U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-08-16T15:30:12Z
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
=============================================================================
EA ELECTRONIC EA US 09/22/12 C14 61.4 55.1 1.05 303.9 3282
EA ELECTRONIC EA US 09/22/12 C13 52.8 53.7 1.62 153.1 609
EA ELECTRONIC EA US 09/22/12 P13 51.8 53.4 0.41 -25.4 1497
TWX TIME WARNER TWX US 09/22/12 C38 39.3 24.1 4.70 -2.1 393
EA ELECTRONIC EA US 09/22/12 P11 35.8 56.5 0.06 -25.0 809
KITD KIT DIGITAL KITD US 10/20/12 C2.5 32.9 49.7 0.40 -20.0 200
CSCO CISCO SYSTE CSCO US 10/20/12 C13 32.2 43.4 5.60 27.3 600
AIG AMERICAN IN AIG US 01/19/13 C20 24.3 48.8 14.80 4.6 611
EA ELECTRONIC EA US 12/22/12 P14 23.5 50.6 1.46 -23.6 1376
CSTR COINSTAR IN CSTR US 09/22/12 P55 23.0 48.8 4.50 -39.1 275
CSTR COINSTAR IN CSTR US 09/22/12 C55 22.6 46.4 2.20 400.0 1073
EA ELECTRONIC EA US 01/19/13 P14 22.2 50.2 1.66 -34.9 2832
BKS BARNES & NO BKS US 09/22/12 P11 22.2 106.5 1.00 66.7 2192
CSTR COINSTAR IN CSTR US 09/22/12 C52.5 22.1 45.7 3.30 288.2 1131
CSTR COINSTAR IN CSTR US 09/22/12 C50 21.3 46.8 4.50 164.7 337
CSTR COINSTAR IN CSTR US 09/22/12 P52.5 20.8 48.7 3.10 -41.5 258
MDCO MEDICINES C MDCO US 10/20/12 P24 19.3 47.5 1.50 30.4 206
IDIX IDENIX PHAR IDIX US 09/22/12 C6 19.2 89.4 0.49 0.0 1200
CSTR COINSTAR IN CSTR US 09/22/12 P50 18.4 47.7 1.87 -46.6 1495
QQQ POWERSH-QQQ QQQ US 09/22/12 P70 17.6 13.1 2.80 -11.1 235
CSTR COINSTAR IN CSTR US 09/22/12 P47.5 17.1 47.5 1.10 -48.8 754
SIRI SIRIUS XM R SIRI US 01/19/13 C2 17.1 28.2 0.60 7.1 583
SIRI SIRIUS XM R SIRI US 09/22/12 C2 16.9 57.2 0.57 5.6 413
CSTR COINSTAR IN CSTR US 10/20/12 P52.5 16.3 47.6 4.12 -34.4 590
CSTR COINSTAR IN CSTR US 10/20/12 C55 14.9 44.3 3.00 185.7 708
CSTR COINSTAR IN CSTR US 10/20/12 P47.5 14.5 48.7 2.07 -35.3 563
SVU SUPERVALU I SVU US 10/20/12 C1.5 14.5 108.9 0.95 0.0 300
CSTR COINSTAR IN CSTR US 09/22/12 P45 14.4 47.7 0.55 -55.3 382
CSTR COINSTAR IN CSTR US 10/20/12 C47.5 14.4 47.1 7.00 89.2 275
CSTR COINSTAR IN CSTR US 10/20/12 C52.5 14.3 44.5 4.00 142.4 774
NVS NOVARTIS AG NVS US 09/22/12 C60 14.2 14.5 1.34 34.0 382
NVS NOVARTIS AG NVS US 09/22/12 P57.5 13.7 16.3 0.25 -10.7 1032
NUS NU SKIN ENT NUS US 09/22/12 P25 13.7 113.0 0.40 100.0 406
CSTR COINSTAR IN CSTR US 09/22/12 P42.5 13.6 49.6 0.30 -53.9 866
EA ELECTRONIC EA US 12/22/12 P10 13.4 53.3 0.22 -26.7 355
EA ELECTRONIC EA US 01/19/13 P10 13.0 53.1 0.33 -17.5 760
NVS NOVARTIS AG NVS US 09/22/12 P60 12.0 14.8 0.84 -18.4 1064
S SPRINT NEXT S US 09/22/12 C4 11.9 61.1 1.25 -10.1 259
QQQ POWERSH-QQQ QQQ US 09/28/12 P70 11.8 13.8 2.94 -12.2 202
QQQ POWERSH-QQQ QQQ US 09/22/12 P69 11.8 13.6 2.06 -14.2 317
EA ELECTRONIC EA US 12/22/12 C10 10.7 52.9 4.40 120.0 210
ABX BARRICK GOL ABX US 09/22/12 P30 10.7 34.9 0.08 -46.7 1210
MSFT MICROSOFT C MSFT US 09/22/12 P28 10.6 22.6 0.09 -25.0 402
BRCD BROCADE COM BRCD US 09/22/12 C5 10.3 48.7 0.57 21.3 266
RRC RANGE RESOU RRC US 09/22/12 P62.5 10.3 43.1 1.25 -13.8 507
BX BLACKSTONE BX US 09/22/12 C14 10.2 24.4 0.27 22.7 8052
FXY CRYSHS-JAPA FXY US 09/22/12 C125 10.1 7.4 0.70 -16.7 502
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
AGNC AMERICAN CA AGNC US 09/22/12 P33 -95.6 0.4 0.82 54.7 427
MSTR MICROSTRATE MSTR US 09/22/12 C110 -41.0 26.8 17.00 71.9 305
NTAP NETAPP INC NTAP US 09/22/12 C32 -33.8 35.4 1.57 -22.3 1604
NTAP NETAPP INC NTAP US 09/22/12 C33 -32.5 35.1 1.08 -32.1 654
NTAP NETAPP INC NTAP US 09/22/12 C31 -32.4 35.9 1.77 -29.2 654
NTAP NETAPP INC NTAP US 09/22/12 C30 -32.3 36.7 2.87 -8.0 834
NTAP NETAPP INC NTAP US 09/22/12 P33 -32.0 34.9 2.16 -21.2 321
PETM PETSMART IN PETM US 09/22/12 P70 -31.8 22.3 1.80 -58.7 326
NTAP NETAPP INC NTAP US 09/22/12 P32 -31.8 35.4 1.30 -40.4 893
NTAP NETAPP INC NTAP US 09/22/12 P30 -31.3 36.3 0.58 -55.0 1742
DLTR DOLLAR TREE DLTR US 09/22/12 P50 -30.8 25.2 2.50 11.1 1097
DLTR DOLLAR TREE DLTR US 09/22/12 C47.5 -30.1 27.0 2.10 -45.6 600
DLTR DOLLAR TREE DLTR US 09/22/12 C50 -29.9 25.5 0.90 -60.9 1298
NTAP NETAPP INC NTAP US 09/22/12 P29 -29.8 37.2 0.38 -60.8 827
DLTR DOLLAR TREE DLTR US 09/22/12 P47.5 -29.0 26.8 1.20 -7.7 855
DANG E-COMMERCE DANG US 09/22/12 P4 -27.5 83.3 0.10 -60.0 293
NTAP NETAPP INC NTAP US 09/22/12 P28 -27.5 38.9 0.23 -65.7 207
GME GAMESTOP CO GME US 09/22/12 P17 -27.4 42.8 0.88 -33.8 1063
DLTR DOLLAR TREE DLTR US 09/22/12 P45 -27.2 28.8 0.50 -25.4 280
GME GAMESTOP CO GME US 09/22/12 P16 -27.2 43.6 0.38 -53.1 482
PLCE CHILDREN'S PLCE US 09/22/12 C57.5 -26.9 27.5 1.10 100.0 314
GME GAMESTOP CO GME US 09/22/12 P18 -26.6 43.8 1.35 -29.7 214
CSCO CISCO SYSTE CSCO US 09/22/12 C19 -26.5 22.7 0.42 162.5 19956
GME GAMESTOP CO GME US 09/22/12 C17 -26.5 41.5 1.01 -12.2 549
DANG E-COMMERCE DANG US 09/22/12 P5 -25.7 81.3 0.55 -26.7 309
GME GAMESTOP CO GME US 09/22/12 C18 -25.5 42.0 0.68 -13.9 692
GME GAMESTOP CO GME US 10/20/12 C17 -25.1 39.0 1.28 -23.4 1355
CSCO CISCO SYSTE CSCO US 09/22/12 P19 -24.8 22.8 0.67 -62.1 5598
A AGILENT TEC A US 09/22/12 P32 -24.6 35.2 0.12 -25.0 253
SHLD SEARS HOLDI SHLD US 09/22/12 C57.5 -24.3 40.8 3.99 7.8 302
GME GAMESTOP CO GME US 10/20/12 C16 -24.3 40.0 1.82 -8.1 1209
SHLD SEARS HOLDI SHLD US 09/22/12 C55 -23.8 40.7 5.70 23.6 476
PLCE CHILDREN'S PLCE US 09/22/12 C52.5 -23.8 31.8 4.00 66.7 359
A AGILENT TEC A US 09/22/12 P33 -23.7 33.3 0.20 5.3 770
NTES NETEASE INC NTES US 09/22/12 P50 -23.5 42.4 2.40 100.0 342
IDIX IDENIX PHAR IDIX US 09/22/12 P6 -23.5 85.6 0.76 0.0 1005
A AGILENT TEC A US 09/22/12 P35 -23.4 30.5 0.49 63.3 1096
PLCE CHILDREN'S PLCE US 09/22/12 C55 -23.4 30.2 2.12 63.1 281
GME GAMESTOP CO GME US 10/20/12 C18 -22.5 40.1 0.91 -10.8 1776
GME GAMESTOP CO GME US 09/22/12 P15 -22.4 46.5 0.22 -54.2 293
FRX FOREST LABS FRX US 01/19/13 C25 -22.4 32.6 9.10 -14.6 400
KCG KNIGHT CAPI KCG US 09/22/12 P2.5 -22.3 66.4 0.10 -33.3 1229
NTES NETEASE INC NTES US 09/22/12 C50 -22.2 43.4 3.30 -60.0 739
CSCO CISCO SYSTE CSCO US 09/22/12 C18 -21.8 24.4 1.03 139.5 10257
GME GAMESTOP CO GME US 10/20/12 P17 -21.7 44.1 1.05 -35.2 344
MIPS MIPS TECH I MIPS US 09/22/12 P6 -21.6 73.3 0.50 -9.1 556
A AGILENT TEC A US 09/22/12 P36 -21.5 29.3 0.72 94.6 211
GME GAMESTOP CO GME US 10/20/12 P16 -21.5 44.2 0.71 -34.9 280
CLSN CELSION COR CLSN US 10/20/12 C3 -20.2 60.4 0.85 18.1 335
SINA SINA CORP SINA US 09/22/12 C60 -20.0 47.5 2.46 115.8 1101
MTGE AMERICAN CA MTGE US 09/22/12 P22.5 -19.9 13.3 0.20 33.3 205
NTES NETEASE INC NTES US 09/22/12 C52.5 -19.9 40.7 2.00 -68.4 233
CSCO CISCO SYSTE CSCO US 09/22/12 P18 -19.8 24.3 0.27 -74.3 2876
A AGILENT TEC A US 09/22/12 C38 -19.7 27.5 1.06 -67.4 404
PETM PETSMART IN PETM US 10/20/12 P70 -19.5 23.2 2.55 -44.2 240
A AGILENT TEC A US 09/22/12 C39 -19.3 26.6 0.70 -73.2 576
WMT WAL-MART ST WMT US 09/22/12 P70 -18.8 14.8 0.56 69.7 2777
WMT WAL-MART ST WMT US 09/22/12 C72.5 -18.8 13.5 1.01 -62.2 1805
SINA SINA CORP SINA US 09/22/12 P57.5 -18.6 48.4 3.36 -58.0 1021
VXX IPATH-S&P S VXX US 10/20/12 P8 -18.1 63.5 0.08 -20.0 300
NG NOVAGOLD RE NG US 09/22/12 C4 -18.1 47.5 0.90 50.0 220
PETM PETSMART IN PETM US 10/20/12 P65 -18.1 25.2 0.95 -60.4 258
WMT WAL-MART ST WMT US 09/22/12 C75 -17.9 12.8 0.25 -78.6 2580
SINA SINA CORP SINA US 09/22/12 P55 -17.9 49.8 2.29 -65.6 587
WMT WAL-MART ST WMT US 09/22/12 C70 -17.8 15.1 2.63 -44.0 919
BZH BEAZER HOME BZH US 09/22/12 C2.5 -17.8 57.1 0.40 14.3 1035
YOKU YOUKU INC-A YOKU US 09/22/12 C15 -17.4 56.0 3.90 25.8 200
MSFT MICROSOFT C MSFT US 09/22/12 C21 -16.5 45.7 9.65 16.3 448
SINA SINA CORP SINA US 09/22/12 C52.5 -16.5 51.2 6.85 104.5 1034
SINA SINA CORP SINA US 09/22/12 P52.5 -16.2 51.4 1.51 -68.6 712
SINA SINA CORP SINA US 09/22/12 C50 -16.0 52.5 8.82 100.5 893
SHLD SEARS HOLDI SHLD US 09/22/12 P55 -15.8 53.9 2.18 -38.4 605
CSCO CISCO SYSTE CSCO US 09/22/12 C17 -15.8 26.8 1.85 107.9 4395
SHLD SEARS HOLDI SHLD US 09/22/12 P57.5 -15.8 53.5 3.10 -43.1 295
CSCO CISCO SYSTE CSCO US 09/22/12 P17 -15.7 27.1 0.09 -83.3 7229
URA GLOBAL X UR URA US 09/22/12 C8 -15.4 25.8 0.10 -33.3 242
CLSN CELSION COR CLSN US 10/20/12 C4 -15.3 64.1 0.35 0.0 206
CLWR CLEARWIRE - CLWR US 09/22/12 C1.5 -15.2 91.3 0.30 0.0 371
QQQ POWERSH-QQQ QQQ US 12/22/12 C50 -14.6 27.1 17.79 2.6 392
AMAT APPLIED MAT AMAT US 09/22/12 P12 -14.5 23.0 0.47 -16.1 967
VQ VENOCO INC VQ US 09/22/12 P10 -14.4 84.1 0.65 -58.1 251
AMAT APPLIED MAT AMAT US 09/22/12 C12 -14.4 23.2 0.24 -14.3 1191
WMT WAL-MART ST WMT US 09/22/12 P67.5 -14.1 17.1 0.20 66.7 1031
SINA SINA CORP SINA US 09/22/12 P50 -14.0 53.4 0.96 -72.6 643
CACI CACI INTL-A CACI US 09/22/12 P52.5 -13.9 28.7 1.43 120.0 463
AUTH AUTHENTEC I AUTH US 01/19/13 P7.5 -13.3 16.8 0.15 0.0 700
CSCO CISCO SYSTE CSCO US 10/20/12 C19 -13.1 23.9 0.59 136.0 6105
DLTR DOLLAR TREE DLTR US 01/19/13 C48.75 -12.7 28.1 2.95 -42.2 398
SINA SINA CORP SINA US 09/22/12 C47.5 -12.3 55.4 10.65 75.5 552
SVNT SAVIENT PHA SVNT US 01/19/13 C1 -12.2 44.1 0.12 0.0 1481
VQ VENOCO INC VQ US 09/22/12 P7.5 -12.2 105.4 0.20 -60.0 231
CSCO CISCO SYSTE CSCO US 10/20/12 P18 -12.2 24.5 0.50 -58.7 1925
ROST ROSS STORES ROST US 09/22/12 C70 -11.9 22.1 1.05 -29.1 436
SHLD SEARS HOLDI SHLD US 09/22/12 P49 -11.8 58.6 0.67 -52.1 224
WMT WAL-MART ST WMT US 09/22/12 P65 -11.5 20.1 0.10 66.7 500
SINA SINA CORP SINA US 09/22/12 P47.5 -11.4 56.0 0.63 -74.5 405
DANG E-COMMERCE DANG US 12/22/12 P4 -11.2 89.0 0.50 0.0 279
WMT WAL-MART ST WMT US 09/22/12 P55 -11.2 34.7 0.02 100.0 237
AMAT APPLIED MAT AMAT US 09/22/12 P11 -11.1 27.7 0.12 -33.3 2922
GME GAMESTOP CO GME US 01/19/13 P17.5 -11.0 46.8 2.44 -6.5 500
CSCO CISCO SYSTE CSCO US 10/20/12 C18 -11.0 24.9 1.16 114.8 2679
CHL CHINA MOBIL CHL US 09/22/12 P55 -10.6 19.2 1.65 200.0 869
CSCO CISCO SYSTE CSCO US 10/20/12 P19 -10.4 23.5 0.95 -51.0 522
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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