U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-11-28T16:30:21Z
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
=============================================================================
COST COSTCO WHOL COST US 01/19/13 C97.5 106.6 36.2 4.65 116.3 394
COST COSTCO WHOL COST US 01/19/13 C100 99.5 33.7 3.14 168.4 763
COST COSTCO WHOL COST US 12/22/12 C97.5 86.3 33.7 4.10 206.0 525
COST COSTCO WHOL COST US 12/22/12 C95 85.2 34.4 6.15 127.8 262
COST COSTCO WHOL COST US 12/22/12 C105 63.8 30.5 0.51 537.5 1879
TEA TEAVANA HOL TEA US 12/22/12 C15 57.1 35.7 0.25 -16.7 1192
TEA TEAVANA HOL TEA US 12/22/12 P15 47.2 33.4 0.85 88.9 1950
TEA TEAVANA HOL TEA US 02/16/13 P15 35.8 23.5 1.20 60.0 1052
KCG KNIGHT CAPI KCG US 12/22/12 P3 33.3 80.3 0.05 -75.0 500
COST COSTCO WHOL COST US 01/18/14 C100 33.2 26.1 8.14 33.4 245
TEA TEAVANA HOL TEA US 05/18/13 P15 27.4 18.0 0.90 12.5 266
TEA TEAVANA HOL TEA US 01/19/13 P15 27.2 28.3 1.15 64.3 541
HOLX HOLOGIC INC HOLX US 12/22/12 P19 26.9 32.0 0.60 87.5 245
IWM ISHARES-RUS IWM US 12/31/12 P84 25.1 15.9 4.73 19.8 299
YONG YONGYE INTE YONG US 12/22/12 C5 24.7 47.0 0.50 42.9 200
TEA TEAVANA HOL TEA US 12/22/12 P12.5 24.3 83.2 0.40 100.0 6518
SDRL SEADRILL LT SDRL US 12/22/12 P39 23.1 46.9 2.75 18.5 251
STSI STAR SCIENT STSI US 12/22/12 C2.5 22.7 79.7 0.45 12.5 310
IOC INTEROIL CO IOC US 12/22/12 P50 22.2 73.3 2.01 164.5 383
IOC INTEROIL CO IOC US 12/22/12 C55 21.4 69.8 3.45 -26.6 263
RGR STURM RUGER RGR US 12/22/12 C60 20.5 56.8 1.62 118.9 366
IOC INTEROIL CO IOC US 12/22/12 P47.5 20.3 75.4 1.35 200.0 1162
ODP OFFICE DEPO ODP US 12/22/12 C3 19.9 68.1 0.35 16.7 351
IOC INTEROIL CO IOC US 12/22/12 P45 19.8 78.9 1.00 203.0 735
HLF HERBALIFE L HLF US 01/18/14 P40 17.6 52.9 7.60 -1.3 248
TEA TEAVANA HOL TEA US 12/22/12 P10 17.3 114.5 0.20 185.7 1503
LO LORILLARD I LO US 06/22/13 C125 15.7 23.0 5.30 6.0 2583
BAC BANK OF AME BAC US 12/22/12 C8 15.1 43.9 1.55 -7.7 831
FB FACEBOOK IN FB US 12/22/12 C20 14.6 65.7 6.20 1.6 263
RGR STURM RUGER RGR US 01/19/13 P45 14.5 39.6 0.40 5.3 253
IOC INTEROIL CO IOC US 12/22/12 P35 14.2 101.2 0.15 150.0 257
JAZZ JAZZ PHARMA JAZZ US 12/22/12 P48 14.1 55.0 1.80 50.0 600
HLF HERBALIFE L HLF US 12/22/12 P45 13.8 83.1 3.56 33.3 1107
HLF HERBALIFE L HLF US 12/22/12 P47.5 13.6 76.6 4.70 20.5 263
HLF HERBALIFE L HLF US 12/22/12 P42.5 13.4 88.9 2.60 33.3 2494
JCI JOHNSON CON JCI US 12/22/12 C27 13.3 24.3 0.64 16.4 779
HOLX HOLOGIC INC HOLX US 12/22/12 C19 13.3 32.4 0.60 -7.7 2750
TEA TEAVANA HOL TEA US 01/19/13 P12.5 13.1 64.6 0.60 50.0 1639
HLF HERBALIFE L HLF US 12/22/12 P40 12.9 96.7 1.95 39.3 2128
SAN BANCO SANTA SAN US 01/19/13 C7 11.6 38.1 0.60 -7.7 263
AGQ PRO ULTRA S AGQ US 12/22/12 C54 11.6 48.2 2.45 -30.0 1958
EXEL EXELIXIS IN EXEL US 01/19/13 P3 11.5 138.2 0.10 0.0 250
TEA TEAVANA HOL TEA US 02/16/13 P12.5 11.2 52.8 0.65 44.4 483
HLF HERBALIFE L HLF US 12/22/12 P37.5 11.0 103.7 1.50 87.5 494
ARMH ARM HOLDING ARMH US 01/19/13 P35 11.0 36.5 1.15 -8.0 2182
IWM ISHARES-RUS IWM US 12/22/12 P83 10.8 15.9 3.56 11.6 236
SWHC SMITH & WES SWHC US 12/22/12 C10 10.8 67.5 1.05 23.5 624
HLF HERBALIFE L HLF US 05/18/13 P42.5 10.3 63.2 5.70 46.1 256
GMCR GREEN MOUNT GMCR US 01/19/13 P19 10.2 93.0 0.12 -73.3 339
BKS BARNES & NO BKS US 12/22/12 P15 10.0 68.5 0.65 0.0 501
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
COST COSTCO WHOL COST US 12/22/12 P92.5 -67.8 6.5 0.15 -73.7 302
GMCR GREEN MOUNT GMCR US 01/19/13 P37 -45.0 58.2 4.00 -57.5 220
JOSB JOS A BANK JOSB US 12/22/12 P45 -39.3 35.2 2.15 19.4 1291
MOV MOVADO GROU MOV US 12/22/12 C29.5 -38.1 45.9 5.40 46.0 213
JOSB JOS A BANK JOSB US 12/22/12 P40 -37.8 40.4 0.45 -25.0 705
COST COSTCO WHOL COST US 01/18/14 P97.5 -36.9 12.6 6.90 -25.0 266
KO COCA-COLA C KO US 01/19/13 C27.5 -35.9 36.8 9.85 -1.5 814
GMCR GREEN MOUNT GMCR US 12/22/12 C34 -35.2 65.2 3.10 160.5 872
GMCR GREEN MOUNT GMCR US 12/22/12 P34 -34.2 65.2 1.60 -74.6 2406
AEO AMER EAGLE AEO US 12/22/12 C21 -34.2 30.2 0.65 85.7 391
GMCR GREEN MOUNT GMCR US 12/22/12 C37 -34.0 62.5 1.65 189.5 1808
GMCR GREEN MOUNT GMCR US 12/22/12 P31 -33.9 67.9 0.68 -84.9 817
ASIA ASIAINFO-LI ASIA US 07/20/13 P11 -33.9 28.9 1.20 -27.3 240
GMCR GREEN MOUNT GMCR US 12/22/12 P35 -33.7 64.7 2.03 -72.2 2625
GMCR GREEN MOUNT GMCR US 12/22/12 P33 -33.7 65.8 1.20 -79.1 3593
GMCR GREEN MOUNT GMCR US 12/22/12 P32 -33.6 66.7 0.91 -81.2 876
GMCR GREEN MOUNT GMCR US 12/22/12 C32 -33.5 67.3 4.67 158.0 655
GMCR GREEN MOUNT GMCR US 12/22/12 C36 -33.4 64.0 2.11 193.1 1649
ANN ANN INC ANN US 12/22/12 C34 -33.2 37.8 1.40 12.0 355
GMCR GREEN MOUNT GMCR US 12/22/12 P36 -33.0 63.7 2.54 -67.6 634
GMCR GREEN MOUNT GMCR US 12/22/12 C35 -32.9 64.6 2.64 200.0 1678
GMCR GREEN MOUNT GMCR US 12/22/12 P37 -32.8 62.9 2.93 -66.4 216
GMCR GREEN MOUNT GMCR US 12/22/12 P30 -32.8 70.1 0.51 -87.1 3178
AEO AMER EAGLE AEO US 12/22/12 C19 -32.7 32.4 2.05 86.4 1741
EXPR EXPRESS INC EXPR US 12/22/12 C12.5 -32.6 50.2 1.97 57.6 868
GMCR GREEN MOUNT GMCR US 12/22/12 C33 -32.2 66.1 3.82 169.0 1070
GMCR GREEN MOUNT GMCR US 12/22/12 C31 -32.0 69.2 5.50 172.3 552
ANN ANN INC ANN US 12/22/12 P33 -31.6 37.6 0.70 -68.0 657
GMCR GREEN MOUNT GMCR US 12/22/12 P29 -31.4 72.4 0.39 -88.3 1360
AEO AMER EAGLE AEO US 12/22/12 C22 -31.3 30.8 0.25 92.3 421
XLF SPDR-FINL S XLF US 12/14/12 C14 -30.6 21.2 1.53 -11.6 495
AEO AMER EAGLE AEO US 12/22/12 C20 -30.2 33.2 1.24 90.8 2635
GMCR GREEN MOUNT GMCR US 12/22/12 P28 -30.1 74.7 0.30 -89.2 2622
GMCR GREEN MOUNT GMCR US 12/22/12 C30 -29.9 72.5 6.25 157.2 2690
GMCR GREEN MOUNT GMCR US 01/19/13 P36 -28.8 58.8 3.60 -57.6 725
GMCR GREEN MOUNT GMCR US 12/22/12 P27 -27.9 76.8 0.21 -90.6 2551
GMCR GREEN MOUNT GMCR US 12/22/12 C29 -27.8 75.2 7.15 144.9 808
GMCR GREEN MOUNT GMCR US 12/22/12 C28 -27.7 76.7 8.05 130.0 1213
FMCN FOCUS MEDIA FMCN US 12/22/12 C26 -27.7 34.2 0.40 -11.1 704
GMCR GREEN MOUNT GMCR US 01/19/13 C29 -27.7 66.1 7.37 123.3 356
GMCR GREEN MOUNT GMCR US 01/19/13 P35 -27.7 59.8 3.00 -62.3 1044
EEM ISHARES-EMG EEM US 12/14/12 P32 -27.6 54.7 0.02 0.0 250
FMCN FOCUS MEDIA FMCN US 04/20/13 P25 -27.4 23.7 1.80 -27.7 400
FMCN FOCUS MEDIA FMCN US 12/22/12 P25 -27.2 42.2 1.10 -42.1 202
GMCR GREEN MOUNT GMCR US 01/19/13 P34 -27.1 60.0 2.48 -63.5 210
GMCR GREEN MOUNT GMCR US 01/19/13 C28 -26.4 67.8 8.49 123.4 774
GMCR GREEN MOUNT GMCR US 01/19/13 P32 -26.2 62.0 1.70 -69.1 655
EXPR EXPRESS INC EXPR US 12/22/12 P12.5 -26.2 53.2 0.20 -73.3 307
GMCR GREEN MOUNT GMCR US 01/19/13 C35 -25.7 59.1 3.25 155.9 1336
GMCR GREEN MOUNT GMCR US 01/19/13 C36 -25.7 58.5 2.68 157.7 651
FMCN FOCUS MEDIA FMCN US 01/17/15 P25 -25.6 12.2 2.05 -29.3 200
GMCR GREEN MOUNT GMCR US 12/22/12 C27 -25.5 79.7 8.97 121.5 353
AEO AMER EAGLE AEO US 12/22/12 P21 -25.1 32.1 0.80 -60.0 293
GMCR GREEN MOUNT GMCR US 01/19/13 C37 -24.9 58.1 2.46 173.3 303
FMCN FOCUS MEDIA FMCN US 01/19/13 P25 -24.6 37.9 1.60 -31.9 1141
FMCN FOCUS MEDIA FMCN US 12/22/12 P24 -24.6 47.6 0.85 -50.6 972
GMCR GREEN MOUNT GMCR US 01/19/13 C33 -24.6 60.6 4.56 150.6 217
GMCR GREEN MOUNT GMCR US 01/19/13 C34 -24.6 60.4 3.92 157.9 216
FMCN FOCUS MEDIA FMCN US 04/20/13 P24 -24.0 28.8 1.55 -31.7 848
GMCR GREEN MOUNT GMCR US 12/22/12 P26 -24.0 80.6 0.15 -91.9 4260
KCG KNIGHT CAPI KCG US 12/22/12 C3.5 -23.2 60.2 0.12 140.0 2892
KO COCA-COLA C KO US 01/19/13 C32.5 -23.2 23.7 4.75 -5.0 353
GMCR GREEN MOUNT GMCR US 01/19/13 C32 -23.0 61.9 5.10 146.4 283
KCG KNIGHT CAPI KCG US 12/22/12 P3.5 -22.1 58.8 0.30 -50.0 514
KCG KNIGHT CAPI KCG US 07/20/13 C3 -21.8 35.0 0.55 37.5 242
GMCR GREEN MOUNT GMCR US 01/19/13 P30 -21.6 64.6 1.11 -74.8 761
TFM FRESH MARKE TFM US 12/22/12 P50 -21.6 37.8 1.25 316.7 495
GMCR GREEN MOUNT GMCR US 12/22/12 C25 -20.9 85.2 11.10 119.8 240
FMCN FOCUS MEDIA FMCN US 04/20/13 P23 -20.6 32.4 1.30 -36.3 319
RIO RIO TINTO-A RIO US 12/22/12 P47.5 -20.2 26.8 1.60 10.3 1200
GMCR GREEN MOUNT GMCR US 01/19/13 P29 -19.6 66.2 0.96 -75.1 1300
ANN ANN INC ANN US 01/19/13 P33 -19.5 35.7 1.05 -57.1 297
GMCR GREEN MOUNT GMCR US 01/19/13 C30 -19.5 64.1 6.65 137.5 1128
EXPR EXPRESS INC EXPR US 01/19/13 P12.5 -19.4 49.9 0.30 -71.4 344
GMCR GREEN MOUNT GMCR US 12/22/12 P25 -19.3 86.4 0.14 -90.4 6150
GMCR GREEN MOUNT GMCR US 01/19/13 C26 -19.3 71.8 10.35 111.2 246
FMCN FOCUS MEDIA FMCN US 12/22/12 C24 -19.2 52.7 1.80 30.4 3522
XHB SPDR S&P HO XHB US 12/22/12 C22 -19.2 30.0 4.00 -6.8 341
FMCN FOCUS MEDIA FMCN US 01/18/14 P25 -19.2 15.5 2.00 -32.4 500
GMCR GREEN MOUNT GMCR US 01/19/13 P27 -19.1 69.6 0.63 -77.3 649
FMCN FOCUS MEDIA FMCN US 01/19/13 P24 -18.9 44.6 1.40 -33.3 842
MTL MECHEL-SPON MTL US 12/22/12 P5 -18.8 69.4 0.05 -50.0 901
FMCN FOCUS MEDIA FMCN US 01/19/13 P23 -18.5 50.7 1.45 -19.4 602
EXPR EXPRESS INC EXPR US 01/19/13 C12.5 -17.9 52.1 2.13 46.9 2837
GMCR GREEN MOUNT GMCR US 01/19/13 P28 -17.9 67.8 0.78 -76.2 389
KCG KNIGHT CAPI KCG US 01/18/14 C3 -17.6 31.7 0.50 11.1 208
KCG KNIGHT CAPI KCG US 07/20/13 P3.5 -17.5 36.5 0.50 -28.6 235
GMCR GREEN MOUNT GMCR US 12/22/12 C26 -17.4 84.0 9.95 116.3 225
FMCN FOCUS MEDIA FMCN US 04/20/13 P22 -16.9 37.3 1.25 -26.5 644
FMCN FOCUS MEDIA FMCN US 12/22/12 P23 -16.8 54.6 0.65 -50.0 218
HOV HOVNANIAN E HOV US 12/22/12 C4.5 -16.4 71.0 0.75 -25.0 201
SDRL SEADRILL LT SDRL US 12/22/12 C38 -16.4 15.8 0.40 -38.5 219
FMCN FOCUS MEDIA FMCN US 12/22/12 C25 -15.7 47.7 1.05 10.5 738
GMCR GREEN MOUNT GMCR US 12/22/12 P24 -15.3 90.4 0.10 -91.2 1410
KCG KNIGHT CAPI KCG US 04/20/13 C3 -15.1 39.7 0.45 28.6 762
ADI ANALOG DEVI ADI US 12/22/12 P40 -13.4 20.4 1.20 9.1 484
PVH PVH CORP PVH US 12/22/12 C115 -12.8 29.2 3.20 93.9 652
GMCR GREEN MOUNT GMCR US 03/16/13 P35 -12.6 68.9 5.30 -52.0 380
FMCN FOCUS MEDIA FMCN US 01/19/13 P15 -12.5 89.9 0.25 -28.6 1804
FMCN FOCUS MEDIA FMCN US 01/19/13 P22 -11.9 55.7 0.95 -26.9 1541
GMCR GREEN MOUNT GMCR US 01/19/13 C25 -11.6 75.0 11.00 103.7 901
NLNK NEWLINK GEN NLNK US 04/20/13 P10 -11.5 129.8 2.75 0.0 2585
GMCR GREEN MOUNT GMCR US 01/19/13 P25 -11.3 74.5 0.45 -76.4 3283
FMCN FOCUS MEDIA FMCN US 01/19/13 C26 -11.3 36.0 0.80 23.1 213
BMC BMC SOFTWAR BMC US 05/18/13 C40 -11.3 25.6 2.94 -12.0 500
STSI STAR SCIENT STSI US 12/22/12 C3 -11.1 73.7 0.15 0.0 311
EXEL EXELIXIS IN EXEL US 12/22/12 P5 -11.0 113.2 0.45 -18.2 460
FMCN FOCUS MEDIA FMCN US 01/19/13 C25 -10.4 43.0 1.40 16.7 292
GMCR GREEN MOUNT GMCR US 06/22/13 P31 -10.3 67.1 4.80 -32.9 322
ACAD ACADIA PHAR ACAD US 12/22/12 C5 -10.0 97.2 0.65 -18.8 638
NXY NEXEN INC NXY US 12/22/12 P24 -10.0 73.9 1.69 -15.5 617
XLE SPDR-ENERGY XLE US 12/22/12 C65 -10.0 22.8 5.25 -15.3 449
x - Ex-dividend. * - Ex-earnings.
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