U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News -
2013-03-21T19:00:20Z
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
=============================================================================
CIM CHIMERA INV CIM US 04/20/13 C3 85.5 49.8 0.25 38.9 5482
ACAD ACADIA PHAR ACAD US 04/20/13 C5 82.9 121.4 3.40 100.0 1109
IYR ISHARES-DJ IYR US 04/20/13 P71 73.1 13.4 2.73 -0.4 694
ACAD ACADIA PHAR ACAD US 04/20/13 P6 60.1 86.4 0.05 -66.7 1015
AAPL APPLE INC AAPL US 04/20/13 C255 43.3 80.7 200.25 13.8 2180
RFP RESOLUTE FO RFP US 04/20/13 C17.5 40.7 47.3 0.60 300.0 570
DRYS DRYSHIPS IN DRYS US 04/20/13 C1.5 37.0 91.6 0.59 22.9 1085
ACAD ACADIA PHAR ACAD US 04/20/13 P7 35.0 78.1 0.16 -75.4 1562
OMPI OBAGI MEDIC OMPI US 04/20/13 C20 34.5 8.8 0.05 0.0 1051
SVU SUPERVALU I SVU US 04/20/13 C4.5 30.1 48.7 0.35 250.0 640
ACAD ACADIA PHAR ACAD US 04/20/13 C7 28.7 74.8 1.70 466.7 1501
BMC BMC SOFTWAR BMC US 04/20/13 C45 28.5 30.6 1.76 120.0 1045
SPY SPDR S&P 50 SPY US 04/20/13 C150 28.4 14.8 5.46 -8.2 1371
BMC BMC SOFTWAR BMC US 04/20/13 P43 26.1 30.6 0.75 0.0 563
ACAD ACADIA PHAR ACAD US 06/22/13 P6 24.5 76.5 0.22 -64.5 5000
DRYS DRYSHIPS IN DRYS US 04/20/13 C2 24.2 64.6 0.18 125.0 2479
DRYS DRYSHIPS IN DRYS US 05/18/13 C2 23.1 66.2 0.25 108.3 1804
RFP RESOLUTE FO RFP US 05/18/13 C17.5 23.1 43.1 1.05 110.0 556
MUX MCEWEN MINI MUX US 05/18/13 C2 22.8 84.6 0.90 5.9 1209
BMC BMC SOFTWAR BMC US 04/20/13 C47 22.2 29.9 0.90 190.3 3186
CA CA INC CA US 04/20/13 C26 21.6 18.8 0.15 -11.8 3208
QCOR QUESTCOR PH QCOR US 04/20/13 C36 20.9 45.8 1.40 115.4 669
SPY SPDR S&P 50 SPY US 04/20/13 C152 20.7 13.6 3.87 -12.1 1967
EGO ELDORADO GO EGO US 04/20/13 C10 19.9 41.2 0.30 100.0 4705
IBM IBM IBM US 04/20/13 C190 19.4 24.5 20.75 -18.6 563
SPLK SPLUNK INC SPLK US 04/20/13 P35 17.6 43.7 0.60 33.3 3480
IYR ISHARES-DJ IYR US 04/20/13 P69 17.3 11.3 1.13 -4.2 865
QCOR QUESTCOR PH QCOR US 04/20/13 P30 17.1 66.4 0.70 -1.4 1845
COCO CORINTHIAN COCO US 05/18/13 C2 16.8 67.7 0.30 20.0 1427
DIA SPDR DJIA T DIA US 04/20/13 C143 16.7 11.2 2.38 -19.6 533
XLU SPDR-UTIL S XLU US 06/22/13 P34 16.0 16.1 0.13 0.0 2000
CA CA INC CA US 04/20/13 C25 15.9 18.9 0.45 -18.2 1414
DELL DELL INC DELL US 05/18/13 C11 15.7 45.8 3.31 5.1 3000
ACN ACCENTURE P ACN US 04/20/13 C77.5 15.6 21.2 0.55 -42.1 2021
OMX OFFICEMAX I OMX US 04/20/13 C12 15.5 19.9 0.25 -16.7 633
BMC BMC SOFTWAR BMC US 05/18/13 C46 15.0 31.3 1.95 77.3 512
MJN MEAD JOHNSO MJN US 04/20/13 P70 14.7 25.2 0.31 -22.5 539
XLF SPDR-FINL S XLF US 04/20/13 C19 14.5 15.3 0.05 -16.7 1081
ACN ACCENTURE P ACN US 04/20/13 C75 14.4 22.4 1.50 -35.9 668
IWM ISHARES-RUS IWM US 04/20/13 C93 14.3 15.3 1.91 -12.8 715
ACAD ACADIA PHAR ACAD US 04/20/13 P8 14.2 69.8 0.40 -73.3 828
TSM TAIWAN SEMI TSM US 04/20/13 C17.5 13.4 26.6 0.30 -25.0 1531
SCHB SCHWAB US B SCHB US 04/20/13 C39 13.3 14.9 0.05 -66.7 500
PCS METROPCS CO PCS US 04/20/13 P10 13.2 47.6 0.33 10.0 1037
FMCN FOCUS MEDIA FMCN US 05/18/13 C26 13.0 24.2 1.05 10.5 1180
CA CA INC CA US 05/18/13 C26 12.7 22.0 0.45 0.0 758
MEMP MEMORIAL PR MEMP US 07/20/13 C20 12.6 25.9 0.60 50.0 781
SSRI SILVER STAN SSRI US 04/20/13 C9 12.5 49.8 1.70 -8.1 750
DIA SPDR DJIA T DIA US 04/20/13 C146 12.2 9.4 0.73 -21.5 586
XLP SPDR-CONS S XLP US 04/20/13 P40 11.9 8.0 1.05 1.9 1506
ACN ACCENTURE P ACN US 04/20/13 P72.5 11.9 23.0 1.35 92.9 1613
XOM EXXON MOBIL XOM US 04/20/13 C92.5 11.7 12.2 0.13 0.0 1687
HUM HUMANA INC HUM US 04/20/13 C70 11.5 38.5 2.15 -8.5 2954
HUM HUMANA INC HUM US 05/18/13 P65 11.3 37.3 2.75 71.9 1239
HUM HUMANA INC HUM US 05/18/13 P67.5 11.2 36.3 3.80 35.7 7863
HUM HUMANA INC HUM US 04/20/13 P67.5 11.1 39.7 3.00 46.3 2194
S SPRINT NEXT S US 05/18/13 P5.5 10.8 31.6 0.12 9.1 3766
PCS METROPCS CO PCS US 04/20/13 C11 10.7 50.6 0.40 5.3 1129
LOGM LOGMEIN INC LOGM US 04/20/13 C17.5 10.6 89.7 2.00 -9.1 753
ARIA ARIAD PHARM ARIA US 06/22/13 P20 10.6 48.0 2.00 81.8 539
AMD ADV MICRO D AMD US 04/20/13 P2 10.1 80.1 0.02 0.0 853
ADT ADT CORP/TH ADT US 04/20/13 P45 10.0 24.5 0.10 -16.7 705
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
ORCL ORACLE CORP ORCL US 04/20/13 C31 -38.8 22.2 1.75 -67.0 528
GES GUESS? INC GES US 04/20/13 P24 -34.6 32.0 0.50 25.0 1299
USO UNITED STAT USO US 01/17/15 P28 -34.0 24.8 2.00 -7.0 5000
ORCL ORACLE CORP ORCL US 04/20/13 C32 -33.7 20.9 1.04 -73.3 4790
GES GUESS? INC GES US 04/20/13 C25 -32.4 32.0 1.05 -52.9 1344
ORCL ORACLE CORP ORCL US 04/20/13 C33 -29.3 20.3 0.51 -83.0 7636
ORCL ORACLE CORP ORCL US 04/20/13 P29 -28.9 24.6 0.05 400.0 10963
ORCL ORACLE CORP ORCL US 04/20/13 P32 -28.9 20.7 0.53 341.7 10084
ORCL ORACLE CORP ORCL US 04/20/13 P33 -28.3 19.9 1.03 390.5 3162
ORCL ORACLE CORP ORCL US 04/20/13 P31 -27.9 22.0 0.25 316.7 2957
ORCL ORACLE CORP ORCL US 04/20/13 P30 -27.6 23.5 0.12 200.0 1894
ORCL ORACLE CORP ORCL US 04/20/13 P34 -25.7 19.5 1.74 346.1 1626
ORCL ORACLE CORP ORCL US 04/20/13 C34 -24.6 19.6 0.21 -90.3 7115
ORCL ORACLE CORP ORCL US 05/18/13 P29 -22.7 24.1 0.17 112.5 2440
JBL JABIL CIRCU JBL US 04/20/13 C19 -22.6 26.2 0.35 -66.7 3119
ISIS ISIS PHARM ISIS US 04/20/13 C19 -22.4 46.7 0.70 -12.5 607
BAC BANK OF AME BAC US 04/20/13 C10 -22.3 42.2 2.63 -7.7 684
ORCL ORACLE CORP ORCL US 05/18/13 P31 -21.6 21.5 0.48 200.0 3568
ORCL ORACLE CORP ORCL US 05/18/13 P30 -21.2 22.7 0.28 180.0 1287
LULU LULULEMON A LULU US 04/20/13 C67.5 -21.2 32.1 1.29 -17.3 1492
LULU LULULEMON A LULU US 04/20/13 C65 -21.1 32.9 2.25 -10.7 1760
LULU LULULEMON A LULU US 04/20/13 P62.5 -21.0 33.6 1.47 -41.0 1742
ORCL ORACLE CORP ORCL US 05/18/13 P32 -20.5 20.6 0.83 232.0 4573
DSX DIANA SHIPP DSX US 04/20/13 C10 -19.4 29.5 0.17 240.0 1532
ORCL ORACLE CORP ORCL US 05/18/13 C32 -19.2 20.8 1.32 -68.5 1571
ORCL ORACLE CORP ORCL US 05/18/13 C33 -19.1 20.2 0.80 -74.2 2915
ORCL ORACLE CORP ORCL US 05/18/13 P33 -19.0 20.0 1.32 238.5 2055
S SPRINT NEXT S US 04/20/13 C6 -18.9 12.9 0.13 8.3 4721
LULU LULULEMON A LULU US 04/20/13 C60 -18.9 35.0 5.49 2.4 680
ORCL ORACLE CORP ORCL US 06/22/13 P30 -18.5 23.0 0.53 130.4 713
LULU LULULEMON A LULU US 04/20/13 P60 -18.4 34.8 0.77 -48.3 3081
ORCL ORACLE CORP ORCL US 06/22/13 P31 -17.4 22.1 0.78 151.6 1575
AZN ASTRAZENECA AZN US 04/20/13 C50 -16.5 15.5 0.16 220.0 926
ORCL ORACLE CORP ORCL US 05/18/13 C34 -16.5 19.8 0.44 -81.7 7507
SLCA US SILICA H SLCA US 04/20/13 C25 -16.5 47.0 0.70 -26.3 847
KBH KB HOME KBH US 04/20/13 C23 -16.4 37.1 0.55 0.0 856
KBH KB HOME KBH US 04/20/13 C22 -16.4 37.8 0.97 4.3 3201
KBH KB HOME KBH US 04/20/13 C21 -16.4 38.4 1.46 0.7 523
LULU LULULEMON A LULU US 04/20/13 P55 -16.0 37.2 0.15 -65.1 869
KBH KB HOME KBH US 04/20/13 P22 -15.8 39.1 0.95 -32.1 820
BAC BANK OF AME BAC US 05/18/13 C9 -15.4 48.6 3.62 -6.0 1214
KBH KB HOME KBH US 04/20/13 P21 -15.3 40.3 0.53 -40.5 1648
JBL JABIL CIRCU JBL US 05/18/13 C19 -15.2 25.9 0.60 -50.0 552
ORCL ORACLE CORP ORCL US 06/22/13 P33 -15.0 20.8 1.61 155.6 545
JBL JABIL CIRCU JBL US 06/22/13 C19 -14.9 27.8 0.85 -39.3 503
KBH KB HOME KBH US 04/20/13 P20 -14.8 40.8 0.26 -48.0 605
KBH KB HOME KBH US 04/20/13 C20 -14.4 39.9 2.30 8.5 1398
ORCL ORACLE CORP ORCL US 06/22/13 C32 -14.1 21.4 1.66 -60.5 838
LINE LINN ENERGY LINE US 04/20/13 P33 -13.6 31.0 0.10 -33.3 549
DELL DELL INC DELL US 01/17/15 C12 -13.2 14.7 2.50 -2.0 580
NUGT DIR GLD BUL NUGT US 04/20/13 C4 -13.0 85.9 1.90 18.8 1335
ORCL ORACLE CORP ORCL US 06/22/13 C33 -13.0 20.8 1.14 -66.5 988
KBH KB HOME KBH US 04/20/13 P19 -12.9 43.0 0.14 -48.1 975
ORCL ORACLE CORP ORCL US 06/22/13 P34 -12.8 20.4 2.20 139.1 5194
SD SANDRIDGE E SD US 04/20/13 P5 -12.6 45.9 0.06 -33.3 1181
GDI GARDNER DEN GDI US 04/20/13 C75 -12.5 2.2 0.20 0.0 1395
CBS CBS CORP-B CBS US 04/20/13 P42 -12.4 22.9 0.10 100.0 1589
EWT ISHARES-TAI EWT US 04/20/13 C13 -12.2 14.8 0.29 -35.6 849
SLCA US SILICA H SLCA US 04/20/13 P25 -12.2 45.1 2.10 -9.1 935
ORCL ORACLE CORP ORCL US 06/22/13 C34 -12.0 20.5 0.74 -72.5 977
ORCL ORACLE CORP ORCL US 09/21/13 P26 -12.0 27.7 0.35 40.0 4441
IWM ISHARES-RUS IWM US 04/20/13 P95 -11.8 12.8 2.17 10.2 2619
AFSI AMTRUST FIN AFSI US 04/20/13 P25 -10.7 71.5 0.10 0.0 555
ORCL ORACLE CORP ORCL US 09/21/13 P29 -10.5 25.2 0.85 77.1 4027
ABB ABB LTD-ADR ABB US 04/20/13 P21 -10.4 23.8 0.15 25.0 781
IWM ISHARES-RUS IWM US 04/12/13 P93 -10.2 14.7 1.13 16.5 796
ULTA ULTA SALON ULTA US 04/20/13 C75 -10.2 27.4 3.70 -8.0 1224
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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