U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-10-02T15:30:14Z
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
=============================================================================
BMY BRISTOL-MYE BMY US 10/20/12 C32 203.1 28.4 2.00 7.0 625
CSCO CISCO SYSTE CSCO US 01/19/13 C12.5 59.6 42.5 6.45 -0.8 701
PCS METROPCS CO PCS US 10/20/12 P12 39.3 76.6 0.25 -70.6 665
CSCO CISCO SYSTE CSCO US 01/19/13 C10 39.1 53.4 8.95 -1.1 219
BZH BEAZER HOME BZH US 10/20/12 C3 36.1 77.8 0.50 -18.0 221
PCS METROPCS CO PCS US 10/20/12 C12 33.2 75.2 1.85 362.5 454
TWC TIME WARNER TWC US 10/20/12 P97.5 33.0 20.3 1.15 -41.0 330
THLD THRESHOLD P THLD US 10/20/12 C5 30.1 98.2 1.61 19.3 1240
SLCA US SILICA H SLCA US 12/22/12 C10 30.0 76.0 5.00 11.1 350
LEAP LEAP WIRELE LEAP US 10/20/12 P7 28.8 101.4 0.35 -39.7 695
PCS METROPCS CO PCS US 10/20/12 P13 28.6 70.8 0.60 -60.0 1289
PCS METROPCS CO PCS US 10/20/12 C13 25.8 73.1 1.15 721.4 411
DSW DSW INC-CL DSW US 10/20/12 C60 24.5 37.6 5.40 -8.5 350
ARUN ARUBA NETWO ARUN US 10/20/12 C21 24.5 62.3 0.90 -52.6 392
SWY SAFEWAY INC SWY US 10/20/12 P14 24.3 54.8 0.05 0.0 291
PHH PHH CORP PHH US 11/17/12 P20 22.9 48.8 0.85 -26.1 401
C CITIGROUP I C US 01/19/13 P3 22.7 202.1 0.02 100.0 200
LEAP LEAP WIRELE LEAP US 10/20/12 C8 22.6 103.5 0.54 157.1 1713
ARUN ARUBA NETWO ARUN US 10/20/12 P19 21.0 65.6 0.50 525.0 222
STSI STAR SCIENT STSI US 01/19/13 C2.5 20.8 112.6 0.85 -10.5 1356
TWC TIME WARNER TWC US 10/20/12 C100 20.6 19.3 1.05 600.0 754
TWC TIME WARNER TWC US 11/17/12 C100 20.2 21.3 2.40 242.9 602
TWC TIME WARNER TWC US 11/17/12 P97.5 20.2 22.2 2.35 -24.2 253
ARUN ARUBA NETWO ARUN US 10/20/12 P21 19.5 61.5 1.20 166.7 795
LEAP LEAP WIRELE LEAP US 10/20/12 C6 18.6 113.4 1.77 41.6 688
RPM RPM INTL IN RPM US 10/20/12 P25 18.6 44.7 0.20 300.0 535
ARUN ARUBA NETWO ARUN US 10/20/12 P20 18.4 64.0 0.80 220.0 2956
RPM RPM INTL IN RPM US 11/17/12 P25 16.9 31.8 0.35 133.3 590
ETP ENERGY TRAN ETP US 12/22/12 P42.5 15.8 19.4 2.35 -4.9 1915
SHAW SHAW GROUP SHAW US 11/17/12 P42 15.7 22.3 0.60 0.0 223
PHH PHH CORP PHH US 11/17/12 C20 13.9 48.5 1.85 72.9 421
BMY BRISTOL-MYE BMY US 10/20/12 C33 13.6 16.9 0.83 -6.7 1892
GM GENERAL MOT GM US 10/20/12 C22 13.4 38.3 1.78 21.1 764
ARUN ARUBA NETWO ARUN US 11/17/12 C19 13.2 71.7 3.00 0.0 250
LEAP LEAP WIRELE LEAP US 11/17/12 C8 13.2 97.7 1.03 145.2 654
ARUN ARUBA NETWO ARUN US 11/17/12 P17 13.2 74.8 0.65 30.0 1052
AN AUTONATION AN US 10/20/12 C44 13.1 28.0 0.95 58.3 200
CELG CELGENE COR CELG US 10/20/12 P72.5 13.0 31.0 0.27 -32.5 884
GM GENERAL MOT GM US 10/20/12 C20 13.0 48.7 3.50 0.0 234
NOK NOKIA CORP- NOK US 10/20/12 C1.5 12.9 171.8 1.24 8.8 211
GM GENERAL MOT GM US 10/20/12 P20 12.9 46.7 0.05 0.0 1000
SWY SAFEWAY INC SWY US 10/20/12 C16 12.7 39.0 0.60 13.2 6461
GM GENERAL MOT GM US 10/20/12 C23 12.7 36.2 0.94 32.4 2213
DKS DICK'S SPOR DKS US 10/20/12 P46 12.6 39.2 0.30 0.0 415
UEC URANIUM ENE UEC US 11/17/12 P2.5 12.4 72.4 0.10 -50.0 310
S SPRINT NEXT S US 10/20/12 C5 12.4 55.7 0.22 -33.3 4478
CHKP CHECK POINT CHKP US 10/20/12 P46 12.2 40.6 1.10 0.0 252
ARUN ARUBA NETWO ARUN US 11/17/12 P20 12.2 69.0 1.65 83.3 1510
TWC TIME WARNER TWC US 01/19/13 P97.5 12.1 19.1 4.00 -15.6 530
CELG CELGENE COR CELG US 10/20/12 C75 11.9 26.6 4.15 66.0 334
OPTR OPTIMER PHA OPTR US 11/17/12 C10 11.8 82.4 3.60 -2.7 452
ARUN ARUBA NETWO ARUN US 11/17/12 P19 11.8 71.1 1.05 61.5 389
CHKP CHECK POINT CHKP US 10/20/12 C46 11.7 41.0 2.15 4.9 400
SKUL SKULLCANDY SKUL US 10/20/12 C12.5 11.6 75.1 1.50 3.5 1017
CHKP CHECK POINT CHKP US 10/20/12 P47 11.4 39.2 1.55 34.8 513
CDE COEUR D'ALE CDE US 10/20/12 P28 11.3 47.0 1.00 81.8 1818
VNDA VANDA PHARM VNDA US 10/20/12 C4 11.3 52.2 0.20 -16.7 221
PCS METROPCS CO PCS US 10/20/12 C14 11.3 72.1 0.63 215.0 482
DWA DREAMWORKS DWA US 11/17/12 P17.5 11.1 45.9 0.40 -20.0 1512
CDE COEUR D'ALE CDE US 10/20/12 P26 11.1 49.9 0.40 60.0 246
PFE PFIZER INC PFE US 10/20/12 P24 11.0 17.6 0.05 -16.7 226
AN AUTONATION AN US 11/17/12 C45 11.0 29.1 1.60 60.0 596
TWC TIME WARNER TWC US 04/20/13 C97.5 11.0 21.0 6.20 56.6 320
CVA COVANTA HOL CVA US 12/22/12 C17.5 10.8 17.6 0.40 33.3 4476
CELG CELGENE COR CELG US 10/20/12 P77.5 10.5 24.3 1.27 -27.4 906
HPQ HEWLETT-PAC HPQ US 10/20/12 C15 10.3 44.6 2.11 -5.0 299
CELG CELGENE COR CELG US 10/20/12 C77.5 10.2 24.4 2.12 87.6 365
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
ELY CALLAWAY GO ELY US 05/18/13 P5 -49.5 41.6 0.30 0.0 1024
NLY ANNALY CAPI NLY US 01/19/13 P17.5 -44.2 12.1 1.23 -3.1 4375
XLI SPDR-INDU S XLI US 10/20/12 P32 -36.4 30.0 0.01 -83.3 363
CLB CORE LABS N CLB US 10/20/12 P100 -32.0 38.9 2.50 0.0 233
MSTR MICROSTRATE MSTR US 10/20/12 C130 -30.8 26.9 5.90 -3.3 275
HLF HERBALIFE L HLF US 10/20/12 P52.5 -29.5 41.0 2.07 -63.6 530
XLF SPDR-FINL S XLF US 10/20/12 C14 -27.2 23.8 1.68 0.6 223
HLF HERBALIFE L HLF US 10/20/12 C52.5 -24.2 41.7 1.70 9.7 1668
SUN SUNOCO INC SUN US 10/20/12 P47 -23.8 15.3 0.70 -26.3 482
HLF HERBALIFE L HLF US 10/20/12 P50 -23.3 42.3 1.05 -56.2 934
HLF HERBALIFE L HLF US 10/20/12 C50 -21.7 43.2 3.30 37.5 589
HLF HERBALIFE L HLF US 10/20/12 C47.5 -20.5 47.3 5.40 46.0 484
HLF HERBALIFE L HLF US 10/20/12 P47.5 -20.4 45.8 0.50 -61.5 803
MOS MOSAIC CO/T MOS US 10/20/12 P52.5 -20.0 28.3 0.37 85.0 602
LGF LIONS GATE LGF US 10/20/12 C15 -19.5 25.5 0.40 -11.1 355
MOS MOSAIC CO/T MOS US 10/20/12 C55 -19.3 26.4 1.40 -63.2 758
MOS MOSAIC CO/T MOS US 10/20/12 P55 -18.5 26.3 1.13 117.3 3040
RBN ROBBINS & M RBN US 01/19/13 C60 -18.0 1.7 0.20 11.1 1200
CSCO CISCO SYSTE CSCO US 10/20/12 P19 -16.0 23.0 0.42 -8.7 719
BTH BLYTH INC BTH US 10/20/12 P25 -16.0 51.8 0.85 -5.6 200
S SPRINT NEXT S US 01/19/13 C2.5 -15.4 67.5 2.47 -9.5 333
MOS MOSAIC CO/T MOS US 10/20/12 P57.5 -15.3 25.8 2.60 98.5 413
SBAC SBA COMM CO SBAC US 10/20/12 C50 -14.9 51.1 12.73 -5.7 295
BWLD BUFFALO WIL BWLD US 10/20/12 P85 -14.1 29.5 1.64 -20.0 349
FNP FIFTH & PAC FNP US 10/20/12 P11 -14.0 50.5 0.40 700.0 335
MOS MOSAIC CO/T MOS US 10/20/12 C57.5 -13.9 26.1 0.47 -75.0 1237
NUS NU SKIN ENT NUS US 10/20/12 P40 -13.6 54.4 1.45 -30.9 389
UNG US NAT GAS UNG US 10/20/12 C20 -13.3 42.7 2.40 -1.6 211
ETP ENERGY TRAN ETP US 10/20/12 C42.5 -13.3 14.7 0.70 40.0 1006
XCO EXCO RESOUR XCO US 10/20/12 P8 -12.9 41.8 0.20 0.0 366
ZUMZ ZUMIEZ INC ZUMZ US 10/20/12 P25 -12.8 51.2 0.25 -54.5 671
EDZ DIR EMR MKT EDZ US 04/20/13 C11 -12.3 64.3 2.30 -11.9 280
NSM NATIONSTAR NSM US 11/17/12 P35 -12.2 92.1 4.40 -15.4 322
NUS NU SKIN ENT NUS US 10/20/12 P35 -12.1 64.6 0.35 -41.7 351
INTC INTEL CORP INTC US 10/20/12 C20 -11.6 34.8 2.89 4.7 360
MOS MOSAIC CO/T MOS US 11/17/12 P50 -11.6 30.4 0.55 44.7 252
NLY ANNALY CAPI NLY US 01/17/15 P13 -10.9 15.4 1.73 1.8 408
CLB CORE LABS N CLB US 10/20/12 P105 -10.9 37.8 4.90 4800.0 364
ETP ENERGY TRAN ETP US 12/22/12 C35 -10.6 26.9 7.70 5.5 300
MOS MOSAIC CO/T MOS US 11/17/12 P47.5 -10.5 33.3 0.29 45.0 212
SPLK SPLUNK INC SPLK US 10/20/12 P35 -10.2 48.7 1.65 17.9 310
ALU ALCATEL-LUC ALU US 03/16/13 C1 -10.1 71.7 0.25 0.0 200
x - Ex-dividend. * - Ex-earnings.
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