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

Aug. 5 (Bloomberg) -- 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
=============================================================================
CPB    CAMPBELL SO  CPB US  8/21/10 C37.5     51.7  19.5   0.10  100.0    273
NGLS   TARGA RESOU  NGLS US 12/18/10 C27.5    51.3  26.6   0.95   -5.0    671
GAP    GREAT ATLA   GAP US  8/21/10 P4        50.4 177.6   0.55  -15.4    210
ADM    ARCHER-DANI  ADM US  8/21/10 C29       42.2  29.2   1.25  316.7    627
ADM    ARCHER-DANI  ADM US  8/21/10 P30       36.5  28.3   0.77  -44.2   1068
ADM    ARCHER-DANI  ADM US  8/21/10 P29       35.3  29.1   0.34  -58.0    870
ADM    ARCHER-DANI  ADM US  8/21/10 C30       31.2  27.5   0.70  775.0   6221
GAP    GREAT ATLA   GAP US  9/18/10 P4        27.3 171.1   0.90   12.5    258
CF     CF INDUSTRI  CF US  8/21/10 C90        26.6  49.5   1.81  174.2   5203
ADM    ARCHER-DANI  ADM US  9/18/10 C30       23.4  26.8   1.09  263.3   1281
OPEN   OPENTABLE I  OPEN US  8/21/10 C50      23.0  41.2   1.00   17.6    301
MRVL   MARVELL TEC  MRVL US  8/21/10 C16      22.5  44.6   0.27   42.1   4228
MRVL   MARVELL TEC  MRVL US  8/21/10 C15      21.7  46.9   0.74   15.6   1158
ADM    ARCHER-DANI  ADM US  9/18/10 P29       21.6  27.7   0.77  -35.8   2543
ADM    ARCHER-DANI  ADM US  9/18/10 C31       21.5  25.7   0.65  400.0    753
ADM    ARCHER-DANI  ADM US  9/18/10 C29       20.6  27.5   1.66  163.5    588
CF     CF INDUSTRI  CF US  8/21/10 C85        20.2  48.5   3.80   94.9    714
DBA    POWERSHARES  DBA US 10/16/10 C27       20.1  18.6   0.60   33.3  17322
MRVL   MARVELL TEC  MRVL US  8/21/10 P15      20.1  46.6   0.43   22.9   5951
MRVL   MARVELL TEC  MRVL US  8/21/10 P16      20.0  43.8   0.99   -3.9   2593
KFT    KRAFT FOODS  KFT US  8/21/10 C30       18.9  21.8   0.32   -8.6   1777
CPB    CAMPBELL SO  CPB US  8/21/10 P37.5     18.5  22.4   1.70    9.7   1299
K      KELLOGG CO   K US  8/21/10 P50         18.2  18.7   0.85  142.9   1239
CF     CF INDUSTRI  CF US  8/21/10 P85        18.1  47.7   2.94  -26.5    837
CF     CF INDUSTRI  CF US  9/18/10 C90        17.2  44.4   3.64   87.6    396
KFT    KRAFT FOODS  KFT US  8/21/10 C29       17.2  24.2   0.87  -13.9    461
AGU    AGRIUM INC   AGU US  8/21/10 P70       16.3  36.8   3.20  -28.9    269
DBA    POWERSHARES  DBA US  9/18/10 P26       16.0  17.7   0.45    0.0    273
RGNC   REGENCY ENE  RGNC US 11/20/10 C25      15.8  24.6   1.70   -8.1    963
KFT    KRAFT FOODS  KFT US  8/21/10 P29       15.7  24.0   0.35   66.7   2868
ARLP   ALLIANCE RE  ARLP US  8/21/10 P50      15.3  31.1   0.50   11.1    246
ADM    ARCHER-DANI  ADM US 12/18/10 C30       14.6  26.9   1.84   89.7   2441
ADM    ARCHER-DANI  ADM US 12/18/10 C31       14.6  26.3   1.44  140.0    338
CF     CF INDUSTRI  CF US  9/18/10 C85        13.8  44.4   5.65   52.7    239
POT    POTASH CORP  POT US  8/21/10 C110      13.6  38.1   5.75   53.3   3472
POT    POTASH CORP  POT US  8/21/10 C115      13.4  37.1   2.95   86.7   6984
ADM    ARCHER-DANI  ADM US 12/18/10 P30       13.0  27.1   2.02  -26.6   2021
AGU    AGRIUM INC   AGU US  8/21/10 C70       12.5  36.6   1.35  125.0   2303
POT    POTASH CORP  POT US  8/21/10 P110      12.5  37.3   1.78  -28.5   4906
AGU    AGRIUM INC   AGU US  8/21/10 C67.5     12.3  37.3   2.15   65.4    314
MON    MONSANTO CO  MON US  8/21/10 P60       12.2  32.7   1.06  -39.4   2315
AGU    AGRIUM INC   AGU US  9/18/10 C70       12.2  35.7   2.51   67.3    228
AGU    AGRIUM INC   AGU US  8/21/10 P67.5     12.1  37.4   1.65  -34.0    320
MON    MONSANTO CO  MON US  8/21/10 C60       11.9  32.3   2.51  112.7   1919
ETFC   E*TRADE FIN  ETFC US  8/21/10 C15      11.9  38.3   0.70   -1.4    225
POT    POTASH CORP  POT US  9/18/10 C115      11.9  36.4   5.25   50.0   2667
AGU    AGRIUM INC   AGU US  9/18/10 P70       11.7  35.9   4.30    0.0    202
DTG    DOLLAR THRI  DTG US  8/21/10 C50       11.6  30.4   0.50  -16.7    838
AGU    AGRIUM INC   AGU US  8/21/10 P65       11.0  38.3   0.95  -26.9   1241
AINV   APOLLO INV   AINV US  8/21/10 C10      11.0  37.4   0.30  -57.1    240
MON    MONSANTO CO  MON US  8/21/10 P62.5     10.7  32.2   2.03  -46.1    644
POT    POTASH CORP  POT US  9/18/10 C110      10.7  37.2   7.85   34.2    949
BXS    BANCORPSOUT  BXS US  9/18/10 C15       10.6  32.0   0.40  -11.1    347
ACLI   AMERICAN CO  ACLI US  8/21/10 P25      10.5  42.7   1.20  -17.2    250
MOS    MOSAIC CO/T  MOS US  8/21/10 P50       10.5  43.4   1.03  -31.8   1939
HNZ    HJ HEINZ CO  HNZ US  8/21/10 C46       10.3  15.9   0.25  -50.0    200
POT    POTASH CORP  POT US  9/18/10 P115      10.3  35.7   6.15  -14.6    467
LTM    LIFE TIME F  LTM US  8/21/10 C40       10.3  46.7   0.60  -25.0    215
HPQ    HEWLETT-PAC  HPQ US  8/21/10 P48       10.0  29.7   2.22   24.7    425

Top Volatility Decreases

Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EXM EXCEL MARIT EXM US 8/21/10 P6 -44.8 40.1 0.25 -16.7 210 HOTT HOT TOPIC I HOTT US 8/21/10 P5 -40.9 43.1 0.20 0.0 200 FSYS FUEL SYSTEM FSYS US 8/21/10 C34 -38.7 41.3 1.00 185.7 405 OCR OMNICARE IN OCR US 8/21/10 P22.5 -32.4 43.5 0.70 75.0 450 FCN FTI CONSULT FCN US 8/21/10 P35 -32.0 24.1 0.70 -36.4 200 FIG FORTRESS IN FIG US 8/21/10 C4 -31.9 39.8 0.15 -40.0 258 CNW CON-WAY INC CNW US 8/21/10 P30 -31.5 39.1 1.00 150.0 1269 TKLC TEKELEC TKLC US 8/21/10 P12.5 -31.0 40.8 0.35 75.0 1858 OCR OMNICARE IN OCR US 8/21/10 C22.5 -30.2 44.8 1.10 -62.7 242 PCS METROPCS CO PCS US 8/21/10 C9 -28.9 42.3 0.60 71.4 545 PCS METROPCS CO PCS US 8/21/10 P9 -28.7 40.9 0.20 -66.7 479 RIG TRANSOCEAN RIG US 8/21/10 P60 -28.3 34.0 4.00 -46.0 608 WBMD WEBMD HEALT WBMD US 8/21/10 C50 -27.8 17.2 0.91 810.0 266 WBMD WEBMD HEALT WBMD US 8/21/10 P50 -26.0 17.6 0.55 -77.1 2004 ABMD ABIOMED INC ABMD US 8/21/10 P10 -25.0 43.1 0.30 20.0 200 PMTC PARAMETRIC PMTC US 8/21/10 C17.5 -24.6 27.9 1.05 61.5 308 GAP GREAT ATLA GAP US 8/21/10 C4 -22.5 69.1 0.25 25.0 396 ARM ARVINMERITO ARM US 8/21/10 P15 -21.1 43.7 0.30 20.0 398 MELI MERCADOLIBR MELI US 8/21/10 C62.5 -20.9 44.6 1.60 -48.4 203 HUN HUNTSMAN CO HUN US 8/21/10 C11 -20.8 44.4 0.25 25.0 298 SINA SINA CORP SINA US 8/21/10 C44 -20.7 34.9 2.00 81.8 905 CTB COOPER TIRE CTB US 8/21/10 P20 -20.3 47.3 0.65 160.0 226 IFF INTL FLVR & IFF US 8/21/10 P45 -20.1 24.9 0.35 -61.1 226 ARM ARVINMERITO ARM US 8/21/10 C16 -19.6 41.8 0.45 -25.0 275 ALL ALLSTATE CO ALL US 8/21/10 C29 -19.6 28.9 0.78 11.4 1606 MELI MERCADOLIBR MELI US 8/21/10 C60 -19.4 45.8 2.40 -44.2 525 IFF INTL FLVR & IFF US 8/21/10 C45 -18.9 24.9 1.90 8.6 201 ALL ALLSTATE CO ALL US 8/21/10 C30 -18.8 27.9 0.34 0.0 429 EGLE EAGLE BULK EGLE US 8/21/10 C5 -18.7 41.1 0.15 0.0 250 AFFY AFFYMAX INC AFFY US 8/21/10 C7.5 -18.4 70.6 0.45 200.0 1434 SOLR GT SOLAR IN SOLR US 8/21/10 C7.5 -18.3 61.3 0.65 160.0 214 ALXA ALEXZA PHAR ALXA US 12/18/10 C2.5 -18.2 115.8 0.70 -33.3 1810 RIG TRANSOCEAN RIG US 8/21/10 P57.5 -18.0 40.7 2.54 -55.4 1599 ARM ARVINMERITO ARM US 8/21/10 P16 -17.8 43.4 0.65 -13.3 587 OCR OMNICARE IN OCR US 9/18/10 P22.5 -17.7 39.5 1.20 60.0 471 RIG TRANSOCEAN RIG US 8/21/10 P55 -17.1 45.6 1.48 -60.5 3505 FWLT FOSTER WHEE FWLT US 8/21/10 C22.5 -16.8 47.8 1.06 -45.6 294 CECO CAREER EDUC CECO US 8/21/10 P22 -16.4 61.9 1.00 42.9 273 CBOE CBOE HOLDIN CBOE US 8/21/10 P25 -16.1 37.1 0.85 142.9 439 SINA SINA CORP SINA US 8/21/10 P43 -16.0 37.1 0.60 -63.6 244 FWLT FOSTER WHEE FWLT US 8/21/10 P22.5 -15.6 47.7 0.72 28.6 406 KLIC KULICKE & S KLIC US 9/18/10 C7.5 -15.3 52.3 0.60 20.0 287 FWLT FOSTER WHEE FWLT US 8/21/10 C24 -15.0 45.6 0.44 -55.6 502 RIG TRANSOCEAN RIG US 8/21/10 C60 -15.0 53.7 1.12 72.3 7858 CI CIGNA CORP CI US 8/21/10 P32 -14.7 32.2 0.36 -62.1 265 SD SANDRIDGE E SD US 8/21/10 P5 -14.7 52.6 0.10 233.3 5969 MED MEDIFAST IN MED US 8/21/10 P30 -14.6 57.5 0.75 -33.6 326 ALL ALLSTATE CO ALL US 8/21/10 P28 -14.6 30.3 0.24 -55.6 289 SPY SPDR S&P 50 SPY US 9/18/10 P117 -14.5 17.4 6.17 8.6 233 DIA SPDR DJIA T DIA US 8/21/10 P107 -14.5 16.0 1.90 11.8 900 IPI INTREPID PO IPI US 8/21/10 C27 -14.4 37.7 0.50 233.3 985 IPI INTREPID PO IPI US 8/21/10 C25 -14.3 38.9 1.50 87.5 378 TQNT TRIQUINT SE TQNT US 8/21/10 C7.5 -14.2 33.4 0.11 -26.7 250 DTV DIRECTV-A DTV US 8/21/10 P39 -13.7 24.7 0.77 -56.5 444 KGC KINROSS GOL KGC US 8/21/10 C16 -13.7 32.1 0.30 -21.1 641 PXP PLAINS EXPL PXP US 8/21/10 C25 -13.6 41.5 0.82 5.1 6843 CI CIGNA CORP CI US 8/21/10 C34 -13.5 29.0 0.49 69.0 288 ARNA ARENA PHARM ARNA US 8/21/10 C7 -13.5 83.4 0.60 -14.3 382 PXP PLAINS EXPL PXP US 8/21/10 C24 -12.6 43.4 1.50 18.1 526 PXP PLAINS EXPL PXP US 8/21/10 P25 -12.5 41.3 0.80 -38.5 316 CXO CONCHO RESO CXO US 8/21/10 P60 -12.5 39.5 0.95 -26.9 1762 MOLX MOLEX INC MOLX US 8/21/10 P20 -12.5 31.4 0.40 -27.3 206 DTV DIRECTV-A DTV US 8/21/10 C39 -12.4 24.6 0.77 71.1 1413 ARO AEROPOSTALE ARO US 8/21/10 P26 -12.3 47.8 1.25 108.3 734 FWLT FOSTER WHEE FWLT US 8/21/10 P24 -12.3 45.8 1.35 20.5 267 HIG HARTFORD FI HIG US 8/21/10 P22 -12.3 45.6 0.46 48.4 556 CRZO CARRIZO OIL CRZO US 8/21/10 C22.5 -12.3 49.1 0.70 250.0 336 HGG HHGREGG INC HGG US 8/21/10 P22.5 -12.2 51.8 0.65 -64.9 302 TWC TIME WARNER TWC US 8/21/10 C60 -12.2 28.3 0.50 -60.0 436 C CITIGROUP I C US 8/21/10 C4 -12.1 24.8 0.13 -27.8 19739 CI CIGNA CORP CI US 8/21/10 C32 -11.9 33.0 1.87 70.0 495 MUR MURPHY OIL MUR US 8/21/10 C55 -11.7 27.3 1.80 -25.0 222 HIG HARTFORD FI HIG US 8/21/10 P23 -11.7 43.2 0.91 51.7 281 RIG TRANSOCEAN RIG US 8/21/10 C57.5 -11.6 56.7 2.06 76.1 4707 ENP ENCORE ENER ENP US 12/18/10 C20 -11.5 25.1 1.05 -25.0 1088 MDAS MEDASSETS I MDAS US 8/21/10 P22.5 -11.4 38.1 0.50 -44.4 264 MIC MACQUARIE I MIC US 8/21/10 C15 -11.4 44.6 0.50 42.9 273 AUY YAMANA GOLD AUY US 8/21/10 C10 -11.2 30.2 0.12 -29.4 769 KGC KINROSS GOL KGC US 8/21/10 P15 -11.2 33.9 0.14 -39.1 547 DTV DIRECTV-A DTV US 8/21/10 P38 -11.1 26.1 0.43 -57.4 2576 IPI INTREPID PO IPI US 8/21/10 C26 -10.9 39.2 0.85 88.9 278 ARO AEROPOSTALE ARO US 8/21/10 C26 -10.8 49.7 0.80 -62.8 674 DIA SPDR DJIA T DIA US 8/21/10 P106 -10.8 17.0 1.42 11.8 635 ARO AEROPOSTALE ARO US 8/21/10 P27 -10.7 47.3 1.90 90.0 735 SGY STONE ENERG SGY US 8/21/10 C14 -10.4 43.7 0.55 -15.4 1105 ARO AEROPOSTALE ARO US 8/21/10 P25 -10.3 49.9 0.76 117.1 454 KGC KINROSS GOL KGC US 8/21/10 P16 -10.2 32.1 0.56 -11.1 2156 TREX TREX CO INC TREX US 9/18/10 C22.5 -10.2 41.2 1.35 -3.6 252 KLIC KULICKE & S KLIC US 8/21/10 P7.5 -10.2 65.3 0.30 -50.0 455 WYNN WYNN RESORT WYNN US 8/21/10 P95 -10.1 36.7 5.05 1.0 768


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

To contact the editor responsible for this story:
Marco Babic at  mbabic@bloomberg.net


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