U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-03-20T19:00:20Z
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 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
=============================================================================
THRX THERAVANCE THRX US 04/20/13 C24 43.7 111.0 2.75 44.7 1091
THRX THERAVANCE THRX US 04/20/13 P20 42.0 124.4 1.50 130.8 1668
SNE SONY CORP-A SNE US 04/20/13 C14 35.8 61.0 3.62 12.8 652
THLD THRESHOLD P THLD US 04/20/13 C5 29.1 81.4 0.40 33.3 706
LOGM LOGMEIN INC LOGM US 04/20/13 C17.5 24.1 83.1 2.20 29.4 1433
GSK GLAXOSMITHK GSK US 04/20/13 C47 23.9 14.1 0.30 100.0 2364
SNE SONY CORP-A SNE US 04/20/13 C15 21.3 46.8 2.61 18.6 1454
GSK GLAXOSMITHK GSK US 04/20/13 P45 20.8 16.4 0.45 2.3 5861
S SPRINT NEXT S US 05/18/13 C5.5 19.8 36.4 0.60 0.0 2206
LCC US AIRWAYS LCC US 04/20/13 C14 18.5 48.8 3.20 14.3 528
EBIX EBIX INC EBIX US 04/20/13 P12 18.2 75.3 0.14 -6.7 685
PAA PLAINS ALL PAA US 04/20/13 C55 17.2 15.4 0.85 70.0 1709
GSK GLAXOSMITHK GSK US 04/20/13 P44 16.3 17.5 0.25 25.0 1545
DISH DISH NETWOR DISH US 05/18/13 C32 16.1 42.0 5.40 0.0 951
MCP MOLYCORP IN MCP US 09/21/13 P1 14.2 145.5 0.03 0.0 2358
WAG WALGREEN CO WAG US 04/20/13 C43 13.9 21.5 3.15 60.7 644
SVU SUPERVALU I SVU US 04/20/13 C2.5 13.7 95.5 1.65 -13.2 700
GSK GLAXOSMITHK GSK US 05/18/13 P45 13.7 15.0 0.95 -8.7 1517
ACAS AMERICAN CA ACAS US 05/18/13 P12 12.7 37.6 0.07 133.3 1349
ACAS AMERICAN CA ACAS US 05/18/13 P13 12.3 30.3 0.12 100.0 2025
NLY ANNALY CAPI NLY US 07/20/13 P13 11.9 22.6 0.16 23.1 878
RSH RADIOSHACK RSH US 04/20/13 P3.5 11.9 65.4 0.16 -42.9 627
LIFE LIFE TECHNO LIFE US 05/18/13 P55 11.6 34.1 0.50 28.2 692
SYMC SYMANTEC CO SYMC US 01/17/15 C25 11.4 31.1 3.50 13.6 13361
DUK DUKE ENERGY DUK US 04/20/13 C72.5 11.3 10.0 0.20 81.8 1065
DISH DISH NETWOR DISH US 05/18/13 P34 10.8 37.4 1.10 -26.7 2931
DLTR DOLLAR TREE DLTR US 04/20/13 P42.5 10.6 25.8 0.25 -28.6 823
DISH DISH NETWOR DISH US 04/20/13 C36 10.6 30.1 1.45 163.6 1106
SQNM SEQUENOM IN SQNM US 04/20/13 C4 10.5 71.8 0.50 6.4 3122
XCO EXCO RESOUR XCO US 04/20/13 C8 10.5 39.5 0.20 100.0 855
RFMD RF MICRO DE RFMD US 05/18/13 C5 10.4 48.8 0.35 16.7 3104
PVH PVH CORP PVH US 04/20/13 P115 10.2 31.4 5.05 26.2 542
S SPRINT NEXT S US 05/18/13 C6 10.1 24.0 0.20 17.6 2559
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
OMPI OBAGI MEDIC OMPI US 10/19/13 P17.5 -73.2 12.1 0.10 0.0 1737
OMPI OBAGI MEDIC OMPI US 07/20/13 P17.5 -68.8 14.3 0.05 0.0 1165
WSM WILLIAMS-SO WSM US 04/20/13 C48 -35.7 19.7 2.40 300.0 1020
CTAS CINTAS CORP CTAS US 04/20/13 P42.5 -33.7 18.1 0.80 166.7 513
WSM WILLIAMS-SO WSM US 04/20/13 C49 -32.1 19.5 1.80 462.5 1761
WSM WILLIAMS-SO WSM US 04/20/13 C50 -31.9 19.0 1.05 425.0 679
FRAN FRANCESCAS FRAN US 04/20/13 C27.5 -31.6 47.3 2.00 14.3 633
ECT ECA MARCELL ECT US 04/20/13 P10 -31.3 69.6 0.80 100.0 526
S SPRINT NEXT S US 04/05/13 C6 -30.2 13.3 0.08 -38.5 3796
FRAN FRANCESCAS FRAN US 04/20/13 P25 -29.7 51.4 0.35 -75.0 1365
ADBE ADOBE SYS I ADBE US 04/20/13 C43 -27.6 19.2 0.72 56.5 1571
ANH ANWORTH MOR ANH US 10/19/13 P6 -27.5 13.4 0.40 -27.3 1000
S SPRINT NEXT S US 04/20/13 P6 -27.3 14.5 0.08 -27.3 941
WSM WILLIAMS-SO WSM US 05/18/13 C49 -27.2 19.6 1.90 201.6 8375
ADBE ADOBE SYS I ADBE US 04/20/13 C44 -26.6 19.0 0.40 53.9 541
CYS CYS INVESTM CYS US 09/21/13 P11 -25.3 16.7 0.40 14.3 1000
PGNX PROGENICS P PGNX US 04/20/13 P5 -25.0 58.0 0.30 0.0 3547
ADBE ADOBE SYS I ADBE US 04/20/13 C42 -24.9 19.8 1.26 61.5 783
ADBE ADOBE SYS I ADBE US 04/20/13 P42 -24.7 19.6 0.69 -65.7 1644
HYG ISH-IBOXX H HYG US 09/21/13 P88 -24.5 8.3 1.15 -8.0 544
ADBE ADOBE SYS I ADBE US 04/20/13 C41 -23.2 20.7 1.95 68.1 796
GIS GENERAL MIL GIS US 04/20/13 C47 -23.2 12.1 1.05 94.4 563
HYG ISH-IBOXX H HYG US 09/21/13 P87 -22.9 8.6 0.90 -33.3 554
ZQK QUIKSILVER ZQK US 05/18/13 C5 -21.9 39.5 1.60 8.1 1542
FDX FEDEX CORP FDX US 04/20/13 P97.5 -21.8 20.4 1.48 228.9 2367
FDX FEDEX CORP FDX US 04/20/13 P100 -21.3 19.4 2.55 218.8 2392
FDX FEDEX CORP FDX US 04/20/13 P95 -21.1 21.6 0.81 211.5 2041
FDX FEDEX CORP FDX US 04/20/13 C100 -20.0 19.4 1.94 -73.4 1999
FDX FEDEX CORP FDX US 04/20/13 P92.5 -19.8 22.9 0.44 193.3 659
XLP SPDR-CONS S XLP US 04/20/13 C40 -17.1 7.0 0.05 66.7 1542
MMR MCMORAN EXP MMR US 05/18/13 C17 -16.6 11.9 0.08 0.0 1277
ADBE ADOBE SYS I ADBE US 05/18/13 C43 -15.7 19.6 1.15 71.6 570
VXX IPATH-S&P S VXX US 04/20/13 P15 -15.6 46.8 0.01 0.0 524
XLP SPDR-CONS S XLP US 04/20/13 P40 -14.5 6.7 1.03 -34.0 1509
ZNGA ZYNGA INC- ZNGA US 04/20/13 C2.5 -14.5 70.9 0.88 -9.3 773
FRAN FRANCESCAS FRAN US 05/18/13 P25 -14.3 52.5 0.95 -47.5 1201
S SPRINT NEXT S US 04/12/13 C6 -14.3 15.8 0.10 -23.1 2056
LINE LINN ENERGY LINE US 04/20/13 C39 -14.3 12.9 0.12 20.0 1402
EDU NEW ORIENTA EDU US 04/20/13 C15 -14.2 49.4 2.02 -32.7 610
EDU NEW ORIENTA EDU US 04/20/13 C17 -14.1 44.5 0.90 -35.7 933
XLB SPDR-MATERI XLB US 04/20/13 P33 -14.0 31.7 0.04 -66.7 500
NCT NEWCASTLE I NCT US 04/20/13 P10 -14.0 31.0 0.20 33.3 938
SID SID NACIONA SID US 01/18/14 P4 -13.7 37.7 0.40 0.0 5000
OCN OCWEN FINL OCN US 04/20/13 C37.5 -13.4 35.7 1.00 -6.5 641
SPY SPDR S&P 50 SPY US 04/20/13 C162 -13.3 8.3 0.09 0.0 30736
MTGE AMERICAN CA MTGE US 09/21/13 P22.5 -13.1 19.1 0.85 -2.3 1000
OPK OPKO HEALTH OPK US 01/18/14 P7 -13.0 46.3 1.45 0.0 551
FDX FEDEX CORP FDX US 05/18/13 C100 -13.0 19.5 2.81 -63.0 822
EDU NEW ORIENTA EDU US 04/20/13 P16 -12.9 46.3 0.55 10.0 730
SPY SPDR S&P 50 SPY US 04/20/13 C161 -12.6 8.4 0.16 6.7 35559
CBS CBS CORP-B CBS US 04/20/13 C46 -12.4 16.2 1.07 25.9 5280
MTG MGIC INVT C MTG US 01/18/14 P1.5 -12.2 88.8 0.07 -36.4 1146
XLI SPDR-INDU S XLI US 04/20/13 C42 -12.0 11.9 0.45 -10.0 523
NPSP NPS PHARM I NPSP US 04/20/13 C10 -11.9 33.8 0.30 -25.0 723
S SPRINT NEXT S US 05/18/13 P5.5 -11.8 30.1 0.12 -14.3 14445
CIE COBALT INTE CIE US 05/18/13 P27.5 -11.8 40.0 1.80 0.0 539
CIE COBALT INTE CIE US 05/18/13 C27.5 -11.7 40.1 2.07 58.0 1193
ADBE ADOBE SYS I ADBE US 04/20/13 P38 -11.7 26.0 0.09 -75.7 615
ADBE ADOBE SYS I ADBE US 04/20/13 P37 -11.6 27.1 0.05 -80.0 539
OCN OCWEN FINL OCN US 04/20/13 C35 -11.5 38.1 2.35 -6.0 760
LEN LENNAR CORP LEN US 04/20/13 C44 -11.3 27.3 1.25 127.3 727
LIFE LIFE TECHNO LIFE US 04/20/13 P60 -11.2 26.7 0.40 -42.9 536
SYY SYSCO CORP SYY US 05/18/13 C31 -11.0 17.6 3.40 0.6 1027
SPY SPDR S&P 50 SPY US 04/20/13 C160 -10.9 8.7 0.31 19.2 65079
SPY SPDR S&P 50 SPY US 04/05/13 C160 -10.8 8.8 0.09 12.5 12384
XOP SPDR OIL&GA XOP US 04/20/13 P62 -10.7 20.8 1.96 -21.6 1031
ECT ECA MARCELL ECT US 05/18/13 P10 -10.7 55.1 1.35 145.4 503
OMX OFFICEMAX I OMX US 05/18/13 C12 -10.7 29.4 0.60 9.1 833
SPY SPDR S&P 50 SPY US 04/20/13 C159 -10.6 9.1 0.51 21.4 18870
SPY SPDR S&P 50 SPY US 04/12/13 C158 -10.6 9.3 0.65 41.3 626
ULTA ULTA SALON ULTA US 04/20/13 P80 -10.5 25.0 3.60 -41.0 955
OCZ OCZ TECHNOL OCZ US 06/22/13 C2 -10.4 106.6 0.35 -30.0 2030
FNSR FINISAR COR FNSR US 04/20/13 P14 -10.4 39.3 0.50 -9.1 733
QQQ POWERSH-QQQ QQQ US 04/20/13 P70 -10.3 10.5 1.62 -21.7 1529
SPY SPDR S&P 50 SPY US 04/05/13 C159 -10.3 8.8 0.20 33.3 10546
LEN LENNAR CORP LEN US 04/20/13 C43 -10.2 28.0 1.79 108.1 2116
GTI GRAFTECH IN GTI US 04/20/13 C7.5 -10.2 34.8 0.60 140.0 633
C CITIGROUP I C US 04/05/13 P46 -10.1 23.1 0.73 -37.1 2148
BAC BANK OF AME BAC US 04/05/13 P12.5 -10.1 26.6 0.14 -36.4 824
QQQ POWERSH-QQQ QQQ US 04/20/13 P71 -10.1 10.0 2.39 -20.9 809
x - Ex-dividend. * - Ex-earnings.
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