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
=============================================================================
STD BANCO SANTA STD US 03/19/11 C10 46.5 47.1 2.60 2.4 220
WTW WEIGHT WATC WTW US 04/16/11 C40 44.2 48.4 21.40 296.3 480
ATLS ATLAS ENERG ATLS US 03/19/11 C40 42.6 30.2 6.20 6.9 1517
NTRI NUTRISYSTEM NTRI US 03/19/11 P21 40.8 58.3 1.80 6.5 341
MFN MINEFINDERS MFN US 03/19/11 C9 33.7 61.5 1.75 9.4 750
NTRI NUTRISYSTEM NTRI US 03/19/11 P19 29.2 60.4 0.90 12.5 905
NTRI NUTRISYSTEM NTRI US 03/19/11 C20 26.3 56.7 1.41 88.0 2619
NTRI NUTRISYSTEM NTRI US 03/19/11 P17.5 25.9 62.2 0.35 16.7 606
NTRI NUTRISYSTEM NTRI US 03/19/11 C21 25.1 54.6 0.90 100.0 840
WTW WEIGHT WATC WTW US 03/19/11 C45 24.9 47.2 16.00 742.1 258
LVLT LEVEL 3 COM LVLT US 03/19/11 C1 24.2 101.0 0.40 -11.1 714
QQQQ POWERSH-QQQ QQQQ US 03/19/11 C55 23.4 20.9 3.96 -1.5 394
KR KROGER CO KR US 01/19/13 C20 23.0 28.6 4.50 0.0 274
LVLT LEVEL 3 COM LVLT US 06/18/11 P1 21.4 97.7 0.10 0.0 3961
FL FOOT LOCKER FL US 03/19/11 C20 20.4 41.8 0.75 150.0 4443
NVS NOVARTIS AG NVS US 04/16/11 P57.5 19.7 16.1 3.50 -2.8 640
EWJ ISHARES-JAP EWJ US 03/19/11 P11 19.4 19.1 0.03 0.0 1000
YHOO YAHOO! INC YHOO US 04/16/11 C12 18.9 58.7 5.70 2.7 200
WOOF VCA ANTECH WOOF US 03/19/11 P22.5 18.0 37.6 0.40 0.0 285
HRB H&R BLOCK I HRB US 03/19/11 P13 17.2 54.7 0.35 0.0 1211
QQQQ POWERSH-QQQ QQQQ US 03/19/11 C56 16.9 19.3 3.10 -1.3 1840
BRCD BROCADE COM BRCD US 03/19/11 P6 16.3 61.1 0.40 -21.6 653
AAPL APPLE INC AAPL US 03/19/11 C370 14.1 22.3 4.05 -22.9 4003
ALU ALCATEL-LUC ALU US 06/18/11 C3.5 14.1 53.2 1.45 0.0 401
SOMX SOMAXON PHA SOMX US 01/21/12 C2.5 13.8 27.5 0.65 8.3 235
S SPRINT NEXT S US 03/19/11 P4 13.4 38.1 0.04 33.3 494
ALU ALCATEL-LUC ALU US 03/19/11 C3.5 13.4 71.3 1.45 3.6 720
EP EL PASO COR EP US 03/19/11 C16 13.3 39.4 2.15 53.6 2113
AAPL APPLE INC AAPL US 03/19/11 C360 13.2 23.4 8.10 -21.0 7664
AAPL APPLE INC AAPL US 03/19/11 C340 13.0 27.3 21.50 -15.3 1330
WTW WEIGHT WATC WTW US 04/16/11 C50 12.9 33.3 10.60 1827.3 569
DXD PROSHARES U DXD US 03/19/11 C18 12.7 25.4 0.65 8.3 299
AAPL APPLE INC AAPL US 03/19/11 C365 12.4 22.7 5.90 -21.3 3105
BRCD BROCADE COM BRCD US 03/19/11 C5 12.4 66.2 1.13 32.9 916
AAPL APPLE INC AAPL US 03/19/11 P370 12.3 21.6 17.05 42.1 237
LNG CHENIERE EN LNG US 03/19/11 C7 12.1 105.0 2.70 17.4 217
AAPL APPLE INC AAPL US 03/19/11 P360 12.0 22.7 10.60 51.4 3370
AAPL APPLE INC AAPL US 03/19/11 C345 12.0 26.0 17.45 -17.7 581
PACR PACER INTL PACR US 06/18/11 P5 11.6 69.6 0.45 -30.8 240
NLY ANNALY CAPI NLY US 03/19/11 C15 11.4 34.2 2.54 2.4 224
AAPL APPLE INC AAPL US 03/19/11 C355 11.4 24.1 10.85 -19.6 2868
AAPL APPLE INC AAPL US 03/19/11 C330 11.2 29.9 29.40 -14.4 507
QQQQ POWERSH-QQQ QQQQ US 03/19/11 C57 11.2 17.6 2.21 -2.6 2752
AAPL APPLE INC AAPL US 03/19/11 C335 11.0 28.6 25.75 -13.6 318
AAPL APPLE INC AAPL US 03/19/11 P365 11.0 22.0 13.45 45.4 518
AAPL APPLE INC AAPL US 03/19/11 C320 10.9 33.0 39.00 -11.4 687
AAPL APPLE INC AAPL US 03/19/11 C350 10.9 25.0 14.10 -17.8 3245
EP EL PASO COR EP US 03/19/11 C17 10.8 35.0 1.35 73.1 2950
NXPI NXP SEMICON NXPI US 03/19/11 C25 10.7 76.1 3.40 0.0 285
RIMM RESEARCH IN RIMM US 03/19/11 C60 10.7 38.6 9.65 11.4 247
AAPL APPLE INC AAPL US 03/19/11 P355 10.6 23.4 8.40 60.0 4574
AAPL APPLE INC AAPL US 03/19/11 P340 10.5 26.5 4.00 82.7 2451
AAPL APPLE INC AAPL US 03/19/11 P350 10.5 24.4 6.55 68.0 4004
AAPL APPLE INC AAPL US 03/19/11 P345 10.4 25.4 5.15 75.8 1829
AUY YAMANA GOLD AUY US 04/16/11 C10 10.4 38.3 2.29 -0.4 5000
AHD ATLAS PIPEL AHD US 04/16/11 C15 10.3 48.8 1.66 32.8 215
CPB CAMPBELL SO CPB US 03/19/11 C36 10.3 20.2 0.25 19.1 208
ONNN ON SEMICOND ONNN US 03/19/11 C12 10.2 37.9 0.45 50.0 3245
AAPL APPLE INC AAPL US 03/19/11 P320 10.1 31.8 1.64 113.0 2182
AAPL APPLE INC AAPL US 03/19/11 P330 10.0 29.0 2.59 102.3 2511
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= WTW WEIGHT WATC WTW US 03/19/11 P60 -56.8 37.2 1.65 0.0 1061 XRT SPDR S&P RE XRT US 03/19/11 C40 -50.4 27.5 10.00 7.0 2500 BBW BUILD-A-BEA BBW US 03/19/11 C7.5 -36.0 45.8 0.30 -64.7 1076 WTW WEIGHT WATC WTW US 03/19/11 P55 -34.1 39.6 0.45 0.0 1573 WTW WEIGHT WATC WTW US 04/16/11 P55 -31.4 33.1 0.83 0.0 992 DELL DELL INC DELL US 03/19/11 C13 -27.5 32.0 2.43 -11.0 202 TBL TIMBERLAND TBL US 03/19/11 C30 -26.2 40.5 6.70 306.1 498 CBS CBS CORP-B CBS US 03/19/11 C22.5 -26.0 28.4 0.40 -46.7 806 SKX SKECHERS US SKX US 03/19/11 C23 -25.8 47.0 1.15 0.0 698 WTW WEIGHT WATC WTW US 07/16/11 P60 -25.6 30.3 4.20 0.0 475 SKX SKECHERS US SKX US 03/19/11 C24 -24.5 44.6 0.72 -10.0 344 NTAP NETAPP INC NTAP US 03/19/11 P48 -23.7 38.4 0.49 96.0 513 WMB WILLIAMS CO WMB US 03/19/11 P28 -23.7 33.6 0.54 -67.1 308 WMB WILLIAMS CO WMB US 03/19/11 P27 -23.4 34.4 0.31 -72.1 847 NTAP NETAPP INC NTAP US 03/19/11 P46 -23.2 40.0 0.25 56.2 239 VCI VALASSIS CO VCI US 03/19/11 P27.5 -22.9 46.3 0.60 50.0 565 ARIA ARIAD PHARM ARIA US 03/19/11 P5 -22.9 70.4 0.15 0.0 400 NTAP NETAPP INC NTAP US 03/19/11 P45 -22.7 41.5 0.21 31.2 241 NTAP NETAPP INC NTAP US 03/19/11 P49 -22.6 38.2 0.62 100.0 2383 WMB WILLIAMS CO WMB US 03/19/11 C29 -22.6 34.0 1.50 72.4 3182 NTAP NETAPP INC NTAP US 03/19/11 C45 -22.4 44.6 9.00 -33.3 520 NTAP NETAPP INC NTAP US 03/19/11 P50 -22.3 37.9 0.77 54.0 4224 ORLY O'REILLY AU ORLY US 03/19/11 P55 -22.0 26.7 1.10 15.8 315 WMB WILLIAMS CO WMB US 03/19/11 C30 -21.6 34.0 0.94 74.1 4189 WMB WILLIAMS CO WMB US 03/19/11 C31 -21.4 33.7 0.59 73.5 4835 ITRI ITRON INC ITRI US 03/19/11 C60 -20.9 33.0 1.20 -76.5 388 LZB LA-Z-BOY IN LZB US 03/19/11 C10 -20.9 46.2 1.05 -4.5 225 AMD ADV MICRO D AMD US 03/19/11 C5 -20.6 89.0 4.35 8.8 679 NTAP NETAPP INC NTAP US 03/19/11 C50 -20.4 38.9 4.70 -47.2 1712 NVDA NVIDIA CORP NVDA US 03/19/11 P25 -20.1 51.4 1.73 -35.2 1605 REV REVLON INC- REV US 03/19/11 C12.5 -19.9 35.5 1.50 1400.0 200 NVDA NVIDIA CORP NVDA US 03/19/11 P24 -19.4 52.0 1.19 -43.6 3398 NVDA NVIDIA CORP NVDA US 03/19/11 P22.5 -19.3 54.1 0.66 -51.8 5453 NVDA NVIDIA CORP NVDA US 03/19/11 C24 -19.3 52.5 1.71 17.1 7405 NVDA NVIDIA CORP NVDA US 03/19/11 C25 -19.1 52.3 1.24 11.7 4912 ABB ABB LTD-ADR ABB US 06/18/11 C23 -19.1 24.1 1.60 -26.3 638 USD PROSHARES U USD US 03/19/11 C45 -19.1 34.8 4.80 9.1 350 NVDA NVIDIA CORP NVDA US 03/19/11 C22.5 -18.2 55.2 2.64 17.3 3076 ITRI ITRON INC ITRI US 03/19/11 P55 -18.0 35.7 1.28 156.0 245 RBCN RUBICON TEC RBCN US 03/19/11 C25 -18.0 64.0 1.65 153.8 1537 URRE URANIUM RES URRE US 04/16/11 C2.5 -17.7 94.7 0.80 0.0 450 WMB WILLIAMS CO WMB US 05/21/11 P30 -17.7 29.0 1.97 -37.5 871 WMB WILLIAMS CO WMB US 05/21/11 C26 -17.7 31.4 4.15 40.7 530 WMB WILLIAMS CO WMB US 05/21/11 C27 -17.3 30.8 3.55 47.9 570 CAR AVIS BUDGET CAR US 03/19/11 P16 -17.3 39.0 0.50 -52.4 519 WMB WILLIAMS CO WMB US 05/21/11 C24 -17.3 33.3 5.70 62.9 11069 TBL TIMBERLAND TBL US 03/19/11 C35 -17.2 44.4 2.65 657.1 798 WMB WILLIAMS CO WMB US 05/21/11 C29 -17.1 30.0 2.06 41.1 3500 DELL DELL INC DELL US 03/19/11 C14 -17.1 29.1 1.37 -17.0 573 ALJ ALON USA EN ALJ US 03/19/11 C10 -17.0 46.8 1.40 30.8 216 NVDA NVIDIA CORP NVDA US 03/19/11 P21 -17.0 58.0 0.35 -58.3 1402 TRW TRW AUTOMOT TRW US 03/19/11 P60 -16.9 34.1 2.25 -22.4 277 WMB WILLIAMS CO WMB US 05/21/11 P31 -16.8 29.0 2.54 -37.3 605 WMB WILLIAMS CO WMB US 05/21/11 C28 -16.7 30.5 2.59 37.0 3590 XRT SPDR S&P RE XRT US 03/19/11 P39 -16.6 43.4 0.02 -77.8 1500 BBW BUILD-A-BEA BBW US 06/18/11 C7.5 -16.5 45.4 0.60 -47.4 574 WMB WILLIAMS CO WMB US 05/21/11 C30 -16.2 29.7 1.56 43.1 2226 NTAP NETAPP INC NTAP US 03/19/11 P55 -16.1 38.1 2.90 84.7 1413 WMB WILLIAMS CO WMB US 05/21/11 C31 -15.8 29.6 1.18 53.2 4401 XLF SPDR-FINL S XLF US 03/19/11 P14 -15.7 38.2 0.02 -60.0 2247 WMB WILLIAMS CO WMB US 05/21/11 P28 -15.7 30.2 1.04 -53.1 2151 RBCN RUBICON TEC RBCN US 03/19/11 C22.5 -15.6 62.4 3.10 158.3 940 NXY NEXEN INC NXY US 03/19/11 C25 -15.5 35.4 0.60 -33.3 531 CBS CBS CORP-B CBS US 03/19/11 P19 -15.5 36.6 0.10 -50.0 302 NTAP NETAPP INC NTAP US 03/19/11 C55 -15.4 38.1 1.85 -62.2 5873 ATLS ATLAS ENERG ATLS US 03/19/11 C40 -15.3 17.9 6.20 6.9 1527 NVDA NVIDIA CORP NVDA US 03/19/11 P20 -14.9 60.9 0.22 -60.0 292 QQQQ POWERSH-QQQ QQQQ US 03/19/11 P61 -14.7 13.8 2.44 -1.6 926 NVDA NVIDIA CORP NVDA US 03/19/11 C21 -14.6 59.5 3.90 20.0 437 RBCN RUBICON TEC RBCN US 03/19/11 C20 -13.5 59.5 5.00 127.3 304 RBCN RUBICON TEC RBCN US 06/18/11 C25 -12.7 51.1 2.60 73.3 513 AEM AGNICO-EAGL AEM US 03/19/11 P65 -12.4 33.5 0.35 25.0 371 HLX HELIX ENERG HLX US 03/19/11 C11 -12.3 53.1 2.85 9.6 200 WPZ WILLIAMS PA WPZ US 03/19/11 C50 -12.3 14.0 0.90 0.0 330 ABB ABB LTD-ADR ABB US 06/18/11 C24 -12.2 23.7 1.25 -16.7 507 NCR NCR CORP NCR US 04/16/11 P16 -12.1 36.9 0.10 -87.5 413 SVNT SAVIENT PHA SVNT US 03/19/11 C10 -12.0 54.6 0.48 -20.0 506 NVDA NVIDIA CORP NVDA US 03/19/11 C20 -12.0 62.9 4.65 16.2 273 TRW TRW AUTOMOT TRW US 03/19/11 C60 -11.9 35.8 2.50 -3.9 383 ARIA ARIAD PHARM ARIA US 05/21/11 C6 -11.6 54.2 0.65 -27.8 318 VNQ VANGUARD RE VNQ US 03/19/11 P52 -11.5 26.9 0.20 -63.6 785 TIVO TIVO INC TIVO US 08/20/11 P9 -11.3 65.5 0.96 -28.9 857 SOMX SOMAXON PHA SOMX US 05/21/11 C3 -11.2 19.7 0.10 -33.3 200 SPY SPDR S&P 50 SPY US 03/19/11 P138 -11.2 10.6 4.88 -2.4 3501 RIO RIO TINTO-A RIO US 01/19/13 C45 -10.9 39.8 30.50 -9.0 300 ACOR ACORDA THER ACOR US 03/19/11 P23 -10.7 42.4 1.80 44.0 1000 VCI VALASSIS CO VCI US 06/18/11 P25 -10.7 46.5 1.00 25.0 200 EWJ ISHARES-JAP EWJ US 03/19/11 P9 -10.3 51.5 0.03 -40.0 500 HERO HERCULES OF HERO US 03/19/11 C4 -10.1 64.4 0.20 -42.9 500
x - Ex-dividend. * - Ex-earnings. -- Bloomberg News To contact Bloomberg News for this story: +1-212-318-2000 or newsdev@bloomberg.net -0- Feb/17/2011 16:30 GMT