U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-10-19T19:00:13Z
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 3:00 p.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 500 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
=============================================================================
SPY SPDR S&P 50 SPY US 12/22/12 C100 297.6 37.3 44.04 -3.9 24540
HK HALCON RESO HK US 11/17/12 C6 78.7 66.7 1.35 3.9 4000
XLE SPDR-ENERGY XLE US 11/17/12 C67 66.5 25.3 7.32 -9.6 842
TZA DIR SMCAP B TZA US 11/17/12 C12 49.1 61.7 3.70 37.0 644
MDRX ALLSCRIPTS MDRX US 11/17/12 P13 45.1 67.6 0.75 87.5 1071
DTG DOLLAR THRI DTG US 01/19/13 C87.5 40.4 5.7 0.05 0.0 2143
IWM ISHARES-RUS IWM US 11/17/12 C79 37.5 21.1 3.42 -31.5 804
NXY NEXEN INC NXY US 11/17/12 C26 32.2 29.9 0.65 0.0 632
ZIOP ZIOPHARM ON ZIOP US 11/17/12 P3 29.9 212.9 0.35 250.0 1112
DTG DOLLAR THRI DTG US 11/17/12 P85 28.0 22.2 2.20 37.5 527
DTG DOLLAR THRI DTG US 11/17/12 P82.5 27.5 31.3 1.95 69.6 637
MTW MANITOWOC C MTW US 11/17/12 P14 27.1 64.4 0.65 0.0 682
XLE SPDR-ENERGY XLE US 11/17/12 C68 26.0 24.3 6.05 -14.8 7501
IWM ISHARES-RUS IWM US 11/17/12 C80 25.6 20.3 2.76 -33.0 2717
MTW MANITOWOC C MTW US 11/17/12 C15 24.5 58.4 1.00 100.0 1639
TRIP TRIPADVISOR TRIP US 11/17/12 P27 23.3 78.9 1.36 74.4 18264
WFM WHOLE FOODS WFM US 01/19/13 C72.5 20.7 38.3 25.30 0.0 773
IWM ISHARES-RUS IWM US 11/17/12 C81 19.8 19.3 2.06 -40.5 1663
AEIS ADV ENERGY AEIS US 01/19/13 P10 19.0 50.3 0.48 37.1 3657
IWM ISHARES-RUS IWM US 12/22/12 C77 18.9 21.3 5.65 -21.5 690
MDRX ALLSCRIPTS MDRX US 11/17/12 C14 18.2 61.5 0.65 8.3 1038
DTG DOLLAR THRI DTG US 01/19/13 C82.5 17.8 20.1 4.50 -8.2 540
FXI ISHARES FTS FXI US 11/17/12 C33 17.0 21.6 4.25 -3.4 573
FIO FUSION-IO I FIO US 11/17/12 P26 16.9 103.2 2.20 25.7 1840
IWM ISHARES-RUS IWM US 11/17/12 C82 16.6 18.5 1.49 -37.7 5411
TRIP TRIPADVISOR TRIP US 11/17/12 P30 16.3 75.3 2.71 35.5 9496
POM PEPCO HOLDI POM US 11/17/12 C20 16.2 11.2 0.25 66.7 761
ETN EATON CORP ETN US 11/17/12 C46 15.5 32.2 1.60 -3.0 1124
XLE SPDR-ENERGY XLE US 11/17/12 C69 15.4 23.3 5.44 1.9 828
KBH KB HOME KBH US 01/19/13 P9 15.3 63.7 0.03 0.0 1234
MSFT MICROSOFT C MSFT US 01/19/13 P28 15.1 21.3 1.04 28.4 1318
HCN HEALTH CARE HCN US 11/17/12 P60 14.6 17.2 1.45 -23.7 596
DUK DUKE ENERGY DUK US 11/17/12 C67.5 14.4 12.9 0.15 0.0 2120
SN SANCHEZ ENE SN US 11/17/12 C20 14.2 41.2 0.70 -17.6 625
DIA SPDR DJIA T DIA US 11/17/12 C134 14.2 13.0 1.41 -43.6 1377
ARIA ARIAD PHARM ARIA US 11/17/12 P23 14.1 49.0 1.10 83.3 613
PMT PENNYMAC MO PMT US 01/19/13 C25 14.0 25.6 1.00 11.1 820
ETN EATON CORP ETN US 11/17/12 P45 14.0 33.8 1.25 31.6 4281
HK HALCON RESO HK US 11/17/12 P7 13.8 55.9 0.40 14.3 1882
LGF LIONS GATE LGF US 11/17/12 C14 13.8 48.8 2.50 8.7 751
S SPRINT NEXT S US 01/18/14 C4.5 13.7 57.9 1.32 0.0 696
ETN EATON CORP ETN US 11/17/12 P43 13.7 37.2 0.70 40.0 1615
DIA SPDR DJIA T DIA US 11/17/12 C138 13.6 11.4 0.24 -58.6 909
CTRP CTRIP.COM-A CTRP US 03/16/13 P20 13.5 49.8 3.10 -27.9 8187
ARIA ARIAD PHARM ARIA US 11/17/12 P22 13.5 49.0 0.75 150.0 1144
DIA SPDR DJIA T DIA US 11/17/12 C136 13.2 12.0 0.64 -51.5 816
IWM ISHARES-RUS IWM US 11/17/12 C83 13.2 17.5 0.99 -46.2 5622
TXT TEXTRON INC TXT US 11/17/12 P25 12.9 35.8 0.73 32.7 3133
MDVN MEDIVATION MDVN US 12/22/12 C50 12.6 54.5 6.05 19.6 1192
IWM ISHARES-RUS IWM US 12/22/12 C80 12.6 19.9 3.52 -26.4 593
ETN EATON CORP ETN US 11/17/12 P44 12.5 35.2 0.90 38.5 4287
CERN CERNER CORP CERN US 11/17/12 P70 12.2 38.0 2.83 57.2 3470
IYR ISHARES-DJ IYR US 11/17/12 P66 12.2 12.2 1.47 22.5 786
EXC EXELON CORP EXC US 11/17/12 C37 12.1 14.2 0.50 -33.3 768
SPY SPDR S&P 50 SPY US 11/17/12 P150 12.0 12.6 7.10 53.0 2006
LL LUMBER LIQU LL US 11/17/12 P45 11.9 57.5 1.00 33.3 829
FXI ISHARES FTS FXI US 01/19/13 C31 11.8 25.0 6.20 -5.3 1802
VMED VIRGIN MEDI VMED US 12/22/12 P32 11.7 25.9 1.10 22.2 2477
BAC BANK OF AME BAC US 11/17/12 C7 11.7 52.3 2.46 -0.8 664
CTRP CTRIP.COM-A CTRP US 03/16/13 P18 11.7 52.8 1.85 -29.4 1622
SPR SPIRIT AERO SPR US 11/17/12 P20 11.5 45.2 0.25 -28.6 609
GMCR GREEN MOUNT GMCR US 11/17/12 P16 11.5 96.0 0.15 114.3 1230
QCOR QUESTCOR PH QCOR US 11/17/12 P21 11.4 123.1 1.45 31.8 587
TXT TEXTRON INC TXT US 11/17/12 C25 11.4 36.4 1.29 -0.8 757
VE VEOLIA ENVI VE US 11/17/12 C10 11.4 49.4 1.30 13.0 500
XLF SPDR-FINL S XLF US 11/17/12 C16 11.2 18.3 0.36 -30.8 69132
MSFT MICROSOFT C MSFT US 12/22/12 P26 11.2 23.2 0.27 28.6 1002
PPO POLYPORE IN PPO US 11/17/12 P30 11.2 71.0 0.70 55.6 525
SHAW SHAW GROUP SHAW US 01/19/13 C41 11.1 28.0 3.70 -11.9 501
IWM ISHARES-RUS IWM US 11/17/12 C84 11.0 16.8 0.63 -47.5 14066
MSFT MICROSOFT C MSFT US 04/20/13 P27 10.9 23.3 1.25 25.0 719
ECA ENCANA CORP ECA US 11/17/12 C25 10.9 42.2 0.57 -5.0 1726
XLF SPDR-FINL S XLF US 12/22/12 C15 10.9 21.5 1.24 -15.1 725
JNJ JOHNSON&JOH JNJ US 01/19/13 P57.5 10.8 21.0 0.06 100.0 5074
PEP PEPSICO INC PEP US 11/17/12 C72.5 10.6 11.6 0.14 -41.7 579
PPL PPL CORPORA PPL US 01/19/13 C30 10.6 11.9 0.50 -23.1 1269
IWM ISHARES-RUS IWM US 11/17/12 C85 10.4 16.2 0.37 -52.6 3325
TXT TEXTRON INC TXT US 12/22/12 P24 10.3 35.4 0.82 -3.5 893
QCOR QUESTCOR PH QCOR US 11/17/12 P22 10.1 120.5 2.00 33.3 688
XRT SPDR S&P RE XRT US 11/17/12 P64 10.1 19.1 2.27 54.4 924
QCOR QUESTCOR PH QCOR US 11/17/12 C26 10.0 104.9 2.30 -14.8 873
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
MSFT MICROSOFT C MSFT US 11/17/12 C26 -57.6 25.5 2.64 -25.6 774
SIRI SIRIUS XM R SIRI US 01/19/13 C2 -50.7 28.3 0.91 -4.2 4583
RVBD RIVERBED TE RVBD US 11/17/12 C23 -46.7 41.5 1.09 9.0 1753
ATHN ATHENAHEALT ATHN US 11/17/12 C70 -46.5 36.3 5.11 0.0 984
CMG CHIPOTLE ME CMG US 11/17/12 P245 -46.2 34.2 11.24 124.8 750
CMG CHIPOTLE ME CMG US 11/17/12 P235 -46.1 35.5 6.70 103.0 634
CMG CHIPOTLE ME CMG US 11/17/12 P225 -45.8 37.8 3.70 38.6 603
CMG CHIPOTLE ME CMG US 11/17/12 P250 -45.5 33.8 14.40 144.9 1432
RVBD RIVERBED TE RVBD US 11/17/12 C24 -45.4 41.7 0.68 -2.9 1828
CMG CHIPOTLE ME CMG US 11/17/12 P240 -45.1 35.0 8.60 100.0 777
CMG CHIPOTLE ME CMG US 11/17/12 C250 -45.0 34.3 5.70 -86.4 666
RVBD RIVERBED TE RVBD US 11/17/12 P23 -45.0 42.1 1.07 -66.6 1197
CMG CHIPOTLE ME CMG US 11/17/12 P230 -44.9 36.7 4.90 69.0 721
CMG CHIPOTLE ME CMG US 11/17/12 P220 -44.8 39.0 2.70 -4.6 609
RVBD RIVERBED TE RVBD US 11/17/12 C22 -44.8 44.0 1.64 26.1 751
CMG CHIPOTLE ME CMG US 11/17/12 C245 -44.6 34.7 7.50 -83.9 1082
RVBD RIVERBED TE RVBD US 11/17/12 P22 -44.2 43.4 0.59 -76.3 1567
CMG CHIPOTLE ME CMG US 11/17/12 C240 -43.2 35.9 10.10 -79.0 1005
MSFT MICROSOFT C MSFT US 12/22/12 C27 -39.3 22.2 1.95 -25.9 593
ATHN ATHENAHEALT ATHN US 11/17/12 C75 -39.2 37.3 2.10 0.0 1149
EEM ISHARES-EMG EEM US 11/17/12 P31.5 -34.3 42.8 0.02 0.0 826
CMG CHIPOTLE ME CMG US 12/22/12 P225 -31.8 35.9 7.20 76.0 1266
CMG CHIPOTLE ME CMG US 12/22/12 C240 -31.4 34.5 14.60 -71.8 537
MSFT MICROSOFT C MSFT US 01/19/13 C28 -30.1 21.8 1.40 -34.0 1006
ATHN ATHENAHEALT ATHN US 12/22/12 P60 -27.6 50.1 1.40 33.3 1147
SNDK SANDISK COR SNDK US 11/17/12 P44 -26.6 33.9 1.31 -52.7 922
ATHN ATHENAHEALT ATHN US 12/22/12 C70 -25.5 41.1 6.91 -66.9 972
AMD ADV MICRO D AMD US 11/17/12 P2 -24.4 61.1 0.06 200.0 782
SNDK SANDISK COR SNDK US 11/17/12 P46 -23.8 33.2 2.39 -40.2 568
SIRI SIRIUS XM R SIRI US 11/17/12 C3 -22.5 35.0 0.08 -33.3 58832
MSFT MICROSOFT C MSFT US 11/17/12 P28 -21.9 20.0 0.48 45.5 10674
SNDK SANDISK COR SNDK US 11/17/12 C46 -21.8 34.4 1.15 15.0 1338
MSFT MICROSOFT C MSFT US 11/17/12 C29 -21.2 19.7 0.40 -61.2 14444
S SPRINT NEXT S US 11/17/12 C5 -21.1 30.8 0.72 -10.0 752
SNDK SANDISK COR SNDK US 11/17/12 C44 -19.6 35.2 2.15 28.0 849
MSFT MICROSOFT C MSFT US 11/17/12 P27 -19.6 21.9 0.21 31.2 12105
MSFT MICROSOFT C MSFT US 11/17/12 C28 -19.2 20.6 0.92 -48.0 3493
AMD ADV MICRO D AMD US 11/17/12 C2 -18.9 64.5 0.27 -56.5 2446
MCD MCDONALDS C MCD US 11/17/12 P85 -18.9 16.3 0.33 120.0 1078
HON HONEYWELL I HON US 11/17/12 C62.5 -18.6 17.6 1.12 17.9 1625
BHI BAKER HUGHE BHI US 11/17/12 P45 -18.5 28.6 1.62 63.6 593
MSFT MICROSOFT C MSFT US 11/17/12 P29 -18.4 19.3 1.01 53.0 5024
SNDK SANDISK COR SNDK US 11/17/12 C43 -17.6 36.2 2.89 33.2 1338
BHI BAKER HUGHE BHI US 11/17/12 P44 -17.4 29.3 1.22 67.1 2219
MCD MCDONALDS C MCD US 11/17/12 P87.5 -17.0 15.0 0.83 219.2 3744
MMR MCMORAN EXP MMR US 11/17/12 C12 -16.9 69.6 0.96 -32.9 939
GE GENERAL ELE GE US 11/17/12 C22 -16.0 18.5 0.43 -60.2 4053
HON HONEYWELL I HON US 11/17/12 P62.5 -16.0 17.6 1.46 -40.4 999
ARIA ARIAD PHARM ARIA US 11/17/12 P16 -15.8 83.0 0.10 -50.0 1275
GE GENERAL ELE GE US 11/17/12 P22 -15.8 18.7 0.44 109.5 3049
S SPRINT NEXT S US 11/17/12 P5.5 -15.8 21.8 0.06 0.0 2009
S SPRINT NEXT S US 11/17/12 P4.5 -15.0 47.1 0.01 0.0 1104
ATHN ATHENAHEALT ATHN US 12/22/12 P75 -15.0 40.6 7.32 152.4 1005
MCD MCDONALDS C MCD US 11/17/12 P92.5 -14.9 13.2 3.80 173.4 2689
MCD MCDONALDS C MCD US 11/17/12 C90 -14.6 14.0 0.93 -72.7 3308
GE GENERAL ELE GE US 11/17/12 P21 -14.3 22.0 0.17 88.9 1908
COF CAPITAL ONE COF US 11/17/12 C62.5 -14.1 21.7 0.68 183.3 1124
MSFT MICROSOFT C MSFT US 11/17/12 C27 -13.6 23.5 1.68 -35.1 726
HON HONEYWELL I HON US 11/17/12 P60 -13.1 19.4 0.58 -48.7 3233
S SPRINT NEXT S US 11/17/12 P5 -12.8 31.4 0.02 -33.3 1209
DISH DISH NETWOR DISH US 03/16/13 C33 -12.8 39.9 4.70 72.8 2000
NCR NCR CORP NCR US 01/19/13 P21 -12.8 34.5 0.90 -21.7 717
IR INGERSOLL-R IR US 11/17/12 C48 -12.4 23.3 0.60 20.0 590
IR INGERSOLL-R IR US 11/17/12 C47 -12.2 23.9 0.90 12.5 709
STSI STAR SCIENT STSI US 11/17/12 P2.5 -11.8 189.8 0.30 -14.3 658
MCD MCDONALDS C MCD US 12/22/12 P82.5 -11.8 16.5 0.50 92.3 617
MCD MCDONALDS C MCD US 11/17/12 C92.5 -11.6 13.5 0.26 -85.4 3371
GE GENERAL ELE GE US 11/17/12 P23 -11.4 17.0 1.10 115.7 1074
ABT ABBOTT LABS ABT US 11/17/12 C67.5 -11.0 18.4 0.82 -30.5 1675
MSFT MICROSOFT C MSFT US 12/22/12 C28 -10.9 20.9 1.18 -37.2 1638
VRNG VRINGO INC VRNG US 02/16/13 C2.5 -10.9 181.0 1.90 -2.6 7489
ABT ABBOTT LABS ABT US 11/17/12 P65 -10.8 20.1 0.98 1.0 1043
MCD MCDONALDS C MCD US 12/22/12 P85 -10.8 15.4 0.95 131.7 931
GE GENERAL ELE GE US 12/22/12 C20 -10.7 22.4 2.19 -29.4 576
MRO MARATHON OI MRO US 01/19/13 C22 -10.4 41.0 8.85 10.6 4252
SIRI SIRIUS XM R SIRI US 11/17/12 P3 -10.3 37.2 0.16 -11.1 53287
x - Ex-dividend. * - Ex-earnings.
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