U.S. Stock Options With Biggest Changes in Implied Volatility

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
=============================================================================
DIA    SPDR DJIA T  DIA US 05/18/13 C143      96.8  13.0   2.99  -15.8    515
DIA    SPDR DJIA T  DIA US 05/18/13 C144      58.7  12.2   2.42   -4.3   1752
OSTK   OVERSTOCK.C  OSTK US 05/18/13 C15      42.6  72.1   3.70  242.6    438
DELL   DELL INC     DELL US 05/18/13 P14      30.5  16.6   0.60  200.0   1320
OSTK   OVERSTOCK.C  OSTK US 05/18/13 C17.5    30.1  59.5   1.50  500.0    294
IWM    ISHARES-RUS  IWM US 05/18/13 C79       23.9  27.4  10.76    0.4    241
DIA    SPDR DJIA T  DIA US 05/18/13 P144      20.6  12.6   1.79  -13.5   1593
DELL   DELL INC     DELL US 05/18/13 C14      20.4  16.3   0.05  -76.2   6456
AUXL   AUXILIUM PH  AUXL US 05/18/13 P15      20.2  63.0   0.50    0.0    525
NLY    ANNALY CAPI  NLY US 05/18/13 P15       19.5  24.5   0.15   50.0  10262
OSTK   OVERSTOCK.C  OSTK US 09/21/13 P17.5    19.4  51.4   1.90    0.0    284
DIA    SPDR DJIA T  DIA US 05/18/13 P142      19.4  13.9   1.34  -11.3   1477
MR     MINDRAY MED  MR US 05/18/13 C35        16.0  47.1   3.30  -34.0    500
DIA    SPDR DJIA T  DIA US 06/22/13 C142      15.7  13.5   4.50  -17.4    491
WCRX   WARNER CHIL  WCRX US 05/18/13 P13      15.6  45.4   0.35   40.0   2993
MM     MILLENNIAL   MM US 05/18/13 P5         12.9 103.9   0.20   33.3    852
DELL   DELL INC     DELL US 01/17/15 C12      11.8  16.7   1.93  -15.3    589
SDRL   SEADRILL LT  SDRL US 05/18/13 C35      11.6  24.1   1.65    8.6    262
DISH   DISH NETWOR  DISH US 05/18/13 C35      11.6  50.1   4.70   92.6    410
S      SPRINT NEXT  S US 05/18/13 C6          11.3  46.8   1.18    0.8    316
EMC    EMC CORP/MA  EMC US 05/18/13 P17       10.7  56.2   0.06  100.0    965
VRTX   VERTEX PHAR  VRTX US 10/19/13 C60      10.6  53.0  25.00  400.0    367
EDU    NEW ORIENTA  EDU US 05/18/13 C18       10.1  63.7   1.25   19.1   1048

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
HNZ    HJ HEINZ CO  HNZ US 09/21/13 P72.5    -42.2   1.2   0.40  -11.1    270
ACTG   ACACIA RESE  ACTG US 05/18/13 P20     -40.1  56.0   0.40  300.0    227
DIA    SPDR DJIA T  DIA US 06/22/13 C146     -36.6  11.8   2.16  -13.6    363
IBM    IBM          IBM US 05/18/13 C190     -36.5  18.9   5.30  -69.6    772
CMG    CHIPOTLE ME  CMG US 05/18/13 C360     -34.7  27.0  10.38   86.4    359
GOOG   GOOGLE INC-  GOOG US 05/18/13 C820    -34.4  17.1   4.20  -27.6    202
GOOG   GOOGLE INC-  GOOG US 05/18/13 C790    -34.3  17.8  14.00    2.2    371
GOOG   GOOGLE INC-  GOOG US 05/18/13 C810    -34.0  17.4   6.30  -15.9    271
CMG    CHIPOTLE ME  CMG US 05/18/13 C355     -33.5  27.7  13.32   90.8    288
GOOG   GOOGLE INC-  GOOG US 05/18/13 C780    -33.2  18.4  19.55   10.6    318
DIA    SPDR DJIA T  DIA US 05/18/13 C148     -33.1   9.8   0.50  -35.1    589
GOOG   GOOGLE INC-  GOOG US 05/18/13 C775    -32.8  18.7  22.50   12.7    239
IBM    IBM          IBM US 05/18/13 P185     -32.5  20.5   1.68  143.5   1087
GOOG   GOOGLE INC-  GOOG US 05/18/13 P770    -32.1  18.4   9.60  -62.1    212
IBM    IBM          IBM US 05/18/13 C195     -31.8  18.0   2.65  -81.1   1731
IBM    IBM          IBM US 05/18/13 P190     -31.6  19.4   3.26  165.0   2355
IBM    IBM          IBM US 05/18/13 P195     -31.2  18.4   5.60  187.2   1341
VRTX   VERTEX PHAR  VRTX US 05/18/13 P80     -31.2  58.7   3.50    0.0    695
GOOG   GOOGLE INC-  GOOG US 05/18/13 P780    -31.1  18.1  12.40  -58.4    338
GOOG   GOOGLE INC-  GOOG US 05/18/13 C770    -30.9  18.9  26.20   19.9    225
IBM    IBM          IBM US 05/18/13 P180     -30.7  22.5   0.94   88.0   2757
MSFT   MICROSOFT C  MSFT US 05/18/13 P31     -30.1  19.5   1.53  -42.5    524
IBM    IBM          IBM US 05/18/13 C200     -30.1  17.4   1.10  -89.0   3270
QQQ    POWERSH-QQQ  QQQ US 05/18/13 P52      -29.5  37.4   0.01    0.0    603
IBM    IBM          IBM US 05/18/13 P200     -29.0  17.7   9.20  193.0   4151
DIA    SPDR DJIA T  DIA US 06/22/13 P140     -28.7  14.6   1.87   -0.5    332
ACTG   ACACIA RESE  ACTG US 05/18/13 P22.5   -28.2  51.7   1.05  600.0    506
GOOG   GOOGLE INC-  GOOG US 05/18/13 P750    -27.5  19.7   4.80  -70.1    357
IPG    INTERPUBLIC  IPG US 05/18/13 P13      -27.3  27.9   0.25  -54.5    237
VRTX   VERTEX PHAR  VRTX US 05/18/13 C80     -27.1  56.1   7.60    0.0    264
DIA    SPDR DJIA T  DIA US 06/28/13 C148     -26.9  11.2   1.40  -28.6    227
UA     UNDER ARMOU  UA US 05/18/13 C50       -25.2  33.2   7.00    5.0    903
IPG    INTERPUBLIC  IPG US 05/18/13 C14      -25.1  25.8   0.20    5.3    231
COF    CAPITAL ONE  COF US 05/18/13 C55      -25.0  21.8   1.71  103.6   1020
SAP    SAP AG-SPON  SAP US 05/18/13 C77.5    -24.7  22.3   1.04  -62.9    240
MSFT   MICROSOFT C  MSFT US 05/18/13 C31     -24.7  19.3   0.21   40.0   9394
DIA    SPDR DJIA T  DIA US 06/22/13 C149     -24.5  10.7   0.91   85.7    373
UA     UNDER ARMOU  UA US 05/18/13 C57.5     -24.0  29.4   1.00  -35.5    292
DIA    SPDR DJIA T  DIA US 05/18/13 C145     -23.6  11.6   1.82   -6.7   2220
MSFT   MICROSOFT C  MSFT US 05/18/13 C30     -23.1  19.0   0.54   74.2  29926
CMG    CHIPOTLE ME  CMG US 05/18/13 P300     -22.7  36.8   0.50  -91.9    208
COF    CAPITAL ONE  COF US 05/18/13 P55      -22.7  22.3   1.10  -65.6    676
IBM    IBM          IBM US 06/22/13 C200     -22.6  16.2   2.09  -80.1    637
MSFT   MICROSOFT C  MSFT US 05/18/13 P30     -22.6  19.0   0.85  -51.1   7231
CE     CELANESE CO  CE US 05/18/13 C50       -22.1  31.2   0.50    0.0    395
IBM    IBM          IBM US 06/22/13 P185     -21.8  18.9   3.10  115.3    312
STT    STATE ST CO  STT US 05/18/13 P57.5    -21.7  23.0   2.43    2.5    326
DIA    SPDR DJIA T  DIA US 05/18/13 P138     -20.6  16.7   0.62   -7.5    392
STT    STATE ST CO  STT US 05/18/13 P55      -20.4  25.2   1.00  -21.9    311
IBM    IBM          IBM US 06/22/13 P200     -20.1  16.4  10.27  153.6    330
DIA    SPDR DJIA T  DIA US 05/18/13 P143     -19.8  13.3   1.47  -17.9   2813
ETFC   E*TRADE FIN  ETFC US 05/18/13 C10     -19.6  38.8   0.29  -14.7    425
IWM    ISHARES-RUS  IWM US 05/10/13 P93      -19.6  16.7   3.71   -7.0    325
GOOG   GOOGLE INC-  GOOG US 06/22/13 C795    -19.3  18.0  19.43   20.7    493
GOOG   GOOGLE INC-  GOOG US 06/22/13 C785    -19.2  18.3  24.80   14.8    216
GOOG   GOOGLE INC-  GOOG US 06/22/13 C800    -19.1  17.8  17.50   10.8    479
GE     GENERAL ELE  GE US 05/18/13 C21       -19.1  22.0   1.08  -42.5   2224
MSFT   MICROSOFT C  MSFT US 05/18/13 P29     -18.6  19.8   0.39  -62.5   2944
GE     GENERAL ELE  GE US 05/18/13 C20       -18.4  27.5   2.02  -28.1    335
GOOG   GOOGLE INC-  GOOG US 06/22/13 C820    -18.4  17.5  10.40    9.5    207
STI    SUNTRUST BA  STI US 05/18/13 C29      -18.1  22.9   0.43   53.6    249
MCD    MCDONALDS C  MCD US 05/18/13 C100     -18.1  15.3   1.98  -37.1   1412
IBM    IBM          IBM US 07/20/13 C200     -17.8  18.2   3.77  -70.0   1689
GOOG   GOOGLE INC-  GOOG US 05/18/13 P700    -17.7  24.2   0.90  -75.7    309
VRTX   VERTEX PHAR  VRTX US 05/18/13 C70     -17.7  58.0  14.50 3525.0    205
STT    STATE ST CO  STT US 05/18/13 P52.5    -17.7  28.6   0.51  -26.1    263
MCD    MCDONALDS C  MCD US 05/18/13 P100     -17.7  15.4   1.48   11.3    767
MSFT   MICROSOFT C  MSFT US 05/18/13 C29     -17.6  19.8   1.14   75.4   4659
DIA    SPDR DJIA T  DIA US 06/22/13 C148     -17.6  11.1   1.28   -6.6    409
BHI    BAKER HUGHE  BHI US 05/18/13 C45      -17.3  28.2   1.01  -30.3    341
GE     GENERAL ELE  GE US 05/18/13 P22       -17.1  18.7   0.51   82.1   4029
GE     GENERAL ELE  GE US 05/18/13 C22       -17.0  18.9   0.42  -57.1   2831
SNV    SYNOVUS FIN  SNV US 08/17/13 C2.5     -16.2  45.7   0.30    0.0    495
MCD    MCDONALDS C  MCD US 05/18/13 P97.5    -16.2  16.5   0.71    0.0    268
SAP    SAP AG-SPON  SAP US 06/22/13 P72.5    -16.1  25.2   2.30   39.4    234
GE     GENERAL ELE  GE US 05/18/13 P21       -15.8  21.9   0.20   66.7   1297
KSU    KANSAS CITY  KSU US 05/18/13 C100     -15.7  30.7   6.20   12.7    402
BHI    BAKER HUGHE  BHI US 05/18/13 P43      -15.6  30.5   0.86  -47.2    212
QQQ    POWERSH-QQQ  QQQ US 05/18/13 P71      -15.5  13.0   3.12  -22.0    272
STZ    CONSTELLATI  STZ US 05/18/13 C50      -15.5  23.1   0.60   39.5   6093
HON    HONEYWELL I  HON US 05/18/13 C72.5    -15.3  17.5   2.01   70.3   1268
QQQ    POWERSH-QQQ  QQQ US 05/18/13 C71      -15.3  12.8   0.13  -48.0   2680
IBM    IBM          IBM US 07/20/13 P190     -15.2  19.7   6.72  112.0    222
GOOG   GOOGLE INC-  GOOG US 05/18/13 P695    -15.1  24.5   0.75  -78.6    926
GOOG   GOOGLE INC-  GOOG US 06/22/13 P730    -15.1  20.0   6.40  -55.2    247
RMBS   RAMBUS INC   RMBS US 05/18/13 C6      -15.1  53.3   0.20  -79.6    415
DELL   DELL INC     DELL US 11/16/13 C14     -15.1  13.5   0.31  -49.2    250
VRTX   VERTEX PHAR  VRTX US 05/18/13 C65     -14.9  62.6  18.90 1666.4   1650
IWM    ISHARES-RUS  IWM US 05/18/13 P93      -14.9  16.9   3.34  -17.7    712
IBM    IBM          IBM US 05/24/13 C195     -14.7  17.3   2.59    0.0    266
STZ    CONSTELLATI  STZ US 05/18/13 P45      -14.7  27.5   0.50  -44.4   5358
DIA    SPDR DJIA T  DIA US 05/18/13 C147     -14.7  10.4   0.81  -16.5   1435
MCD    MCDONALDS C  MCD US 05/18/13 P95      -14.6  18.4   0.37   -5.1    813
BAC    BANK OF AME  BAC US 05/10/13 P12      -14.5  28.1   0.60  -18.9    233
IWM    ISHARES-RUS  IWM US 05/10/13 P92.5    -14.5  17.3   3.36   11.6    575
IWM    ISHARES-RUS  IWM US 05/10/13 P91.5    -14.5  18.2   2.70   -7.2   1008
DELL   DELL INC     DELL US 05/18/13 P13     -14.4  19.3   0.12  140.0   6307
IBM    IBM          IBM US 07/20/13 P195     -14.3  19.0   9.37  128.5    252
DELL   DELL INC     DELL US 06/22/13 P13     -14.0  17.5   0.19   46.1    446
QQQ    POWERSH-QQQ  QQQ US 05/18/13 C70      -13.8  13.3   0.34  -10.5   3545
MSFT   MICROSOFT C  MSFT US 05/18/13 P28     -13.8  21.7   0.17  -71.7   1937
IWM    ISHARES-RUS  IWM US 05/10/13 P92      -13.7  17.6   2.74    1.1    491
MSFT   MICROSOFT C  MSFT US 06/22/13 C31     -13.6  19.0   0.42   68.0    386
SLB    SCHLUMBERGE  SLB US 05/18/13 P72.5    -13.5  25.2   2.95   -4.8    388
WFC    WELLS FARGO  WFC US 05/18/13 C37      -13.5  15.8   0.35    0.0   1400
GPC    GENUINE PAR  GPC US 05/18/13 C70      -13.4  24.5   3.80  -26.6    232
GE     GENERAL ELE  GE US 05/18/13 C23       -13.3  17.5   0.10  -73.7   5693
SPY    SPDR S&P 50  SPY US 05/18/13 C161     -13.2  10.5   0.23    0.0   2341
DELL   DELL INC     DELL US 06/22/13 P12     -13.1  25.3   0.09   50.0    630
RMBS   RAMBUS INC   RMBS US 05/18/13 P6      -13.1  54.6   0.41  141.2    276
IWM    ISHARES-RUS  IWM US 05/18/13 P92      -12.8  17.5   2.68  -22.1   1464
WFC    WELLS FARGO  WFC US 05/18/13 P37      -12.7  15.8   1.08  -20.6    675
IBM    IBM          IBM US 06/22/13 C195     -12.7  16.9   3.95  -73.3    811
SPY    SPDR S&P 50  SPY US 05/18/13 C162     -12.6  10.3   0.13  -13.3    594
DELL   DELL INC     DELL US 05/18/13 P12     -12.5  28.7   0.06  100.0   1318
XLF    SPDR-FINL S  XLF US 05/18/13 P18      -12.5  16.1   0.33  -26.7   1029
IBM    IBM          IBM US 07/20/13 P200     -12.4  18.3  12.50  127.3    388
QQQ    POWERSH-QQQ  QQQ US 05/18/13 P70      -12.4  13.4   2.22  -18.1    604
SPY    SPDR S&P 50  SPY US 05/18/13 C160     -12.3  10.7   0.38    2.7   8622
BAC    BANK OF AME  BAC US 05/18/13 C12      -12.3  27.6   0.18   -5.3   5387
BAC    BANK OF AME  BAC US 05/18/13 P12      -12.2  27.1   0.63  -13.7   3865
UVXY   PRO ULTRA V  UVXY US 05/18/13 C6      -12.2 140.7   2.00  -31.0    515
MCD    MCDONALDS C  MCD US 06/22/13 C100     -12.2  14.4   2.23  -38.1   1445
SLB    SCHLUMBERGE  SLB US 05/18/13 C72.5    -12.2  25.4   1.31  -20.6    976
MSFT   MICROSOFT C  MSFT US 06/22/13 P31     -12.2  18.9   1.76  -36.7    266
SLB    SCHLUMBERGE  SLB US 05/18/13 P70      -12.0  26.8   1.70  -12.8   1040
IWM    ISHARES-RUS  IWM US 05/10/13 P91      -11.9  18.9   2.23  -14.6    712
DIA    SPDR DJIA T  DIA US 05/18/13 P140     -11.9  15.3   0.78  -16.1    355
SLB    SCHLUMBERGE  SLB US 05/18/13 C70      -11.8  26.9   2.57   -7.9    267
GSK    GLAXOSMITHK  GSK US 05/18/13 P50      -11.7  16.6   1.05   -1.9    524
IWM    ISHARES-RUS  IWM US 05/10/13 P90.5    -11.5  19.4   1.74  -30.4    767
IWM    ISHARES-RUS  IWM US 05/18/13 P91      -11.5  18.4   2.15  -24.8   1375
SPY    SPDR S&P 50  SPY US 05/18/13 C159     -11.4  11.2   0.63   14.6   7639
STZ    CONSTELLATI  STZ US 05/18/13 P47.5    -11.4  25.0   1.15  -31.1    291
HON    HONEYWELL I  HON US 05/18/13 P70      -11.4  19.8   0.48  -61.6    281
SSO    PRO ULTRA S  SSO US 05/18/13 C72      -11.3  24.7   1.81    9.7    676
SPY    SPDR S&P 50  SPY US 05/18/13 C158     -11.3  11.7   0.91   12.3   6361
STI    SUNTRUST BA  STI US 05/18/13 P27      -11.3  27.4   0.43  -41.1   1278
SLB    SCHLUMBERGE  SLB US 05/18/13 P67.5    -11.3  29.1   0.93  -20.5    425
SPY    SPDR S&P 50  SPY US 05/10/13 C158     -11.1  11.6   0.63   -1.6    257
SSO    PRO ULTRA S  SSO US 05/18/13 C71      -11.1  25.9   2.35    8.8    390
KMB    KIMBERLY-CL  KMB US 10/19/13 P105     -11.1  14.9   5.20  -25.7   1007
VXX    IPATH-S&P S  VXX US 05/18/13 P18      -11.0  66.6   0.45   18.4   7741
KMB    KIMBERLY-CL  KMB US 05/18/13 P100     -11.0  21.0   0.70  -66.7   1489
PBI    PITNEY BOWE  PBI US 05/18/13 C15      -11.0  38.6   0.30    0.0    300
XLY    SPDR-CONS D  XLY US 05/18/13 P53      -10.8  15.3   0.88  -25.4    263
MSFT   MICROSOFT C  MSFT US 05/18/13 C28     -10.8  22.1   1.99   63.1   1025
DELL   DELL INC     DELL US 01/18/14 C10     -10.7  25.6   3.70   -9.8    250
GE     GENERAL ELE  GE US 05/18/13 P19       -10.7  31.8   0.05   66.7   1012
WFC    WELLS FARGO  WFC US 05/18/13 C38      -10.6  16.2   0.12  -14.3    945
MCD    MCDONALDS C  MCD US 06/22/13 P97.5    -10.6  15.3   1.62    8.0    300
WFC    WELLS FARGO  WFC US 05/18/13 C36      -10.5  17.2   0.84    2.4    212
INTC   INTEL CORP   INTC US 05/18/13 C21     -10.5  22.2   1.39    0.7    420
WFC    WELLS FARGO  WFC US 05/24/13 C37      -10.5  16.1   0.41    0.0    381
KMB    KIMBERLY-CL  KMB US 05/18/13 C105     -10.4  17.1   1.95   69.6   1989
MSFT   MICROSOFT C  MSFT US 06/22/13 P30     -10.4  19.3   1.13  -41.5    419
HK     HALCON RESO  HK US 05/18/13 P6        -10.3  65.8   0.20  -20.0    327
JPM    JPMORGAN CH  JPM US 05/18/13 C49      -10.3  19.6   0.36   -2.7    488
SPY    SPDR S&P 50  SPY US 05/10/13 C157     -10.3  12.2   1.09   10.1    569
QID    PRO ULTSHRT  QID US 05/18/13 C26      -10.2  30.2   1.08  -33.3    404
IWM    ISHARES-RUS  IWM US 05/10/13 P90      -10.1  20.1   1.58  -18.1    397
UVXY   PRO ULTRA V  UVXY US 05/18/13 C7      -10.1 141.9   1.45  -35.6    480
VXX    IPATH-S&P S  VXX US 05/18/13 P17      -10.1  65.1   0.24   20.0   9224

x - Ex-dividend. * - Ex-earnings.

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net

Bloomberg reserves the right to remove comments but is under no obligation to do so, or to explain individual moderation decisions.

Please enable JavaScript to view the comments powered by Disqus.