U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2012-12-03T16:30:19Z
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
=============================================================================
LVS LAS VEGAS S LVS US 12/22/12 P44 641.5 34.2 0.29 -37.0 586
LVS LAS VEGAS S LVS US 12/22/12 P43 187.0 36.7 0.22 -24.1 529
LVS LAS VEGAS S LVS US 03/16/13 P47 182.0 32.6 3.05 -11.6 211
WFM WHOLE FOODS WFM US 12/22/12 P92.5 142.2 22.9 2.00 30.7 376
LVS LAS VEGAS S LVS US 12/22/12 P42 121.4 39.3 0.15 -25.0 338
LVS LAS VEGAS S LVS US 12/22/12 P40 74.2 46.0 0.10 0.0 290
TLT ISHARES BAR TLT US 12/22/12 C119 61.8 15.7 5.35 -10.1 273
QIHU QIHOO 360 T QIHU US 12/22/12 C25 52.0 55.6 2.85 216.7 2311
LVS LAS VEGAS S LVS US 12/22/12 P36 46.5 60.5 0.05 0.0 261
QIHU QIHOO 360 T QIHU US 12/22/12 P23 44.4 55.0 0.10 -60.0 285
JNK SPDR BARCLA JNK US 01/19/13 P39.74 43.8 9.2 0.40 -42.9 400
QIHU QIHOO 360 T QIHU US 12/22/12 C27 37.8 52.1 1.46 386.7 1176
QIHU QIHOO 360 T QIHU US 12/22/12 C28 35.5 52.4 1.05 600.0 332
EBAY EBAY INC EBAY US 12/22/12 C50 34.7 26.4 2.83 -12.1 288
QIHU QIHOO 360 T QIHU US 12/22/12 C26 33.7 51.3 2.15 377.8 570
VRSN VERISIGN IN VRSN US 12/22/12 P31 32.6 47.8 0.09 -55.0 207
VRSN VERISIGN IN VRSN US 12/22/12 P32 31.8 45.1 0.19 -34.5 201
VRSN VERISIGN IN VRSN US 12/22/12 P33 31.5 42.4 0.26 -54.4 4629
VRSN VERISIGN IN VRSN US 12/22/12 C33 29.9 43.0 3.25 103.1 318
PDLI PDL BIOPHAR PDLI US 01/19/13 C8 28.4 25.3 0.15 0.0 280
VRSN VERISIGN IN VRSN US 12/22/12 C34 26.3 40.7 2.45 113.0 644
VRSN VERISIGN IN VRSN US 12/22/12 P34 25.7 39.7 0.37 -59.3 228
XLF SPDR-FINL S XLF US 12/22/12 C15 25.5 20.8 0.78 -4.9 1728
QIHU QIHOO 360 T QIHU US 12/22/12 C24 24.4 47.9 3.41 143.6 308
DISH DISH NETWOR DISH US 03/16/13 C33 23.8 50.2 5.00 4.2 824
AMD ADV MICRO D AMD US 12/22/12 P2 23.3 83.8 0.05 -37.5 218
DISH DISH NETWOR DISH US 12/22/12 C37 23.2 41.5 0.85 -29.2 2869
DELL DELL INC DELL US 12/22/12 P9 23.1 41.1 0.04 -42.9 561
FB FACEBOOK IN FB US 12/22/12 C22 22.4 72.4 6.50 8.3 663
DELL DELL INC DELL US 12/22/12 P10 22.3 37.7 0.24 -55.6 5045
QIHU QIHOO 360 T QIHU US 01/19/13 C26 21.5 50.9 2.55 142.9 306
TZA DIR SMCAP B TZA US 12/22/12 C15 20.4 52.1 0.84 6.3 2619
AMD ADV MICRO D AMD US 12/22/12 C2 19.9 82.9 0.40 66.7 685
QIHU QIHOO 360 T QIHU US 01/19/13 C27 19.8 50.0 2.20 214.3 553
QIHU QIHOO 360 T QIHU US 01/19/13 C24 19.4 51.8 4.05 97.6 752
S SPRINT NEXT S US 02/16/13 C5.5 19.4 21.7 0.36 24.1 232
VRSN VERISIGN IN VRSN US 01/19/13 P32.25 19.0 37.3 0.42 -50.6 680
DISH DISH NETWOR DISH US 01/19/13 C37 19.0 43.4 1.55 -24.4 3022
SODA SODASTREAM SODA US 12/22/12 P40 18.9 48.5 1.60 -5.9 521
XLU SPDR-UTIL S XLU US 01/19/13 C35 18.7 12.5 0.56 -6.7 243
CLR CONTL RES I CLR US 12/22/12 C70 18.7 41.4 4.66 182.4 598
DELL DELL INC DELL US 12/22/12 C10 18.1 36.9 0.43 207.1 1820
FB FACEBOOK IN FB US 12/22/12 P29 18.0 52.7 1.68 -11.6 1225
VRSN VERISIGN IN VRSN US 12/22/12 C35 17.7 38.8 2.15 194.5 911
VRSN VERISIGN IN VRSN US 01/19/13 C34.25 17.6 36.9 3.00 97.4 797
PHM PULTEGROUP PHM US 12/22/12 P11 17.5 91.4 0.01 -66.7 212
SYK STRYKER COR SYK US 12/22/12 C52.5 17.3 22.4 2.65 39.5 600
FB FACEBOOK IN FB US 12/22/12 P26 16.5 54.5 0.46 -16.4 2680
VRSN VERISIGN IN VRSN US 01/19/13 P34.25 16.1 36.1 0.90 -43.4 355
S SPRINT NEXT S US 01/19/13 P5 16.1 28.9 0.03 50.0 252
AEP AMERICAN EL AEP US 12/22/12 C43 15.9 12.1 0.20 -20.0 212
FB FACEBOOK IN FB US 12/22/12 C26 15.9 55.9 2.82 15.1 3816
IWM ISHARES-RUS IWM US 12/22/12 P84 15.7 15.3 3.15 3.3 887
CSCO CISCO SYSTE CSCO US 12/22/12 P17 15.6 33.5 0.03 -25.0 267
GRPN GROUPON INC GRPN US 12/22/12 C4 15.6 101.5 0.46 9.5 241
INFI INFINITY PH INFI US 12/22/12 C25 15.4 113.3 3.10 37.8 214
FB FACEBOOK IN FB US 12/22/12 P23 15.4 64.7 0.10 -16.7 1137
EBAY EBAY INC EBAY US 12/22/12 C52.5 15.2 24.8 1.19 -14.4 571
FB FACEBOOK IN FB US 12/22/12 C27 15.2 55.0 2.07 18.3 12041
FB FACEBOOK IN FB US 12/22/12 P27 15.1 53.8 0.75 -6.2 2081
EEM ISHARES-EMG EEM US 12/22/12 P43.5 15.0 15.8 2.04 -8.1 305
SODA SODASTREAM SODA US 12/22/12 C42.5 14.8 51.0 1.00 53.9 1082
FB FACEBOOK IN FB US 12/22/12 C29 14.8 52.8 1.05 36.4 24422
RIGL RIGEL PHARM RIGL US 12/22/12 P5 14.6 167.7 0.10 -33.3 202
WYNN WYNN RESORT WYNN US 12/22/12 P92.5 14.3 47.7 0.11 0.0 231
KKD KRISPY KREM KKD US 12/22/12 C9 14.3 35.7 0.35 0.0 300
TZA DIR SMCAP B TZA US 12/22/12 C16 14.2 57.4 0.47 0.0 988
IMH IMPAC MTG H IMH US 04/20/13 C12.5 14.2 104.0 4.00 0.0 331
CSCO CISCO SYSTE CSCO US 12/22/12 P20 14.0 19.8 0.97 -12.6 395
NLY ANNALY CAPI NLY US 01/18/14 P15 13.9 24.0 2.60 0.4 400
DELL DELL INC DELL US 12/22/12 C9 13.9 36.9 1.25 73.6 523
F FORD MOTOR F US 12/22/12 C10 13.8 39.2 1.60 9.6 443
FB FACEBOOK IN FB US 12/22/12 P24 13.8 59.1 0.16 -15.8 685
XLF SPDR-FINL S XLF US 02/16/13 C14 13.5 23.6 1.85 1.1 254
IGT INTL GAME T IGT US 12/22/12 P14 13.5 37.7 0.40 -33.3 353
EBAY EBAY INC EBAY US 12/22/12 C55 13.4 24.6 0.33 -21.4 1357
PSQ PRO SHORT Q PSQ US 12/22/12 C26 13.3 20.0 0.25 0.0 400
VRSN VERISIGN IN VRSN US 01/19/13 C36 13.3 36.0 2.13 142.1 3870
DIA SPDR DJIA T DIA US 12/22/12 P132 13.3 12.5 3.07 14.1 410
BAC BANK OF AME BAC US 12/22/12 C10 13.1 32.1 0.19 -5.0 15484
HPQ HEWLETT-PAC HPQ US 12/22/12 C12 13.0 40.9 1.14 7.5 444
T AT&T INC T US 12/22/12 P35 13.0 16.5 1.07 13.8 5116
PFE PFIZER INC PFE US 12/22/12 C24 12.9 17.3 1.17 4.5 727
FB FACEBOOK IN FB US 12/22/12 C25 12.9 57.2 3.80 17.6 3179
FB FACEBOOK IN FB US 12/22/12 C28 12.9 52.7 1.50 30.4 5005
VRSN VERISIGN IN VRSN US 01/19/13 P36 12.6 35.1 1.55 -41.7 1653
GOOG GOOGLE INC- GOOG US 12/22/12 C695 12.5 21.3 15.60 2.0 203
BRCM BROADCOM CO BRCM US 12/22/12 P29 12.1 38.0 0.10 0.0 497
VRSN VERISIGN IN VRSN US 12/22/12 C36 12.0 37.8 1.53 255.8 1190
GOOG GOOGLE INC- GOOG US 12/22/12 C690 11.9 21.4 18.70 5.7 858
LRCX LAM RESEARC LRCX US 12/22/12 P33 11.9 35.4 0.25 -28.6 1204
IWM ISHARES-RUS IWM US 12/22/12 P82 11.8 17.2 1.71 5.6 1264
FB FACEBOOK IN FB US 12/22/12 C23 11.7 61.9 5.51 10.2 949
V VISA INC-CL V US 12/22/12 C145 11.6 21.4 5.95 5.3 277
YHOO YAHOO! INC YHOO US 12/22/12 P18 11.6 26.8 0.18 20.0 517
YHOO YAHOO! INC YHOO US 12/22/12 P19 11.5 26.0 0.61 8.9 1380
GOOG GOOGLE INC- GOOG US 12/22/12 C710 11.4 20.7 8.40 3.7 436
SODA SODASTREAM SODA US 01/19/13 C42.5 11.4 48.9 1.80 28.6 417
PCLN PRICELINE.C PCLN US 12/22/12 P600 11.4 34.6 1.50 -24.2 280
QCOM QUALCOMM IN QCOM US 12/22/12 C62.5 11.3 19.8 1.77 7.9 372
S SPRINT NEXT S US 02/16/13 P5 11.3 29.7 0.06 0.0 647
SQNM SEQUENOM IN SQNM US 12/22/12 C4 11.3 88.3 0.92 2.2 1719
WAG WALGREEN CO WAG US 12/22/12 P33 11.3 27.2 0.37 -9.8 1126
XLU SPDR-UTIL S XLU US 12/22/12 P34 11.3 14.0 0.15 25.0 479
WFC WELLS FARGO WFC US 12/22/12 P34 11.2 18.1 1.27 6.7 351
LULU LULULEMON A LULU US 12/22/12 P62.5 11.2 66.7 0.81 -10.0 808
WPRT WESTPORT IN WPRT US 12/22/12 P24 11.2 52.9 0.30 -33.3 292
FB FACEBOOK IN FB US 12/22/12 C24 11.1 61.1 4.50 9.8 1905
DIS WALT DISNEY DIS US 12/22/12 C49 11.1 18.7 0.75 -14.8 353
F FORD MOTOR F US 12/22/12 C11 11.1 30.5 0.68 19.3 2121
XLP SPDR-CONS S XLP US 01/19/13 C37 11.0 10.3 0.11 37.5 350
LULU LULULEMON A LULU US 12/22/12 P70 11.0 58.0 2.46 -9.9 799
SWY SAFEWAY INC SWY US 12/22/12 C17 11.0 32.9 0.45 0.0 374
GMCR GREEN MOUNT GMCR US 12/22/12 C36 11.0 62.7 2.87 33.5 252
CTSH COGNIZANT T CTSH US 12/22/12 P67.5 10.9 25.2 1.25 -37.5 398
GOOG GOOGLE INC- GOOG US 12/22/12 C705 10.8 20.6 10.30 4.0 361
UVXY PRO ULTRA V UVXY US 12/22/12 C18 10.7 115.8 2.80 0.0 203
SSO PRO ULTRA S SSO US 12/22/12 P62 10.7 25.0 3.25 -4.4 231
PFE PFIZER INC PFE US 12/22/12 C26 10.6 14.0 0.05 0.0 558
PCLN PRICELINE.C PCLN US 12/22/12 P605 10.6 33.7 1.60 -41.6 217
S SPRINT NEXT S US 02/16/13 P4 10.6 51.6 0.05 150.0 2806
LULU LULULEMON A LULU US 12/22/12 C70 10.6 58.6 5.30 17.8 590
S SPRINT NEXT S US 01/19/13 P4 10.6 56.9 0.01 0.0 1960
TLT ISHARES BAR TLT US 12/22/12 C127 10.6 12.5 0.39 -29.1 641
TRIP TRIPADVISOR TRIP US 12/22/12 P32 10.5 45.0 0.05 -66.7 309
GRPN GROUPON INC GRPN US 12/22/12 P3.5 10.5 109.5 0.10 -28.6 902
SAI SAIC INC SAI US 12/22/12 P11 10.5 41.2 0.25 0.0 857
FB FACEBOOK IN FB US 12/22/12 P28 10.4 51.6 1.15 -8.0 3769
SODA SODASTREAM SODA US 01/19/13 C40 10.3 48.0 2.80 21.7 810
SWHC SMITH & WES SWHC US 12/22/12 C11 10.1 70.1 0.55 0.0 3737
MCD MCDONALDS C MCD US 12/22/12 C85 10.1 14.8 2.31 -7.2 236
SODA SODASTREAM SODA US 01/19/13 P32.5 10.1 51.2 0.40 0.0 270
ARO AEROPOSTALE ARO US 12/22/12 P14 10.0 44.8 0.50 -24.2 506
TEA TEAVANA HOL TEA US 05/18/13 P15 10.0 19.6 1.20 -4.0 341
GT GOODYEAR TI GT US 12/22/12 C13 10.0 34.2 0.20 0.0 301
WAG WALGREEN CO WAG US 12/22/12 C33 10.0 26.9 1.52 16.0 238
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
TPCG TPC GROUP I TPCG US 12/22/12 C45 -79.7 4.6 0.10 -96.5 389
TPCG TPC GROUP I TPCG US 01/19/13 C45 -77.5 3.7 0.30 0.0 370
TPCG TPC GROUP I TPCG US 03/16/13 C45 -70.6 3.8 0.25 -92.4 1328
TLAB TELLABS INC TLAB US 06/22/13 C3 -64.1 32.0 0.60 -7.7 209
COST COSTCO WHOL COST US 12/22/12 C97.5 -46.4 23.7 6.90 -1.4 1080
COST COSTCO WHOL COST US 12/22/12 C100 -46.1 22.5 4.77 0.4 492
COST COSTCO WHOL COST US 12/22/12 C105 -43.6 19.3 1.37 -2.1 558
RGR STURM RUGER RGR US 12/22/12 C60 -43.1 37.6 1.35 -20.6 258
COST COSTCO WHOL COST US 04/20/13 C105 -39.5 16.9 3.80 4.1 377
LVS LAS VEGAS S LVS US 12/22/12 C45 -33.4 31.7 3.00 50.0 261
LVS LAS VEGAS S LVS US 01/19/13 C48 -31.5 28.5 1.67 51.8 282
LVS LAS VEGAS S LVS US 12/22/12 C44 -31.4 34.8 3.90 35.0 333
LVS LAS VEGAS S LVS US 12/22/12 C47 -31.4 29.1 1.54 65.6 418
LVS LAS VEGAS S LVS US 12/22/12 C46 -31.1 30.8 2.26 53.7 282
LVS LAS VEGAS S LVS US 12/22/12 C48 -30.3 28.2 1.00 92.3 1564
LVS LAS VEGAS S LVS US 12/22/12 C43 -30.0 38.0 4.75 28.0 239
LVS LAS VEGAS S LVS US 03/16/13 C46 -29.9 32.5 3.97 20.3 369
LVS LAS VEGAS S LVS US 01/19/13 C49 -29.8 27.8 1.25 56.2 559
LVS LAS VEGAS S LVS US 12/22/12 C49 -29.5 27.6 0.61 144.0 921
LVS LAS VEGAS S LVS US 01/19/13 C50 -27.2 27.6 0.93 69.1 270
LVS LAS VEGAS S LVS US 03/16/13 C48 -26.5 31.9 2.98 22.6 450
LVS LAS VEGAS S LVS US 12/22/12 C50 -25.9 28.0 0.36 140.0 981
TLAB TELLABS INC TLAB US 12/22/12 C3.5 -25.0 45.7 0.10 -33.3 255
LVS LAS VEGAS S LVS US 03/16/13 C50 -23.8 31.2 2.13 29.1 254
KCG KNIGHT CAPI KCG US 01/19/13 C2.5 -21.4 50.3 0.75 -11.8 233
TWI TITAN INTL TWI US 12/22/12 P22.5 -20.8 36.7 1.45 -35.6 426
TPCG TPC GROUP I TPCG US 03/16/13 P40 -19.9 16.7 0.30 500.0 308
CHTR CHARTER COM CHTR US 12/22/12 P70 -18.6 18.3 0.70 -12.5 300
STSI STAR SCIENT STSI US 01/19/13 P2 -18.3 81.7 0.05 0.0 809
EFA ISHARES-MSC EFA US 06/22/13 P30 -14.0 36.0 0.04 0.0 15000
CLSN CELSION COR CLSN US 01/18/14 C5 -13.6 136.9 4.00 0.0 500
RBN ROBBINS & M RBN US 01/19/13 C60 -12.6 3.7 0.10 0.0 254
AA ALCOA INC AA US 01/19/13 C5 -12.4 67.4 3.40 0.9 210
TEA TEAVANA HOL TEA US 12/22/12 C15 -11.9 32.4 0.30 0.0 2095
XLF SPDR-FINL S XLF US 12/22/12 P16 -11.0 14.8 0.43 -8.5 680
EXEL EXELIXIS IN EXEL US 12/22/12 P4 -10.7 74.0 0.05 -50.0 1100
x - Ex-dividend. * - Ex-earnings.
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