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
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AGNC AMERICAN CA AGNC US 01/22/11 C28 32.5 40.7 1.55 -16.2 394
EWW ISHARES-MEX EWW US 01/22/11 P63 31.7 21.7 2.42 -15.4 430
EWW ISHARES-MEX EWW US 01/22/11 P62 28.7 22.3 1.70 17.2 231
EWW ISHARES-MEX EWW US 01/22/11 P61 27.1 23.7 1.36 21.4 13250
EWW ISHARES-MEX EWW US 01/22/11 P60 27.0 24.9 1.01 32.9 1750
MCP MOLYCORP IN MCP US 01/22/11 P46 25.5 95.6 2.15 -8.5 380
MCP MOLYCORP IN MCP US 01/22/11 P49 25.5 94.5 3.10 -16.2 2544
MCP MOLYCORP IN MCP US 01/22/11 P48 25.4 94.3 2.70 -12.9 1110
AA ALCOA INC AA US 01/22/11 C12.5 24.7 52.8 2.84 4.8 294
MCP MOLYCORP IN MCP US 01/22/11 P44 24.4 97.3 1.55 -8.8 226
REE RARE ELEMEN REE US 02/19/11 P10 23.8 110.9 0.50 -33.3 256
EWW ISHARES-MEX EWW US 01/22/11 C61 22.6 22.0 1.56 16.4 423
MCP MOLYCORP IN MCP US 01/22/11 P43 21.9 97.4 1.35 -6.9 200
MCP MOLYCORP IN MCP US 01/22/11 P42 21.8 97.7 1.15 -4.2 256
FRG FRONTEER GO FRG US 02/19/11 C9 20.3 59.6 2.71 0.0 200
MCP MOLYCORP IN MCP US 02/19/11 P39 19.3 92.0 1.55 -3.1 2500
EWW ISHARES-MEX EWW US 01/22/11 C64 18.6 18.2 0.28 33.3 290
AGNC AMERICAN CA AGNC US 03/19/11 C29 18.5 20.9 0.75 -16.7 234
MCP MOLYCORP IN MCP US 02/19/11 C50 18.4 83.5 8.00 56.9 380
REE RARE ELEMEN REE US 02/19/11 P13 18.0 109.0 1.65 -50.0 208
REE RARE ELEMEN REE US 02/19/11 C12 17.9 81.5 3.00 172.7 414
MCP MOLYCORP IN MCP US 02/19/11 P47 17.2 86.4 3.80 -7.3 270
DYN DYNEGY INC DYN US 01/22/11 C5 17.1 45.6 0.85 13.3 10000
MCP MOLYCORP IN MCP US 02/19/11 C55 17.1 82.7 5.80 81.2 602
MCP MOLYCORP IN MCP US 02/19/11 P50 16.5 85.3 5.10 -14.3 694
BAC BANK OF AME BAC US 01/22/11 C10 16.1 62.2 3.50 6.1 1072
EWW ISHARES-MEX EWW US 01/22/11 P57 15.8 28.7 0.36 28.6 576
REE RARE ELEMEN REE US 02/19/11 P14 15.7 110.3 2.15 -47.6 280
AUY YAMANA GOLD AUY US 01/22/11 C11 15.5 44.7 1.75 24.1 368
DTG DOLLAR THRI DTG US 01/22/11 C47 15.2 13.7 0.75 -11.8 383
MCP MOLYCORP IN MCP US 02/19/11 P49 15.2 84.5 4.90 -3.9 204
BAS BASIC ENERY BAS US 04/16/11 C15 15.0 52.3 2.76 -8.0 600
REE RARE ELEMEN REE US 02/19/11 C14 14.9 82.5 1.85 270.0 1572
MCP MOLYCORP IN MCP US 02/19/11 P55 14.7 83.3 7.90 -13.2 1158
HBAN HUNTINGTON HBAN US 01/22/11 C6 13.4 49.7 1.01 1.0 640
AGNC AMERICAN CA AGNC US 03/19/11 C25 13.1 53.9 4.50 -6.2 304
TLT ISHARES BAR TLT US 02/19/11 C89 12.8 17.6 4.10 0.0 268
BPOP POPULAR INC BPOP US 02/19/11 C3 12.5 50.3 0.25 25.0 5021
IFF INTL FLVR & IFF US 01/22/11 P55 12.4 13.8 0.60 -29.4 1500
REE RARE ELEMEN REE US 02/19/11 C11 11.8 76.1 3.70 155.2 388
GLD SPDR GOLD T GLD US 01/22/11 C130 11.7 18.4 7.44 33.8 269
EXK ENDEAVOUR S EXK US 01/22/11 C7.5 11.7 71.0 0.35 75.0 349
AGNC AMERICAN CA AGNC US 01/22/11 C30 11.3 19.6 0.05 -66.7 822
KEY KEYCORP KEY US 01/22/11 C9 10.6 35.5 0.15 15.4 632
REE RARE ELEMEN REE US 02/19/11 C13 10.3 77.4 2.40 220.0 958
GLD SPDR GOLD T GLD US 01/22/11 C115 10.1 31.5 22.20 10.7 631
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= KBE SPDR KBW BA KBE US 01/22/11 C25 -50.7 12.5 1.43 24.4 1005 HYG ISH-IBOXX H HYG US 02/19/11 P90 -49.7 4.5 1.70 0.0 224 AIG AMERICAN IN AIG US 02/19/11 C42 -30.5 37.8 17.48 -2.9 255 GGP GENERAL GRO GGP1 US 01/22/11 P12.5 -19.4 41.6 0.03 0.0 1005 NXG NORTHGATE M NXG US 02/19/11 C2.5 -16.9 62.9 0.70 0.0 400 SVA SINOVAC BIO SVA US 02/19/11 C2.5 -14.8 125.7 2.25 -2.2 440 FCX FREEPORT-MC FCX US 01/22/11 C94 -13.8 43.2 25.47 1.1 1306 DTG DOLLAR THRI DTG US 01/22/11 C46 -13.1 14.6 1.55 -8.8 256 TLT ISHARES BAR TLT US 02/19/11 P97 -13.1 13.3 5.45 12.4 340 QID PROSHARES Q QID US 02/19/11 C11 -12.2 34.0 0.94 5.6 358 ZLC ZALE CORP ZLC US 08/20/11 P2.5 -11.9 91.9 0.25 -28.6 392 GGP GENERAL GRO GGP US 01/22/11 P15 -11.3 35.7 0.45 -8.2 947 ARG AIRGAS INC ARG US 01/22/11 P60 -11.3 18.6 0.35 -22.2 386 C CITIGROUP I C US 01/22/11 C4 -10.5 45.1 0.78 -1.3 4387
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Dec/28/2010 16:30 GMT