U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-02-06T16:30:07Z
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
=============================================================================
ALSN ALLISON TRA ALSN US 03/16/13 C20 41.4 46.9 3.30 0.0 609
IBM IBM IBM US 04/20/13 C180 38.3 20.5 21.65 -5.7 764
BPI BRIDGEPOINT BPI US 03/16/13 C10 35.5 74.3 1.05 31.2 451
BBEP BREITBURN E BBEP US 06/22/13 C17.5 34.9 37.4 3.60 -7.7 4500
BPI BRIDGEPOINT BPI US 03/16/13 P10 27.4 72.2 0.80 33.3 1194
MWE MARKWEST EN MWE US 05/18/13 P52.5 26.8 20.3 1.45 -9.4 1157
GME GAMESTOP CO GME US 03/16/13 C24 23.4 42.5 1.59 -27.7 288
BPI BRIDGEPOINT BPI US 03/16/13 P7.5 18.7 90.2 0.15 0.0 414
IBM IBM IBM US 03/16/13 C200 17.9 14.1 4.15 -8.6 608
SVNT SAVIENT PHA SVNT US 03/16/13 C1 17.4 83.8 0.07 -12.5 872
EWJ ISHARES-JAP EWJ US 03/16/13 P9 16.8 25.4 0.03 50.0 1059
END ENDEAVOUR I END US 06/22/13 C5 16.7 72.1 0.90 -2.2 310
AFL AFLAC INC AFL US 05/18/13 P52.5 16.2 20.6 3.55 57.8 332
BAC BANK OF AME BAC US 02/22/13 P11 15.9 34.2 0.05 25.0 404
KKR KKR & CO LP KKR US 03/16/13 C18 15.6 32.3 0.45 25.0 235
SODA SODASTREAM SODA US 03/16/13 C50 15.3 65.2 4.25 57.4 268
SODA SODASTREAM SODA US 03/16/13 C45 15.1 68.7 7.40 35.3 1304
IBM IBM IBM US 03/16/13 C205 14.9 13.1 1.78 -5.8 1500
IBM IBM IBM US 03/16/13 C210 14.8 12.4 0.56 0.0 395
AEP AMERICAN EL AEP US 01/17/15 C42 14.6 15.5 3.80 -2.6 242
XLF SPDR-FINL S XLF US 02/22/13 C17 14.5 16.5 0.62 -4.6 201
ZIOP ZIOPHARM ON ZIOP US 04/20/13 P2 14.4 174.0 0.18 -10.0 1000
SODA SODASTREAM SODA US 03/16/13 C52.5 14.4 64.2 3.20 65.8 402
DELL DELL INC DELL US 03/16/13 C13 14.1 13.3 0.51 6.2 265
SODA SODASTREAM SODA US 03/16/13 C47.5 13.2 66.0 5.70 48.0 262
BIIB BIOGEN IDEC BIIB US 03/16/13 P160 13.1 22.4 2.29 -64.8 901
GNC GNC HOLDING GNC US 03/16/13 C35 12.0 48.5 2.25 7.1 3000
BBRY RESEARCH IN BBRY US 03/16/13 P6 11.7 146.6 0.02 0.0 250
DELL DELL INC DELL US 01/17/15 C10 11.7 17.5 3.45 -2.8 401
GME GAMESTOP CO GME US 03/16/13 P24 11.5 43.4 1.14 171.4 559
AZN ASTRAZENECA AZN US 03/16/13 P47.5 11.1 16.3 1.74 12.3 326
BAC BANK OF AME BAC US 02/22/13 C11 11.0 34.5 0.98 3.2 1626
IWF ISHARES-RS IWF US 03/16/13 P66 10.9 15.6 0.40 0.0 221
DELL DELL INC DELL US 04/20/13 P13 10.7 12.6 0.11 -8.3 892
BIIB BIOGEN IDEC BIIB US 03/16/13 P165 10.2 21.3 5.70 0.0 281
PBI PITNEY BOWE PBI US 04/20/13 P8 10.2 76.3 0.05 0.0 200
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
MIPS MIPS TECH I MIPS US 03/16/13 P8 -49.2 4.2 0.05 0.0 817
EXPE EXPEDIA INC EXPE US 03/16/13 P65 -33.1 33.5 2.50 -21.9 422
ZNGA ZYNGA INC- ZNGA US 03/16/13 P3 -32.0 59.8 0.25 -47.9 1374
EXPE EXPEDIA INC EXPE US 03/16/13 P60 -31.8 35.7 0.95 -37.5 272
SHS SAUER-DANFO SHS US 03/16/13 C55 -30.1 14.9 0.90 125.0 3220
ZNGA ZYNGA INC- ZNGA US 03/16/13 C3 -28.9 63.9 0.23 4.5 19402
CERN CERNER CORP CERN US 03/16/13 C85 -27.8 23.1 2.90 3.6 852
HAIN HAIN CELEST HAIN US 03/16/13 P50 -27.3 38.8 0.48 -44.8 219
SFLY SHUTTERFLY SFLY US 03/16/13 C40 -27.1 36.9 1.85 516.7 559
MUSA METALS USA MUSA US 06/22/13 C17.5 -25.8 23.8 3.10 82.3 287
SFLY SHUTTERFLY SFLY US 03/16/13 C37.5 -24.5 39.7 3.10 313.3 360
ZNGA ZYNGA INC- ZNGA US 03/16/13 C2.5 -23.6 62.8 0.54 31.7 4056
CMG CHIPOTLE ME CMG US 03/16/13 C325 -23.6 28.1 8.80 44.3 260
SFLY SHUTTERFLY SFLY US 03/16/13 P37.5 -22.8 39.0 1.00 0.0 232
ELN ELAN CORP-A ELN US 03/16/13 P10 -22.2 26.4 0.60 100.0 763
INFN INFINERA CO INFN US 03/16/13 C7 -22.1 47.7 0.50 -41.2 230
ZNGA ZYNGA INC- ZNGA US 03/16/13 P2.5 -21.9 62.7 0.06 -60.0 762
PDH PETROLOGIST PDH US 03/16/13 C15 -21.9 32.9 1.15 -4.2 744
VMED VIRGIN MEDI VMED US 03/16/13 C35 -21.8 35.6 9.29 -7.5 356
VMED VIRGIN MEDI VMED US 03/16/13 C44 -20.9 20.1 1.30 -51.9 272
TWX TIME WARNER TWX US 03/16/13 C52.5 -20.7 18.9 0.93 63.2 1630
AFL AFLAC INC AFL US 03/16/13 P52.5 -20.3 18.8 2.26 73.8 202
CVS CVS CAREMAR CVS US 03/16/13 P50 -20.2 16.8 0.51 -34.6 218
AFL AFLAC INC AFL US 03/16/13 P50 -20.0 20.8 0.98 58.1 1441
FBC FLAGSTAR BA FBC US 03/16/13 P15 -20.0 38.7 0.60 9.1 263
RL RALPH LAURE RL US 03/16/13 C185 -20.0 25.2 2.70 164.7 221
DIS WALT DISNEY DIS US 03/16/13 C55 -19.7 17.6 1.14 -4.2 1618
ELN ELAN CORP-A ELN US 04/20/13 P10 -19.1 26.7 0.75 87.5 1225
RL RALPH LAURE RL US 03/16/13 C170 -18.9 26.9 9.00 80.0 527
GNW GENWORTH FI GNW US 03/16/13 C9 -18.7 38.5 0.39 -37.1 273
ZNGA ZYNGA INC- ZNGA US 04/20/13 C2.5 -18.2 57.9 0.50 4.2 895
SPY SPDR S&P 50 SPY US 03/16/13 P158 -17.9 8.4 7.73 0.3 320
FBC FLAGSTAR BA FBC US 03/16/13 C15 -17.9 40.4 0.90 -33.3 299
CHRW CH ROBINSON CHRW US 03/16/13 C62.5 -17.8 21.7 0.75 -83.3 678
MIPS MIPS TECH I MIPS US 07/20/13 P8 -17.8 4.7 0.05 0.0 500
CMG CHIPOTLE ME CMG US 03/16/13 P300 -17.5 29.8 4.40 -66.3 434
ELN ELAN CORP-A ELN US 03/16/13 C9 -17.0 33.2 0.70 -54.8 418
GNW GENWORTH FI GNW US 03/16/13 P8 -16.7 42.6 0.16 -11.1 323
ZNGA ZYNGA INC- ZNGA US 03/16/13 P2 -16.5 73.5 0.02 -60.0 770
ELN ELAN CORP-A ELN US 04/20/13 P9 -16.4 28.6 0.20 -33.3 601
CHRW CH ROBINSON CHRW US 03/16/13 P57.5 -16.3 23.7 0.80 220.0 1040
VMED VIRGIN MEDI VMED US 03/16/13 C46 -16.1 19.5 0.40 -65.2 525
TTWO TAKE-TWO IN TTWO US 03/16/13 P12 -16.1 38.4 0.05 -88.9 1393
CLDX CELLDEX THE CLDX US 03/16/13 C7 -15.7 59.2 0.86 -14.0 284
AFL AFLAC INC AFL US 03/16/13 P40 -15.5 39.7 0.07 40.0 212
AFL AFLAC INC AFL US 03/16/13 C52.5 -15.3 18.1 0.56 -69.7 1078
CMG CHIPOTLE ME CMG US 03/16/13 P285 -15.2 32.6 2.20 -70.7 203
PNRA PANERA BREA PNRA US 03/16/13 P150 -14.9 31.7 1.60 -44.6 605
CHRW CH ROBINSON CHRW US 03/16/13 P60 -14.9 23.0 1.65 266.7 308
XCO EXCO RESOUR XCO US 03/16/13 C6 -14.7 44.0 0.75 15.4 200
AFL AFLAC INC AFL US 03/16/13 C50 -14.5 20.1 1.78 -41.6 444
AAU ALMADEN MIN AAU US 03/16/13 C2.5 -14.5 66.0 0.20 -35.5 553
ZNGA ZYNGA INC- ZNGA US 04/20/13 C2 -14.4 66.6 1.03 24.1 706
ELN ELAN CORP-A ELN US 03/16/13 C10 -14.0 31.1 0.20 -75.0 1129
CHRW CH ROBINSON CHRW US 03/16/13 C60 -13.9 22.8 1.85 -73.2 2911
STSI STAR SCIENT STSI US 03/16/13 P2 -13.5 72.7 0.20 0.0 203
SFLY SHUTTERFLY SFLY US 03/16/13 C32.5 -13.2 48.7 7.50 183.0 977
AGO ASSURED GUA AGO US 03/16/13 C18 -13.0 37.9 1.24 44.2 2004
SU SUNCOR ENER SU US 03/16/13 P32 -13.0 22.1 0.69 130.0 376
ZNGA ZYNGA INC- ZNGA US 06/22/13 C3 -12.9 59.8 0.41 13.9 3020
CMI CUMMINS INC CMI US 03/16/13 C125 -12.8 23.7 1.60 15.1 551
DIS WALT DISNEY DIS US 04/20/13 C57.5 -12.7 16.6 0.63 -13.7 384
ZNGA ZYNGA INC- ZNGA US 03/16/13 C2 -12.7 73.7 1.00 28.2 468
ITUB ITAU UNIBAN ITUB US 01/17/15 P8 -12.6 35.8 0.20 17.6 1022
TTWO TAKE-TWO IN TTWO US 03/16/13 C14 -12.6 37.6 0.75 200.0 345
EXPE EXPEDIA INC EXPE US 04/20/13 P44.48 -12.4 46.2 0.10 -50.0 288
ACAD ACADIA PHAR ACAD US 06/22/13 C5 -12.3 63.0 1.60 -11.1 285
CMG CHIPOTLE ME CMG US 03/16/13 P265 -12.2 38.0 0.95 -72.1 653
KCG KNIGHT CAPI KCG US 01/17/15 P2 -12.1 34.4 0.08 -46.7 250
FTE FRANCE TELE FTE US 03/16/13 C10 -12.0 36.5 0.85 -26.1 300
DIS WALT DISNEY DIS US 04/20/13 C55 -11.9 17.6 1.61 -1.2 415
CMI CUMMINS INC CMI US 03/16/13 P120 -11.8 24.2 4.50 -21.1 212
AGO ASSURED GUA AGO US 03/16/13 P18 -11.5 38.6 0.63 -47.1 381
CMI CUMMINS INC CMI US 03/16/13 C120 -11.5 24.1 3.40 17.2 327
SU SUNCOR ENER SU US 03/16/13 C34 -11.1 20.0 0.30 -75.8 19073
FISV FISERV INC FISV US 03/16/13 P80 -10.7 16.8 1.65 0.0 412
AGO ASSURED GUA AGO US 03/16/13 C19 -10.7 37.4 0.66 32.0 421
JBL JABIL CIRCU JBL US 03/16/13 P20 -10.6 26.3 0.85 -15.0 756
GRA WR GRACE & GRA US 03/16/13 C75 -10.3 21.7 2.40 79.1 221
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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.