U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-11-05T20:00:12Z
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 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
=============================================================================
SDS PRO ULTSHRT SDS1 US 12/22/12 P16 658.7 319.5 2.13 -20.5 1673
INTC INTEL CORP INTC US 01/19/13 C17.5 89.1 35.5 4.60 0.0 715
RHP RYMAN HOSPI RHP US 01/19/13 C40 76.1 71.9 1.65 -25.0 711
F FORD MOTOR F US 12/22/12 C9 38.1 35.1 2.31 6.0 658
HUN HUNTSMAN CO HUN US 01/19/13 C15 28.3 40.5 2.20 37.5 686
HII HUNTINGTON HII US 12/22/12 C45 27.7 37.5 1.95 77.3 853
CLWR CLEARWIRE - CLWR US 12/22/12 P2 22.8 105.5 0.21 5.0 6288
AGNC AMERICAN CA AGNC US 12/22/12 P32 21.4 21.1 1.30 13.0 761
CLWR CLEARWIRE - CLWR US 01/19/13 C1.5 18.7 133.6 0.90 20.0 1220
AGNC AMERICAN CA AGNC US 12/22/12 P33 18.1 20.9 2.00 15.6 691
FXEN FX ENERGY I FXEN US 12/22/12 P5 17.9 78.7 0.60 0.0 552
F FORD MOTOR F US 12/22/12 P9 17.8 37.8 0.03 50.0 14278
CLWR CLEARWIRE - CLWR US 12/22/12 C2 17.6 108.7 0.40 14.3 2536
NXY NEXEN INC NXY US 12/22/12 C25 13.7 54.2 1.55 0.0 770
JNK SPDR BARCLA JNK US 01/19/13 P40.13 13.2 8.2 0.85 -22.7 1000
DRI DARDEN REST DRI US 04/20/13 C55 13.2 24.3 1.85 -13.2 1902
CI CIGNA CORP CI US 12/22/12 P52.5 12.9 27.5 1.76 12.8 614
GNRC GENERAC HOL GNRC US 12/22/12 P30 12.8 56.8 0.40 -46.7 552
RIMM RESEARCH IN RIMM US 01/19/13 C6 12.3 76.9 3.24 17.8 565
DIA SPDR DJIA T DIA US 12/22/12 C130 12.3 14.9 2.90 0.7 503
GNRC GENERAC HOL GNRC US 12/22/12 C35 12.0 52.2 4.30 104.8 703
SPY SPDR S&P 50 SPY US 12/22/12 C139 12.0 16.8 4.80 6.7 732
SPY SPDR S&P 50 SPY US 12/22/12 C140 11.9 16.3 4.16 7.8 6159
EEM ISHARES-EMG EEM US 12/22/12 C41.5 11.8 20.9 1.31 7.4 5510
GNRC GENERAC HOL GNRC US 12/22/12 C40 11.6 52.3 1.95 200.0 951
FMCN FOCUS MEDIA FMCN US 01/19/13 P24 11.6 45.7 1.60 10.3 2147
SPY SPDR S&P 50 SPY US 12/22/12 C141 11.4 15.9 3.53 9.3 5613
COL ROCKWELL CO COL US 01/19/13 C55 11.4 23.5 1.90 22.6 1396
YHOO YAHOO! INC YHOO US 04/20/13 C12 11.0 36.3 5.30 1.9 2190
CI CIGNA CORP CI US 12/22/12 C55 10.9 26.4 1.30 16.1 552
SPY SPDR S&P 50 SPY US 12/22/12 C143 10.7 15.0 2.40 11.6 20257
SPY SPDR S&P 50 SPY US 12/22/12 C144 10.3 14.6 1.92 11.0 9267
PVH PVH CORP PVH US 12/22/12 C100 10.1 39.8 14.00 438.5 1461
MCO MOODY'S COR MCO US 12/22/12 P45 10.0 30.7 1.37 87.7 5100
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
SCCO SOUTHERN CO SCCO US 03/16/13 C33 -73.4 13.5 5.30 -11.2 1067
SCCO SOUTHERN CO SCCO US 03/16/13 C31 -69.4 19.3 7.30 1.4 630
SCCO SOUTHERN CO SCCO US 01/19/13 C25 -62.7 47.0 13.30 25.5 11200
BWP BOARDWALK P BWP US 12/22/12 C25 -58.4 9.8 1.30 -13.3 1680
SCCO SOUTHERN CO SCCO US 12/22/12 C28 -56.5 51.6 10.30 17.1 844
SCCO SOUTHERN CO SCCO US 01/19/13 C30 -53.6 32.2 8.30 2.3 33487
SCCO SOUTHERN CO SCCO US 01/19/13 C28 -52.3 47.8 10.30 3.0 2600
SCCO SOUTHERN CO SCCO US 01/18/14 C30 -51.6 20.3 8.30 -7.8 51840
SCCO SOUTHERN CO SCCO US 03/16/13 C32 -49.9 29.1 6.30 4.5 1170
XLB SPDR-MATERI XLB US 03/16/13 P33 -43.0 24.6 0.97 19.8 1050
AUY YAMANA GOLD AUY US 01/19/13 C12.5 -40.1 28.3 6.80 3.0 614
GALE GALENA BIOP GALE US 04/20/13 C2 -37.9 60.1 0.50 -9.1 2965
XLY SPDR-CONS D XLY US 03/16/13 P42 -30.9 22.0 0.79 -54.3 3344
XLV SPDR-HEALTH XLV US 03/16/13 P36 -29.6 19.0 0.49 16.7 4700
SCCO SOUTHERN CO SCCO US 01/18/14 C28 -27.9 36.8 10.30 4.0 11440
TJX TJX COS INC TJX US 01/19/13 C27.5 -25.1 36.6 14.50 0.0 1120
SCCO SOUTHERN CO SCCO US 01/18/14 C23 -23.3 52.3 15.30 29.0 6400
SCCO SOUTHERN CO SCCO US 01/18/14 C25 -20.4 47.3 13.30 31.3 11880
EEM ISHARES-EMG EEM US 12/22/12 P41.5 -16.9 20.3 1.30 -5.1 5616
SCCO SOUTHERN CO SCCO US 01/19/13 C36 -16.0 25.5 2.35 -13.0 3049
HNT HEALTH NET HNT US 01/19/13 P25 -15.9 43.2 1.65 -55.4 675
LORL LORAL SPACE LORL US 01/19/13 C35 -15.6 89.6 44.30 0.0 5145
BMRN BIOMARIN PH BMRN US 01/19/13 P26 -13.8 77.0 0.20 -60.0 500
CKSW CLICKSOFTWA CKSW US 12/22/12 C7.5 -13.7 36.2 0.30 -40.0 510
SCCO SOUTHERN CO SCCO US 01/19/13 C31 -13.7 57.1 7.30 0.3 1262
XLB SPDR-MATERI XLB US 01/19/13 P36 -13.5 21.0 1.47 8.1 566
PCYC PHARMACYCLI PCYC US 01/19/13 P33 -12.2 79.2 0.65 0.0 2500
IWM ISHARES-RUS IWM US 12/22/12 P85 -11.1 16.0 4.38 -11.3 581
MTW MANITOWOC C MTW US 12/22/12 C13 -10.9 53.8 2.01 -2.9 511
SPLS STAPLES INC SPLS US 01/19/13 P11 -10.5 37.5 0.64 -1.5 647
TWC TIME WARNER TWC US 01/19/13 P82.5 -10.4 22.8 0.75 66.7 536
TSLA TESLA MOTOR TSLA US 03/16/13 P28 -10.1 54.4 4.10 -18.6 1500
x - Ex-dividend. * - Ex-earnings.
To contact Bloomberg News for this story: newsdev@bloomberg.net
Sponsored Link
Rate this Page
Bloomberg moderates all comments. Comments that are abusive or off-topic will not be posted to the site. Excessively long comments may be moderated as well. Bloomberg cannot facilitate requests to remove comments or explain individual moderation decisions.