U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-03-19T19:00:23Z
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 3:00 p.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 500 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
=============================================================================
OCN OCWEN FINL OCN US 05/18/13 P37.5 41.8 54.0 3.60 118.2 6074
SPY SPDR S&P 50 SPY US 04/20/13 P160 34.4 9.9 6.02 15.3 1269
OCN OCWEN FINL OCN US 05/18/13 P35 33.8 54.4 2.35 147.4 1654
OCN OCWEN FINL OCN US 04/20/13 C37.5 31.6 40.5 1.40 -32.4 1540
OCN OCWEN FINL OCN US 04/20/13 P37.5 30.2 40.9 2.25 200.0 585
SPXS DIREXION DA SPXS US 04/20/13 C11 28.5 36.7 1.85 12.1 777
DG DOLLAR GENE DG US 04/20/13 C49 27.8 38.7 1.55 15.7 1926
TUMI TUMI HOLDIN TUMI US 04/20/13 C22.5 27.3 66.9 2.10 -4.5 577
SPY SPDR S&P 50 SPY US 04/20/13 P159 25.1 10.3 4.97 15.3 563
RAS RAIT FINANC RAS US 07/20/13 C8 25.1 30.0 0.35 0.0 796
EDU NEW ORIENTA EDU US 04/20/13 C16 23.7 56.3 2.10 23.5 1036
RSX MKT VECT-RU RSX US 04/20/13 P26 22.7 27.6 0.30 100.0 2810
SVU SUPERVALU I SVU US 04/20/13 P4 22.5 52.9 0.15 50.0 1463
NSM NATIONSTAR NSM US 04/20/13 P35 22.3 46.4 1.75 150.0 858
OCN OCWEN FINL OCN US 04/20/13 P35 21.9 43.7 1.15 259.4 857
NSM NATIONSTAR NSM US 04/20/13 C35 21.6 49.5 2.25 -23.7 1968
SPY SPDR S&P 50 SPY US 04/05/13 P157 21.1 10.8 3.24 31.2 625
EDU NEW ORIENTA EDU US 04/20/13 P18 20.8 53.2 1.35 -15.6 742
OCN OCWEN FINL OCN US 04/20/13 C35 20.1 43.9 2.90 -29.8 1008
KRFT KRAFT FOODS KRFT US 05/18/13 P50 20.0 16.3 1.35 19.5 509
OPK OPKO HEALTH OPK US 01/18/14 P7 18.2 56.0 1.47 33.6 1498
BAC BANK OF AME BAC US 04/05/13 P12 17.3 31.7 0.09 -10.0 808
EDU NEW ORIENTA EDU US 07/20/13 C17 17.3 59.4 2.55 21.4 1731
EEM ISHARES-EMG EEM US 04/20/13 P43.5 17.2 14.3 1.81 23.1 2080
SPY SPDR S&P 50 SPY US 04/20/13 P158 16.9 10.7 4.35 15.7 2655
OCN OCWEN FINL OCN US 07/20/13 C37.5 16.9 47.1 3.31 -30.8 937
SPY SPDR S&P 50 SPY US 04/05/13 P156 16.8 11.6 2.52 17.2 1788
DELL DELL INC DELL US 04/20/13 P14 16.8 15.3 0.16 -11.1 2058
MDVN MEDIVATION MDVN US 04/20/13 C46 16.6 41.6 1.82 40.0 1523
EDU NEW ORIENTA EDU US 04/20/13 P17 16.6 55.1 0.80 -5.9 826
CAG CONAGRA FOO CAG US 06/22/13 P29 16.3 26.8 0.15 50.0 850
EDU NEW ORIENTA EDU US 04/20/13 C17 16.1 55.1 1.45 26.1 826
S SPRINT NEXT S US 05/18/13 P5.5 16.0 31.2 0.13 18.2 4729
BAC BANK OF AME BAC US 04/12/13 P12 15.8 32.0 0.15 7.1 637
DELL DELL INC DELL US 04/20/13 C13 15.5 27.7 1.27 9.5 683
ABC AMERISOURCE ABC US 04/20/13 C50 15.2 16.9 1.50 200.0 528
HOV HOVNANIAN E HOV US 04/20/13 P6 15.2 49.2 0.20 -42.9 2384
BAC BANK OF AME BAC US 04/12/13 P12.5 15.1 30.4 0.29 -9.4 4825
DELL DELL INC DELL US 04/20/13 C14 15.0 16.3 0.36 24.1 12316
IWM ISHARES-RUS IWM US 04/20/13 P96 14.9 12.9 3.16 17.5 553
SPY SPDR S&P 50 SPY US 04/05/13 P155 14.8 12.3 2.06 39.2 2188
XLI SPDR-INDU S XLI US 04/20/13 P42 14.8 13.4 0.90 18.4 513
BAC BANK OF AME BAC US 04/20/13 P11 14.6 39.0 0.06 0.0 1253
BAC BANK OF AME BAC US 04/05/13 P12.5 14.6 30.3 0.23 -14.8 2253
RSX MKT VECT-RU RSX US 04/20/13 P27 14.6 25.2 0.65 116.7 1478
SQQQ PROSHARES U SQQQ US 06/22/13 P27 14.5 37.3 0.25 0.0 590
HOV HOVNANIAN E HOV US 04/20/13 C6 14.5 48.3 0.40 42.9 1551
EEM ISHARES-EMG EEM US 04/20/13 P43 14.4 14.7 1.46 30.4 15027
SPY SPDR S&P 50 SPY US 04/05/13 P154 14.1 13.1 1.54 40.0 9493
WLT WALTER ENER WLT US 04/20/13 C27.5 14.1 55.9 2.20 -20.0 947
BKCC BLACKROCK K BKCC US 08/17/13 C10 13.8 20.3 0.40 -27.3 1205
BAC BANK OF AME BAC US 04/20/13 P12 13.7 33.6 0.20 -9.1 10848
AUXL AUXILIUM PH AUXL US 04/20/13 C17.5 13.6 43.5 0.55 0.0 522
MNST MONSTER BEV MNST US 04/20/13 P42.5 13.6 44.2 0.30 -25.0 1091
BAC BANK OF AME BAC US 04/05/13 C12 13.3 31.9 0.82 24.2 1549
DIA SPDR DJIA T DIA US 04/20/13 P145 13.3 10.4 2.37 12.9 776
BAC BANK OF AME BAC US 04/05/13 C12.5 13.2 29.9 0.40 25.0 1830
KRFT KRAFT FOODS KRFT US 05/18/13 C52.5 13.0 13.9 0.25 0.0 555
ATU ACTUANT COR ATU US 04/20/13 P30 13.0 36.4 0.70 -12.5 520
CVC CABLEVISION CVC US 04/20/13 P14 12.9 28.4 0.27 -3.6 1332
BCS BARCLAYS PL BCS US 05/18/13 P18 12.8 33.3 0.95 43.9 805
BWA BORGWARNER BWA US 04/20/13 P75 12.8 24.7 1.15 69.1 1229
NPSP NPS PHARM I NPSP US 05/18/13 C10 12.8 44.9 0.69 97.1 894
BAC BANK OF AME BAC US 04/12/13 C11.5 12.7 33.5 1.24 22.8 901
SPY SPDR S&P 50 SPY US 04/05/13 P153 12.7 13.9 1.34 54.0 6744
PXP PLAINS EXPL PXP US 05/18/13 P45 12.6 23.3 1.00 19.1 2200
SPY SPDR S&P 50 SPY US 04/20/13 P157 12.6 11.1 3.60 20.0 4459
SPY SPDR S&P 50 SPY US 04/12/13 P155 12.5 12.3 2.34 26.5 583
KRFT KRAFT FOODS KRFT US 06/22/13 P50 12.4 15.9 1.60 23.1 1046
TBT PRO ULTSH 2 TBT US 04/20/13 C66 12.4 24.9 1.95 -20.4 909
LCC US AIRWAYS LCC US 04/20/13 P15 12.3 39.7 0.21 0.0 522
CLF CLIFFS NATU CLF US 04/20/13 C21 12.2 57.5 1.09 -35.9 1675
TBT PRO ULTSH 2 TBT US 04/20/13 P64 12.2 24.7 1.07 87.7 552
BAC BANK OF AME BAC US 04/05/13 P13 12.1 29.2 0.53 -10.2 507
SLV ISHARES SIL SLV US 04/05/13 C28.5 12.1 21.8 0.30 15.4 1712
SPY SPDR S&P 50 SPY US 04/05/13 P152 12.1 14.7 1.01 44.3 11979
BAC BANK OF AME BAC US 04/20/13 C10 12.0 44.7 2.62 2.8 678
SPY SPDR S&P 50 SPY US 04/05/13 P151 12.0 15.6 0.85 44.1 7449
WLT WALTER ENER WLT US 04/20/13 P27.5 12.0 54.8 1.43 58.9 1342
BHP BHP BILLITO BHP US 04/20/13 C72.5 11.9 21.4 0.67 -53.1 2947
SPY SPDR S&P 50 SPY US 04/12/13 P156 11.8 11.6 2.72 15.2 817
BAC BANK OF AME BAC US 04/12/13 C12.5 11.8 30.1 0.50 38.9 2254
TBT PRO ULTSH 2 TBT US 04/20/13 C67 11.8 25.1 1.52 -19.1 741
GRMN GARMIN LTD GRMN US 04/20/13 P33 11.8 24.0 0.71 97.2 2496
BAC BANK OF AME BAC US 04/20/13 C12 11.7 34.0 0.91 15.2 14672
MNST MONSTER BEV MNST US 04/20/13 P45 11.7 39.2 0.60 -20.0 1252
LCC US AIRWAYS LCC US 04/20/13 P16 11.7 37.6 0.48 -14.3 942
GLD SPDR GOLD T GLD US 04/12/13 C163 11.6 14.4 0.31 40.9 500
BAC BANK OF AME BAC US 04/12/13 C12 11.6 32.0 0.84 20.0 1877
TBT PRO ULTSH 2 TBT US 04/20/13 P63 11.6 24.7 0.71 102.9 520
IWM ISHARES-RUS IWM US 04/05/13 P94 11.5 14.9 1.61 18.4 1058
DIA SPDR DJIA T DIA US 04/20/13 P144 11.5 11.0 1.96 17.4 1716
FAZ DIR FIN BEA FAZ US 04/20/13 P10 11.4 40.4 0.21 -8.7 675
IWM ISHARES-RUS IWM US 04/20/13 P95 11.4 13.8 2.54 22.1 4091
SSRI SILVER STAN SSRI US 06/22/13 C11 11.4 47.8 0.85 37.1 938
JNJ JOHNSON&JOH JNJ US 04/20/13 P72.5 11.3 16.8 0.09 125.0 1358
BWA BORGWARNER BWA US 04/20/13 P77.5 11.2 23.1 1.95 37.3 703
CAG CONAGRA FOO CAG US 06/22/13 P28 11.2 29.5 0.15 0.0 5529
SLV ISHARES SIL SLV US 04/05/13 C28 11.2 21.6 0.47 0.0 1721
SPY SPDR S&P 50 SPY US 04/20/13 P156 11.2 11.7 3.07 23.8 11710
KRFT KRAFT FOODS KRFT US 06/22/13 C52.5 11.1 14.0 0.45 -10.0 594
GLD SPDR GOLD T GLD US 04/12/13 C159 11.1 13.4 1.01 55.4 647
CPN CALPINE COR CPN US 06/22/13 P19 11.1 21.9 0.40 0.0 701
MNST MONSTER BEV MNST US 04/20/13 C50 11.0 34.7 1.90 90.0 735
SPY SPDR S&P 50 SPY US 04/12/13 P154 11.0 12.9 1.84 28.7 779
WFC WELLS FARGO WFC US 04/20/13 P36 10.9 21.5 0.37 48.0 2047
GMCR GREEN MOUNT GMCR US 04/20/13 C55 10.9 42.2 3.00 22.9 1728
SAN BANCO SANTA SAN US 06/22/13 P6 10.9 42.0 0.15 50.0 3000
BAC BANK OF AME BAC US 05/18/13 P11 10.8 35.4 0.13 0.0 2329
X US STEEL CO X US 04/20/13 C20 10.8 37.2 0.69 -19.8 1712
XLF SPDR-FINL S XLF US 05/18/13 P19 10.7 15.3 1.01 11.0 1399
DELL DELL INC DELL US 08/17/13 C13 10.7 24.1 1.55 10.7 1150
X US STEEL CO X US 04/20/13 P20 10.7 37.8 1.10 41.0 723
XLU SPDR-UTIL S XLU US 05/18/13 P38 10.7 10.4 0.68 15.2 1664
SPY SPDR S&P 50 SPY US 04/12/13 P153 10.7 13.6 1.59 27.2 588
C CITIGROUP I C US 04/05/13 C47 10.6 25.8 0.54 -6.9 1227
TBT PRO ULTSH 2 TBT US 04/20/13 C68 10.6 25.4 1.17 -18.8 1240
NAVB NAVIDEA BIO NAVB US 04/20/13 C3 10.6 71.7 0.15 15.4 973
XLY SPDR-CONS D XLY US 04/20/13 P52 10.6 13.8 0.98 58.1 2536
BYD BOYD GAMING BYD US 06/22/13 P7 10.5 56.2 0.75 25.0 1511
TBT PRO ULTSH 2 TBT US 04/20/13 P67 10.5 25.1 2.45 42.4 1789
XLF SPDR-FINL S XLF US 04/20/13 P18 10.4 16.9 0.28 21.7 31551
XLF SPDR-FINL S XLF US 04/05/13 P18 10.3 17.0 0.18 20.0 661
SPY SPDR S&P 50 SPY US 04/20/13 P155 10.3 12.3 2.58 25.2 25017
AIG AMERICAN IN AIG US 04/20/13 C40 10.2 21.9 0.35 -10.3 971
USB US BANCORP USB US 04/20/13 C35 10.2 15.3 0.18 0.0 2159
LCC US AIRWAYS LCC US 04/20/13 C17 10.2 34.4 0.50 61.3 848
TLT ISHARES BAR TLT US 04/20/13 C117 10.2 12.5 1.87 49.6 1028
KBH KB HOME KBH US 04/20/13 C18 10.2 49.3 3.20 19.4 648
UVXY PRO ULTRA V UVXY US 04/20/13 C9 10.1 141.2 1.60 33.3 2749
FAS DIR FIN BUL FAS US 04/20/13 P165 10.1 40.4 9.70 20.5 548
SLV ISHARES SIL SLV US 04/12/13 C28.5 10.0 21.7 0.39 5.4 1534
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
CAH CARDINAL HE CAH US 04/20/13 C43 -34.5 17.0 0.65 -79.7 3109
SID SID NACIONA SID US 04/20/13 P4 -30.4 53.7 0.05 0.0 1200
IBKR INTERACTIVE IBKR US 01/18/14 P12 -25.5 19.9 0.20 -55.6 766
RNF RENTECH NIT RNF US 04/20/13 P35 -22.8 29.1 1.05 66.7 748
CAH CARDINAL HE CAH US 04/20/13 P42 -22.0 18.2 0.71 491.7 3290
NYT NEW YORK TI NYT US 04/20/13 C10 -19.8 33.3 0.30 -25.0 583
CAH CARDINAL HE CAH US 04/20/13 P43 -18.4 17.3 1.10 378.3 2397
GOL GOL-ADR GOL US 04/20/13 C7.5 -14.8 56.7 0.40 -33.3 3447
LULU LULULEMON A LULU US 04/20/13 C65 -14.0 42.2 2.53 -39.8 1006
SPLK SPLUNK INC SPLK US 04/20/13 P37.5 -13.2 37.3 1.65 26.9 502
WAG WALGREEN CO WAG US 04/20/13 C45 -13.2 17.6 0.68 172.0 4419
LULU LULULEMON A LULU US 04/20/13 P65 -13.1 42.5 3.90 16.1 1810
WAG WALGREEN CO WAG US 04/20/13 C46 -13.0 17.6 0.38 153.3 2631
WAG WALGREEN CO WAG US 04/20/13 C43 -12.5 18.7 1.90 120.9 11594
LULU LULULEMON A LULU US 04/20/13 C62.5 -12.4 43.3 3.80 -32.5 738
CAH CARDINAL HE CAH US 05/18/13 P40 -12.3 22.3 0.55 0.0 5105
LULU LULULEMON A LULU US 04/20/13 P62.5 -12.2 43.3 2.70 17.4 1551
NTRI NUTRISYSTEM NTRI US 04/20/13 C9 -11.9 26.4 0.10 -33.3 558
CHTR CHARTER COM CHTR US 05/18/13 P95 -11.7 24.9 2.00 0.0 549
LULU LULULEMON A LULU US 04/20/13 P60 -11.3 44.1 1.69 13.4 3210
XLU SPDR-UTIL S XLU US 06/22/13 P38 -11.0 9.8 1.01 13.5 602
WAG WALGREEN CO WAG US 04/20/13 C44 -11.0 18.4 1.30 195.4 1111
S SPRINT NEXT S US 11/16/13 P5 -10.9 29.5 0.73 0.0 662
STSI STAR SCIENT STSI US 05/18/13 P1.5 -10.7 89.1 0.15 50.0 2952
FRAN FRANCESCAS FRAN US 04/20/13 P22.5 -10.7 70.5 0.70 0.0 983
WAG WALGREEN CO WAG US 04/20/13 P45 -10.6 17.8 1.10 -60.1 1158
BID SOTHEBY'S BID US 04/20/13 C39 -10.5 27.1 0.63 -40.0 755
WAG WALGREEN CO WAG US 04/20/13 P44 -10.2 18.5 0.73 -63.9 1993
STSI STAR SCIENT STSI US 04/20/13 P1.5 -10.1 93.5 0.10 100.0 2254
x - Ex-dividend. * - Ex-earnings.
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.