U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-10-01T15:30:10Z
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
=============================================================================
NSM NATIONSTAR NSM US 11/17/12 C35 70.4 130.5 6.30 100.0 3319
NSM NATIONSTAR NSM US 11/17/12 P30 67.6 126.8 3.50 66.7 317
CVI CVR ENERGY CVI US 10/20/12 P40 62.2 30.8 0.75 -80.8 200
JPM JPMORGAN CH JPM US 10/20/12 C37 51.9 40.3 4.40 23.9 2649
NSM NATIONSTAR NSM US 10/20/12 C35 48.3 91.5 2.75 120.0 1144
SVNT SAVIENT PHA SVNT US 12/22/12 P2.5 47.7 150.8 0.65 -24.4 330
GDX MKT VECT-GO GDX US 01/19/13 P50 41.4 31.2 2.14 -7.4 500
NSM NATIONSTAR NSM US 01/19/13 C35 38.9 100.8 7.50 59.6 2860
SVNT SAVIENT PHA SVNT US 12/22/12 P1.5 38.2 142.4 0.17 -5.6 332
NSM NATIONSTAR NSM US 01/19/13 C30 38.0 99.9 10.20 50.0 261
NSM NATIONSTAR NSM US 01/19/13 C25 37.8 100.2 12.70 27.0 3127
QQQ POWERSH-QQQ QQQ US 10/20/12 P72 31.1 13.4 2.94 -14.8 431
T AT&T INC T US 10/20/12 P38 30.5 16.0 0.80 -14.9 238
NSM NATIONSTAR NSM US 10/20/12 P25 28.0 91.2 0.10 -9.1 261
GA GIANT INTER GA US 10/20/12 P5 28.0 46.2 0.05 0.0 500
ONNN ON SEMICOND ONNN US 10/20/12 C6 27.3 44.1 0.30 -25.0 200
WCC WESCO INTL WCC US 10/20/12 P55 24.9 49.7 1.10 -31.2 754
SI SIEMENS AG- SI US 10/20/12 P105 24.8 22.7 4.40 -13.7 200
CSCO CISCO SYSTE CSCO US 10/20/12 C18 22.7 29.9 1.24 8.8 209
GRPN GROUPON INC GRPN US 10/20/12 P4.5 22.2 76.6 0.20 0.0 207
V VISA INC-CL V US 10/20/12 C135 21.7 20.2 3.45 88.5 789
BAC BANK OF AME BAC US 10/20/12 C7 21.4 53.4 2.13 17.0 234
V VISA INC-CL V US 10/20/12 C130 21.1 22.6 7.25 45.0 202
V VISA INC-CL V US 10/20/12 P130 21.1 22.6 0.52 -38.1 587
STZ CONSTELLATI STZ US 10/20/12 C32.5 21.0 55.6 1.70 25.9 4074
OCZ OCZ TECHNOL OCZ US 10/20/12 P3 20.5 161.4 0.30 30.4 955
XOM EXXON MOBIL XOM US 10/20/12 P77.5 20.4 34.5 0.02 0.0 228
VZ VERIZON COM VZ US 10/20/12 C44 20.2 21.0 1.91 22.4 3215
V VISA INC-CL V US 10/20/12 P125 20.2 26.3 0.21 -22.2 205
ASML ASML HOLDIN ASML US 10/20/12 P50 20.0 47.7 0.65 18.2 1033
V VISA INC-CL V US 10/20/12 P135 19.8 20.1 1.60 -36.5 559
Z ZILLOW INC- Z US 10/20/12 P40 19.7 64.1 1.47 13.1 216
FB FACEBOOK IN FB US 10/20/12 P19 19.6 65.1 0.20 -20.0 510
NOK NOKIA CORP- NOK US 10/20/12 P2 19.0 123.7 0.04 0.0 1972
STZ CONSTELLATI STZ US 10/20/12 P32.5 18.9 54.6 1.55 3.3 281
JPM JPMORGAN CH JPM US 10/20/12 P30 18.7 62.2 0.02 0.0 395
HALO HALOZYME TH HALO US 10/20/12 P5 18.7 137.4 0.05 0.0 2042
NSM NATIONSTAR NSM US 10/20/12 C25 18.3 90.5 10.38 26.6 3409
JNK SPDR BARCLA JNK US 12/22/12 P39 18.1 12.0 0.45 0.0 251
ETP ENERGY TRAN ETP US 12/22/12 P42.5 17.9 13.7 2.25 -12.1 420
FAST FASTENAL CO FAST US 10/20/12 P38 17.4 50.2 0.15 -46.4 312
CYMI CYMER INC CYMI US 10/20/12 P45 17.1 55.1 0.45 4.7 1202
RSH RADIOSHACK RSH US 11/17/12 P2 17.0 121.6 0.21 10.5 1049
MDR MCDERMOTT I MDR US 10/20/12 C12 17.0 48.7 0.70 16.7 352
DHR DANAHER COR DHR US 10/20/12 P55 16.9 24.9 0.50 -54.5 991
XCO EXCO RESOUR XCO US 10/20/12 P8 16.9 47.7 0.15 -50.0 218
FAST FASTENAL CO FAST US 10/20/12 P42 16.8 42.9 0.60 -42.9 380
V VISA INC-CL V US 10/20/12 C140 16.6 19.1 1.10 168.3 1108
FB FACEBOOK IN FB US 10/20/12 P18 16.5 68.6 0.15 0.0 311
IAG IAMGOLD COR IAG US 01/19/13 C12.5 16.3 47.8 3.80 5.6 651
LLTC LINEAR TECH LLTC US 10/20/12 C32 16.3 29.5 1.15 47.4 883
FXI ISHARES FTS FXI US 10/20/12 C34.5 16.1 21.9 1.09 47.3 587
WM WASTE MANAG WM US 10/20/12 P32 16.1 17.8 0.65 62.5 2305
CSCO CISCO SYSTE CSCO US 10/20/12 P20 16.0 23.5 1.00 -8.3 350
XOM EXXON MOBIL XOM US 10/20/12 P75 16.0 39.0 0.01 -50.0 224
XLV SPDR-HEALTH XLV US 10/20/12 P39 15.8 15.0 0.08 -38.5 7118
SPY SPDR S&P 50 SPY US 10/20/12 P150 15.4 11.1 4.77 -20.9 215
CBI CHICAGO BRI CBI US 10/20/12 P37 15.1 35.7 0.40 -38.5 1469
BAC BANK OF AME BAC US 10/20/12 P8 15.1 46.1 0.04 -42.9 995
OREX OREXIGEN TH OREX US 10/20/12 C6 14.7 71.9 0.30 20.0 209
FXI ISHARES FTS FXI US 10/20/12 C35 14.7 21.4 0.73 55.3 1623
XLE SPDR-ENERGY XLE US 10/20/12 P70 14.4 22.9 0.20 -41.2 248
FAST FASTENAL CO FAST US 10/20/12 C44 14.2 38.2 2.05 141.2 385
BAC BANK OF AME BAC US 10/20/12 P9 14.0 38.9 0.26 -33.3 6174
MDY SPDR S&P MI MDY US 01/19/13 P178 13.9 18.4 6.00 -7.7 852
FB FACEBOOK IN FB US 10/20/12 C20 13.4 61.5 2.60 23.8 886
AEP AMERICAN EL AEP US 10/20/12 C44 13.4 12.8 0.60 50.0 337
SAP SAP AG-SPON SAP US 10/20/12 P70 13.4 30.2 1.40 21.7 3823
IWM ISHARES-RUS IWM US 10/20/12 P86 13.3 16.6 2.38 -16.8 683
FAST FASTENAL CO FAST US 10/20/12 P44 13.3 38.5 1.15 -41.0 250
QQQ POWERSH-QQQ QQQ US 10/20/12 P71 13.2 13.8 2.06 -19.2 600
EEM ISHARES-EMG EEM US 10/20/12 P41.5 12.9 20.7 0.57 -32.1 1438
LSI LSI CORP LSI US 10/20/12 C7 12.9 43.1 0.25 0.0 240
VZ VERIZON COM VZ US 10/20/12 C45 12.7 17.9 0.98 15.3 3797
CB CHUBB CORP CB US 10/20/12 P75 12.6 14.3 0.21 -50.0 244
T AT&T INC T US 10/20/12 P37 12.6 16.7 0.34 -12.8 219
Z ZILLOW INC- Z US 10/20/12 C40 12.6 64.6 3.30 6.5 1889
BAC BANK OF AME BAC US 10/20/12 C9 12.4 39.6 0.38 72.7 16244
GDX MKT VECT-GO GDX US 12/22/12 C53 12.3 36.5 4.05 11.6 246
LULU LULULEMON A LULU US 10/20/12 P67.5 12.3 49.3 0.80 1.3 292
SPY SPDR S&P 50 SPY US 10/20/12 P146 12.2 12.6 1.88 -30.9 8414
GE GENERAL ELE GE US 10/20/12 P19 12.1 41.4 0.02 0.0 235
EEM ISHARES-EMG EEM US 10/20/12 P41 12.1 21.6 0.40 -40.3 592
EEM ISHARES-EMG EEM US 10/20/12 P42 12.1 19.8 0.73 -36.0 354
BAC BANK OF AME BAC US 10/20/12 C8 12.0 45.4 1.15 29.2 2828
XLE SPDR-ENERGY XLE US 10/20/12 C73.5 12.0 18.8 1.76 46.7 460
EEM ISHARES-EMG EEM US 10/20/12 P38.5 11.9 28.0 0.10 -33.3 853
FDX FEDEX CORP FDX US 10/20/12 P77.5 11.9 29.3 0.14 -22.2 265
JPM JPMORGAN CH JPM US 10/20/12 C39 11.8 30.2 2.53 41.3 781
XLV SPDR-HEALTH XLV US 10/20/12 P40 11.8 12.5 0.23 -42.5 7010
DIA SPDR DJIA T DIA US 10/20/12 P135 11.8 12.2 1.26 -37.0 1434
V VISA INC-CL V US 11/17/12 P130 11.7 24.3 2.02 -21.7 246
VOD VODAFONE GR VOD US 10/20/12 C29 11.7 16.8 0.25 0.0 502
CSCO CISCO SYSTE CSCO US 10/20/12 P18 11.6 26.9 0.10 -9.1 269
AXP AMERICAN EX AXP US 10/20/12 P55 11.6 24.9 0.25 -51.9 969
UNG US NAT GAS UNG US 10/20/12 C17 11.6 63.2 5.20 22.4 1010
XLE SPDR-ENERGY XLE US 10/20/12 P74 11.5 18.4 0.97 -33.1 291
DIA SPDR DJIA T DIA US 10/20/12 P134 11.5 12.9 0.94 -37.8 799
XLE SPDR-ENERGY XLE US 10/20/12 P73 11.5 19.3 0.65 -34.3 268
CSCO CISCO SYSTE CSCO US 10/20/12 P19 11.4 23.7 0.35 -14.6 672
AXP AMERICAN EX AXP US 10/20/12 P50 11.4 34.1 0.03 -66.7 650
UUP POWERSHARES UUP US 10/20/12 C22 11.4 8.4 0.09 -30.8 4401
DIA SPDR DJIA T DIA US 10/20/12 P136 11.4 11.5 1.70 -33.6 2108
MWV MEADWESTVAC MWV US 03/16/13 C30 11.3 23.7 2.40 24.4 437
SWC STILLWATER SWC US 10/20/12 C12 11.3 67.2 0.85 30.8 1092
IDCC INTERDIGITA IDCC US 10/20/12 C37.5 11.3 43.6 1.25 -7.4 213
ITUB ITAU UNIBAN ITUB US 11/17/12 C16 11.2 35.1 0.50 19.1 2100
IWM ISHARES-RUS IWM US 10/20/12 P85 11.2 17.3 1.68 -25.3 1089
SPY SPDR S&P 50 SPY US 10/20/12 P147 11.2 12.0 2.55 -26.3 1537
JPM JPMORGAN CH JPM US 10/20/12 C38 11.2 32.1 3.50 34.6 271
TSCO TRACTOR SUP TSCO US 10/20/12 C100 11.2 27.7 2.35 14.6 301
XLE SPDR-ENERGY XLE US 10/20/12 P73.5 11.2 18.8 0.83 -30.8 249
XLE SPDR-ENERGY XLE US 10/20/12 P75 11.2 17.5 1.41 -31.2 298
FXI ISHARES FTS FXI US 10/20/12 P35 11.1 22.6 0.61 -30.7 803
EEM ISHARES-EMG EEM US 10/20/12 P39 11.1 26.2 0.12 -40.0 278
SYMC SYMANTEC CO SYMC US 01/19/13 P11 11.0 46.7 0.03 0.0 473
VRX VALEANT PHA VRX US 10/20/12 P52.5 10.9 41.1 0.50 -37.5 230
EEM ISHARES-EMG EEM US 10/20/12 P42.5 10.8 19.0 1.02 -30.6 429
CMCSA COMCAST COR CMCSA US 10/20/12 P30 10.8 43.1 0.03 0.0 750
MS MORGAN STAN MS US 10/20/12 P10 10.8 102.7 0.01 0.0 253
INFY INFOSYS LTD INFY US 10/20/12 C47.5 10.8 49.8 3.00 20.0 505
RHT RED HAT INC RHT US 10/20/12 C57.5 10.7 33.2 1.05 -30.0 221
FXI ISHARES FTS FXI US 10/20/12 C36 10.7 20.8 0.33 83.3 3311
MMM 3M CO MMM US 10/20/12 P90 10.6 19.1 0.34 -42.4 222
MMM 3M CO MMM US 10/20/12 C95 10.6 15.1 0.87 141.7 1664
NKE NIKE INC -C NKE US 10/20/12 P80 10.6 39.3 0.05 0.0 303
GS GOLDMAN SAC GS US 10/20/12 P105 10.6 36.8 0.27 -59.7 572
IWM ISHARES-RUS IWM US 10/20/12 P84 10.6 18.1 1.18 -26.7 1904
AGU AGRIUM INC AGU US 10/20/12 C105 10.5 26.1 2.85 67.7 477
LULU LULULEMON A LULU US 10/20/12 C75 10.4 42.1 2.46 10.3 246
AMGN AMGEN INC AMGN US 10/20/12 P77.5 10.4 22.7 0.05 -44.4 227
CVC CABLEVISION CVC US 10/20/12 C16 10.4 31.1 0.33 -34.0 1030
FNFG FIRST NIAGA FNFG US 01/19/13 C5 10.4 68.9 3.10 -3.1 200
GS GOLDMAN SAC GS US 10/20/12 C110 10.4 33.2 9.05 58.8 698
XLE SPDR-ENERGY XLE US 10/20/12 P74.5 10.3 17.9 1.17 -32.8 249
UNG US NAT GAS UNG US 10/20/12 P20 10.3 44.4 0.15 -53.1 2223
GE GENERAL ELE GE US 10/20/12 C22 10.2 23.4 1.07 18.9 882
SPY SPDR S&P 50 SPY US 10/20/12 P145 10.2 13.1 1.44 -33.9 21646
MA MASTERCARD MA US 10/20/12 C465 10.2 17.9 4.60 101.8 305
SPY SPDR S&P 50 SPY US 10/20/12 P141 10.2 16.0 0.54 -33.3 5020
GE GENERAL ELE GE US 10/20/12 P21 10.1 28.7 0.05 -16.7 894
T AT&T INC T US 10/20/12 P35 10.1 22.2 0.07 -12.5 203
LULU LULULEMON A LULU US 10/20/12 P72.5 10.1 43.9 1.87 -12.2 380
V VISA INC-CL V US 11/17/12 C140 10.1 21.8 2.89 77.3 501
KFT KRAFT FOODS KFT US 10/20/12 C41 10.0 22.2 1.68 76.8 247
VZ VERIZON COM VZ US 10/20/12 P44 10.0 19.6 0.28 -20.0 515
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
XOM EXXON MOBIL XOM US 01/19/13 C65 -68.4 9.4 26.95 1.5 234
SVNT SAVIENT PHA SVNT US 12/22/12 C2 -55.2 42.5 0.56 5.7 240
SVNT SAVIENT PHA SVNT US 01/19/13 C2 -49.9 40.8 0.60 25.0 215
SVNT SAVIENT PHA SVNT US 12/22/12 C2.5 -38.6 60.2 0.32 39.1 489
OCN OCWEN FINL OCN US 10/20/12 C22.5 -30.9 41.6 5.20 0.0 613
ARR ARMOUR RESI ARR US 10/20/12 C7.5 -29.2 9.5 0.16 6.7 200
XLE SPDR-ENERGY XLE US 03/28/13 P58 -29.0 29.9 0.88 11.4 200
THLD THRESHOLD P THLD US 10/20/12 C5 -27.0 88.4 1.35 -43.8 1236
GDX MKT VECT-GO GDX US 03/16/13 C56 -26.6 33.2 3.95 6.2 477
ARIA ARIAD PHARM ARIA US 10/20/12 P23 -24.1 40.3 0.40 -42.9 1034
YONG YONGYE INTE YONG US 10/20/12 C3.5 -22.1 84.4 1.10 0.0 271
ARIA ARIAD PHARM ARIA US 10/20/12 C24 -21.9 41.3 1.05 -16.0 451
SNTA SYNTA PHARM SNTA US 10/20/12 C7.5 -20.6 99.5 1.35 50.0 1137
GDX MKT VECT-GO GDX US 01/19/13 C53 -20.4 33.9 4.16 4.0 538
FEZ SPDR EURO S FEZ US 10/20/12 C32 -20.1 20.9 0.50 25.0 239
GDX MKT VECT-GO GDX US 01/19/13 C54 -20.1 33.5 3.60 2.9 372
GDX MKT VECT-GO GDX US 01/19/13 C55 -19.5 33.2 3.05 -1.6 241
ARIA ARIAD PHARM ARIA US 10/20/12 C25 -19.1 41.9 0.60 -33.3 354
ARIA ARIAD PHARM ARIA US 10/20/12 P24 -18.6 42.4 0.80 -27.3 860
GRPN GROUPON INC GRPN US 04/20/13 C3 -17.1 81.3 2.10 -17.6 293
OCN OCWEN FINL OCN US 01/19/13 C22.5 -15.9 53.1 6.30 6.8 3651
OCN OCWEN FINL OCN US 01/19/13 C20 -15.6 53.9 8.20 -3.5 3359
MDRX ALLSCRIPTS MDRX US 10/20/12 P13 -15.2 46.5 0.52 -38.8 410
ARIA ARIAD PHARM ARIA US 10/20/12 P25 -14.4 42.2 1.05 -46.1 453
QQQ POWERSH-QQQ QQQ US 10/20/12 P68 -13.1 16.4 0.53 -27.4 2319
OCN OCWEN FINL OCN US 04/20/13 C25 -12.8 49.2 5.30 -3.6 642
ATK ALLIANT TEC ATK US 10/20/12 P50 -12.0 35.1 0.75 -63.4 427
EXEL EXELIXIS IN EXEL US 10/20/12 C5 -11.8 72.8 0.25 -28.6 583
RGLD ROYAL GOLD RGLD US 10/20/12 C70 -11.6 75.3 29.50 8.9 393
OLN OLIN CORP OLN US 11/17/12 C22.5 -11.2 26.6 0.30 -57.1 1676
GDX MKT VECT-GO GDX US 12/22/12 P51 -10.9 29.5 1.87 -18.0 214
SPNC SPECTRANETI SPNC US 11/17/12 C15 -10.9 32.4 0.65 8.3 500
PDLI PDL BIOPHAR PDLI US 02/16/13 C8 -10.6 21.1 0.30 20.0 255
S SPRINT NEXT S US 10/20/12 P4.5 -10.3 47.8 0.01 -66.7 569
SAN BANCO SANTA SAN US 10/20/12 P7 -10.0 40.0 0.15 -25.0 237
x - Ex-dividend. * - Ex-earnings.
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