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
=============================================================================
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

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.