U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-03-15T15:30:20Z
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
=============================================================================
QLTI QLT INC QLTI US 06/22/13 C2.5 211.2 166.6 5.70 1.8 414
SNDK SANDISK COR SNDK US 04/20/13 C35 179.6 65.1 19.75 2.4 2930
SPY SPDR S&P 50 SPY US 04/05/13 C154 131.5 10.6 2.56 -11.4 275
SPY SPDR S&P 50 SPY US 06/22/13 P159 90.8 11.0 5.92 3.0 784
XLU SPDR-UTIL S XLU US 04/20/13 C38 75.3 8.3 0.42 27.3 5703
UUP POWERSHARES UUP US 06/22/13 C17 71.5 21.6 5.40 -2.7 201
SPY SPDR S&P 50 SPY US 04/20/13 C152 71.3 12.1 4.66 -5.5 1593
NYX NYSE EURONE NYX US 04/20/13 C36 60.4 22.2 2.25 8.2 401
SPY SPDR S&P 50 SPY US 04/05/13 C155 60.2 9.9 1.86 -8.8 2414
SPY SPDR S&P 50 SPY US 04/20/13 C153 48.0 11.6 3.84 -6.8 3204
SPY SPDR S&P 50 SPY US 04/05/13 C156 41.7 9.3 1.26 -12.5 1298
SPY SPDR S&P 50 SPY US 04/12/13 C155 38.7 10.2 2.16 -9.6 299
SPY SPDR S&P 50 SPY US 06/22/13 P156 36.9 11.9 4.40 4.3 344
SPY SPDR S&P 50 SPY US 04/20/13 C154 36.9 11.0 3.09 -7.2 3088
XLI SPDR-INDU S XLI US 04/20/13 C41 36.8 13.4 1.20 -2.4 6104
S SPRINT NEXT S US 04/12/13 C6 36.0 18.1 0.06 0.0 231
SPY SPDR S&P 50 SPY US 05/18/13 C150 34.8 14.1 7.20 -4.0 1216
XLK SPDR-TECH S XLK US 04/20/13 C30 31.4 11.9 0.55 -9.8 604
SPY SPDR S&P 50 SPY US 04/05/13 C157 31.2 8.7 0.78 -13.3 376
SPY SPDR S&P 50 SPY US 06/22/13 P155 31.2 12.3 3.96 4.2 4114
SPY SPDR S&P 50 SPY US 06/22/13 C146 30.8 15.5 11.00 -2.5 875
SPY SPDR S&P 50 SPY US 04/20/13 C155 29.2 10.5 2.41 -8.0 33765
QQQ POWERSH-QQQ QQQ US 06/22/13 P70 27.3 13.0 2.86 2.1 260
IRDM IRIDIUM COM IRDM US 04/20/13 P5 27.0 74.1 0.05 -50.0 285
DTV DIRECTV DTV US 04/20/13 C52.5 26.5 21.8 3.57 200.0 584
ULTA ULTA SALON ULTA US 04/20/13 C75 26.0 28.8 3.10 -77.5 306
SPY SPDR S&P 50 SPY US 06/22/13 C148 25.9 14.8 9.57 -1.3 205
SPY SPDR S&P 50 SPY US 04/05/13 C158 24.7 8.3 0.46 -16.4 40240
SPY SPDR S&P 50 SPY US 06/22/13 P153 24.1 13.0 3.24 5.2 1404
EDU NEW ORIENTA EDU US 04/20/13 C16 23.7 52.4 0.85 203.6 943
EXC EXELON CORP EXC US 04/20/13 C31 22.1 17.7 2.18 38.0 722
SPY SPDR S&P 50 SPY US 06/22/13 P152 21.9 13.4 2.93 4.3 304
DTV DIRECTV DTV US 04/20/13 P50 21.4 23.6 0.12 -69.2 999
SPY SPDR S&P 50 SPY US 04/20/13 C157 21.3 9.5 1.28 -10.5 20423
SPY SPDR S&P 50 SPY US 04/12/13 C158 20.9 8.8 0.68 -12.8 212
SPY SPDR S&P 50 SPY US 05/18/13 C154 20.4 12.2 4.14 -2.8 2733
HYG ISH-IBOXX H HYG US 04/20/13 P93 20.2 5.8 0.40 14.3 231
DTV DIRECTV DTV US 04/20/13 C57.5 19.9 20.8 0.75 1775.0 3831
SPY SPDR S&P 50 SPY US 06/22/13 P151 19.9 13.7 2.65 5.2 515
SPY SPDR S&P 50 SPY US 04/05/13 C159 19.6 8.1 0.24 -20.0 40333
SPY SPDR S&P 50 SPY US 05/18/13 C155 19.1 11.8 3.44 -5.0 1227
SPY SPDR S&P 50 SPY US 06/22/13 P150 18.4 14.1 2.40 5.3 3317
DTV DIRECTV DTV US 04/20/13 P55 18.4 21.3 1.13 0.0 10432
SPY SPDR S&P 50 SPY US 04/20/13 C158 18.2 9.0 0.86 -11.3 7754
XLI SPDR-INDU S XLI US 04/20/13 C42 17.6 11.6 0.55 -6.8 2950
SPY SPDR S&P 50 SPY US 05/18/13 C156 17.5 11.4 2.82 -5.0 1842
S SPRINT NEXT S US 04/12/13 P6 17.4 14.4 0.20 0.0 364
SPY SPDR S&P 50 SPY US 06/22/13 C153 17.3 13.0 5.72 -2.6 1202
SPY SPDR S&P 50 SPY US 06/22/13 P149 17.2 14.5 2.17 4.8 1174
SPY SPDR S&P 50 SPY US 06/28/13 P149 16.5 14.5 2.40 6.7 216
XLV SPDR-HEALTH XLV US 04/20/13 C45 16.4 9.1 0.37 -15.9 4858
SPY SPDR S&P 50 SPY US 06/22/13 P148 16.0 14.8 1.97 5.9 3507
SPY SPDR S&P 50 SPY US 04/20/13 C159 15.9 8.7 0.55 -11.3 2988
SPY SPDR S&P 50 SPY US 05/18/13 C157 15.8 11.0 2.28 -3.8 2564
XLP SPDR-CONS S XLP US 06/22/13 C39 15.5 9.5 0.52 -16.1 2054
AGNC AMERICAN CA AGNC US 04/20/13 C33 15.5 8.4 0.19 0.0 342
HYG ISH-IBOXX H HYG US 04/20/13 P92 15.3 7.2 0.25 0.0 1002
MU MICRON TECH MU US 04/20/13 C9 15.3 51.9 0.81 -13.8 15020
MSFT MICROSOFT C MSFT US 01/17/15 C15 15.2 41.1 13.15 0.0 200
DIA SPDR DJIA T DIA US 04/20/13 C144 14.8 9.2 2.00 -11.9 287
SPY SPDR S&P 50 SPY US 04/12/13 C160 14.8 8.3 0.21 -19.2 460
VHC VIRNETX HOL VHC US 06/22/13 P20 14.3 79.9 2.10 250.0 652
QQQ POWERSH-QQQ QQQ US 06/22/13 P66 14.3 15.5 1.21 5.2 299
SPY SPDR S&P 50 SPY US 06/22/13 C155 14.3 12.3 4.37 -2.7 2768
CG CARLYLE GRO CG US 04/20/13 P30 14.3 29.9 1.00 100.0 2063
SPY SPDR S&P 50 SPY US 06/22/13 P146 14.0 15.5 1.67 9.2 304
BAC BANK OF AME BAC US 01/18/14 C7 13.9 40.5 5.65 8.7 1858
FST FOREST OIL FST US 04/20/13 C6 13.8 66.9 0.70 40.0 5628
EDU NEW ORIENTA EDU US 10/19/13 C16 13.6 48.4 2.15 7.5 1518
SPY SPDR S&P 50 SPY US 06/22/13 C156 13.5 11.9 3.75 -3.1 5738
PCS METROPCS CO PCS US 05/18/13 P10 13.5 33.6 0.35 -2.8 2307
DTV DIRECTV DTV US 04/20/13 P46 13.4 30.5 0.06 -53.9 400
IRWD IRONWOOD PH IRWD US 04/20/13 P17.5 13.3 46.8 0.70 -30.0 374
SPY SPDR S&P 50 SPY US 04/20/13 C160 13.3 8.5 0.34 -15.0 2465
NOK NOKIA CORP- NOK US 04/20/13 C3 13.2 67.3 0.65 18.2 256
QQQ POWERSH-QQQ QQQ US 09/21/13 P68 13.2 15.3 3.00 2.7 2703
CLF CLIFFS NATU CLF US 04/05/13 C19 13.2 68.7 3.45 9.5 244
MU MICRON TECH MU US 04/20/13 P9 13.1 51.0 0.40 53.9 1659
SPY SPDR S&P 50 SPY US 06/22/13 P145 12.9 15.9 1.50 6.4 430
DUG PRO ULTSHRT DUG US 07/20/13 C16 12.8 31.0 1.45 11.5 335
VHC VIRNETX HOL VHC US 06/22/13 P19 12.5 83.2 1.75 45.8 684
SPY SPDR S&P 50 SPY US 06/28/13 C155 12.4 12.5 4.49 -2.0 2167
SPY SPDR S&P 50 SPY US 04/20/13 C161 12.3 8.5 0.20 -16.7 1672
SPY SPDR S&P 50 SPY US 06/22/13 C158 12.2 11.3 2.71 -1.8 783
DIA SPDR DJIA T DIA US 04/20/13 C145 12.2 8.7 1.40 -11.4 628
WPZ WILLIAMS PA WPZ US 04/20/13 P50 12.1 21.2 1.75 10.1 5111
DTV DIRECTV DTV US 06/22/13 C57.5 12.1 22.1 1.82 230.9 334
TWO TWO HARBORS TWO US 06/22/13 C14 11.9 19.2 0.35 40.0 296
SPY SPDR S&P 50 SPY US 06/28/13 C156 11.8 12.1 3.83 -3.8 353
ERIC ERICSSON LM ERIC US 04/20/13 P13 11.7 29.2 0.43 -14.0 281
SNE SONY CORP-A SNE US 04/20/13 C16 11.6 35.2 1.40 133.3 282
SPY SPDR S&P 50 SPY US 06/22/13 C159 11.6 11.0 2.20 -4.3 680
SPY SPDR S&P 50 SPY US 05/18/13 C161 11.6 9.6 0.74 -5.1 280
VHC VIRNETX HOL VHC US 04/20/13 C25 11.5 93.6 2.30 -17.9 1211
CSX CSX CORP CSX US 04/20/13 C22.5 11.4 25.2 1.79 14.7 5192
XLF SPDR-FINL S XLF US 04/20/13 C18 11.3 14.3 0.58 1.8 1176
DTV DIRECTV DTV US 06/22/13 C52.5 11.3 23.4 4.50 89.1 230
DTV DIRECTV DTV US 06/22/13 C55 11.3 22.5 2.91 164.6 398
MU MICRON TECH MU US 04/20/13 P8 11.3 55.6 0.13 85.7 1823
PBR PETROBRAS S PBR US 04/20/13 C15 11.3 36.7 2.86 20.7 235
SPY SPDR S&P 50 SPY US 04/20/13 C162 11.2 8.5 0.13 -18.8 1684
MCF CONTANGO OI MCF US 10/19/13 C40 11.1 31.0 6.20 55.0 300
ZIOP ZIOPHARM ON ZIOP US 05/18/13 P5 11.1 176.1 1.30 18.2 841
SPY SPDR S&P 50 SPY US 06/28/13 C157 11.1 11.8 3.25 -4.7 265
CNH CNH GLOBAL CNH US 06/22/13 C45 11.1 31.8 1.65 -21.4 800
SPY SPDR S&P 50 SPY US 06/22/13 C160 10.8 10.7 1.81 -0.6 632
SPY SPDR S&P 50 SPY US 06/22/13 P140 10.6 17.7 0.92 4.5 3488
SPY SPDR S&P 50 SPY US 06/22/13 C161 10.4 10.4 1.45 -2.0 344
DELL DELL INC DELL US 01/18/14 P3 10.2 83.8 0.04 300.0 200
USNA USANA HEALT USNA US 04/20/13 P35 10.0 73.9 0.70 40.0 1242
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
XLY SPDR-CONS D XLY US 09/21/13 P34 -51.9 29.8 0.06 0.0 318
XLY SPDR-CONS D XLY US 09/21/13 P36 -50.0 28.0 0.09 0.0 328
AGNC AMERICAN CA AGNC US 09/21/13 P31 -47.1 13.1 1.92 -4.0 306
XLP SPDR-CONS S XLP US 04/20/13 P40 -43.0 7.3 1.56 13.0 506
ULTA ULTA SALON ULTA US 04/20/13 P75 -36.8 29.1 2.25 200.0 1631
SPY SPDR S&P 50 SPY US 04/20/13 P161 -36.5 8.2 5.50 5.8 276
ULTA ULTA SALON ULTA US 04/20/13 P70 -36.5 30.2 0.80 135.3 368
ARO AEROPOSTALE ARO US 04/20/13 P14 -34.4 35.7 0.88 17.3 1440
YONG YONGYE INTE YONG US 04/20/13 C5 -34.3 39.8 0.45 -30.8 1469
KKD KRISPY KREM KKD US 04/20/13 P14 -33.6 39.7 0.90 32.4 327
SPY SPDR S&P 50 SPY US 04/20/13 P160 -33.5 8.1 4.66 8.1 208
STEC STEC INC STEC US 04/20/13 P5 -32.5 43.0 0.35 52.2 288
SPY SPDR S&P 50 SPY US 04/12/13 P159 -32.4 8.2 3.70 8.5 201
YONG YONGYE INTE YONG US 04/20/13 C4 -32.3 42.1 1.30 -13.3 200
KKD KRISPY KREM KKD US 04/20/13 P13 -32.1 44.3 0.40 2.6 451
STEC STEC INC STEC US 04/20/13 C5 -29.0 44.6 0.13 -81.9 268
SPY SPDR S&P 50 SPY US 04/20/13 P159 -27.1 8.6 3.83 6.7 519
ARO AEROPOSTALE ARO US 04/20/13 P13 -26.3 40.9 0.45 12.5 464
SPY SPDR S&P 50 SPY US 04/20/13 P158 -23.6 8.9 3.07 3.0 5951
SKS SAKS INC SKS US 04/20/13 C12 -23.5 22.7 0.25 0.0 33488
CCL CARNIVAL CO CCL US 04/20/13 C33.5 -23.3 21.4 2.05 -8.9 530
SKS SAKS INC SKS US 04/20/13 P12 -22.6 22.5 0.50 -37.5 927
SPY SPDR S&P 50 SPY US 04/12/13 P157 -22.1 9.1 2.49 16.9 1066
CCL CARNIVAL CO CCL US 04/20/13 C34.5 -21.9 20.5 1.19 -42.0 252
SPY SPDR S&P 50 SPY US 04/05/13 P156 -21.6 9.2 1.59 12.8 534
CCL CARNIVAL CO CCL US 04/20/13 C35.5 -21.4 20.3 0.64 -53.3 439
SPY SPDR S&P 50 SPY US 04/20/13 P157 -20.1 9.3 2.51 5.0 3738
AGNC AMERICAN CA AGNC US 04/20/13 C30 -20.0 36.6 3.15 -1.6 322
KKD KRISPY KREM KKD US 05/18/13 C14 -19.4 41.6 0.75 -59.5 537
SPY SPDR S&P 50 SPY US 04/12/13 P156 -18.9 9.6 1.82 8.3 215
SPY SPDR S&P 50 SPY US 04/05/13 P155 -18.2 9.8 1.16 10.5 924
SPY SPDR S&P 50 SPY US 05/18/13 P160 -17.8 9.7 5.30 7.1 205
AGNC AMERICAN CA AGNC US 09/21/13 C33 -17.2 9.9 0.50 0.0 249
ARO AEROPOSTALE ARO US 07/20/13 C14 -17.2 39.1 1.20 -32.6 1002
ULTA ULTA SALON ULTA US 06/22/13 P70 -17.1 34.7 2.90 114.8 1416
SPY SPDR S&P 50 SPY US 04/20/13 P156 -17.0 9.9 2.03 3.6 20635
S SPRINT NEXT S US 05/18/13 P6 -16.3 17.5 0.32 -11.1 304
ULTA ULTA SALON ULTA US 06/22/13 P55 -16.1 42.8 0.55 -15.4 264
XLI SPDR-INDU S XLI US 04/20/13 P42 -15.8 11.5 0.69 7.8 1879
SPY SPDR S&P 50 SPY US 05/18/13 P159 -15.1 10.1 4.56 4.1 363
SPY SPDR S&P 50 SPY US 04/05/13 P154 -15.0 10.5 0.84 6.3 2412
SPY SPDR S&P 50 SPY US 04/20/13 P155 -14.7 10.4 1.65 2.5 15072
TWO TWO HARBORS TWO US 04/20/13 C14 -14.5 18.0 0.20 100.0 657
CCL CARNIVAL CO CCL US 04/20/13 P35.5 -14.4 21.8 1.18 12.4 307
CCL CARNIVAL CO CCL US 04/20/13 P33.5 -14.2 23.2 0.41 2.5 327
BAC BANK OF AME BAC US 04/20/13 C10 -14.1 34.6 2.57 18.4 2809
SPY SPDR S&P 50 SPY US 05/18/13 P158 -13.9 10.4 3.98 4.7 442
TSLA TESLA MOTOR TSLA US 04/20/13 C25 -13.8 88.2 10.50 0.0 260
ULTA ULTA SALON ULTA US 09/21/13 P55 -13.8 40.9 1.40 91.8 215
CCL CARNIVAL CO CCL US 04/20/13 P34.5 -13.2 22.5 0.73 21.7 330
SPY SPDR S&P 50 SPY US 04/05/13 P153 -13.0 11.1 0.63 5.0 541
RDY DR REDDY'S- RDY US 06/22/13 P35 -12.8 16.6 2.05 -8.9 516
STP SUNTECH POW STP US 04/20/13 C0.5 -12.4 247.4 0.34 41.7 500
QQQ POWERSH-QQQ QQQ US 04/20/13 P70 -12.1 10.7 1.82 7.1 895
SPY SPDR S&P 50 SPY US 04/20/13 P153 -12.0 11.4 1.08 0.9 5749
SPY SPDR S&P 50 SPY US 05/18/13 P157 -11.9 10.8 3.45 3.6 1251
XLV SPDR-HEALTH XLV US 04/20/13 P44 -11.8 10.9 0.32 -3.0 871
SPY SPDR S&P 50 SPY US 04/05/13 P152 -11.8 11.7 0.50 6.4 249
QQQ POWERSH-QQQ QQQ US 04/12/13 P69.5 -11.4 10.7 1.30 0.0 230
QQQ POWERSH-QQQ QQQ US 04/05/13 P69.5 -11.3 10.4 1.22 -9.0 293
BAC BANK OF AME BAC US 05/18/13 C9 -11.0 38.0 3.60 13.6 253
ITUB ITAU UNIBAN ITUB US 04/20/13 C18 -11.0 22.4 0.40 -20.0 400
SPY SPDR S&P 50 SPY US 04/20/13 P152 -10.7 12.0 0.89 4.7 6665
XLI SPDR-INDU S XLI US 04/20/13 P41 -10.3 13.1 0.33 -5.7 2948
MCP MOLYCORP IN MCP US 04/20/13 P5 -10.0 86.4 0.17 -37.0 3404
x - Ex-dividend. * - Ex-earnings.
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