U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-02-26T16:30:21Z
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
=============================================================================
CWH COMMONWEALT CWH US 03/16/13 P17.5 173.6 70.8 0.15 -88.5 280
OKE ONEOK INC OKE US 03/16/13 P45 38.3 24.3 0.85 142.9 226
CWH COMMONWEALT CWH US 03/16/13 P20 32.7 64.7 0.65 0.0 573
CLWR CLEARWIRE - CLWR US 03/16/13 C3 30.2 37.0 0.20 0.0 200
BRLI BIO-REFER L BRLI US 03/16/13 P22.5 28.9 84.4 0.70 16.7 1397
XLF SPDR-FINL S XLF US 03/16/13 P18 28.7 17.1 0.91 8.3 398
PGH PENGROWTH E PGH US 10/19/13 C4 27.1 37.6 0.35 -7.9 502
UUP POWERSHARES UUP US 03/16/13 C22 23.9 8.6 0.37 2.8 3590
SLXP SALIX PHARM SLXP US 03/16/13 P47 23.5 39.7 1.15 9.5 1510
MO ALTRIA GROU MO US 03/16/13 P36 20.1 16.3 2.03 14.7 316
SPY SPDR S&P 50 SPY US 03/22/13 P155 20.1 11.0 6.14 0.3 410
SD SANDRIDGE E SD US 03/16/13 P5 18.6 88.9 0.22 46.7 717
SPY SPDR S&P 50 SPY US 03/16/13 P154 18.4 11.4 5.54 -6.1 1624
UVXY PRO ULTRA V UVXY US 03/16/13 C9 17.8 169.7 4.40 7.3 201
QIHU QIHOO 360 T QIHU US 03/16/13 P25 16.6 86.1 0.40 300.0 733
TPX TEMPUR-PEDI TPX US 03/16/13 C37 16.2 79.5 2.77 8.6 479
QIHU QIHOO 360 T QIHU US 03/16/13 P28 15.9 79.9 1.05 114.3 281
SAN BANCO SANTA SAN US 06/22/13 P7 15.8 35.8 0.45 12.5 351
TPX TEMPUR-PEDI TPX US 03/16/13 C39 15.3 75.6 1.95 30.0 1003
STO STATOIL ASA STO US 10/19/13 P22.5 14.3 21.1 0.80 6.7 311
DF DEAN FOODS DF US 03/16/13 P15 14.3 32.4 0.30 100.0 688
KMB KIMBERLY-CL KMB US 03/16/13 P90 14.1 24.4 0.60 33.3 571
CY CYPRESS SEM CY US 03/16/13 P10 14.1 40.8 0.25 -37.5 567
IWM ISHARES-RUS IWM US 03/16/13 P92 13.0 17.8 3.40 0.9 4354
BUD ANHEUSER-SP BUD US 03/16/13 C95 12.9 29.1 0.90 -25.0 371
STP SUNTECH POW STP US 03/16/13 P0.5 12.7 429.5 0.05 25.0 2425
TPX TEMPUR-PEDI TPX US 03/16/13 C38 12.6 76.5 2.40 42.0 657
CTRP CTRIP.COM-A CTRP US 06/22/13 P18 12.5 46.3 1.40 55.6 1640
BP BP PLC-ADR BP US 03/16/13 P35 12.2 42.2 0.08 60.0 271
VXX IPATH-S&P S VXX US 03/16/13 C20 11.9 73.4 6.10 4.3 511
UUP POWERSHARES UUP US 03/16/13 P22 11.6 7.9 0.05 66.7 9669
QIHU QIHOO 360 T QIHU US 03/16/13 P27 11.3 80.3 0.75 87.5 723
BRK/B BERKSHIRE H BRKB US 03/16/13 C90 11.2 29.7 8.90 1.1 203
ILMN ILLUMINA IN ILMN US 03/16/13 C50 11.0 35.1 0.90 0.0 253
QIHU QIHOO 360 T QIHU US 03/16/13 P30 11.0 77.0 1.90 81.0 742
SYK STRYKER COR SYK US 03/16/13 P57.5 11.0 26.5 0.10 -33.3 240
XHB SPDR S&P HO XHB US 03/16/13 C24 10.9 32.6 3.40 11.5 339
SDRL SEADRILL LT SDRL US 03/16/13 P37 10.8 21.9 1.25 13.6 206
HNZ HJ HEINZ CO HNZ US 06/22/13 C75 10.8 6.2 0.15 0.0 4480
IWM ISHARES-RUS IWM US 04/20/13 P92 10.6 16.4 4.31 2.1 339
DRYS DRYSHIPS IN DRYS US 03/16/13 P2 10.6 93.2 0.24 33.3 552
QIHU QIHOO 360 T QIHU US 03/16/13 C28 10.2 80.8 3.60 -20.0 715
TZA DIR SMCAP B TZA US 07/20/13 C8 10.1 43.4 3.25 8.3 312
ELN ELAN CORP-A ELN US 03/16/13 P11 10.1 21.0 0.15 50.0 362
QIHU QIHOO 360 T QIHU US 03/16/13 C30 10.1 77.4 2.15 -23.2 315
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
NVS NOVARTIS AG NVS US 03/16/13 P67.5 -54.0 15.0 1.15 -4.2 600
MELI MERCADOLIBR MELI US 03/16/13 P80 -46.2 40.8 1.45 -54.7 265
MELI MERCADOLIBR MELI US 03/16/13 P85 -45.2 39.2 3.36 -35.4 307
EXPD EXPEDITORS EXPD US 03/16/13 P37.5 -42.2 26.4 0.71 18.3 708
MELI MERCADOLIBR MELI US 03/16/13 P75 -40.9 44.7 0.45 -71.9 1883
ADSK AUTODESK IN ADSK US 03/16/13 P38 -38.0 29.3 1.30 -45.4 677
ADSK AUTODESK IN ADSK US 03/16/13 C39 -37.6 28.2 0.37 -37.3 1267
ADSK AUTODESK IN ADSK US 03/16/13 P37 -36.1 30.9 0.82 -52.0 583
ADSK AUTODESK IN ADSK US 03/16/13 C38 -35.9 30.0 0.75 -22.7 2008
ADSK AUTODESK IN ADSK US 03/16/13 C37 -34.8 31.3 1.31 -6.4 530
ADSK AUTODESK IN ADSK US 03/16/13 C36 -34.2 33.1 1.96 3.7 1053
ADSK AUTODESK IN ADSK US 03/16/13 P36 -34.0 32.7 0.47 -63.9 582
ADSK AUTODESK IN ADSK US 03/16/13 P35 -33.5 33.8 0.26 -70.5 1203
PLCE CHILDREN'S PLCE US 03/16/13 C45 -33.1 32.1 1.40 -77.0 525
ADSK AUTODESK IN ADSK US 03/16/13 C35 -32.2 34.5 2.80 5.3 1029
PLCE CHILDREN'S PLCE US 03/16/13 P45 -32.0 31.9 1.10 37.5 370
PLCE CHILDREN'S PLCE US 03/16/13 C47.5 -31.9 30.7 0.50 -61.5 873
GTI GRAFTECH IN GTI US 03/16/13 P7.5 -31.6 64.6 0.30 20.0 450
RSH RADIOSHACK RSH US 03/16/13 C2.5 -30.6 82.5 0.59 -4.8 3055
ADSK AUTODESK IN ADSK US 03/16/13 P34 -30.4 36.8 0.18 -71.0 852
AZO AUTOZONE IN AZO US 03/16/13 C380 -30.1 21.1 3.30 -66.7 1087
AZO AUTOZONE IN AZO US 03/16/13 P370 -30.0 22.0 6.50 1.6 697
RRD RR DONNELLE RRD US 03/16/13 C10 -29.6 32.9 0.30 -14.3 1017
RSH RADIOSHACK RSH US 03/16/13 P2.5 -29.3 90.5 0.05 -58.3 947
AMT AMERICAN TO AMT US 03/16/13 P77.5 -28.7 18.2 2.55 -27.1 701
PLCE CHILDREN'S PLCE US 03/16/13 P42.5 -28.5 35.1 0.35 -50.0 1115
AMT AMERICAN TO AMT US 03/16/13 C75 -28.2 18.8 1.39 20.9 200
GTI GRAFTECH IN GTI US 03/16/13 C7.5 -27.4 69.9 0.55 -56.0 450
RSH RADIOSHACK RSH US 03/16/13 C3 -27.2 79.7 0.22 -26.7 738
RSH RADIOSHACK RSH US 03/16/13 P3 -27.0 83.0 0.17 -41.4 404
VVUS VIVUS INC VVUS US 03/16/13 P11 -26.9 60.6 0.48 33.3 348
D DOMINION RE D US 03/16/13 P55 -26.6 12.9 0.50 0.0 330
IOC INTEROIL CO IOC US 03/16/13 C37.5 -26.5 141.4 34.00 -8.1 400
GLW CORNING INC GLW US 03/16/13 C11 -25.9 34.9 1.30 -17.2 361
AZO AUTOZONE IN AZO US 03/16/13 P360 -25.3 23.5 3.70 15.6 229
VVUS VIVUS INC VVUS US 03/16/13 P10 -25.1 65.2 0.18 28.6 382
AZO AUTOZONE IN AZO US 03/16/13 P380 -24.3 22.7 12.62 19.1 491
SLCA US SILICA H SLCA US 03/16/13 C22 -23.7 61.4 0.65 225.0 363
HD HOME DEPOT HD US 03/16/13 C65 -22.9 20.8 2.72 169.3 1561
LNCO LINN CO LLC LNCO US 05/18/13 P35 -22.8 17.9 0.60 -40.0 250
SLCA US SILICA H SLCA US 03/16/13 C19.5 -22.3 67.5 2.05 156.2 202
HD HOME DEPOT HD US 03/16/13 C67.5 -21.6 19.9 1.05 303.9 3365
FRAN FRANCESCAS FRAN US 03/16/13 P22.5 -20.7 66.5 0.60 -20.0 837
HFC HOLLYFRONTI HFC US 03/16/13 P53.5 -20.4 27.0 2.30 64.3 325
OKS ONEOK PARTN OKS US 03/16/13 P55 -20.2 21.8 1.35 125.0 224
AMT AMERICAN TO AMT US 03/16/13 C72.5 -20.2 22.3 2.95 14.8 206
SPRD SPREADTRUM- SPRD US 03/16/13 C16 -20.1 52.1 0.80 -33.3 338
CSX CSX CORP CSX US 03/16/13 P22.5 -19.9 22.0 0.73 14.1 341
OKS ONEOK PARTN OKS US 04/20/13 P50 -19.2 23.5 0.45 28.6 321
ADSK AUTODESK IN ADSK US 04/20/13 P36 -19.1 29.7 1.06 -30.3 572
THC TENET HEALT THC US 03/16/13 P36 -18.9 37.2 0.60 -29.4 237
ADSK AUTODESK IN ADSK US 04/20/13 C37 -18.6 29.5 1.84 -2.1 351
THC TENET HEALT THC US 03/16/13 P38 -18.3 34.7 1.40 -9.7 234
HD HOME DEPOT HD US 03/16/13 P67.5 -18.2 21.0 1.47 -63.7 2899
HD HOME DEPOT HD US 03/16/13 C70 -17.9 19.8 0.26 271.4 9196
HD HOME DEPOT HD US 03/16/13 P65 -17.6 22.3 0.51 -77.9 3703
TWX TIME WARNER TWX US 03/16/13 P52.5 -17.5 22.3 1.31 -18.1 265
ODP OFFICE DEPO ODP US 03/16/13 C4 -17.4 45.0 0.15 0.0 890
RSH RADIOSHACK RSH US 04/20/13 C3 -17.1 75.6 0.35 -5.4 743
UBS UBS AG-REG UBS US 03/16/13 C16 -17.0 28.7 0.30 20.0 410
M MACY'S INC M US 03/16/13 C41 -16.6 24.8 0.33 13.8 1113
FRAN FRANCESCAS FRAN US 03/16/13 C25 -16.5 60.2 0.90 -41.9 370
RLGY REALOGY HOL RLGY US 03/16/13 C40 -16.3 40.0 3.60 -16.3 500
CIM CHIMERA INV CIM US 04/20/13 C3 -16.2 28.3 0.10 0.0 300
EWJ ISHARES-JAP EWJ US 03/16/13 C10 -16.1 16.0 0.24 41.2 5695
THC TENET HEALT THC US 03/16/13 C39 -16.1 34.7 0.50 -50.0 1025
M MACY'S INC M US 03/16/13 P39 -15.5 27.1 0.75 -47.2 226
AUXL AUXILIUM PH AUXL US 03/16/13 C17.5 -15.4 44.3 0.90 38.5 200
M MACY'S INC M US 03/16/13 C40 -15.4 26.0 0.64 25.5 519
HD HOME DEPOT HD US 03/16/13 P70 -15.3 21.4 3.08 -52.2 270
CIE COBALT INTE CIE US 03/16/13 P22.5 -14.8 43.1 0.66 10.0 627
XLI SPDR-INDU S XLI US 03/16/13 C40 -14.8 16.9 0.68 3.0 261
IPXL IMPAX LABS IPXL US 03/16/13 C20 -14.6 40.8 0.65 -23.5 244
JWN NORDSTROM I JWN US 03/16/13 C50 -14.2 24.8 2.72 -16.3 237
CIM CHIMERA INV CIM US 03/16/13 C3 -14.2 43.9 0.05 0.0 1974
ODP OFFICE DEPO ODP US 04/20/13 C4 -14.1 45.4 0.25 0.0 692
VIP VIMPELCOM L VIP US 06/22/13 P11 -14.0 31.6 0.57 14.0 375
UUP POWERSHARES UUP US 03/16/13 P23 -14.0 7.4 0.68 1.5 202
PLCE CHILDREN'S PLCE US 03/16/13 P40 -13.8 41.5 0.20 -33.3 399
NKTR NEKTAR THER NKTR US 04/20/13 P9 -13.8 70.8 0.85 -19.1 367
OAS OASIS PETRO OAS US 03/16/13 P35 -13.6 41.0 1.30 4.0 244
OKS ONEOK PARTN OKS US 04/20/13 C55 -13.6 19.1 1.30 -73.5 550
ALNY ALNYLAM PHA ALNY US 03/16/13 P25 -13.5 38.1 1.60 -27.3 488
HFC HOLLYFRONTI HFC US 03/16/13 P49.5 -13.3 33.9 0.60 42.9 556
CELG CELGENE COR CELG US 04/20/13 P100 -12.5 25.9 4.15 -12.6 919
LCC US AIRWAYS LCC US 03/16/13 C13 -12.4 40.9 0.38 -30.9 1901
GNW GENWORTH FI GNW US 03/16/13 C7 -12.3 55.0 1.14 -28.3 332
ABX BARRICK GOL ABX US 03/16/13 P31 -12.0 31.0 0.72 -21.7 865
GNC GNC HOLDING GNC US 04/20/13 P40 -12.0 32.3 2.05 6.8 2205
DIA SPDR DJIA T DIA US 03/16/13 C141 -11.8 11.5 0.45 7.1 239
CELG CELGENE COR CELG US 04/20/13 C100 -11.8 26.4 3.69 -7.8 2466
LCC US AIRWAYS LCC US 03/16/13 P13 -11.7 41.0 0.53 26.2 3732
DIA SPDR DJIA T DIA US 03/16/13 C140 -11.7 12.3 0.75 4.2 556
SPY SPDR S&P 50 SPY US 03/16/13 C145 -11.7 19.1 5.01 -4.0 1679
CELG CELGENE COR CELG US 04/20/13 P92.5 -11.6 28.1 1.52 1.3 213
XLY SPDR-CONS D XLY US 03/16/13 C50 -11.5 16.8 0.59 3.5 630
DIA SPDR DJIA T DIA US 03/16/13 C139 -11.5 13.1 1.18 3.5 337
HD HOME DEPOT HD US 04/20/13 P70 -11.4 18.4 3.80 -36.7 224
SPY SPDR S&P 50 SPY US 03/16/13 C148 -11.4 16.9 2.73 -9.0 3961
SLCA US SILICA H SLCA US 03/16/13 P19.5 -11.2 77.9 0.65 -74.5 263
DIA SPDR DJIA T DIA US 03/16/13 C138 -11.1 13.9 1.73 -2.3 331
XLI SPDR-INDU S XLI US 03/16/13 P41 -11.0 14.9 1.23 -9.6 511
HD HOME DEPOT HD US 03/16/13 P62.5 -10.9 25.9 0.20 -81.8 944
SPXU PRO UPROSHR SPXU US 03/16/13 C30 -10.9 40.2 2.50 -10.7 278
DIA SPDR DJIA T DIA US 03/16/13 C142 -10.9 11.1 0.22 -15.4 262
HD HOME DEPOT HD US 04/20/13 P67.5 -10.9 19.3 2.14 -51.4 1010
SPY SPDR S&P 50 SPY US 03/16/13 C141 -10.8 23.0 8.61 -3.7 216
CELG CELGENE COR CELG US 04/20/13 P95 -10.7 27.5 2.22 -21.0 465
SPY SPDR S&P 50 SPY US 03/16/13 C143 -10.6 21.3 6.89 -7.6 236
SPY SPDR S&P 50 SPY US 03/16/13 C147 -10.6 17.8 3.49 -5.4 1369
SPY SPDR S&P 50 SPY US 03/16/13 C151 -10.4 14.5 1.06 -17.2 10789
XLI SPDR-INDU S XLI US 03/16/13 P40 -10.3 17.1 0.61 -21.8 590
SPY SPDR S&P 50 SPY US 03/16/13 C150 -10.3 15.4 1.54 -12.5 35966
SPY SPDR S&P 50 SPY US 03/16/13 C153 -10.3 13.1 0.38 -28.3 26885
EEM ISHARES-EMG EEM US 03/16/13 P42.5 -10.3 18.5 0.55 -17.9 713
GLD SPDR GOLD T GLD US 03/16/13 C162 -10.3 15.2 0.29 16.0 1995
SDS PRO ULTSHRT SDS US 03/16/13 P47 -10.2 27.8 0.45 -22.4 407
SPY SPDR S&P 50 SPY US 03/16/13 C152 -10.2 13.8 0.65 -22.6 9170
XLF SPDR-FINL S XLF US 04/20/13 P13 -10.2 35.9 0.02 100.0 272
SSO PRO ULTRA S SSO US 03/16/13 C65 -10.2 33.2 2.33 -12.7 214
EEM ISHARES-EMG EEM US 03/16/13 P43 -10.1 17.7 0.79 -10.2 2405
SPY SPDR S&P 50 SPY US 03/16/13 C144 -10.1 20.4 5.94 -2.5 738
SPY SPDR S&P 50 SPY US 03/16/13 C146 -10.1 18.7 4.23 -3.6 1673
SPY SPDR S&P 50 SPY US 03/16/13 C149 -10.1 16.2 2.08 -11.5 9440
x - Ex-dividend. * - Ex-earnings.
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