U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-02-17T16:30:05Z
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
=============================================================================
ANW AEGEAN MARI ANW US 03/17/12 C5 46.8 74.8 1.30 0.0 327
ALU ALCATEL-LUC ALU US 03/17/12 C2 40.3 75.9 0.50 25.0 1155
PVA PENN VIRGIN PVA US 03/17/12 C5 26.1 100.8 1.30 44.4 300
SPWR SUNPOWER CO SPWR US 03/17/12 C8 23.0 92.3 1.17 120.8 952
BAC BANK OF AME BAC US 03/17/12 C5 21.7 104.0 3.05 1.7 225
CSIQ CANADIAN SO CSIQ US 03/17/12 C4 19.9 128.3 0.65 116.7 8672
FIO FUSION-IO I FIO US 03/17/12 P20 16.9 85.1 0.26 -13.3 292
KMI KINDER MORG KMI US 03/17/12 P32.5 16.1 26.7 0.95 3.3 449
FGP FERRELLGAS- FGP US 03/17/12 P17.5 15.6 41.6 0.80 14.3 463
SVU SUPERVALU I SVU US 03/17/12 C7 15.0 35.0 0.23 53.3 5551
SCMR SYCAMORE NE SCMR US 03/17/12 C17.5 15.0 40.4 1.60 -36.0 400
HDY HYPERDYNAMI HDY US 06/16/12 C1 14.6 141.5 0.65 8.3 800
OWW ORBITZ WORL OWW US 03/17/12 C2.5 14.2 89.1 0.60 -16.7 225
FIO FUSION-IO I FIO US 03/17/12 C22.5 14.2 74.9 5.00 56.2 437
PLX PROTALIX BI PLX US 05/19/12 C5 13.5 112.5 1.40 12.0 922
SHLD SEARS HOLDI SHLD US 01/19/13 C35 13.5 23.8 21.00 8.2 2003
CSIQ CANADIAN SO CSIQ US 03/17/12 P4 13.3 122.5 0.50 -23.1 358
NOK NOKIA CORP- NOK US 03/17/12 C5 12.9 49.6 0.52 44.4 1809
CVGI COMMERCIAL CVGI US 03/17/12 C10 11.9 85.1 3.00 -14.3 200
IMAX IMAX CORP IMAX US 03/17/12 P24 11.0 68.1 1.90 5.6 486
GE GENERAL ELE GE US 03/17/12 C17 10.8 31.6 2.23 9.8 283
TRGT TARGACEPT I TRGT US 05/19/12 P7.5 10.6 102.4 1.75 10.8 436
FST FOREST OIL FST US 03/17/12 P12 10.6 74.5 0.30 20.0 1000
IMAX IMAX CORP IMAX US 03/17/12 C25 10.6 66.0 1.25 14.7 468
GEOY GEOEYE INC GEOY US 03/17/12 C20 10.2 80.1 3.00 11.1 310
TQNT TRIQUINT SE TQNT US 03/17/12 C6 10.0 55.0 0.62 3.3 207
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
FTR FRONTIER CO FTR US 03/17/12 C4 -45.1 50.3 0.65 0.0 29959
FTR FRONTIER CO FTR US 03/17/12 P4 -39.4 53.2 0.10 -60.0 779
CPB CAMPBELL SO CPB US 03/17/12 P32 -33.9 12.2 0.15 -75.0 200
FTR FRONTIER CO FTR US 05/19/12 P4 -33.5 48.1 0.25 -44.4 300
AAWW ATLAS AIR W AAWW US 03/17/12 C42.5 -32.8 39.2 4.00 0.0 385
ROVI ROVI CORP ROVI US 03/17/12 C30 -32.5 45.9 6.40 18.5 465
ARUN ARUBA NETWO ARUN US 03/17/12 C23 -31.1 51.5 1.00 -65.5 2250
ARUN ARUBA NETWO ARUN US 03/17/12 P23 -31.1 50.4 1.61 34.2 432
GILD GILEAD SCIE GILD US 03/17/12 P44 -30.9 41.6 1.06 186.5 520
ARUN ARUBA NETWO ARUN US 03/17/12 C22 -30.6 53.3 1.90 -30.9 1317
GILD GILEAD SCIE GILD US 03/17/12 P45 -30.3 41.1 1.49 313.9 4655
GILD GILEAD SCIE GILD US 03/17/12 C46 -30.3 40.9 2.44 -74.5 1539
ARMH ARM HOLDING ARMH US 03/17/12 C20 -30.3 53.3 8.00 7.1 500
FTR FRONTIER CO FTR US 05/19/12 C3 -30.2 58.7 1.55 24.0 569
GILD GILEAD SCIE GILD US 03/17/12 C44 -30.2 42.9 3.55 -66.7 1727
GILD GILEAD SCIE GILD US 03/17/12 P46 -30.0 40.4 1.89 225.9 692
ARUN ARUBA NETWO ARUN US 03/17/12 P22 -29.9 51.1 1.10 25.0 266
GILD GILEAD SCIE GILD US 03/17/12 C45 -29.8 41.7 2.90 -71.6 351
GILD GILEAD SCIE GILD US 03/17/12 P43 -29.6 42.6 0.89 304.6 390
FTR FRONTIER CO FTR US 05/19/12 C4 -29.6 50.8 0.75 0.0 457
GILD GILEAD SCIE GILD US 03/17/12 P42 -29.2 43.7 0.61 177.3 366
GILD GILEAD SCIE GILD US 03/17/12 P41 -28.6 45.1 0.49 308.3 385
GILD GILEAD SCIE GILD US 03/17/12 C47 -28.1 41.1 1.81 -77.3 513
GILD GILEAD SCIE GILD US 03/17/12 P47 -28.0 40.9 2.42 266.7 778
ARUN ARUBA NETWO ARUN US 03/17/12 P21 -27.7 55.3 0.75 15.4 223
GILD GILEAD SCIE GILD US 03/17/12 P40 -27.6 46.2 0.37 164.3 885
GILD GILEAD SCIE GILD US 03/17/12 C48 -27.4 41.2 1.55 -76.2 632
ARUN ARUBA NETWO ARUN US 03/17/12 C21 -27.0 56.0 2.50 -32.4 610
GILD GILEAD SCIE GILD US 03/17/12 C40 -26.8 48.2 6.70 -55.2 274
GILD GILEAD SCIE GILD US 03/17/12 P39 -26.1 48.2 0.24 140.0 768
ARUN ARUBA NETWO ARUN US 03/17/12 C20 -26.0 58.2 3.19 -37.2 975
ETE ENERGY TRAN ETE US 03/17/12 C45 -24.8 14.7 0.40 33.3 1178
ARUN ARUBA NETWO ARUN US 03/17/12 P20 -24.4 58.1 0.45 -10.0 208
AGP AMERIGROUP AGP US 03/17/12 C75 -23.6 35.6 1.90 5.6 286
GILD GILEAD SCIE GILD US 05/19/12 P37 -22.2 47.0 0.90 47.5 621
GILD GILEAD SCIE GILD US 05/19/12 P36 -21.9 48.0 0.69 53.3 512
GILD GILEAD SCIE GILD US 05/19/12 P38 -21.7 46.2 1.05 66.7 1001
GILD GILEAD SCIE GILD US 05/19/12 P41 -20.5 44.0 1.73 94.4 610
GILD GILEAD SCIE GILD US 05/19/12 P42 -20.2 43.6 2.10 103.9 724
TLAB TELLABS INC TLAB US 03/17/12 C3 -20.1 52.9 1.11 20.6 300
BWA BORGWARNER BWA US 03/17/12 P85 -19.9 28.4 4.40 0.0 1240
GILD GILEAD SCIE GILD US 05/19/12 P40 -19.8 45.4 1.45 68.6 5046
HNZ HJ HEINZ CO HNZ US 03/17/12 C55 -19.3 12.7 0.65 333.3 999
CMCSA COMCAST COR CMCSA US 03/17/12 P19 -19.1 64.6 0.03 -40.0 310
IPG INTERPUBLIC IPG US 03/17/12 P11 -19.1 36.2 0.50 0.0 299
JBLU JETBLUE AIR JBLU US 03/17/12 P5 -19.0 59.2 0.05 -50.0 225
GILD GILEAD SCIE GILD US 05/19/12 C44 -19.0 42.8 5.00 -58.7 2311
GILD GILEAD SCIE GILD US 05/19/12 P46 -18.9 40.9 3.55 104.0 417
BIDU BAIDU INC-S BIDU US 03/17/12 P130 -17.9 42.5 3.55 4.4 1497
BIDU BAIDU INC-S BIDU US 03/17/12 C125 -17.8 44.7 13.55 -29.8 581
BIDU BAIDU INC-S BIDU US 03/17/12 P125 -17.7 43.9 2.20 -2.6 1150
GILD GILEAD SCIE GILD US 05/19/12 C46 -17.7 41.7 4.27 -58.9 256
BIDU BAIDU INC-S BIDU US 03/17/12 P140 -17.7 41.1 8.40 18.3 2344
BIDU BAIDU INC-S BIDU US 03/17/12 C135 -17.5 42.3 7.00 -41.3 4702
BIDU BAIDU INC-S BIDU US 03/17/12 P120 -17.4 45.4 1.36 -4.2 1079
CLWR CLEARWIRE - CLWR US 03/17/12 C2 -17.3 75.2 0.35 16.7 428
GILD GILEAD SCIE GILD US 05/19/12 P31 -17.2 52.6 0.31 29.2 224
GFI GOLD FIELDS GFI US 03/17/12 C15 -17.1 31.1 1.37 -13.8 277
BIDU BAIDU INC-S BIDU US 03/17/12 C100 -17.1 60.7 36.45 -14.1 387
BIDU BAIDU INC-S BIDU US 03/17/12 C140 -16.7 41.6 4.55 -48.3 3190
BIDU BAIDU INC-S BIDU US 03/17/12 C130 -16.6 43.3 9.95 -35.2 1737
GILD GILEAD SCIE GILD US 05/19/12 P48 -16.3 40.4 4.65 105.8 442
ANH ANWORTH MOR ANH US 07/21/12 P6 -16.3 13.6 0.16 6.7 500
BIDU BAIDU INC-S BIDU US 03/17/12 P115 -15.9 47.6 0.79 -14.1 525
BIDU BAIDU INC-S BIDU US 03/17/12 P110 -15.2 50.1 0.46 -20.7 961
GILD GILEAD SCIE GILD US 08/18/12 P40 -15.2 40.2 2.25 60.7 207
GILD GILEAD SCIE GILD US 08/18/12 P38 -15.1 41.5 1.74 61.1 379
VXX IPATH-S&P S VXX US 04/21/12 P18 -15.1 71.0 0.25 19.1 385
GFI GOLD FIELDS GFI US 04/21/12 C15 -15.1 31.5 1.34 -15.2 249
GILD GILEAD SCIE GILD US 05/19/12 C48 -15.1 41.1 3.20 -64.8 309
GILD GILEAD SCIE GILD US 05/19/12 C47 -15.0 41.7 3.60 -64.2 296
GRPN GROUPON INC GRPN US 03/17/12 C19 -14.5 41.5 1.62 -10.0 574
DUK DUKE ENERGY DUK US 03/17/12 P21 -14.3 12.6 0.35 40.0 208
BIDU BAIDU INC-S BIDU US 03/17/12 P100 -14.3 57.2 0.18 -33.3 1115
ARUN ARUBA NETWO ARUN US 04/21/12 C22 -14.2 50.2 2.62 -20.6 243
GFI GOLD FIELDS GFI US 04/21/12 C16 -13.9 30.1 0.74 -17.8 652
BIDU BAIDU INC-S BIDU US 03/17/12 P105 -13.8 53.6 0.30 -25.0 266
ROVI ROVI CORP ROVI US 07/21/12 C35 -13.7 41.2 4.30 16.2 254
ECA ENCANA CORP ECA US 03/17/12 C19 -13.5 33.9 1.90 18.8 273
FE FIRSTENERGY FE US 03/17/12 C45 -13.5 13.8 0.20 -13.0 634
NXY NEXEN INC NXY US 06/16/12 P20 -13.4 35.7 1.65 -41.1 245
GFI GOLD FIELDS GFI US 03/17/12 P16 -13.4 27.0 0.45 -6.2 443
JWN NORDSTROM I JWN US 03/17/12 C52.5 -13.4 28.0 0.96 -42.2 2222
SIRI SIRIUS XM R SIRI US 03/17/12 C1.5 -12.8 69.5 0.64 0.0 265
AGNC AMERICAN CA AGNC US 03/17/12 C30 -12.8 11.2 0.58 61.1 473
HDY HYPERDYNAMI HDY US 03/17/12 P1 -12.6 190.6 0.10 0.0 882
YGE YINGLI GREE YGE US 01/19/13 C5 -12.4 72.8 1.25 13.6 285
EOG EOG RESOURC EOG US 03/17/12 C120 -12.3 33.1 2.60 -35.0 828
AMAT APPLIED MAT AMAT US 03/17/12 C12 -12.1 31.6 1.24 -1.6 421
AEP AMERICAN EL AEP US 03/17/12 C38 -11.9 16.1 1.90 8.0 450
EOG EOG RESOURC EOG US 03/17/12 P115 -11.9 33.6 3.75 -3.6 297
EOG EOG RESOURC EOG US 03/17/12 C115 -11.7 34.1 4.95 -25.0 1404
BEBE BEBE STORES BEBE US 03/17/12 C9 -11.7 28.6 0.30 -6.2 218
AMAT APPLIED MAT AMAT US 03/17/12 P13 -11.6 27.8 0.34 -17.1 1253
TBT PROSHARES U TBT US 01/18/14 C16 -11.5 31.1 5.60 3.7 245
GE GENERAL ELE GE US 06/16/12 C14 -11.4 35.0 5.25 6.1 200
ECA ENCANA CORP ECA US 03/17/12 C21 -11.2 33.3 0.51 -3.8 336
EOG EOG RESOURC EOG US 03/17/12 P110 -11.1 35.2 2.01 -8.6 425
ECA ENCANA CORP ECA US 03/17/12 P20 -10.9 33.5 0.60 -33.3 333
AMAT APPLIED MAT AMAT US 03/17/12 P12 -10.9 33.9 0.10 -28.6 523
SPY SPDR S&P 50 SPY US 03/17/12 P140 -10.8 11.0 5.01 -1.2 414
AVP AVON PRODUC AVP US 03/17/12 C18 -10.7 29.9 1.25 -21.9 326
FTR FRONTIER CO FTR US 01/18/14 C3 -10.7 50.9 1.60 6.7 305
SJM JM SMUCKER SJM US 03/17/12 C75 -10.6 16.6 0.65 62.5 293
GILD GILEAD SCIE GILD US 08/18/12 C48 -10.6 36.5 4.40 -54.6 220
ECA ENCANA CORP ECA US 03/17/12 C20 -10.5 33.6 1.02 13.3 477
XLU SPDR-UTIL S XLU US 03/17/12 C36 -10.1 10.0 0.10 -23.1 1134
XHB SPDR S&P HO XHB US 03/17/12 P20 -10.0 28.0 0.57 -23.0 552
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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