U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-02-14T16:30:08Z
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
=============================================================================
KMR KINDER MORG KMR US 03/17/12 C80 42.2 13.9 1.00 -16.7 250
VXX IPATH-S&P S VXX US 03/17/12 C20 40.9 58.6 7.00 16.7 463
KORS MICHAEL KOR KORS US 08/18/12 C23 39.6 56.6 19.10 138.8 245
DSX DIANA SHIPP DSX US 03/17/12 C10 35.1 51.7 0.65 116.7 6053
SLE SARA LEE CO SLE US 03/17/12 C21 33.8 26.6 0.25 66.7 5309
SHLD SEARS HOLDI SHLD US 01/19/13 C25 31.9 40.1 22.00 16.0 270
SLE SARA LEE CO SLE US 03/17/12 C20 31.3 25.0 0.55 44.7 266
OKS ONEOK PARTN OKS US 04/21/12 C60 30.4 17.0 1.00 100.0 214
AGNC AMERICAN CA AGNC US 03/17/12 P30 22.9 12.5 0.77 -17.2 207
AVNR AVANIR PHAR AVNR US 09/22/12 P2 22.4 96.2 0.35 40.0 1101
COP CONOCOPHILL COP US 03/17/12 C67.5 20.9 25.8 6.05 14.2 253
DMD DEMAND MEDI DMD US 03/17/12 P5 19.5 109.5 0.30 0.0 1655
HON HONEYWELL I HON US 03/17/12 C55 17.9 28.0 4.95 -2.9 442
RENN RENREN INC- RENN US 03/17/12 C4 17.6 90.0 1.55 6.9 510
DTG DOLLAR THRI DTG US 03/17/12 C77.5 17.6 29.2 1.40 -17.6 200
JKS JINKOSOLAR- JKS US 03/17/12 C7 17.5 59.7 1.35 -56.5 390
COO COOPER COS COO US 03/17/12 C70 17.2 42.7 6.05 28.7 200
HERO HERCULES OF HERO US 03/17/12 C5 16.7 57.8 0.50 -9.1 200
NOG NORTHERN OI NOG US 03/17/12 P22 16.4 73.9 1.30 23.8 282
VXX IPATH-S&P S VXX US 03/17/12 C19 16.2 56.8 7.80 4.7 204
DSX DIANA SHIPP DSX US 06/16/12 C10 15.4 40.9 1.00 66.7 323
SLE SARA LEE CO SLE US 04/21/12 C21 15.3 23.3 0.40 60.0 300
AVNR AVANIR PHAR AVNR US 03/17/12 C3 14.9 69.9 0.25 25.0 200
NOG NORTHERN OI NOG US 03/17/12 P20 14.7 85.4 0.90 38.5 306
MHS MEDCO HEALT MHS US 03/17/12 P60 14.2 74.3 4.30 4.9 341
DRYS DRYSHIPS IN DRYS US 03/17/12 C3 13.9 96.4 0.74 42.3 2369
VXX IPATH-S&P S VXX US 03/17/12 C25 13.8 75.1 3.35 26.9 546
HUM HUMANA INC HUM US 03/17/12 P82.5 13.4 34.0 1.15 -16.1 381
DSX DIANA SHIPP DSX US 03/17/12 C9 13.2 51.3 1.25 111.9 771
MU MICRON TECH MU US 03/17/12 P7 13.0 61.1 0.13 -23.5 259
AINV APOLLO INV AINV US 03/17/12 C6 12.9 73.1 1.15 0.0 2640
UPL ULTRA PETRO UPL US 03/17/12 C20 12.9 66.8 4.60 15.0 1000
WMGI WRIGHT MED WMGI US 03/17/12 P15 12.8 48.9 0.35 0.0 220
HUM HUMANA INC HUM US 03/17/12 P80 12.8 35.2 0.74 -1.3 831
HUM HUMANA INC HUM US 03/17/12 P85 12.8 32.5 1.89 -11.7 516
BPI BRIDGEPOINT BPI US 03/17/12 C25 12.7 50.4 2.45 4.3 304
SPY SPDR S&P 50 SPY US 03/17/12 P141 12.7 11.8 6.96 4.3 617
SVU SUPERVALU I SVU US 04/21/12 P7 12.7 48.7 0.80 23.1 1401
CIGX STAR SCIENT CIGX US 03/17/12 C3.5 12.6 78.3 0.55 37.5 1375
HUM HUMANA INC HUM US 03/17/12 C85 12.5 32.6 5.30 35.9 369
MHR MAGNUM HUNT MHR US 03/17/12 C5 12.3 83.9 1.75 20.7 242
DRYS DRYSHIPS IN DRYS US 03/17/12 C3.5 12.2 91.5 0.44 76.0 3227
BPI BRIDGEPOINT BPI US 08/18/12 P22.5 12.2 58.9 2.35 -26.6 1000
GNK GENCO SHIPP GNK US 04/21/12 P7 12.1 116.9 0.65 8.3 553
MU MICRON TECH MU US 04/21/12 P7 11.9 58.2 0.29 -17.1 1163
MHS MEDCO HEALT MHS US 03/17/12 C62.5 11.7 70.8 4.75 21.8 503
GNK GENCO SHIPP GNK US 03/17/12 C8 11.7 85.2 2.10 23.5 422
MU MICRON TECH MU US 04/21/12 C7 11.6 58.4 1.54 35.1 329
LDK LDK SOLAR C LDK US 03/17/12 C5.5 11.6 73.5 0.67 -36.8 231
TEA TEAVANA HOL TEA US 03/17/12 P20 11.6 87.6 0.65 8.3 292
NOG NORTHERN OI NOG US 03/17/12 P19 11.5 91.9 0.70 27.3 6371
SDRL SEADRILL LT SDRL US 03/17/12 P39 11.3 25.4 1.55 24.0 518
AGNC AMERICAN CA AGNC US 03/17/12 C30 11.3 11.5 0.81 42.1 305
NOG NORTHERN OI NOG US 06/16/12 P21 11.3 61.7 2.05 24.2 353
FRO FRONTLINE L FRO US 03/17/12 C4 11.2 88.6 1.10 46.7 240
MU MICRON TECH MU US 03/17/12 P8 10.9 51.6 0.38 -28.3 1081
MU MICRON TECH MU US 03/17/12 C8 10.9 52.1 0.64 77.8 761
FSLR FIRST SOLAR FSLR US 03/17/12 P40 10.8 84.3 4.90 68.4 519
HUM HUMANA INC HUM US 03/17/12 C90 10.7 30.3 2.44 53.5 4755
SMG SCOTTS MIRA SMG US 03/17/12 P50 10.7 27.9 2.70 54.3 276
OC OWENS CORNI OC US 03/17/12 C33 10.7 45.4 1.80 -21.7 374
SNA SNAP-ON INC SNA US 03/17/12 C60 10.6 22.7 2.65 17.8 502
NWSA NEWS CORP-A NWSA US 03/17/12 P19 10.6 31.5 0.65 8.3 628
FSLR FIRST SOLAR FSLR US 03/17/12 C40 10.5 83.0 2.90 -37.0 447
MU MICRON TECH MU US 04/21/12 P8 10.5 52.5 0.60 -17.8 1024
MU MICRON TECH MU US 04/21/12 C8 10.5 53.1 0.88 54.4 1252
HOV HOVNANIAN E HOV US 03/17/12 C3 10.2 109.8 0.35 0.0 1163
GNK GENCO SHIPP GNK US 04/21/12 P9 10.2 109.7 1.30 -16.1 1258
CIGX STAR SCIENT CIGX US 01/19/13 C3.5 10.2 67.7 1.15 27.8 500
KORS MICHAEL KOR KORS US 05/19/12 C43 10.1 40.2 2.40 0.0 284
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
SNDA SHANDA INTE SNDA US 09/22/12 P41 -87.9 1.5 0.05 -92.3 250
CHKR CHESAPEAKE CHKR US 05/19/12 C22.5 -49.0 24.2 3.40 -24.4 2913
DMD DEMAND MEDI DMD US 03/17/12 P2.5 -35.0 192.6 0.05 0.0 407
CHKR CHESAPEAKE CHKR US 08/18/12 C25 -32.6 15.6 1.80 -14.3 3004
EWJ ISHARES-JAP EWJ US 03/17/12 C8 -30.4 29.4 1.73 5.5 310
AVP AVON PRODUC AVP US 03/17/12 C18 -30.4 30.8 0.52 -20.0 427
EUO PROSH-UL/SH EUO US 05/19/12 C15 -29.0 16.6 4.60 7.0 250
FOSL FOSSIL INC FOSL US 03/17/12 P100 -28.9 45.7 1.90 -61.2 450
BPAX BIOSANTE PH BPAX US 06/16/12 C0.5 -28.3 69.5 0.30 -14.3 560
ZIP ZIPCAR INC ZIP US 03/17/12 P12.5 -25.9 62.9 0.40 33.3 398
FOSL FOSSIL INC FOSL US 03/17/12 P110 -25.8 43.4 5.10 -48.4 259
FOSL FOSSIL INC FOSL US 03/17/12 C110 -25.8 43.2 6.10 24.5 389
FOSL FOSSIL INC FOSL US 03/17/12 C115 -24.4 42.7 3.60 2.9 254
FOSL FOSSIL INC FOSL US 03/17/12 C100 -23.0 45.2 12.70 28.3 242
UTHR UNITED THER UTHR US 03/17/12 P42.5 -22.5 38.1 0.50 -9.1 284
FOSL FOSSIL INC FOSL US 03/17/12 P105 -22.4 45.2 3.10 -56.9 296
SGEN SEATTLE GEN SGEN US 03/17/12 P17.5 -21.3 55.6 1.05 16.7 207
FOSL FOSSIL INC FOSL US 03/17/12 C105 -21.1 44.6 8.78 18.6 349
AVP AVON PRODUC AVP US 04/21/12 C18 -20.2 29.9 0.75 -11.8 328
ARRY ARRAY BIOPH ARRY US 06/16/12 P2.5 -18.6 71.7 0.30 -40.0 6000
KERX KERYX BIOPH KERX US 03/17/12 P2 -17.5 171.2 0.15 0.0 489
GT GOODYEAR TI GT US 03/17/12 P12 -17.5 45.5 0.35 94.4 517
CIM CHIMERA INV CIM US 09/22/12 C3 -17.3 23.0 0.11 -26.7 220
VXX IPATH-S&P S VXX US 03/17/12 P26 -16.8 79.5 2.08 -23.0 583
WPI WATSON PHAR WPI US 03/17/12 C60 -16.5 30.0 1.75 16.7 414
XLI SPDR-INDU S XLI US 03/17/12 C35 -16.1 23.1 2.49 -3.9 2352
RAX RACKSPACE H RAX US 03/17/12 C55 -15.8 38.0 2.35 197.5 1500
ASH ASHLAND INC ASH US 04/21/12 C40 -15.4 61.4 23.60 1.7 1500
ASIA ASIAINFO-LI ASIA US 03/17/12 C12 -15.4 71.0 0.65 -38.1 200
SMG SCOTTS MIRA SMG US 06/16/12 C45 -15.3 25.6 4.80 -31.4 206
RAX RACKSPACE H RAX US 03/17/12 P55 -15.2 38.7 2.88 -57.6 367
MAS MASCO CORP MAS US 03/17/12 P11 -15.0 49.5 0.40 166.7 527
MAS MASCO CORP MAS US 03/17/12 C12 -14.9 46.1 0.45 -71.0 294
WPI WATSON PHAR WPI US 03/17/12 P55 -14.6 31.3 0.65 -50.0 607
EXM EXCEL MARIT EXM US 03/17/12 P2 -13.5 126.5 0.20 -20.0 2748
RAX RACKSPACE H RAX US 03/17/12 C50 -13.4 40.8 5.00 104.1 585
GT GOODYEAR TI GT US 03/17/12 P13 -13.3 43.2 0.75 78.6 1015
RAX RACKSPACE H RAX US 03/17/12 C45 -13.2 44.9 9.60 77.1 284
GT GOODYEAR TI GT US 03/17/12 C13 -12.8 45.1 0.55 -62.1 2973
CHTP CHELSEA THE CHTP US 09/22/12 P2 -12.7 132.8 0.50 -37.5 912
AVP AVON PRODUC AVP US 07/21/12 C18 -12.4 31.6 1.35 3.9 668
KORS MICHAEL KOR KORS US 03/17/12 C40 -12.2 43.5 3.30 0.0 351
UUP POWERSHARES UUP US 03/17/12 C22 -12.2 8.3 0.31 14.8 8104
THOR THORATEC CO THOR US 03/17/12 C34 -11.9 32.9 1.30 -23.5 201
THOR THORATEC CO THOR US 04/21/12 P30 -11.6 36.3 0.65 -18.8 498
RAX RACKSPACE H RAX US 03/17/12 P49 -11.4 43.2 0.70 -75.9 651
THOR THORATEC CO THOR US 04/21/12 P31 -11.2 36.0 0.80 -20.0 623
RAX RACKSPACE H RAX US 03/17/12 P50 -11.1 41.9 0.90 -73.5 255
ENTR ENTROPIC CO ENTR US 03/17/12 C7 -10.8 53.1 0.40 -38.5 260
KORS MICHAEL KOR KORS US 03/17/12 C38 -10.8 46.6 4.20 0.0 265
SMG SCOTTS MIRA SMG US 06/16/12 C50 -10.6 24.3 1.90 -33.3 210
MMI MOTOROLA MO MMI US 03/17/12 P37 -10.6 17.4 0.10 -71.4 340
GTAT GT ADVANCED GTAT US 03/17/12 C7.5 -10.4 59.1 1.50 -16.7 2080
AVP AVON PRODUC AVP US 03/17/12 P18 -10.2 30.0 0.85 -26.1 511
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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