U.S. Stock Options With Biggest Changes in Implied Volatility

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
=============================================================================
FTR    FRONTIER CO  FTR US 04/21/12 C4        37.0  28.1   0.35    0.0    281
DISH   DISH NETWOR  DISH US 04/21/12 C32      32.1  36.3   2.50  117.4   7853
DISH   DISH NETWOR  DISH US 04/21/12 P31      31.4  37.8   0.40  -27.3    777
DISH   DISH NETWOR  DISH US 04/21/12 P33      29.9  34.8   0.90  -28.0    642
SPXU   PROSHARES U  SPXU US 04/21/12 C8       27.9  45.9   1.45   26.1    360
DISH   DISH NETWOR  DISH US 04/21/12 P34      27.6  33.4   1.35  -37.2   1825
DISH   DISH NETWOR  DISH US 04/21/12 C34      26.4  33.7   1.25  212.5   1961
DISH   DISH NETWOR  DISH US 04/21/12 C33      26.4  35.0   1.95  143.8    289
GOLD   RANDGOLD RE  GOLD US 04/21/12 P92.5    24.6  37.1   4.40    0.0    205
GOLD   RANDGOLD RE  GOLD US 04/21/12 P95      23.4  36.0   4.70  623.1    202
KMI    KINDER MORG  KMI US 04/21/12 C35       21.6  10.6   2.20    7.3   1078
RRD    RR DONNELLE  RRD US 04/21/12 P13       21.3  44.9   0.75   36.4    829
GOLD   RANDGOLD RE  GOLD US 04/21/12 P90      19.5  38.2   3.50  644.7   1326
GOLD   RANDGOLD RE  GOLD US 04/21/12 C95      19.5  36.5   1.90  -79.2    853
QQQ    POWERSH-QQQ  QQQ US 04/21/12 P70       19.1  13.7   3.40   13.7    289
WFC    WELLS FARGO  WFC US 04/21/12 C28       18.6  40.0   5.50   -9.1    480
WPI    WATSON PHAR  WPI US 04/21/12 P65       18.1  34.0   2.10  -27.6    265
FGP    FERRELLGAS-  FGP US 04/21/12 P15       17.3  51.8   1.00   33.3    200
DISH   DISH NETWOR  DISH US 04/21/12 C35      16.7  33.2   0.80  433.3    898
BEAV   BE AEROSPAC  BEAV US 04/21/12 P45      16.5  26.0   0.80   77.8    386
DISH   DISH NETWOR  DISH US 05/19/12 C33      16.1  36.8   2.30  109.1   1843
TIVO   TIVO INC     TIVO US 05/19/12 C12      16.0  51.4   0.80   29.0   5632
GALE   GALENA BIOP  GALE US 04/21/12 C1       15.4 232.6   2.10   20.0   7785
GOLD   RANDGOLD RE  GOLD US 05/19/12 C95      15.4  36.0   3.20  -68.3    249
XLE    SPDR-ENERGY  XLE US 04/21/12 C71       15.3  19.8   1.96  -45.6    564
DISH   DISH NETWOR  DISH US 05/19/12 P35      15.0  35.7   2.55    0.0    532
DISH   DISH NETWOR  DISH US 05/19/12 P27      15.0  46.0   0.30  -25.0    375
VXX    IPATH-S&P S  VXX US 04/21/12 P14       14.9  64.8   0.06    0.0    314
VXX    IPATH-S&P S  VXX US 04/21/12 C16       14.5  61.0   3.35   24.1    421
WFC    WELLS FARGO  WFC US 04/21/12 C31       14.4  31.4   2.69  -14.6    252
PWAV   POWERWAVE T  PWAV US 04/21/12 C2.5     14.3 137.8   0.40   60.0    374
GOLD   RANDGOLD RE  GOLD US 05/19/12 P90      14.2  37.2   4.60  384.2    285
OIH    MARKET VECT  OIH US 04/21/12 C42.33    13.9  26.7   0.75  -31.8    216
OIH    MARKET VECT  OIH US 04/21/12 C40       13.6  29.0   1.80  -32.1    230
TIVO   TIVO INC     TIVO US 04/21/12 C12      13.6  44.2   0.44   37.5   1182
CLH    CLEAN HARBO  CLH US 04/21/12 C70       13.6  26.8   1.00   -9.1    493
MSFT   MICROSOFT C  MSFT US 04/21/12 C22      13.5  56.9   9.90   -1.0    285
GOLD   RANDGOLD RE  GOLD US 06/16/12 P85      13.4  37.1   3.70  236.4    249
OIH    MARKET VECT  OIH US 04/21/12 P41       13.2  29.3   1.30   73.3   1264
OIH    MARKET VECT  OIH US 04/21/12 P39.33    13.0  31.6   0.70  133.3   1070
CXS    CREXUS INVE  CXS US 09/22/12 P10       12.9  17.1   0.48   20.0    229
WPI    WATSON PHAR  WPI US 08/18/12 C65       12.8  28.9   5.20   40.5    270
GRPN   GROUPON INC  GRPN US 05/19/12 C17      12.7  44.0   1.00  -23.1    350
DISH   DISH NETWOR  DISH US 06/16/12 P32      12.6  36.2   1.50  -15.7    201
T      AT&T INC     T US 04/21/12 P33         12.3  13.1   1.77   12.7    234
WPI    WATSON PHAR  WPI US 05/19/12 C65       12.3  35.4   4.08   70.0    571
OIH    MARKET VECT  OIH US 04/21/12 C41.67    12.2  27.2   0.95  -32.1    369
GOLD   RANDGOLD RE  GOLD US 06/16/12 C95      12.2  34.9   4.40  -63.0    430
SHLD   SEARS HOLDI  SHLD US 04/21/12 C70      12.0  47.7   5.90  -27.2    371
GOLD   RANDGOLD RE  GOLD US 06/16/12 P80      11.9  38.5   2.35  487.5    271
CAT    CATERPILLAR  CAT US 04/21/12 P110      11.8  26.4   5.75   55.4   1608
DISH   DISH NETWOR  DISH US 06/16/12 C34      11.8  34.5   2.30  130.0    371
FTR    FRONTIER CO  FTR US 04/21/12 C4.5      11.7  31.9   0.06   20.0    256
DMND   DIAMOND FOO  DMND US 04/21/12 C25      11.5  43.4   1.00  -33.3    273
CRUS   CIRRUS LOGI  CRUS US 04/21/12 C25      11.5  37.1   0.60  -20.0    305
DHR    DANAHER COR  DHR US 04/21/12 C55       11.5  18.3   0.59  -34.4    545
GLUU   GLU MOBILE   GLUU US 04/21/12 C2.5     11.5 122.1   1.55   -8.8    271
XLU    SPDR-UTIL S  XLU US 04/21/12 P34       11.4  10.6   0.23   35.3   2128
SCHW   SCHWAB (CHA  SCHW US 04/21/12 P15      11.4  29.1   0.65   85.7   2073
OIH    MARKET VECT  OIH US 04/21/12 P40       11.3  30.1   0.85   70.0   1041
PH     PARKER HANN  PH US 04/21/12 C85        11.3  26.7   2.15  -43.4    357
QQQ    POWERSH-QQQ  QQQ US 04/21/12 P69       11.2  13.9   2.45   13.4   1180
OIH    MARKET VECT  OIH US 04/21/12 P42       11.2  27.5   1.80   63.6    233
CROX   CROCS INC    CROX US 04/21/12 C21      11.1  39.7   0.71   42.0    377
WFC    WELLS FARGO  WFC US 04/21/12 C32       11.1  29.7   1.92  -18.6    331
DMND   DIAMOND FOO  DMND US 06/16/12 C25      10.8  44.0   1.75  -27.1    238
VXX    IPATH-S&P S  VXX US 04/21/12 P15       10.8  64.9   0.14  -12.5   1737
CAT    CATERPILLAR  CAT US 04/21/12 C110      10.7  26.7   1.71  -32.4   2617
T      AT&T INC     T US 04/21/12 C33         10.6  13.7   0.05  -16.7    206
MU     MICRON TECH  MU US 04/21/12 P8         10.6  54.3   0.27   35.0   4010
GRPN   GROUPON INC  GRPN US 04/21/12 C17      10.6  41.4   0.70  -22.2    604
NLY    ANNALY CAPI  NLY US 04/21/12 P16       10.5  13.4   0.47   38.2    358
ITB    ISHARES-DJ   ITB US 05/19/12 P15       10.3  32.1   0.85    0.0    200
UNH    UNITEDHEALT  UNH US 04/21/12 C55       10.3  22.9   0.85   -7.6   1211
JNJ    JOHNSON&JOH  JNJ US 04/21/12 C67.5     10.1  11.8   0.08    0.0    232
BIDU   BAIDU INC-S  BIDU US 04/21/12 C130     10.1  37.0  14.15   16.0    452
SBUX   STARBUCKS C  SBUX US 04/21/12 P50      10.0  26.0   0.24   -4.0    234

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
VE     VEOLIA ENVI  VE US 05/19/12 P15       -38.0   9.2   0.60    0.0    400
GALE   GALENA BIOP  GALE US 07/21/12 C2.5    -32.6  57.2   0.85   30.8    533
GME    GAMESTOP CO  GME US 04/21/12 C24      -27.6  30.5   1.32  -16.5   2190
GME    GAMESTOP CO  GME US 04/21/12 P24      -27.4  32.5   0.58  -41.4   3752
GME    GAMESTOP CO  GME US 04/21/12 C26      -27.0  31.1   0.43  -41.9   3215
GME    GAMESTOP CO  GME US 04/21/12 C25      -26.4  30.7   0.80  -23.8   1521
SIRI   SIRIUS XM R  SIRI US 04/21/12 C2      -26.4  32.9   0.29    7.4    200
GME    GAMESTOP CO  GME US 04/21/12 P25      -25.9  32.4   1.00  -31.0    758
GME    GAMESTOP CO  GME US 04/21/12 P22      -24.6  34.8   0.13  -63.9   6097
GME    GAMESTOP CO  GME US 04/21/12 P23      -24.5  33.4   0.31  -45.6    356
FDX    FEDEX CORP   FDX US 04/21/12 C90      -23.7  24.8   3.60  -49.6    298
FDX    FEDEX CORP   FDX US 04/21/12 P90      -22.6  24.8   1.74   43.8    868
CAG    CONAGRA FOO  CAG US 04/21/12 C26      -21.6  13.0   0.40  -38.5   2434
FDX    FEDEX CORP   FDX US 04/21/12 C95      -21.3  24.1   1.26  -66.8   3189
LULU   LULULEMON A  LULU US 04/21/12 C75     -20.8  34.7   2.32  -29.7   1757
GME    GAMESTOP CO  GME US 04/21/12 P20      -20.6  40.4   0.05  -54.5   4076
LUX    LUXOTTICA G  LUX US 04/21/12 P35      -20.5  17.1   0.45  -10.0    290
FDX    FEDEX CORP   FDX US 04/21/12 P85      -20.4  26.6   0.51   15.9    584
FDX    FEDEX CORP   FDX US 04/21/12 P95      -20.3  24.0   4.15   46.6    954
DMND   DIAMOND FOO  DMND US 05/19/12 C25     -19.9  42.9   1.50    7.9    261
LULU   LULULEMON A  LULU US 04/21/12 C70     -19.5  37.6   4.95  -20.8    200
GALE   GALENA BIOP  GALE US 04/21/12 C2.5    -19.4  59.3   0.65   62.5   4315
LULU   LULULEMON A  LULU US 04/21/12 P72.5   -19.1  36.5   2.46  -20.6    373
LULU   LULULEMON A  LULU US 04/21/12 P67.5   -18.8  40.0   0.97  -35.8    483
LULU   LULULEMON A  LULU US 04/21/12 P70     -18.5  38.3   1.58  -28.5    426
DFS    DISCOVER FI  DFS US 04/21/12 C34      -18.3  23.6   0.50  100.0    449
FDX    FEDEX CORP   FDX US 04/21/12 P80      -17.9  29.2   0.12  -20.0    203
GALE   GALENA BIOP  GALE US 04/21/12 P2.5    -17.9 163.9   0.25  -37.5   2163
DG     DOLLAR GENE  DG US 04/21/12 C46       -16.6  17.9   1.10   69.2    236
TWO    TWO HARBORS  TWO US 04/21/12 P10      -16.4  16.9   0.15   50.0    244
LULU   LULULEMON A  LULU US 04/21/12 P62.5   -16.1  44.5   0.32  -51.5    346
FDX    FEDEX CORP   FDX US 05/19/12 C95      -15.1  23.5   2.15  -54.3    866
FDX    FEDEX CORP   FDX US 05/19/12 P92.5    -14.7  23.9   3.83   46.2   1008
GME    GAMESTOP CO  GME US 05/19/12 C26      -14.1  32.8   0.74  -17.8    430
DFS    DISCOVER FI  DFS US 04/21/12 C33      -14.0  24.8   0.90   80.0    917
ZAGG   ZAGG INC     ZAGG US 04/21/12 C9      -13.8  28.3   1.70    6.2    212
LULU   LULULEMON A  LULU US 04/21/12 P60     -13.8  47.0   0.26  -39.5    282
FDX    FEDEX CORP   FDX US 05/19/12 P90      -13.7  25.0   2.74   42.7    328
FDX    FEDEX CORP   FDX US 05/19/12 P95      -13.2  23.5   4.95   37.5    273
FDX    FEDEX CORP   FDX US 05/19/12 P87.5    -12.3  26.0   1.79   32.6    514
OMER   OMEROS CORP  OMER US 04/21/12 C7.5    -12.2  88.6   2.20  -20.0    907
VECO   VEECO INSTR  VECO US 05/19/12 C26     -12.2  52.3   4.80    0.0    393
JAG    JAGUAR MINI  JAG US 04/21/12 P5       -11.3  83.0   0.45   12.5    754
BAC    BANK OF AME  BAC US 04/21/12 C7       -11.2  58.9   2.69   -5.6   1855
NLY    ANNALY CAPI  NLY US 04/21/12 C16      -11.1  14.6   0.23  -39.5   1343
FDX    FEDEX CORP   FDX US 05/19/12 P85      -10.9  27.1   1.22   38.6    288
VXX    IPATH-S&P S  VXX US 05/19/12 P12      -10.9  70.5   0.09  -10.0    327
ECYT   ENDOCYTE IN  ECYT US 07/21/12 P5      -10.8  70.4   0.70  -17.6   2856
JAG    JAGUAR MINI  JAG US 04/21/12 P4       -10.5  96.0   0.11  -26.7    438
DY     DYCOM INDS   DY US 04/21/12 P22.5     -10.3  31.0   0.80    0.0    200
VR     VALIDUS HOL  VR US 04/21/12 C30       -10.3  20.6   0.85    0.0    981

x - Ex-dividend. * - Ex-earnings.

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.