1.81 19.1 597
G GENPACT LTD G US 02/18/12 C15 22.9 44.7 0.50 -9.1 523
STX SEAGATE TEC STX US 02/18/12 C16 22.2 75.7 4.80 24.7 212
SLW SILVER WHEA SLW US 02/18/12 C29 22.1 52.3 6.75 -1.5 909
ROC ROCKWOOD HO ROC US 02/18/12 C50 21.8 41.1 1.35 -12.9 2044
TWER TOWERSTREAM TWER US 02/18/12 C2.5 21.8 81.4 0.35 250.0 500
RENN RENREN INC- RENN US 02/18/12 P6 21.5 141.5 0.80 -27.3 475
RENN RENREN INC- RENN US 03/17/12 C5 21.4 114.8 1.35 58.8 755
CROX CROCS INC CROX US 02/18/12 C19 21.2 56.5 1.00 5.3 567
CROX CROCS INC CROX US 02/18/12 C20 20.7 54.8 0.55 0.0 973
LLY ELI LILLY & LLY US 02/18/12 P38 20.7 27.4 0.61 24.5 764
LLY ELI LILLY & LLY US 02/18/12 C39 20.4 27.0 0.97 10.2 847
LLY ELI LILLY & LLY US 02/18/12 P39 20.3 27.3 1.08 5.9 397
LLY ELI LILLY & LLY US 02/18/12 P40 20.1 27.3 1.72 7.5 251
NFLX NETFLIX INC NFLX US 02/18/12 P130 19.8 71.1 9.80 -9.7 886
MSFT MICROSOFT C MSFT US 02/18/12 C27 19.8 24.2 2.31 4.0 437
HTS HATTERAS FI HTS US 02/18/12 C28 19.6 13.9 0.15 7.1 1198
VXX IPATH-S&P S VXX US 02/18/12 P25 19.5 67.1 0.87 -2.2 10037
ANN ANN INC ANN US 02/18/12 C24 19.5 41.4 1.07 33.8 245
BAC BANK OF AME BAC US 02/18/12 C5 19.5 83.5 2.04 -11.7 223
ARO AEROPOSTALE ARO US 02/18/12 C17 19.3 47.0 0.45 28.6 1250
GMCR GREEN MOUNT GMCR US 02/18/12 C55 18.8 106.8 4.20 18.3 1271
REE RARE ELEMEN REE US 02/18/12 C6 18.8 96.2 0.55 10.0 1938
AMZN AMAZON.COM AMZN US 02/18/12 C180 18.6 58.3 16.74 -9.8 444
AMZN AMAZON.COM AMZN US 02/18/12 C185 18.6 57.5 13.35 -10.2 539
LXK LEXMARK INT LXK US 02/18/12 P34 18.6 65.1 1.45 20.8 291
LLY ELI LILLY & LLY US 02/18/12 C40 18.4 27.0 0.55 17.0 1003
ARMH ARM HOLDING ARMH US 02/18/12 C25 18.2 56.7 3.40 0.0 439
FTR FRONTIER CO FTR US 03/17/12 P4 18.1 63.9 0.30 0.0 3168
RENN RENREN INC- RENN US 02/18/12 C6 18.1 125.4 0.65 116.7 7314
GMCR GREEN MOUNT GMCR US 02/18/12 C52.5 18.1 107.4 5.25 14.1 348
STD BANCO SANTA STD US 02/18/12 C8 18.1 46.8 0.25 -44.4 650
QPSA QUEPASA COR QPSA US 05/19/12 C5 18.1 94.7 1.00 17.6 852
LLY ELI LILLY & LLY US 02/18/12 C41 17.9 27.8 0.30 15.4 1969
JRCC JAMES RIVER JRCC US 02/18/12 P6 17.9 88.6 0.20 33.3 440
AMZN AMAZON.COM AMZN US 02/18/12 P190 17.8 56.4 8.80 36.4 1470
AMZN AMAZON.COM AMZN US 02/18/12 P185 17.8 56.9 6.60 45.0 672
AMZN AMAZON.COM AMZN US 02/18/12 P175 17.8 57.9 3.40 62.7 1231
ATHN ATHENAHEALT ATHN US 02/18/12 P45 17.7 83.2 0.31 -11.4 456
NFLX NETFLIX INC NFLX US 02/18/12 C125 17.7 71.0 8.77 31.9 2873
ZMH ZIMMER HLDG ZMH US 02/18/12 P60 17.6 26.0 1.08 2.9 742
AMZN AMAZON.COM AMZN US 02/18/12 C170 17.6 59.3 24.75 -7.6 244
AMZN AMAZON.COM AMZN US 02/18/12 C195 17.6 56.7 8.15 -11.1 1519
AMZN AMAZON.COM AMZN US 02/18/12 P200 17.5 55.7 14.50 25.5 493
NFLX NETFLIX INC NFLX US 02/18/12 C130 17.5 70.7 6.59 43.3 3401
AMZN AMAZON.COM AMZN US 02/18/12 C200 17.4 56.2 6.20 -10.1 3356
AMZN AMAZON.COM AMZN US 02/18/12 P180 17.3 57.3 4.75 53.2 1356
AMZN AMAZON.COM AMZN US 02/18/12 C190 17.2 57.0 10.55 -10.8 2007
RENN RENREN INC- RENN US 03/17/12 P6 17.0 127.0 1.15 -17.9 906
QQQ POWERSH-QQQ QQQ US 02/18/12 C59 16.9 19.4 1.78 -6.8 3450
AMZN AMAZON.COM AMZN US 02/18/12 P195 16.9 56.1 11.45 30.1 1070
NFLX NETFLIX INC NFLX US 02/18/12 P125 16.9 70.7 7.15 -8.3 1617
ANN ANN INC ANN US 02/18/12 C25 16.8 39.2 0.60 9.1 1827
ECL ECOLAB INC ECL US 02/18/12 P60 16.8 18.5 1.30 85.7 521
HYG ISH-IBOXX H HYG US 02/18/12 C89 16.7 9.5 1.45 -22.5 3000
AMZN AMAZON.COM AMZN US 02/18/12 P170 16.6 58.3 2.23 66.4 1455
SPPI SPECTRUM PH SPPI US 08/18/12 C13 16.6 94.1 4.50 -2.6 214
PFE PFIZER INC PFE US 02/18/12 P22 16.6 21.0 0.97 14.1 1551
GMCR GREEN MOUNT GMCR US 02/18/12 C50 16.5 107.5 6.55 12.0 1199
ARMH ARM HOLDING ARMH US 02/18/12 C28 16.4 50.6 1.25 0.0 204
GMCR GREEN MOUNT GMCR US 02/18/12 P50 16.4 109.3 3.65 5.8 231
IACI IAC/INTERAC IACI US 02/18/12 C45 16.3 33.4 0.55 450.0 247
INTC INTEL CORP INTC US 03/17/12 C23 16.3 30.0 3.35 -9.5 233
SPY SPDR S&P 50 SPY US 02/18/12 C124 16.3 21.5 7.11 -12.2 1134
NFLX NETFLIX INC NFLX US 02/18/12 C105 16.2 74.1 22.00 9.4 432
WHR WHIRLPOOL C WHR US 02/18/12 P55 16.2 46.7 2.71 13.9 223
WHR WHIRLPOOL C WHR US 02/18/12 C55 15.9 47.1 1.70 -14.1 1865
CVD COVANCE INC CVD US 05/19/12 C45 15.9 34.0 2.65 35.9 1505
PCAR PACCAR INC PCAR US 02/18/12 P46.3 15.9 34.2 2.75 14.6 650
DG DOLLAR GENE DG US 02/18/12 C42 15.8 18.4 1.01 44.3 374
CAST CHINACAST E CAST US 03/17/12 P5 15.7 74.1 0.15 0.0 263
NFLX NETFLIX INC NFLX US 02/18/12 C115 15.7 71.0 14.50 16.9 637
LXK LEXMARK INT LXK US 02/18/12 P36 15.6 62.0 2.55 27.5 410
SIRI SIRIUS XM R SIRI US 02/18/12 C2 15.5 52.8 0.11 -8.3 917
GMCR GREEN MOUNT GMCR US 02/18/12 P48 15.3 109.6 2.80 8.9 252
LNG CHENIERE EN LNG US 03/17/12 P6 15.3 131.0 0.05 66.7 210
VXX IPATH-S&P S VXX US 02/18/12 C27 15.2 72.0 1.52 27.7 1001
AMZN AMAZON.COM AMZN US 02/18/12 P165 15.2 58.7 1.48 74.1 778
NFLX NETFLIX INC NFLX US 02/18/12 P115 15.0 71.0 3.10 -12.7 1558
MNKD MANNKIND CO MNKD US 02/18/12 C1 14.9 260.0 2.15 -9.3 752
CQP CHENIERE EN CQP US 02/18/12 P22 14.9 40.1 1.65 50.0 200
MCK MCKESSON CO MCK US 02/18/12 C82.5 14.9 31.2 0.85 -8.6 283
VXX IPATH-S&P S VXX US 02/18/12 P27 14.8 72.7 1.95 -9.3 735
QQQ POWERSH-QQQ QQQ US 03/17/12 C55 14.8 23.8 5.61 -1.6 334
AMZN AMAZON.COM AMZN US 02/18/12 P155 14.8 60.8 0.59 78.8 289
PG PROCTER & G PG US 02/18/12 P65 14.7 14.0 1.98 88.6 929
AMZN AMAZON.COM AMZN US 02/18/12 P160 14.7 59.5 0.91 82.0 1211
NFLX NETFLIX INC NFLX US 03/17/12 C130 14.7 68.0 9.70 18.9 1103
SPY SPDR S&P 50 SPY US 02/18/12 C125 14.5 20.7 6.25 -12.2 354
VXX IPATH-S&P S VXX US 02/18/12 P26 14.4 69.9 1.34 -6.9 1821
CZZ COSAN LTD - CZZ US 02/18/12 C12.5 14.3 31.6 0.50 -41.2 253
NFLX NETFLIX INC NFLX US 03/17/12 P120 14.2 69.6 9.10 0.6 1173
TLT ISHARES BAR TLT US 02/18/12 P111 14.2 20.4 0.12 -40.0 678
NFLX NETFLIX INC NFLX US 02/18/12 P110 14.2 71.7 2.00 -7.8 1463
ITW ILLINOIS TO ITW US 02/18/12 P52.5 14.2 25.7 1.15 36.9 486
EGLE EAGLE BULK EGLE US 03/17/12 P1 14.2 148.4 0.05 0.0 352
NFLX NETFLIX INC NFLX US 03/17/12 C125 14.1 68.6 12.95 25.7 443
NFLX NETFLIX INC NFLX US 02/18/12 P120 14.1 70.0 4.85 -10.2 1592
VZ VERIZON COM VZ US 02/18/12 P38 14.1 13.3 0.87 -3.3 212
WHR WHIRLPOOL C WHR US 02/18/12 P52.5 14.1 48.0 1.53 14.2 269
ARMH ARM HOLDING ARMH US 02/18/12 C29 14.0 48.9 0.93 9.4 1516
BDX BECTON DICK BDX US 02/18/12 C80 14.0 22.6 0.90 -21.7 1021
LCC US AIRWAYS LCC US 02/18/12 C8 13.9 66.2 0.70 34.6 488
LXK LEXMARK INT LXK US 02/18/12 C36 13.8 60.6 1.60 -8.6 443
NFLX NETFLIX INC NFLX US 02/18/12 C120 13.8 70.4 11.39 24.5 2237
VXX IPATH-S&P S VXX US 02/18/12 P28 13.8 75.9 2.60 -10.0 511
PCAR PACCAR INC PCAR US 02/18/12 C44.3 13.8 35.4 1.45 0.0 401
NFLX NETFLIX INC NFLX US 03/17/12 P125 13.8 68.5 11.45 -1.5 1152
TLT ISHARES BAR TLT US 02/18/12 C118 13.5 17.3 2.61 61.1 306
NFLX NETFLIX INC NFLX US 03/17/12 C120 13.5 69.2 15.55 21.5 588
TYC TYCO INTL L TYC US 02/18/12 P48 13.5 26.7 0.70 27.3 408
DAL DELTA AIR L DAL US 02/18/12 P11 13.5 46.7 0.65 -7.1 517
DAL DELTA AIR L DAL US 02/18/12 C10 13.4 48.1 0.82 30.2 268
LMT LOCKHEED MA LMT US 02/18/12 P82.5 13.4 16.7 1.70 30.8 787
AAPL APPLE INC AAPL US 02/18/12 P390 13.3 30.0 0.14 -6.7 927
SPXU PROSHARES U SPXU US 02/18/12 C12 13.3 57.9 0.40 33.3 420
MO ALTRIA GROU MO US 02/18/12 P29 13.3 15.0 0.80 -14.9 441
IBM IBM IBM US 02/18/12 C185 13.3 18.1 7.30 15.9 271
RENN RENREN INC- RENN US 07/21/12 P4 13.2 107.6 0.65 -7.1 222
AFL AFLAC INC AFL US 02/18/12 P49 13.2 34.4 2.40 61.1 941
INTC INTEL CORP INTC US 02/18/12 C24 13.2 34.4 2.51 -8.7 524
YOKU YOUKU INC-A YOKU US 02/18/12 C24 13.1 85.8 1.40 3.7 1131
AFL AFLAC INC AFL US 02/18/12 P48 13.0 35.6 1.63 25.4 309
DELL DELL INC DELL US 02/18/12 C13 12.9 67.6 3.70 1.4 293
NFLX NETFLIX INC NFLX US 02/18/12 C110 12.9 72.6 18.45 15.3 560
ENR ENERGIZER H ENR US 02/18/12 P75 12.9 37.5 1.30 23.8 262
HEK HECKMANN CO HEK US 03/17/12 P5 12.9 71.3 0.45 2.3 260
NFLX NETFLIX INC NFLX US 03/17/12 P130 12.9 67.5 14.20 -3.1 262
INHX INHIBITEX I INHX US 02/18/12 P7.5 12.8 288.9 0.05 0.0 754
NFLX NETFLIX INC NFLX US 02/18/12 P105 12.8 72.8 1.18 -9.2 1112
LXK LEXMARK INT LXK US 02/18/12 P30 12.8 70.7 0.45 80.0 314
NFLX NETFLIX INC NFLX US 03/17/12 C115 12.8 69.7 17.30 13.1 278
QQQ POWERSH-QQQ QQQ US 02/18/12 C60 12.8 18.0 1.11 -3.5 6865
UAL UNITED CONT UAL US 03/17/12 P21 12.8 47.7 0.77 32.8 2133
AMZN AMAZON.COM AMZN US 02/18/12 P150 12.7 62.0 0.31 55.0 529
NFLX NETFLIX INC NFLX US 03/17/12 P115 12.7 69.6 7.11 3.0 489
MPEL MELCO CROWN MPEL US 02/18/12 P11 12.7 58.1 0.60 100.0 867
GMCR GREEN MOUNT GMCR US 02/18/12 P45 12.7 111.0 1.84 1.7 1094
TLT ISHARES BAR TLT US 02/18/12 C116 12.7 17.8 4.05 45.7 277
HOLX HOLOGIC INC HOLX US 02/18/12 C20 12.7 42.9 0.40 -27.3 250
IBM IBM IBM US 02/18/12 C180 12.6 19.7 11.38 3.9 211
PCAR PACCAR INC PCAR US 02/18/12 P43.3 12.6 37.4 1.05 23.5 402
RENN RENREN INC- RENN US 04/21/12 P5 12.6 113.7 0.90 0.0 323
FDO FAMILY DOLL FDO US 02/18/12 P52.5 12.5 23.1 0.15 50.0 300
VXX IPATH-S&P S VXX US 02/18/12 C25 12.5 65.6 2.44 20.2 839
KSS KOHLS CORP KSS US 02/18/12 P48 12.4 26.6 2.25 18.4 212
QQQ POWERSH-QQQ QQQ US 02/18/12 C61 12.4 17.0 0.60 -3.2 8105
VXX IPATH-S&P S VXX US 02/18/12 C26 12.4 68.1 1.93 22.1 774
AFL AFLAC INC AFL US 02/18/12 C49 12.3 34.5 0.93 -33.6 477
TUP TUPPERWARE TUP US 02/18/12 P60 12.2 41.1 1.00 33.3 511
SPY SPDR S&P 50 SPY US 02/18/12 C127 12.2 19.3 4.55 -16.1 961
HCBK HUDSON CITY HCBK US 04/21/12 C7 12.1 32.8 0.30 -14.3 200
WHR WHIRLPOOL C WHR US 02/18/12 P50 12.1 49.8 0.81 24.6 285
LVS LAS VEGAS S LVS US 02/18/12 C48 12.1 50.3 2.83 -5.7 366
MSFT MICROSOFT C MSFT US 02/18/12 C28 12.1 20.9 1.38 -1.4 883
FSLR FIRST SOLAR FSLR US 02/18/12 C47 12.0 76.9 2.17 -7.7 271
DHR DANAHER COR DHR US 02/18/12 C52.5 12.0 25.0 1.05 0.0 554
IBM IBM IBM US 02/18/12 P190 12.0 16.8 2.39 -16.4 835
NFLX NETFLIX INC NFLX US 02/18/12 P100 12.0 74.8 0.68 -10.5 731
SO SOUTHERN CO SO US 02/18/12 C44 12.0 14.6 0.98 -11.7 217
FSLR FIRST SOLAR FSLR US 02/18/12 C45 12.0 77.5 2.97 -8.6 552
VPRT VISTAPRINT VPRT US 07/21/12 P37.5 12.0 53.0 5.40 -27.0 356
IBM IBM IBM US 02/18/12 C190 11.9 16.5 3.55 26.8 2057
PCAR PACCAR INC PCAR US 02/18/12 P41.3 11.9 40.6 0.50 25.0 364
FSLR FIRST SOLAR FSLR US 02/18/12 C46 11.9 77.0 2.47 -14.5 435
S SPRINT NEXT S US 02/18/12 C2 11.9 68.2 0.21 -12.5 283
SVM SILVERCORP SVM US 03/17/12 P6 11.9 71.9 0.15 66.7 400
LLY ELI LILLY & LLY US 03/17/12 C39 11.9 21.5 1.07 0.9 749
UAL UNITED CONT UAL US 02/18/12 P23 11.9 44.5 1.07 32.1 366
OIH MARKET VECT OIH US 02/18/12 P120 11.8 32.3 1.95 44.4 203
ORLY O'REILLY AU ORLY US 02/18/12 P80 11.8 33.6 1.45 5.8 453
FSLR FIRST SOLAR FSLR US 02/18/12 P45 11.8 79.3 3.65 29.4 274
VXX IPATH-S&P S VXX US 02/18/12 P24 11.8 64.6 0.49 -3.9 12708
AFL AFLAC INC AFL US 02/18/12 C48 11.8 35.5 1.34 -35.3 583
NFLX NETFLIX INC NFLX US 02/18/12 P95 11.8 77.1 0.40 -4.8 316
STX SEAGATE TEC STX US 02/18/12 C21 11.7 59.2 0.88 -3.3 384
DRI DARDEN REST DRI US 02/18/12 C47 11.6 24.3 0.55 -15.4 750
PNRA PANERA BREA PNRA US 02/18/12 C155 11.6 39.5 2.55 21.4 309
LVS LAS VEGAS S LVS US 02/18/12 C49 11.6 49.3 2.15 -10.8 396
UAL UNITED CONT UAL US 03/17/12 C23 11.6 46.6 1.57 6.8 1120
KERX KERYX BIOPH KERX US 02/18/12 P3 11.6 73.4 0.10 0.0 4510
MO ALTRIA GROU MO US 02/18/12 C29 11.6 15.4 0.14 40.0 4820
AVP AVON PRODUC AVP US 02/18/12 P17 11.4 37.2 0.30 50.0 351
GLW CORNING INC GLW US 02/18/12 P12 11.4 33.6 0.14 16.7 2085
INTC INTEL CORP INTC US 02/18/12 C25 11.4 26.4 1.61 -8.5 1153
TLT ISHARES BAR TLT US 02/18/12 C120 11.3 16.9 1.48 78.3 580
UA UNDER ARMOU UA US 02/18/12 C75 11.3 39.3 3.10 -16.2 227
NFLX NETFLIX INC NFLX US 02/18/12 C100 11.2 76.7 27.12 10.7 534
VHC VIRNETX HOL VHC US 02/18/12 C24 11.2 113.3 2.20 -13.7 398
ROST ROSS STORES ROST US 02/18/12 P50 11.2 26.6 0.90 28.6 367
HOS HORNBECK OF HOS US 03/17/12 P33 11.2 46.5 2.40 -54.7 250
QQQ POWERSH-QQQ QQQ US 03/17/12 C57 11.2 21.6 3.81 -5.2 275
NFLX NETFLIX INC NFLX US 03/17/12 P105 11.1 71.1 4.00 2.6 372
TSLA TESLA MOTOR TSLA US 02/18/12 C30 11.1 53.8 1.00 -4.8 202
AEP AMERICAN EL AEP US 02/18/12 C40 11.1 14.2 0.15 -66.7 1169
CVD COVANCE INC CVD US 05/19/12 P40 11.1 38.6 1.75 -2.8 352
IBM IBM IBM US 02/18/12 P195 11.1 15.8 5.25 -11.0 391
VRTX VERTEX PHAR VRTX US 02/18/12 P32 11.1 51.0 0.50 100.0 250
NFLX NETFLIX INC NFLX US 02/18/12 P90 11.0 79.9 0.23 0.0 308
NFLX NETFLIX INC NFLX US 03/17/12 P110 11.0 69.9 5.30 3.3 766
SPY SPDR S&P 50 SPY US 02/18/12 C128 10.9 18.7 3.78 -17.6 2065
XLY SPDR-CONS D XLY US 02/18/12 P41 10.9 17.8 0.55 27.9 251
NLY ANNALY CAPI NLY US 02/18/12 P16 10.9 23.5 0.08 -11.1 405
AGP AMERIGROUP AGP US 02/18/12 P55 10.9 65.2 0.20 -20.0 234
IBM IBM IBM US 02/18/12 P185 10.9 18.3 0.98 -16.2 858
WYNN WYNN RESORT WYNN US 02/18/12 C120 10.8 48.4 2.84 -35.5 572
STX SEAGATE TEC STX US 02/18/12 P20 10.8 59.1 0.86 7.5 801
IWM ISHARES-RUS IWM US 02/18/12 C70 10.8 29.9 9.15 -6.4 287
LMT LOCKHEED MA LMT US 02/18/12 C82.5 10.8 16.7 0.90 -18.2 725
VXX IPATH-S&P S VXX US 02/18/12 P22 10.8 62.2 0.13 8.3 545
LVS LAS VEGAS S LVS US 02/18/12 C50 10.7 48.6 1.80 -3.2 632
MHS MEDCO HEALT MHS US 02/18/12 P57.5 10.7 60.5 1.70 17.2 303
TGT TARGET CORP TGT US 02/18/12 C52.5 10.7 19.3 0.15 7.1 623
DIA SPDR DJIA T DIA US 02/18/12 C123 10.7 17.3 3.20 -21.0 246
SBUX STARBUCKS C SBUX US 02/18/12 P47 10.7 24.7 0.78 11.4 413
WMS WMS INDS IN WMS US 02/18/12 C22.5 10.6 44.1 0.75 -53.9 756
SPY SPDR S&P 50 SPY US 03/17/12 C115 10.6 25.9 16.10 -6.9 237
AXL AMER AXLE & AXL US 02/18/12 C11 10.6 58.8 1.30 -3.7 318
GTXI GTX INC GTXI US 02/18/12 C5 10.6 114.9 0.80 1500.0 221
DAL DELTA AIR L DAL US 02/18/12 C11 10.6 46.5 0.29 52.6 275
CELG CELGENE COR CELG US 02/18/12 C75 10.6 23.4 0.57 -38.7 473
NG NOVAGOLD RE NG US 02/18/12 C10 10.5 59.7 0.80 -20.0 273
RENN RENREN INC- RENN US 03/17/12 C6 10.5 111.7 0.95 111.1 1494
SBUX STARBUCKS C SBUX US 02/18/12 C48 10.5 24.3 0.83 -4.6 1796
DAL DELTA AIR L DAL US 03/17/12 C10 10.4 47.2 1.05 23.5 269
ITUB ITAU UNIBAN ITUB US 03/17/12 C21 10.4 33.3 0.60 -25.0 200
XLF SPDR-FINL S XLF US 03/17/12 P12 10.4 37.5 0.12 50.0 34420
PEP PEPSICO INC PEP US 02/18/12 C67.5 10.3 16.8 0.24 -33.3 478
COP CONOCOPHILL COP US 02/18/12 C70 10.3 19.5 0.60 -31.8 1451
VPRT VISTAPRINT VPRT US 07/21/12 P35 10.3 52.5 3.80 -29.6 1183
NFLX NETFLIX INC NFLX US 03/17/12 P100 10.2 72.0 2.85 7.5 851
TSN TYSON FOODS TSN US 02/18/12 P18 10.2 33.9 0.30 20.0 205
INTC INTEL CORP INTC US 02/18/12 C26 10.2 22.3 0.81 -5.8 3584
DELL DELL INC DELL US 02/18/12 C17 10.2 24.2 0.30 20.0 335
SBUX STARBUCKS C SBUX US 02/18/12 P48 10.1 24.2 1.26 5.9 632
MDT MEDTRONIC I MDT US 02/18/12 P39 10.1 22.0 0.95 61.0 1007
AAPL APPLE INC AAPL US 02/18/12 P360 10.1 39.9 0.07 16.7 217
LCC US AIRWAYS LCC US 03/17/12 P7 10.1 68.0 0.25 -3.9 880
HA HAWAIIAN HO HA US 02/18/12 C6 10.0 73.9 0.90 28.6 525
ITUB ITAU UNIBAN ITUB US 02/18/12 C21 10.0 35.8 0.30 -40.0 212
HL HECLA MININ HL US 02/18/12 C5 10.0 53.3 0.43 2.4 297
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
PBY PEP BOYS MM PBY US 07/21/12 C15 -86.9 5.0 0.15 -62.5 873
PBY PEP BOYS MM PBY US 07/21/12 P15 -86.9 5.3 0.30 -92.7 278
AMLN AMYLIN PHAR AMLN US 02/18/12 C13 -86.5 64.1 1.72 48.3 7265
TNB THOMAS & BE TNB US 03/17/12 P70 -85.1 5.5 0.30 0.0 505
AMLN AMYLIN PHAR AMLN US 02/18/12 C12 -82.9 76.5 2.62 45.6 3264
PBY PEP BOYS MM PBY US 04/21/12 C15 -82.8 6.7 0.15 50.0 4380
TNB THOMAS & BE TNB US 06/16/12 C70 -73.7 6.9 1.95 85.7 18030
TNB THOMAS & BE TNB US 06/16/12 P70 -72.8 7.1 0.65 0.0 300
ALKS ALKERMES PL ALKS US 02/18/12 C20 -72.0 43.9 0.55 -45.0 262
PBY PEP BOYS MM PBY US 07/21/12 P12.5 -68.0 20.3 0.10 0.0 489
PMC PHARMERICA PMC US 02/18/12 C12.5 -53.3 40.4 0.45 -76.9 627
TNB THOMAS & BE TNB US 06/16/12 C65 -51.3 13.8 6.63 258.4 20398
AMLN AMYLIN PHAR AMLN US 02/18/12 C11 -49.8 85.7 3.55 45.5 228
AMLN AMYLIN PHAR AMLN US 02/18/12 P13 -49.4 65.9 0.29 -85.8 883
AMLN AMYLIN PHAR AMLN US 02/18/12 P14 -47.9 65.4 0.60 -77.8 628
AMLN AMYLIN PHAR AMLN US 02/18/12 P10 -47.1 98.6 0.04 -96.0 4895
AMLN AMYLIN PHAR AMLN US 02/18/12 C10 -47.0 95.3 4.55 37.9 291
AMLN AMYLIN PHAR AMLN US 02/18/12 P12 -46.1 78.0 0.15 -90.1 1171
AMLN AMYLIN PHAR AMLN US 02/18/12 P9 -43.5 113.3 0.04 -95.0 6214
AMLN AMYLIN PHAR AMLN US 02/18/12 C15 -43.3 65.8 0.59 11.3 4949
AMLN AMYLIN PHAR AMLN US 02/18/12 P11 -43.2 92.5 0.09 -93.0 1331
EXEL EXELIXIS IN EXEL US 05/19/12 P3 -42.4 75.1 0.10 -33.3 3000
OCZ OCZ TECHNOL OCZ US 01/18/14 C5 -42.1 26.4 3.81 0.3 215
PMC PHARMERICA PMC US 03/17/12 C12.5 -40.1 49.0 0.85 -65.3 510
AMLN AMYLIN PHAR AMLN US 02/18/12 P8 -39.0 131.5 0.03 -94.5 2888
PMC PHARMERICA PMC US 03/17/12 P12.5 -38.4 48.5 0.85 0.0 214
CELG CELGENE COR CELG US 07/21/12 C37.5 -34.3 28.8 34.32 -3.3 224
AMLN AMYLIN PHAR AMLN US 03/17/12 P11 -34.2 74.4 0.23 -84.3 375
AMLN AMYLIN PHAR AMLN US 03/17/12 C11 -34.2 73.8 3.65 43.7 206
AMLN AMYLIN PHAR AMLN US 02/18/12 P7 -32.4 157.8 0.01 -97.3 516
PMC PHARMERICA PMC US 03/17/12 C10 -31.6 60.0 2.60 -39.5 600
AMLN AMYLIN PHAR AMLN US 04/21/12 P10 -30.2 72.7 0.30 -78.4 1726
XBI SPDR S&P BI XBI US 02/18/12 P75 -30.1 26.3 1.50 -36.2 1020
ISTA ISTA PHARMA ISTA US 02/18/12 C7.5 -28.9 48.1 0.55 -15.4 349
AMLN AMYLIN PHAR AMLN US 04/21/12 P11 -28.4 70.2 0.43 -78.2 206
OCR OMNICARE IN OCR US 02/18/12 C33 -28.2 37.0 1.25 -28.6 401
AMLN AMYLIN PHAR AMLN US 04/21/12 P12 -27.9 65.3 0.68 -73.2 239
MSTR MICROSTRATE MSTR US 02/18/12 C115 -27.6 38.9 6.60 17.9 264
OCR OMNICARE IN OCR US 02/18/12 P32 -27.0 38.8 0.65 -40.9 1585
XBI SPDR S&P BI XBI US 02/18/12 C75 -26.3 20.2 2.50 -9.1 1025
MSTR MICROSTRATE MSTR US 02/18/12 C120 -25.9 40.1 4.00 48.1 1015
TOO TEEKAY OFFS TOO US 03/17/12 C25 -25.7 31.5 3.80 0.0 750
OCR OMNICARE IN OCR US 02/18/12 P31 -25.2 41.2 0.45 -52.6 652
OCR OMNICARE IN OCR US 02/18/12 C34 -24.6 36.6 0.75 -40.5 227
BPAX BIOSANTE PH BPAX US 03/17/12 C0.5 -24.2 48.3 0.15 0.0 490
CTIC CELL THERAP CTIC US 06/16/12 P1 -24.1 128.8 0.20 -33.3 2555
OCR OMNICARE IN OCR US 02/18/12 P33 -24.0 37.5 1.00 -37.5 3779
WCC WESCO INTL WCC US 02/18/12 C55 -23.2 37.4 7.80 -12.4 837
GERN GERON CORP GERN US 03/17/12 C2 -23.0 48.9 0.15 -25.0 505
PBY PEP BOYS MM PBY US 04/21/12 C12.5 -22.0 30.7 2.40 220.0 308
GCI GANNETT CO GCI US 02/18/12 P14 -21.7 39.1 0.45 50.0 353
LDK LDK SOLAR C LDK US 02/18/12 C1.5 -21.2 237.9 3.50 1.7 297
AMLN AMYLIN PHAR AMLN US 04/21/12 C14 -21.0 62.5 1.90 40.7 426
OCR OMNICARE IN OCR US 02/18/12 P30 -20.6 46.0 0.45 -47.1 1129
UNG US NAT GAS UNG US 04/21/12 C3 -20.3 55.6 2.91 -0.7 229
TIN TEMPLE-INLA TIN US 02/18/12 P31 -19.5 12.5 0.05 -75.0 301
AMLN AMYLIN PHAR AMLN US 02/18/12 P6 -19.0 175.1 0.01 -96.8 224
XLF SPDR-FINL S XLF US 02/18/12 C11 -19.0 44.6 2.95 -7.8 263
PAYX PAYCHEX INC PAYX US 02/18/12 P32 -18.9 16.9 0.74 23.3 605
CEG CONSTELLAT CEG US 02/18/12 P36 -18.6 17.9 0.55 -38.9 260
AMLN AMYLIN PHAR AMLN US 04/21/12 C15 -18.4 60.5 1.40 52.2 777
EP EL PASO COR EP US 01/19/13 C27 -18.2 11.2 1.54 -23.0 234
LLEN L&L ENERGY LLEN US 03/17/12 P3 -17.9 100.6 0.50 -28.6 335
MSFT MICROSOFT C MSFT US 02/18/12 C26 -15.9 26.1 3.25 1.6 914
WEN WENDY'S CO/ WEN US 02/18/12 C5 -15.9 34.8 0.20 -42.9 1476
FCN FTI CONSULT FCN US 03/17/12 P30 -15.7 60.9 0.10 -81.8 15006
HEK HECKMANN CO HEK US 03/17/12 C2.5 -13.6 111.1 2.60 -13.6 302
MTG MGIC INVT C MTG US 02/18/12 P4 -13.3 89.5 0.30 -3.2 1369
TROW T ROWE PRIC TROW US 02/18/12 P50 -13.3 38.4 0.10 0.0 988
JKS JINKOSOLAR- JKS US 02/18/12 C2 -13.3 274.0 4.83 0.0 611
LNG CHENIERE EN LNG US 02/18/12 C13 -12.3 75.1 0.60 -33.3 2088
INHX INHIBITEX I INHX US 03/17/12 C26 -12.3 11.4 0.15 0.0 508
ASTX ASTEX PHARM ASTX US 02/18/12 C2.5 -12.2 198.8 0.50 -28.6 518
QQQ POWERSH-QQQ QQQ US 02/18/12 P63 -12.0 15.9 2.85 4.4 660
CELG CELGENE COR CELG US 07/21/12 C40 -10.3 39.3 32.65 -1.7 229
DTG DOLLAR THRI DTG US 02/18/12 C70 -10.2 28.4 4.30 0.0 790
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
To contact Bloomberg News for this story: newsdev@bloomberg.net
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