U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-04-04T15:30:07Z
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
=============================================================================
DISH DISH NETWOR DISH US 04/21/12 C29 39.8 39.0 3.90 -10.3 1050
MVG MAG SILVER MVG US 04/21/12 C10 39.4 56.0 0.45 -35.7 389
MCP MOLYCORP IN MCP US 04/21/12 C28 39.3 51.0 6.00 -11.8 1038
XME SPDR S&P ME XME US 04/21/12 P48 33.2 32.8 1.17 56.0 341
GE GENERAL ELE GE US 04/21/12 C18 31.9 31.5 1.72 -13.1 735
LORL LORAL SPACE LORL US 04/21/12 C30 27.3 291.0 48.80 -1.2 1370
VTR VENTAS INC VTR US 04/21/12 P55 26.5 21.8 0.62 313.3 6090
KMI KINDER MORG KMI US 04/21/12 C35 25.5 35.5 4.30 -6.5 500
CHMT CHEMTURA CO CHMT US 04/21/12 C15 24.8 50.0 2.50 19.1 500
MMI MOTOROLA MO MMI US 07/21/12 C35 24.2 23.6 4.50 -2.2 4510
JAG JAGUAR MINI JAG US 05/19/12 P4 23.3 133.8 0.60 50.0 274
SPY SPDR S&P 50 SPY US 04/21/12 P145 23.1 11.3 5.52 42.6 8001
AIG AMERICAN IN AIG US 04/21/12 C29 22.0 34.1 2.52 26.0 733
AIG AMERICAN IN AIG US 04/21/12 C28 20.9 36.5 3.35 15.5 519
KSS KOHLS CORP KSS US 04/21/12 C52.5 20.4 27.8 0.85 13.3 2134
AIG AMERICAN IN AIG US 04/21/12 C32 20.0 33.0 0.58 93.3 2136
BKE THE BUCKLE BKE US 04/21/12 C50 19.9 35.4 0.80 6.7 1211
GDXJ MARKET VECT GDXJ US 05/19/12 C21.63 19.9 43.3 2.10 -26.3 1602
AIG AMERICAN IN AIG US 04/21/12 C31 19.4 32.6 1.02 56.9 2462
QQQ POWERSH-QQQ QQQ US 04/21/12 P70 19.3 14.2 2.91 51.6 226
CIE COBALT INTE CIE US 04/21/12 C25 18.5 62.2 5.10 -8.9 260
VZ VERIZON COM VZ US 04/21/12 P29 18.0 61.7 0.03 50.0 200
T AT&T INC T US 04/21/12 C31 17.7 13.7 0.59 40.5 2736
WFC WELLS FARGO WFC US 01/18/14 C15 17.6 49.8 17.50 -5.9 200
ALK ALASKA AIR ALK US 04/21/12 C37.5 17.5 36.8 0.50 -9.1 210
KOG KODIAK OIL KOG US 04/21/12 C10 17.3 49.7 0.30 -25.0 217
AIG AMERICAN IN AIG US 04/21/12 C30 17.2 32.6 1.65 35.2 1221
AIG AMERICAN IN AIG US 04/21/12 P31 16.8 32.5 0.73 -21.5 539
AVP AVON PRODUC AVP US 04/21/12 P21 16.6 41.1 0.20 -20.0 701
TSLA TESLA MOTOR TSLA US 04/21/12 C35 16.3 39.0 1.15 -62.9 293
T AT&T INC T US 04/21/12 P31 16.1 13.7 0.28 -17.6 3094
DIA SPDR DJIA T DIA US 04/21/12 P133 16.0 11.1 3.35 43.2 354
F FORD MOTOR F US 04/21/12 C11 15.9 38.6 1.43 -13.3 256
SDS PRO ULTSHRT SDS US 04/21/12 P14 15.9 30.7 0.04 -33.3 820
WNR WESTERN REF WNR US 04/21/12 P16 15.7 77.7 0.05 0.0 366
ABT ABBOTT LABS ABT US 04/21/12 P60 15.7 17.5 0.45 -11.8 1050
FAZ DIR FIN BEA FAZ US 04/21/12 C20 15.5 57.0 1.92 56.1 542
T AT&T INC T US 04/21/12 C30 15.2 26.4 1.58 10.5 1473
GPS GAP INC/THE GPS US 04/21/12 P25 15.1 40.8 0.38 5.6 339
SID SID NACIONA SID US 06/16/12 C8 15.0 49.5 1.30 -15.0 241
LPI LAREDO PETR LPI US 07/21/12 P20 14.9 51.3 0.70 0.0 1005
LO LORILLARD I LO US 04/21/12 C135 14.8 23.0 2.63 83.9 906
MSFT MICROSOFT C MSFT US 04/21/12 C29 14.8 28.3 2.23 -21.5 672
EWJ ISHARES-JAP EWJ US 04/21/12 P10 14.8 16.3 0.28 180.0 339
EWA ISHARES-AUS EWA US 04/21/12 P22 14.8 29.0 0.15 50.0 901
GRA WR GRACE & GRA US 04/21/12 C55 14.7 32.9 2.84 -8.4 500
ABT ABBOTT LABS ABT US 04/21/12 C60 14.7 16.7 1.98 45.6 3498
GPS GAP INC/THE GPS US 04/21/12 P23 14.6 48.3 0.12 50.0 700
HOGS ZHONGPIN IN HOGS US 06/16/12 C10 14.1 69.0 1.45 -14.7 1661
EMC EMC CORP/MA EMC US 04/21/12 C30 14.1 33.2 0.47 -30.9 3872
EMC EMC CORP/MA EMC US 04/21/12 C30 14.1 33.2 0.47 -30.9 3872
GPS GAP INC/THE GPS US 04/21/12 C26 14.1 39.6 1.02 17.2 1106
HNR HARVEST NAT HNR US 06/16/12 C5 13.9 101.5 2.05 13.9 686
MCP MOLYCORP IN MCP US 04/21/12 C35 13.6 53.5 1.06 -21.5 1115
XLF SPDR-FINL S XLF US 04/21/12 C15 13.6 26.1 0.65 -27.8 7198
SPY SPDR S&P 50 SPY US 04/21/12 C146 13.5 12.5 0.06 -53.9 1783
MMI MOTOROLA MO MMI US 04/21/12 C37 13.5 27.3 2.15 -11.5 1000
JDSU JDS UNIPHAS JDSU US 04/21/12 C11 13.3 64.9 2.98 -14.1 260
GRPN GROUPON INC GRPN US 04/21/12 C15 13.3 59.9 0.67 -8.2 2782
ABT ABBOTT LABS ABT US 04/21/12 P62.5 13.3 17.7 1.72 -15.7 331
ORCL ORACLE CORP ORCL US 04/21/12 C27 13.1 25.7 2.20 -8.0 230
EWBC EAST WEST B EWBC US 04/21/12 C22.5 13.0 23.7 0.70 -14.6 1280
SU SUNCOR ENER SU US 04/21/12 C33 12.9 29.9 0.27 -64.0 871
JNJ JOHNSON&JOH JNJ US 04/21/12 C67.5 12.8 13.0 0.11 -26.7 559
SNY SANOFI-ADR SNY US 05/19/12 C38 12.8 20.1 0.75 -34.8 211
GR GOODRICH CO GR US 05/19/12 P120 12.8 12.0 0.40 33.3 1901
EMC EMC CORP/MA EMC US 04/21/12 P30 12.8 32.6 1.32 40.4 732
GPS GAP INC/THE GPS US 04/21/12 P26 12.6 38.9 0.71 -4.0 3257
ABT ABBOTT LABS ABT US 04/21/12 C62.5 12.5 17.7 0.35 45.8 2145
ROST ROSS STORES ROST US 04/21/12 C55 12.3 29.7 3.50 0.0 242
DPZ DOMINO'S PI DPZ US 04/21/12 C35 12.3 33.8 1.75 -23.9 291
BRK/B BERKSHIRE H BRKB US 04/21/12 C85 12.2 17.7 0.15 15.4 219
AIG AMERICAN IN AIG US 05/19/12 C28 12.2 37.0 3.75 25.8 409
GPS GAP INC/THE GPS US 04/21/12 C27 12.0 38.3 0.56 30.2 217
ACAS AMERICAN CA ACAS US 04/21/12 C9 12.0 28.7 0.12 -7.7 300
AIG AMERICAN IN AIG US 05/19/12 C32 12.0 35.8 1.25 45.4 1975
ZSL PRSH-ULTSH ZSL US 04/21/12 C10 12.0 59.5 1.30 85.7 250
QID PRO ULTSHRT QID US 04/21/12 P29 11.6 30.8 0.22 -38.9 263
LO LORILLARD I LO US 05/19/12 P130 11.4 27.4 2.90 -3.3 202
SBUX STARBUCKS C SBUX US 04/21/12 C55 11.4 24.7 2.64 18.4 266
GDXJ MARKET VECT GDXJ US 05/19/12 C23.63 11.3 43.3 0.95 -34.5 207
P PANDORA MED P US 04/21/12 C9 11.2 54.4 1.20 -22.6 1000
FSLR FIRST SOLAR FSLR US 04/21/12 C23 11.2 71.9 1.16 9.4 288
GIS GENERAL MIL GIS US 04/21/12 C39 11.2 11.2 0.74 57.5 1414
DIA SPDR DJIA T DIA US 04/21/12 P132 11.1 11.5 2.70 84.9 1113
EEM ISHARES-EMG EEM US 04/21/12 P44 11.1 22.6 1.92 39.1 702
WNR WESTERN REF WNR US 05/19/12 C20 11.1 49.6 1.65 37.5 1089
TZA DIR SMCAP B TZA US 04/21/12 P16 11.1 61.7 0.17 -37.0 213
XLF SPDR-FINL S XLF US 04/21/12 P15 11.0 26.4 0.13 116.7 26103
MMM 3M CO MMM US 04/21/12 C90 11.0 14.0 0.22 -56.0 842
QQQ POWERSH-QQQ QQQ US 04/21/12 C70 10.9 13.6 0.07 -58.8 1432
FAS DIR FIN BUL FAS US 04/21/12 C109 10.8 56.5 3.15 -42.7 318
GDXJ MARKET VECT GDXJ US 04/21/12 C23 10.7 41.9 0.77 -33.6 267
FE FIRSTENERGY FE US 04/21/12 P45 10.6 14.2 0.15 -31.8 500
MMI MOTOROLA MO MMI US 05/19/12 P39 10.6 11.9 0.60 9.1 1000
LLY ELI LILLY & LLY US 04/21/12 P39 10.6 13.8 0.08 0.0 3083
AIG AMERICAN IN AIG US 05/19/12 C31 10.5 35.6 1.77 35.1 1030
DFS DISCOVER FI DFS US 04/21/12 C33 10.4 26.8 0.65 -23.5 839
RIMM RESEARCH IN RIMM US 04/21/12 P13 10.4 59.2 0.76 26.7 8100
FSLR FIRST SOLAR FSLR US 04/21/12 P23 10.2 73.6 1.70 11.1 528
SIRI SIRIUS XM R SIRI US 04/21/12 C2 10.2 56.3 0.28 -17.6 609
MMI MOTOROLA MO MMI US 07/21/12 C39 10.1 10.7 0.90 -5.3 4960
AIG AMERICAN IN AIG US 05/19/12 C30 10.1 35.8 2.25 19.1 1071
FSLR FIRST SOLAR FSLR US 04/21/12 C19 10.1 79.5 3.73 -4.4 1000
FSLR FIRST SOLAR FSLR US 04/21/12 C22 10.1 72.5 1.55 -1.9 402
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
DDIC DDI CORP DDIC US 05/19/12 C12.5 -86.6 7.3 0.40 0.0 215
PMT PENNYMAC MO PMT US 10/20/12 P17.5 -68.9 28.4 0.75 -21.9 400
REE RARE ELEMEN REE US 04/21/12 C6 -36.9 46.9 0.30 -45.5 6665
OMEX ODYSSEY MAR OMEX US 05/19/12 C3 -30.1 65.3 0.40 0.0 345
ERF ENERPLUS CO ERF US 04/21/12 C21 -28.5 19.9 0.45 -71.0 420
VGZ VISTA GOLD VGZ US 06/16/12 C2.5 -25.2 62.3 0.70 -4.1 501
STD BANCO SANTA STD US 04/21/12 P7 -24.2 28.5 0.30 50.0 835
MIND MITCHAM IND MIND US 04/21/12 C25 -22.2 53.6 0.60 -47.8 629
VZ VERIZON COM VZ US 04/21/12 P40 -21.9 10.8 2.13 0.5 2660
QQQ POWERSH-QQQ QQQ US 04/21/12 C59 -21.3 27.0 8.18 -9.9 245
OAS OASIS PETRO OAS US 04/21/12 C25 -19.7 41.6 5.20 -8.8 1093
FSL FREESCALE S FSL US 04/21/12 C15 -19.3 39.1 0.45 -46.4 3440
MON MONSANTO CO MON US 04/21/12 P82.5 -18.9 23.3 2.41 -0.8 1120
MON MONSANTO CO MON US 04/21/12 C82.5 -18.8 23.4 0.93 -46.2 3245
MON MONSANTO CO MON US 04/21/12 C80 -18.5 24.3 2.14 -31.0 1751
QLIK QLIK TECHNO QLIK US 04/21/12 C32 -18.1 30.7 0.65 -58.1 1936
TSLA TESLA MOTOR TSLA US 04/21/12 C30 -17.6 48.8 5.00 -35.1 200
MON MONSANTO CO MON US 04/21/12 C77.5 -17.5 25.5 4.05 -14.7 370
EWH ISHARES-HON EWH US 04/21/12 P17 -17.3 17.8 0.15 87.5 660
MON MONSANTO CO MON US 04/21/12 P77.5 -16.7 25.8 0.46 -25.8 999
BXP BOSTON PROP BXP US 04/21/12 P100 -16.2 17.0 0.35 -53.3 334
JEF JEFFERIES G JEF US 04/21/12 C17 -15.8 34.6 1.57 1.3 310
HBAN HUNTINGTON HBAN US 01/18/14 C3 -15.5 48.3 3.35 -9.5 300
P PANDORA MED P US 04/21/12 P10 -14.8 44.2 0.30 50.0 216
SAVE SPIRIT AIRL SAVE US 04/21/12 C17.5 -14.7 55.1 3.70 0.0 200
MON MONSANTO CO MON US 04/21/12 P75 -13.8 28.3 0.22 -26.7 747
QLIK QLIK TECHNO QLIK US 04/21/12 C31 -13.7 32.6 1.10 -33.3 1007
BAC BANK OF AME BAC US 04/21/12 C8 -13.3 54.2 1.24 -19.5 4195
HIG HARTFORD FI HIG US 05/19/12 P13 -13.0 65.6 0.03 0.0 201
SMTC SEMTECH COR SMTC US 06/16/12 C27 -13.0 30.7 1.85 -26.0 235
QQQ POWERSH-QQQ QQQ US 04/21/12 C61 -12.4 25.8 6.15 -13.4 424
SNDK SANDISK COR SNDK US 04/21/12 P40 -11.6 44.3 0.16 220.0 1102
DSCO DISCOVERY L DSCO US 04/21/12 C2.5 -11.2 57.4 0.05 -80.0 5041
PM PHILIP MORR PM US 01/18/14 C70 -10.8 18.8 20.03 4.9 247
CXS CREXUS INVE CXS US 09/22/12 P10 -10.5 19.7 0.55 0.0 200
GS GOLDMAN SAC GS US 04/21/12 C110 -10.5 35.1 10.80 -17.9 280
STT STATE ST CO STT US 04/21/12 C42 -10.5 35.1 3.00 -20.0 3434
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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