U.S. Stock Options With Biggest Changes in Implied Volatility

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
=============================================================================
CIM    CHIMERA INV  CIM US 03/16/13 C3        81.2  43.4   0.15    0.0    373
CIM    CHIMERA INV  CIM US 03/16/13 P3        41.6  45.0   0.10    0.0  28362
SFI    ISTAR FINAN  SFI US 03/16/13 C10       32.7  39.3   0.90  200.0    225
HLF    HERBALIFE L  HLF US 03/16/13 C32.5     31.1  95.2  10.50   75.0    412
HNZ    HJ HEINZ CO  HNZ US 09/21/13 P70       27.7   5.7   0.35  -12.5    504
CIM    CHIMERA INV  CIM US 06/22/13 P3        23.8  31.8   0.25   25.0   1885
CIM    CHIMERA INV  CIM US 06/22/13 C3        22.7  30.9   0.20  -20.0   1084
HLF    HERBALIFE L  HLF US 03/16/13 P32.5     21.4  94.8   0.80  -30.4    398
SPLK   SPLUNK INC   SPLK US 03/16/13 P30      21.3  64.3   0.55   37.5   1367
HLF    HERBALIFE L  HLF US 03/16/13 P37.5     20.9  82.6   1.80  -35.7    467
HLF    HERBALIFE L  HLF US 03/16/13 P35       20.7  85.7   1.10  -38.9   1122
SPLK   SPLUNK INC   SPLK US 03/16/13 C30      20.3  64.3   5.70    5.6    202
FLO    FLOWERS FOO  FLO US 03/16/13 P25       20.1  43.4   0.43  115.0   4913
FLO    FLOWERS FOO  FLO US 07/20/13 P25       19.9  35.0   1.40   52.2   1273
HLF    HERBALIFE L  HLF US 03/16/13 P41       19.6  77.4   3.30  -34.0    233
SPLK   SPLUNK INC   SPLK US 03/16/13 P35      19.3  59.3   2.20    4.8    614
HLF    HERBALIFE L  HLF US 03/16/13 P25       19.3 117.6   0.25  -16.7    229
VMED   VIRGIN MEDI  VMED US 03/16/13 P45      19.1  14.6   0.70   27.3    269
MNST   MONSTER BEV  MNST US 03/16/13 P45      18.9  68.3   1.55  -16.2    380
NRF    NORTHSTAR R  NRF US 09/21/13 P7.5      18.9  30.7   0.40   -4.8    250
FLO    FLOWERS FOO  FLO US 04/20/13 P25       18.6  37.3   0.68   51.1    661
HLF    HERBALIFE L  HLF US 03/16/13 P30       18.5  99.3   0.60  -14.3   1257
MNST   MONSTER BEV  MNST US 03/16/13 P52.5    18.1  59.4   4.40  -25.4    382
MNST   MONSTER BEV  MNST US 03/16/13 C50      17.1  63.4   3.45   76.9    968
MNST   MONSTER BEV  MNST US 03/16/13 P50      17.0  62.1   3.20  -33.9   1350
SPLK   SPLUNK INC   SPLK US 03/16/13 C35      16.9  58.5   2.50   21.9    768
MNST   MONSTER BEV  MNST US 03/16/13 C52.5    16.6  60.5   2.55  121.7    417
SFD    SMITHFIELD   SFD US 03/16/13 P22       16.6  40.5   0.45   50.0   2871
JNK    SPDR BARCLA  JNK US 03/16/13 P40       16.4   8.1   0.20    0.0    817
WPRT   WESTPORT IN  WPRT US 03/16/13 C31      16.3  51.7   1.25  127.3    312
MNST   MONSTER BEV  MNST US 03/16/13 P47.5    16.1  65.3   2.25  -22.4    413
GE     GENERAL ELE  GE US 03/16/13 P24        15.9  17.6   0.93    3.3    397
HLF    HERBALIFE L  HLF US 03/16/13 C40       15.8  76.9   4.80  140.0   1004
MNST   MONSTER BEV  MNST US 03/16/13 C47.5    15.7  65.3   5.02   61.9    665
USO    UNITED STAT  USO US 03/16/13 C36       15.7  18.2   0.21  -36.4   5089
HLF    HERBALIFE L  HLF US 03/16/13 P40       15.4  77.5   2.50  -40.6    864
ALXA   ALEXZA PHAR  ALXA US 03/16/13 C4.5     15.3 154.9   0.85   30.8    553
SFD    SMITHFIELD   SFD US 03/16/13 P24       15.3  36.5   1.20   26.3   1010
HLF    HERBALIFE L  HLF US 03/16/13 P39       14.8  77.9   2.15  -41.9    201
SIRI   SIRIUS XM R  SIRI US 03/16/13 C3       14.8  34.5   0.21   -4.5    239
GWW    WW GRAINGER  GWW US 03/16/13 P230      14.7  17.4   4.10  -39.7    636
DIA    SPDR DJIA T  DIA US 03/16/13 C140      14.6   9.5   1.24    2.5    844
FAZ    DIR FIN BEA  FAZ US 03/16/13 C10       14.5  36.6   1.58   -1.2    285
ADM    ARCHER-DANI  ADM US 03/16/13 P29       14.3  25.4   0.07  -41.7    514
HLF    HERBALIFE L  HLF US 03/16/13 C44       13.8  73.9   2.78  227.1    455
GSK    GLAXOSMITHK  GSK US 03/16/13 C47       13.6  15.1   0.15    0.0    422
HLF    HERBALIFE L  HLF US 03/16/13 C39       13.4  77.0   5.60  124.0    235
ADM    ARCHER-DANI  ADM US 03/16/13 P30       13.4  22.6   0.15  -37.5    361
HLF    HERBALIFE L  HLF US 03/16/13 C42.5     12.9  73.0   3.40  200.9   1280
SFI    ISTAR FINAN  SFI US 04/20/13 C11       12.6  37.0   0.50  354.6    330
MNST   MONSTER BEV  MNST US 03/16/13 P42.5    12.6  72.4   1.05  -16.0    312
GWW    WW GRAINGER  GWW US 03/16/13 P220      12.3  19.5   1.20  -52.0    402
OCR    OMNICARE IN  OCR US 03/16/13 P40       12.3  42.5   2.05    2.5    825
HLF    HERBALIFE L  HLF US 03/16/13 C37.5     11.8  77.8   6.50  103.1   2849
ADS    ALLIANCE DA  ADS US 03/16/13 C160      11.8  17.3   1.15   76.9    334
OCR    OMNICARE IN  OCR US 03/16/13 P37       11.8  43.1   0.80    6.7    450
P      PANDORA MED  P US 03/16/13 C9          11.8  92.3   4.00    8.1    225
HLF    HERBALIFE L  HLF US 05/18/13 P20       11.7 100.6   0.60    9.1  10565
GPS    GAP INC/THE  GPS US 03/16/13 C34       11.7  37.3   0.71  102.9   2318
OCR    OMNICARE IN  OCR US 03/16/13 P39       11.7  42.5   1.55    3.3    412
GRPN   GROUPON INC  GRPN US 03/16/13 C4       11.4  99.5   1.92   -2.0    373
USO    UNITED STAT  USO US 03/16/13 C35.5     11.3  17.9   0.33  -37.7    560
HLF    HERBALIFE L  HLF US 03/16/13 P20       11.3 130.1   0.10  -37.5    362
WPRT   WESTPORT IN  WPRT US 03/16/13 C30      11.3  48.1   1.70  100.0    287
HLF    HERBALIFE L  HLF US 05/18/13 P22.5     11.0  94.2   0.70  -22.2  31276
HLF    HERBALIFE L  HLF US 05/18/13 C40       10.9  66.5   6.40  100.0    496
MDT    MEDTRONIC I  MDT US 03/16/13 C47       10.7  28.1   1.42   -0.7    809
DIA    SPDR DJIA T  DIA US 04/20/13 C138      10.7  11.6   3.35   -0.3    253
HLF    HERBALIFE L  HLF US 03/16/13 C36       10.6  78.4   7.80   95.0   1929
HLF    HERBALIFE L  HLF US 05/18/13 P35       10.5  72.9   3.00  -25.6    238
HLF    HERBALIFE L  HLF US 05/18/13 C37.5     10.4  67.7   7.80   66.0    899
MDT    MEDTRONIC I  MDT US 03/16/13 C48       10.4  28.0   0.98   -2.0    591
XLF    SPDR-FINL S  XLF US 03/16/13 C17       10.4  16.0   0.90    0.0    387
HLF    HERBALIFE L  HLF US 05/18/13 P36       10.2  71.1   3.40  -32.0    519
USO    UNITED STAT  USO US 03/16/13 P35.5     10.2  17.8   1.26   59.5    668
GPS    GAP INC/THE  GPS US 03/16/13 C33       10.1  37.7   1.21   98.4    703
MWV    MEADWESTVAC  MWV US 06/22/13 P32.5     10.0  20.5   0.75  -65.1    200

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
QLIK   QLIK TECHNO  QLIK US 03/16/13 C26     -38.2  44.4   1.95  156.6    525
QLIK   QLIK TECHNO  QLIK US 03/16/13 C27     -37.0  45.0   1.33  104.6    831
QLIK   QLIK TECHNO  QLIK US 03/16/13 C20     -29.9  54.4   6.94   95.5    200
A      AGILENT TEC  A US 03/16/13 P44        -28.1  19.8   1.82   61.1    280
LOGM   LOGMEIN INC  LOGM US 09/21/13 P12.5   -26.5  54.5   0.80    0.0    636
A      AGILENT TEC  A US 03/16/13 C43        -24.5  21.0   1.03  -56.0    471
CBS    CBS CORP-B   CBS US 03/16/13 C45      -23.9  24.5   1.02   36.0    288
A      AGILENT TEC  A US 03/16/13 P42        -23.8  22.2   0.73   46.0    722
RHP    RYMAN HOSPI  RHP US 04/20/13 C45      -21.6  18.8   0.90  -28.0    300
ADM    ARCHER-DANI  ADM US 03/16/13 P33      -21.4  18.8   1.14  -66.9    330
KOL    MKT VECT-CO  KOL US 03/16/13 C25      -20.3  17.9   0.57  -32.9    503
SNTS   SANTARUS IN  SNTS US 05/18/13 C12.5   -20.0  43.3   1.30  -27.8    725
BRCD   BROCADE COM  BRCD US 03/16/13 C6      -19.8  33.0   0.18  -33.3    342
VFC    VF CORP      VFC US 03/16/13 C160     -19.6  20.8   1.82    1.1    317
HNZ    HJ HEINZ CO  HNZ US 01/17/15 C75      -18.4   2.1   0.15    0.0    303
MMR    MCMORAN EXP  MMR US 03/16/13 C16      -17.6   6.8   0.13  -31.6    356
A      AGILENT TEC  A US 03/16/13 C42        -16.7  22.2   1.37    0.0    344
ELLI   ELLIE MAE I  ELLI US 03/16/13 P20     -14.7  72.8   0.75  -50.7    339
SVNT   SAVIENT PHA  SVNT US 03/16/13 C1      -14.3  63.6   0.09  -10.0    278
BBD    BRADESCO-AD  BBD US 03/16/13 C19      -13.4  19.5   0.13   44.4   1510
HNZ    HJ HEINZ CO  HNZ US 03/16/13 P70      -13.3   8.0   0.10    0.0    201
GE     GENERAL ELE  GE US 03/16/13 C22       -12.9  14.4   1.37   -2.1    350
PSSI   PSS WORLD M  PSSI US 08/17/13 P25     -12.7  12.4   0.05    0.0    365
GMLP   GOLAR LNG P  GMLP US 03/16/13 C30     -12.6  32.2   0.75    0.0    250
ADM    ARCHER-DANI  ADM US 03/16/13 P32      -12.5  19.1   0.69  -32.4    245
CTL    CENTURYLINK  CTL US 03/16/13 P34      -12.4  21.9   1.90  -20.8    288
A      AGILENT TEC  A US 05/18/13 C44        -12.2  23.3   1.53  -43.5    407
QLIK   QLIK TECHNO  QLIK US 05/18/13 C25     -12.2  53.8   4.10  115.8    251
HNZ    HJ HEINZ CO  HNZ US 01/18/14 C75      -12.0   2.8   0.05  -50.0    447
CTL    CENTURYLINK  CTL US 03/16/13 C32      -11.8  20.8   1.05   31.2    474
LCC    US AIRWAYS   LCC US 03/16/13 P14      -11.8  44.5   0.67  -14.1    610
DIA    SPDR DJIA T  DIA US 03/16/13 P140     -11.7   9.8   1.77  -10.6    398
BBRY   RESEARCH IN  BBRY US 03/16/13 P8      -11.6 106.0   0.03  -25.0    278
DTV    DIRECTV      DTV US 03/16/13 P48      -11.4  21.4   0.59    7.3   2281
LCC    US AIRWAYS   LCC US 09/21/13 C14      -11.3  43.4   1.68   -8.2    206
WMT    WAL-MART ST  WMT US 04/20/13 C62.5    -11.2  19.4   7.10    0.0    435
A      AGILENT TEC  A US 05/18/13 P43        -11.0  24.1   2.12   22.5    214
GLW    CORNING INC  GLW US 03/16/13 C12      -10.9  22.2   1.00    2.0    311
UPL    ULTRA PETRO  UPL US 03/16/13 P16      -10.6  37.3   0.70   55.6   3307
UPL    ULTRA PETRO  UPL US 03/16/13 C15      -10.4  40.1   1.14  -44.4    225
DTV    DIRECTV      DTV US 03/16/13 P49      -10.4  20.4   0.80    1.3    679
LCC    US AIRWAYS   LCC US 03/16/13 C14      -10.3  43.1   0.70   -5.4   1199
NEM    NEWMONT MIN  NEM US 04/20/13 C37      -10.2  29.9   6.35  -15.3    281
PCYC   PHARMACYCLI  PCYC US 03/16/13 C85     -10.1  38.9   3.10   55.0    361

x - Ex-dividend. * - Ex-earnings.

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.