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
=============================================================================
CIM CHIMERA INV CIM US 03/19/11 P4 34.9 24.7 0.10 0.0 279
AA ALCOA INC AA US 02/19/11 C10 26.4 74.8 6.55 4.0 202
GET GAYLORD ENT GET US 02/19/11 C35 20.4 45.8 2.35 -15.2 235
CDE COEUR D'ALE CDE US 02/19/11 C20 18.6 58.0 4.60 0.0 1000
AIXG AIXTRON AG- AIXG US 02/19/11 C40 17.6 43.8 1.95 -9.3 242
ATHR ATHEROS COM ATHR US 02/19/11 C45 17.3 5.9 0.15 -25.0 486
VZ VERIZON COM VZ US 02/19/11 C37 16.8 23.2 0.71 29.1 2474
VZ VERIZON COM VZ US 02/19/11 C36 16.1 23.3 1.14 20.0 1817
FAF FIRST AMERI FAF US 07/16/11 P15 15.8 38.8 1.85 0.0 1518
VZ VERIZON COM VZ US 02/19/11 C35 15.8 24.3 1.80 15.4 511
VZ VERIZON COM VZ US 02/19/11 C34 15.2 25.8 2.50 9.2 203
LO LORILLARD I LO US 03/19/11 P50 14.4 60.1 0.36 227.3 200
PDLI PDL BIOPHAR PDLI US 02/19/11 C5.5 14.2 38.2 0.25 -66.7 224
SPY SPDR S&P 50 SPY US 03/19/11 P130 13.0 17.0 5.73 7.5 868
PFE PFIZER INC PFE US 02/19/11 C16 12.6 29.0 2.29 -3.8 401
APOL APOLLO GROU APOL US 02/19/11 P32 12.2 58.5 1.16 107.1 1243
LDK LDK SOLAR C LDK US 03/19/11 C9 11.8 76.0 3.30 65.8 304
VZ VERIZON COM VZ US 03/19/11 C34 11.6 23.8 2.64 6.0 233
APOL APOLLO GROU APOL US 02/19/11 P33 11.6 56.9 1.35 87.5 911
WDC WESTERN DIG WDC US 02/19/11 P30 11.5 44.2 0.67 -10.7 3500
SPY SPDR S&P 50 SPY US 03/19/11 P129 11.5 17.2 5.14 7.5 954
MYL MYLAN INC MYL US 02/19/11 C23 11.3 28.4 0.56 9.8 588
LDK LDK SOLAR C LDK US 02/19/11 C12 11.2 67.0 0.95 171.4 687
QQQQ POWERSH-QQQ QQQQ US 02/19/11 C48 11.0 26.1 7.83 1.3 204
DD DU PONT (EI DD US 02/19/11 C50 10.9 23.8 0.74 -40.8 752
CCOI COGENT COMM CCOI US 04/16/11 C12.5 10.8 51.8 2.25 2.3 510
CYOU CHANGYOU.CO CYOU US 02/19/11 C30 10.8 41.7 1.05 5.0 1017
APOL APOLLO GROU APOL US 02/19/11 C37 10.7 53.1 2.11 -43.7 216
SKX SKECHERS US SKX US 02/19/11 C17 10.5 64.0 3.90 11.4 300
ACAS AMERICAN CA ACAS US 02/19/11 C8 10.4 34.4 0.35 52.2 260
AEO AMER EAGLE AEO US 02/19/11 P13.5 10.4 44.3 0.45 28.6 300
PH PARKER HANN PH US 02/19/11 C90 10.3 27.3 1.55 7.6 590
SPY SPDR S&P 50 SPY US 03/19/11 P128 10.3 17.5 4.60 7.5 1048
MRX MEDICIS PHA MRX US 04/16/11 P25 10.2 36.8 1.25 19.1 501
VZ VERIZON COM VZ US 03/19/11 C36 10.2 21.7 1.44 17.1 477
DIA SPDR DJIA T DIA US 02/19/11 P116 10.1 15.2 2.40 14.3 294
VZ VERIZON COM VZ US 03/19/11 C37 10.1 21.3 0.95 17.3 759
VZ VERIZON COM VZ US 03/19/11 C35 10.0 22.5 1.98 8.8 309
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= DV DEVRY INC DV US 01/19/13 P25 -34.2 40.5 2.20 0.0 207 BSQR BSQUARE COR BSQR US 02/19/11 C7.5 -25.6 60.0 3.90 18.2 345 BEC BECKMAN COU BEC US 05/21/11 P72.5 -17.7 23.6 3.10 -22.5 680 GENZ GENZYME COR GENZ US 02/19/11 C75 -14.2 17.1 0.73 7.3 1049 CQP CHENIERE EN CQP US 03/19/11 C19 -12.6 32.6 3.30 3.1 261 BEC BECKMAN COU BEC US 05/21/11 C75 -11.8 23.9 3.30 -25.0 607 EPB EL PASO PIP EPB US 03/19/11 C30 -10.7 22.6 3.60 0.0 200
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Jan/10/2011 16:30 GMT