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
=============================================================================
IMAX IMAX CORP IMAX US 01/22/11 C30 66.5 70.4 1.95 1200.0 1600
IMAX IMAX CORP IMAX US 01/22/11 C29 62.7 68.7 2.25 462.5 245
IMAX IMAX CORP IMAX US 01/22/11 C27 59.0 66.4 3.50 250.0 347
OSTK OVERSTOCK.C OSTK US 01/22/11 C10 58.4 139.9 6.80 7.3 200
MEA METALICO IN MEA US 01/22/11 C5 55.7 42.6 0.80 6.7 248
IMAX IMAX CORP IMAX US 01/22/11 C28 52.9 64.5 3.00 361.5 243
IMAX IMAX CORP IMAX US 01/22/11 P27 51.1 64.6 0.60 -50.0 297
IMAX IMAX CORP IMAX US 01/22/11 C31 47.5 71.7 1.50 650.0 481
IMAX IMAX CORP IMAX US 01/22/11 C25 42.5 61.8 4.90 145.0 417
IMAX IMAX CORP IMAX US 02/19/11 C31 39.4 62.5 2.10 452.6 893
IMAX IMAX CORP IMAX US 03/19/11 C30 37.6 60.3 3.20 220.0 308
IMAX IMAX CORP IMAX US 01/22/11 P25 35.8 62.0 0.20 -66.7 253
IMAX IMAX CORP IMAX US 01/22/11 C24 34.3 56.9 5.80 123.1 224
IMAX IMAX CORP IMAX US 02/19/11 C30 33.6 59.8 2.65 657.1 288
REE RARE ELEMEN REE US 04/16/11 C10 32.9 72.9 6.40 3.2 268
SCOK SINOCOKING SCOK US 01/22/11 P7.5 28.9 129.1 0.05 -75.0 350
MCF CONTANGO OI MCF US 04/16/11 C45 28.3 47.7 14.50 -5.2 200
IMAX IMAX CORP IMAX US 01/22/11 P29 27.4 67.3 1.55 -61.2 545
PNNT PENNANTPARK PNNT US 03/19/11 P12.5 26.5 28.8 0.70 40.0 1326
SCOK SINOCOKING SCOK US 03/19/11 P7.5 26.5 82.7 0.25 -37.5 398
IMAX IMAX CORP IMAX US 01/22/11 P28 25.5 63.5 1.00 -66.6 397
C CITIGROUP I C US 01/22/11 C4 23.7 46.5 0.75 -2.6 5742
SCOK SINOCOKING SCOK US 01/22/11 P10 20.6 80.1 0.30 -45.5 506
SQM QUIMICA Y-S SQM US 01/22/11 C55 20.6 32.3 4.40 104.7 478
UUP POWERSHARES UUP US 01/22/11 C23 20.3 11.5 0.13 -27.8 2522
IMAX IMAX CORP IMAX US 01/22/11 P30 20.2 69.2 2.10 0.0 874
IMAX IMAX CORP IMAX US 02/19/11 C25 19.9 57.2 5.20 108.0 317
Q QWEST COMMU Q US 01/22/11 C7.5 19.9 18.7 0.20 0.0 740
MPEL MELCO CROWN MPEL US 01/22/11 C6 19.1 53.2 0.50 11.1 402
COCO CORINTHIAN COCO US 01/22/11 P4.5 18.2 75.0 0.14 40.0 213
UUP POWERSHARES UUP US 01/22/11 P23 17.9 10.9 0.42 61.5 1830
EXAS EXACT SCIEN EXAS US 01/22/11 P6 17.8 54.7 0.25 0.0 499
DRYS DRYSHIPS IN DRYS US 02/19/11 C3.5 17.2 96.8 2.09 9.4 411
VAL VALSPAR COR VAL US 01/22/11 C35 17.0 22.1 0.45 12.5 200
LVLT LEVEL 3 COM LVLT US 03/19/11 C0.5 16.9 155.4 0.50 -9.1 240
SQM QUIMICA Y-S SQM US 01/22/11 C60 16.4 27.0 1.15 475.0 368
MNKD MANNKIND CO MNKD US 01/22/11 C2.5 16.4 280.3 5.60 1.8 860
QQQQ POWERSH-QQQ QQQQ US 01/22/11 C50 16.2 24.6 4.45 -6.1 314
PPL PPL CORPORA PPL US 01/22/11 C26 15.9 15.1 0.55 10.0 1440
APC ANADARKO PE APC US 01/22/11 P65 15.7 46.8 0.27 35.0 1078
PBR PETROBRAS S PBR US 01/22/11 P31 15.5 42.7 0.04 100.0 200
NRG NRG ENERGY NRG US 01/22/11 C20 15.5 22.8 0.18 20.0 3290
THC TENET HEALT THC US 01/22/11 P5 15.0 101.4 0.05 0.0 966
MEE MASSEY ENER MEE US 01/22/11 C40 15.0 60.8 14.00 1.8 2008
SD SANDRIDGE E SD US 01/22/11 P7.5 14.7 48.0 0.45 15.4 296
UUP POWERSHARES UUP US 01/22/11 P22 14.6 11.2 0.02 0.0 500
C CITIGROUP I C US 03/19/11 C3 14.2 58.2 1.75 -1.7 1570
STD BANCO SANTA STD US 01/22/11 C11 14.2 38.0 0.20 33.3 310
REE RARE ELEMEN REE US 02/19/11 C10 14.1 62.8 6.50 0.0 348
VALE VALE SA-SP VALE US 01/22/11 P36 14.1 24.4 1.86 -21.5 364
SCOK SINOCOKING SCOK US 01/22/11 C10 13.8 68.5 1.55 138.5 900
UXG US GOLD COR UXG US 02/19/11 P5 13.4 83.4 0.05 0.0 1106
SJM JM SMUCKER SJM US 02/19/11 P65 12.7 22.0 1.90 11.8 1330
SIRI SIRIUS XM R SIRI US 01/22/11 C1.5 12.3 64.0 0.17 0.0 576
CECO CAREER EDUC CECO US 01/22/11 C20 12.2 44.5 1.20 -4.0 331
ABT ABBOTT LABS ABT US 01/22/11 C47 12.1 16.8 1.15 18.6 294
XLE SPDR-ENERGY XLE US 01/22/11 P58 12.1 34.0 0.05 25.0 222
RF REGIONS FIN RF US 01/22/11 C6 12.0 61.3 1.10 14.6 274
QQQQ POWERSH-QQQ QQQQ US 01/22/11 C49 12.0 26.8 5.42 -5.1 516
SCO PRSH-U/S CR SCO US 02/19/11 P10 11.9 53.0 0.55 -8.3 500
ABT ABBOTT LABS ABT US 01/22/11 P48 11.9 16.0 1.06 -7.8 728
GDX MKT VECT-GO GDX US 01/22/11 C55 11.8 33.5 6.75 12.5 1003
VALE VALE SA-SP VALE US 01/22/11 P35 11.6 26.5 1.29 -5.2 276
LVLT LEVEL 3 COM LVLT US 01/22/11 P1 10.7 67.6 0.05 -50.0 200
USB US BANCORP USB US 01/22/11 C21 10.6 59.8 6.02 0.3 238
WM WASTE MANAG WM US 04/16/11 C36 10.6 19.1 1.70 -2.9 3698
XLF SPDR-FINL S XLF US 01/22/11 C16 10.4 21.4 0.30 7.1 3238
POT POTASH CORP POT US 01/22/11 C120 10.4 54.3 33.30 1.4 330
PUDA PUDA COAL I PUDA US 01/22/11 C12.5 10.3 60.8 1.95 25.8 1096
PWER POWER-ONE I PWER US 01/22/11 C10 10.3 42.9 0.50 -9.1 200
USB US BANCORP USB US 01/22/11 C20 10.2 69.6 7.05 1.0 226
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= UCO PRSH-ULT CR UCO US 01/19/13 P7 -63.8 61.9 2.00 33.3 202 UAM UNIVERSAL A UAM US 07/16/11 P17.5 -48.4 20.7 0.15 -96.2 1546 MMC MARSH & MCL MMC US 01/22/11 C24 -35.9 23.9 3.30 0.0 400 UAM UNIVERSAL A UAM US 02/19/11 P17.5 -24.2 28.7 0.10 0.0 540 PAAS PAN AMER SI PAAS US 01/22/11 C35 -20.2 34.6 6.35 -5.2 400 REE RARE ELEMEN REE US 01/22/11 C11 -19.2 71.8 5.60 1.8 1140 BUCY BUCYRUS INT BUCY US 01/22/11 C90 -17.1 3.5 0.10 -44.4 497 BAC BANK OF AME BAC US 01/22/11 C10 -16.8 59.0 3.35 1.5 579 ROVI ROVI CORP ROVI US 01/22/11 C55 -16.2 28.2 7.30 4.3 270 DCTH DELCATH SYS DCTH US 01/19/13 P7.5 -15.6 102.7 3.00 -16.7 300 LVS LAS VEGAS S LVS US 01/22/11 C10 -15.3 209.3 35.65 1.6 380 SLW SILVER WHEA SLW US 03/19/11 C21 -15.1 61.9 17.35 2.1 4000 MIPS MIPS TECH I MIPS US 01/22/11 C12.5 -14.9 49.2 2.90 -6.5 360 TSYS TELE SYSTEM TSYS US 06/18/11 C2.5 -14.6 83.0 2.35 -6.0 1506 FTK FLOTEK INDS FTK US 01/22/11 C5 -13.8 93.5 0.60 71.4 309 SLV ISHARES SIL SLV US 01/22/11 C25 -12.6 37.1 5.19 8.1 290 DBA POWERSHARES DBA US 01/22/11 C30 -12.4 17.8 2.15 10.3 305 VXX IPATH-S&P S VXX US 01/22/11 P30 -12.1 51.5 0.05 25.0 1260 FAS FINL BULL 3 FAS US 04/16/11 C15 -12.0 65.9 12.95 0.0 200 GIS GENERAL MIL GIS US 01/22/11 C37.5 -11.3 18.0 0.07 -30.0 731 FO FORTUNE BRA FO US 01/22/11 C60 -10.9 20.7 1.25 -26.5 2235 ORCL ORACLE CORP ORCL US 01/22/11 C25 -10.7 39.9 6.10 -3.9 230 SPY SPDR S&P 50 SPY US 03/19/11 P130 -10.4 15.3 6.54 -0.1 874 SLW SILVER WHEA SLW US 03/19/11 C20 -10.3 70.2 19.10 7.6 2000
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Dec/31/2010 16:30 GMT