U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-03-15T15:30:05Z
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
=============================================================================
PBY PEP BOYS MM PBY US 04/21/12 C15 107.6 8.9 0.15 50.0 298
KMI KINDER MORG KMI US 06/16/12 C30 54.0 22.0 6.00 -4.8 1767
NBIX NEUROCRINE NBIX US 04/21/12 P7 52.4 113.7 0.55 57.1 10068
QRE QR ENERGY L QRE US 05/19/12 C22.5 42.3 27.7 1.75 29.6 780
AAWW ATLAS AIR W AAWW US 04/21/12 P47.5 32.9 37.3 2.80 0.0 1000
NBIX NEUROCRINE NBIX US 05/19/12 P7 31.4 92.1 0.60 0.0 260
IWM ISHARES-RUS IWM US 03/30/12 C77 30.5 25.6 5.45 -10.9 270
EP EL PASO COR EP US 04/21/12 C24 29.2 36.3 5.00 -3.9 260
SPY SPDR S&P 50 SPY US 03/30/12 C134 24.5 21.7 6.29 6.8 332
AAPL APPLE INC AAPL US 04/21/12 C470 23.2 41.1 124.00 2.6 260
PER SANDRIDGE P PER US 04/21/12 C25 21.3 22.5 0.30 -40.0 1534
AAPL APPLE INC AAPL US 04/21/12 C480 18.8 40.8 112.52 1.1 570
AAPL APPLE INC AAPL US 04/21/12 C620 18.1 43.4 21.33 37.6 5241
AAPL APPLE INC AAPL US 04/21/12 C620 17.9 43.3 21.33 37.6 5241
AAPL APPLE INC AAPL US 04/21/12 C615 17.7 43.1 22.65 30.6 7509
BAC BANK OF AME BAC US 04/21/12 C5 17.7 96.3 4.10 6.5 522
AAPL APPLE INC AAPL US 04/21/12 C610 17.5 42.9 24.60 30.9 21252
AAPL APPLE INC AAPL US 04/21/12 C595 17.2 42.1 30.28 23.3 5070
AAPL APPLE INC AAPL US 04/21/12 C550 17.0 39.4 54.75 11.6 2825
AAPL APPLE INC AAPL US 04/21/12 P620 17.0 42.9 48.05 3.7 758
AAPL APPLE INC AAPL US 04/21/12 C580 16.9 41.4 37.50 20.4 6891
AAPL APPLE INC AAPL US 04/21/12 C600 16.9 42.4 28.55 26.1 16269
AAPL APPLE INC AAPL US 04/21/12 C605 16.9 42.6 26.30 28.3 5950
AAPL APPLE INC AAPL US 04/21/12 P615 16.8 42.7 44.50 4.8 978
AAPL APPLE INC AAPL US 04/21/12 P610 16.7 42.5 41.25 5.0 986
AAPL APPLE INC AAPL US 04/21/12 C565 16.6 40.3 45.65 16.2 1065
AAPL APPLE INC AAPL US 04/21/12 P595 16.3 41.8 32.19 6.6 3164
AAPL APPLE INC AAPL US 04/21/12 C570 16.2 40.7 42.80 16.8 1984
AAPL APPLE INC AAPL US 04/21/12 C545 16.2 39.1 58.15 9.9 452
AAPL APPLE INC AAPL US 04/21/12 P570 16.2 40.2 19.15 11.0 1840
AAPL APPLE INC AAPL US 04/21/12 C575 16.1 41.1 40.00 16.6 1922
AAPL APPLE INC AAPL US 04/21/12 C555 16.0 39.6 52.00 13.0 563
AAPL APPLE INC AAPL US 04/21/12 C560 16.0 39.9 48.35 13.1 1671
AAPL APPLE INC AAPL US 04/21/12 C585 15.9 41.7 34.80 18.8 6184
AAPL APPLE INC AAPL US 04/21/12 P605 15.8 42.1 38.10 5.5 850
AAPL APPLE INC AAPL US 04/21/12 C510 15.8 38.8 84.91 3.8 227
AAPL APPLE INC AAPL US 04/21/12 C540 15.7 38.9 62.00 9.6 1039
SPY SPDR S&P 50 SPY US 04/21/12 C126 15.7 26.7 13.91 -2.1 209
AAPL APPLE INC AAPL US 04/21/12 C535 15.6 38.7 64.30 5.5 221
AAPL APPLE INC AAPL US 04/21/12 P600 15.5 41.9 35.25 7.3 2478
AAPL APPLE INC AAPL US 04/21/12 C485 15.5 39.9 109.15 2.7 355
AAPL APPLE INC AAPL US 04/21/12 P585 15.5 41.2 26.70 9.0 4809
AAPL APPLE INC AAPL US 04/21/12 C525 15.2 38.6 74.15 7.8 277
AAPL APPLE INC AAPL US 04/21/12 P590 15.2 41.6 29.30 7.7 5573
AAPL APPLE INC AAPL US 04/21/12 C530 15.2 38.6 69.25 6.9 473
AAPL APPLE INC AAPL US 04/21/12 P590 15.2 41.5 29.30 7.7 5573
AAPL APPLE INC AAPL US 04/21/12 P565 15.1 39.8 17.00 13.3 1309
AAPL APPLE INC AAPL US 04/21/12 P580 15.0 40.9 24.40 11.7 9666
AAPL APPLE INC AAPL US 04/21/12 P575 14.7 40.6 21.65 11.3 1675
AAPL APPLE INC AAPL US 04/21/12 P555 14.7 39.0 13.20 18.9 1616
AAPL APPLE INC AAPL US 04/21/12 P575 14.7 40.6 21.65 11.3 1675
MBI MBIA INC MBI US 05/19/12 C10 14.4 77.9 1.35 35.0 2385
BTU PEABODY ENE BTU US 04/21/12 C30 14.4 45.1 2.53 61.1 298
AAPL APPLE INC AAPL US 04/21/12 C520 14.4 38.8 77.80 6.9 556
AAPL APPLE INC AAPL US 04/21/12 P540 14.2 38.4 8.65 23.6 3518
AAPL APPLE INC AAPL US 04/21/12 P560 14.1 39.4 15.10 15.7 3411
AAPL APPLE INC AAPL US 04/21/12 P550 14.1 38.8 11.42 17.7 3362
AAPL APPLE INC AAPL US 04/21/12 P545 14.1 38.6 9.90 16.5 1272
LSI LSI CORP LSI US 04/21/12 P9 14.1 33.3 0.35 20.7 2080
AAPL APPLE INC AAPL US 04/21/12 P535 14.0 38.3 7.45 23.1 2104
LCC US AIRWAYS LCC US 04/21/12 P6 13.8 81.4 0.19 -9.5 1159
BTU PEABODY ENE BTU US 04/21/12 C31 13.7 44.2 1.83 71.0 565
BTU PEABODY ENE BTU US 04/21/12 C32 13.7 43.1 1.42 89.3 4351
MBI MBIA INC MBI US 04/21/12 C10 13.4 66.3 0.91 54.2 1102
AAPL APPLE INC AAPL US 04/21/12 P530 13.4 38.2 6.40 25.5 2783
VECO VEECO INSTR VECO US 04/21/12 C33 13.0 43.4 1.70 277.8 209
BTU PEABODY ENE BTU US 04/21/12 P29 12.9 45.4 0.89 -13.6 429
BTU PEABODY ENE BTU US 04/21/12 P28 12.9 47.4 0.60 -17.8 352
AAPL APPLE INC AAPL US 04/21/12 C500 12.7 39.1 95.75 5.1 930
FSIN FUSHI COPPE FSIN US 06/16/12 P5 12.7 73.9 0.10 100.0 544
AAPL APPLE INC AAPL US 04/21/12 P520 12.5 38.0 4.70 28.8 2459
VECO VEECO INSTR VECO US 04/21/12 C32 12.4 44.5 2.05 173.3 247
AAPL APPLE INC AAPL US 04/21/12 P515 11.8 38.1 4.00 27.0 974
ELN ELAN CORP-A ELN US 04/21/12 C14 11.7 44.0 0.65 225.0 587
CAST CHINACAST E CAST US 09/22/12 P5 11.3 69.9 0.98 50.8 399
TK TEEKAY CORP TK US 04/21/12 C30 11.3 29.7 1.45 31.8 1198
RF REGIONS FIN RF US 04/21/12 P6 11.1 38.7 0.14 -30.0 284
KSU KANSAS CITY KSU US 04/21/12 C75 10.7 27.0 1.50 114.3 817
AAPL APPLE INC AAPL US 04/21/12 P505 10.7 38.1 2.84 26.2 937
IWM ISHARES-RUS IWM US 03/30/12 C80 10.7 23.0 2.82 0.0 392
EDU NEW ORIENTA EDU US 04/21/12 P25 10.6 50.8 1.15 9.5 1028
JEF JEFFERIES G JEF US 04/21/12 C15 10.5 52.6 3.80 8.6 305
AAPL APPLE INC AAPL US 04/21/12 P510 10.5 38.0 3.30 28.9 1123
AAPL APPLE INC AAPL US 05/19/12 C500 10.4 37.0 99.35 4.6 381
DAL DELTA AIR L DAL US 04/21/12 C7 10.0 72.3 2.87 26.4 374
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
RVSN RADVISION L RVSN US 06/16/12 P10 -48.7 25.6 0.05 -92.3 476
RVSN RADVISION L RVSN US 04/21/12 C10 -48.3 32.9 1.70 47.8 377
RVSN RADVISION L RVSN US 09/22/12 P10 -47.0 21.1 0.10 -85.7 789
XLV SPDR-HEALTH XLV US 09/22/12 P33 -45.8 20.3 0.75 -21.9 6200
RVSN RADVISION L RVSN US 06/16/12 C10 -43.7 25.5 1.70 30.8 1043
RVSN RADVISION L RVSN US 06/16/12 C7.5 -32.8 31.7 4.20 162.5 1113
KMR KINDER MORG KMR US 04/21/12 C80 -31.8 15.2 0.35 -68.2 1000
YONG YONGYE INTE YONG US 04/21/12 P3.5 -31.3 76.2 0.35 0.0 519
TWER TOWERSTREAM TWER US 04/21/12 C2.5 -30.0 58.9 0.80 128.6 200
WGO WINNEBAGO I WGO US 04/21/12 C10 -29.3 43.8 0.59 96.7 271
ITMN INTERMUNE I ITMN US 04/21/12 C16 -26.9 78.3 1.53 -1.3 1629
GES GUESS? INC GES US 04/21/12 C33 -25.3 35.4 1.25 -66.2 963
GES GUESS? INC GES US 04/21/12 P32 -24.5 36.0 1.32 164.0 914
GES GUESS? INC GES US 04/21/12 P33 -23.7 35.4 1.76 128.6 679
FNFG FIRST NIAGA FNFG US 04/21/12 C10 -22.1 21.8 0.20 33.3 472
ITMN INTERMUNE I ITMN US 04/21/12 C14 -22.0 81.8 3.00 29.3 308
GES GUESS? INC GES US 04/21/12 P30 -21.9 38.8 0.55 103.7 489
GES GUESS? INC GES US 04/21/12 P31 -21.8 37.6 0.85 142.9 908
MSFT MICROSOFT C MSFT US 04/21/12 C26 -19.7 28.3 6.87 2.2 269
VTSS VITESSE SEM VTSS US 05/19/12 C2.5 -18.9 74.1 1.55 121.4 1888
RVSN RADVISION L RVSN US 04/21/12 C7.5 -18.4 62.9 4.20 31.2 515
ITMN INTERMUNE I ITMN US 07/21/12 P15 -18.2 72.9 1.77 -45.5 971
EEP ENBRIDGE EN EEP US 10/20/12 C30 -16.5 18.6 2.00 -11.1 351
ROST ROSS STORES ROST US 04/21/12 C57.5 -16.5 22.5 0.80 -44.8 728
RAD RITE AID CO RAD US 04/21/12 C2 -13.8 89.7 0.20 -20.0 395
ROST ROSS STORES ROST US 04/21/12 P55 -13.6 23.2 1.30 4.0 327
ANF ABERCROMBIE ANF US 04/21/12 C55 -13.3 39.5 1.80 -27.7 339
CXDC CHINA XD PL CXDC US 04/21/12 P2.5 -12.2 177.2 0.15 -62.5 300
SHLD SEARS HOLDI SHLD US 01/18/14 C60 -11.4 22.1 23.10 2.0 202
KMI KINDER MORG KMI US 09/22/12 P30 -11.2 39.0 1.75 -5.4 219
ANF ABERCROMBIE ANF US 04/21/12 C50 -11.1 40.2 4.30 -13.1 272
EGLE EAGLE BULK EGLE US 09/22/12 P1 -11.1 76.9 0.10 0.0 211
SPLS STAPLES INC SPLS US 04/21/12 C17 -10.9 21.3 0.20 100.0 337
ROST ROSS STORES ROST US 05/19/12 C55 -10.9 23.9 2.55 -24.8 306
GES GUESS? INC GES US 06/16/12 P32 -10.6 38.8 2.42 86.2 670
RAD RITE AID CO RAD US 07/21/12 C2 -10.5 80.0 0.40 -11.1 268
ROST ROSS STORES ROST US 05/19/12 C52.5 -10.2 25.5 4.10 -19.3 203
TLT ISHARES BAR TLT US 04/21/12 C111 -10.0 15.2 2.11 -3.6 805
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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