U.S. Stock Options With Biggest Changes in Implied Volatility
By -
May 16, 2011
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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KONG KONGZHONG-A KONG US 09/17/11 P5 47.5 98.7 0.75 150.0 235
HYC HYPERCOM CO HYC US 07/16/11 P10 35.2 64.8 1.25 0.0 268
COP CONOCOPHILL COP US 06/18/11 C65 31.8 30.4 7.09 6.6 531
XLF SPDR-FINL S XLF US 06/18/11 C14 31.8 29.4 1.92 6.7 204
REDF REDIFF.COM REDF US 06/18/11 C10 28.6 130.5 2.91 -25.4 1914
BAC BANK OF AME BAC US 06/18/11 C9 24.4 59.7 2.97 -13.9 625
NUS NU SKIN ENT NUS US 06/18/11 P35 22.0 36.1 0.50 28.2 285
ANAD ANADIGICS I ANAD US 10/22/11 P2.5 21.1 68.4 0.25 0.0 225
ICE INTERCONTIN ICE US 06/18/11 P110 20.5 32.6 0.41 -52.9 423
BAC BANK OF AME BAC US 07/16/11 C9 20.0 48.9 3.10 -3.1 384
SPY SPDR S&P 50 SPY US 06/18/11 P139 20.0 16.0 5.45 -8.2 234
CYTX CYTORI THER CYTX US 12/17/11 P2.5 19.8 114.2 0.20 0.0 216
FE FIRSTENERGY FE US 06/18/11 C45 18.9 23.8 1.25 525.0 934
ED CONS EDISON ED US 08/20/11 C55 18.5 13.5 0.60 0.0 586
NYX NYSE EURONE NYX US 09/17/11 C36 18.2 25.3 2.30 -54.9 1503
STX SEAGATE TEC STX US 06/18/11 C13 17.9 52.5 3.95 -3.7 1000
TWI TITAN INTL TWI US 06/18/11 C25 17.7 57.4 4.30 0.0 1232
CBOE CBOE HOLDIN CBOE US 06/18/11 P24 17.1 39.7 0.18 -40.0 349
FAZ FINANCIAL B FAZ US 06/18/11 C35 15.7 47.9 8.85 14.2 254
CYTX CYTORI THER CYTX US 09/17/11 P5 15.3 99.4 0.90 38.5 1013
RMBS RAMBUS INC RMBS US 06/18/11 P15 15.2 60.8 1.00 56.2 289
SPY SPDR S&P 50 SPY US 06/18/11 P137 13.8 15.7 4.09 -7.9 2380
TGT TARGET CORP TGT US 06/18/11 C50 13.2 27.0 1.95 -10.6 511
BG BUNGE LTD BG US 06/18/11 C67.5 12.8 29.2 6.90 -6.8 816
XLF SPDR-FINL S XLF US 06/18/11 C15 12.8 23.0 1.00 7.5 245
RENN RENREN INC- RENN US 06/18/11 C12 12.7 101.9 2.25 2.3 244
NDAQ NASDAQ OMX NDAQ US 06/18/11 P25 12.2 36.3 0.30 -14.3 300
FE FIRSTENERGY FE US 10/22/11 P43 12.2 22.2 1.75 -23.9 411
AA ALCOA INC AA US 07/16/11 P13 11.9 42.9 0.05 0.0 2051
SPY SPDR S&P 50 SPY US 06/18/11 P136 11.3 15.7 3.44 -11.8 3418
TGT TARGET CORP TGT US 06/18/11 C52.5 11.1 24.7 0.76 -14.6 234
ASML ASML HOLDIN ASML US 10/22/11 C42.5 10.8 37.4 3.20 64.1 411
NGG NATIONAL GR NGG US 09/17/11 C50 10.8 19.3 1.43 -30.2 200
NOK NOKIA CORP- NOK US 06/18/11 C9 10.7 35.9 0.22 37.5 9479
POT POTASH CORP POT US 01/21/12 P21.67 10.7 57.3 0.18 63.6 207
UUP POWERSHARES UUP US 06/18/11 P22 10.7 12.8 0.58 20.8 410
SLAB SILICON LAB SLAB US 07/16/11 C40 10.7 30.3 4.90 13.9 901
SGEN SEATTLE GEN SGEN US 06/18/11 C17.5 10.5 43.5 1.55 30.2 1082
DBA POWERSHARES DBA US 06/18/11 C30 10.5 25.8 2.60 -1.9 1500
INTC INTEL CORP INTC US 06/18/11 P22 10.2 28.2 0.17 -26.1 2023
MSFT MICROSOFT C MSFT US 07/16/11 C22 10.2 27.0 2.93 -2.3 651
ID L-1 IDENTIT ID US 06/18/11 P9 10.1 76.9 0.35 40.0 5121
SLAB SILICON LAB SLAB US 07/16/11 C45 10.0 26.5 1.40 21.7 461
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
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PHO POWERSH-WAT PHO US 06/18/11 C18 -64.7 24.0 1.77 -21.3 212
BWLD BUFFALO WIL BWLD US 06/18/11 C47 -49.7 40.5 14.85 20.7 200
CISG CNINSURE IN CISG US 07/16/11 C17.5 -39.0 39.4 0.70 180.0 288
HS HEALTHSPRIN HS US 06/18/11 C40 -28.8 26.3 4.90 21.0 287
ASH ASHLAND INC ASH US 07/16/11 C50 -26.0 37.6 10.50 56.7 800
DNDN DENDREON CO DNDN US 06/18/11 C30 -25.8 50.8 7.25 0.0 305
UYG PROSHARES U UYG1 US 01/21/12 C6 -20.3 36.0 1.20 -14.3 200
VOD VODAFONE GR VOD US 06/18/11 C25 -18.1 28.6 2.55 -15.0 284
SGY STONE ENERG SGY US 06/18/11 C24 -17.5 63.3 5.75 -22.3 700
QQQ POWERSH-QQQ QQQ US 06/18/11 P60 -15.6 13.7 2.24 0.5 243
PTR PETROCHINA PTR US 06/18/11 C130 -15.1 23.9 6.10 -26.5 1000
SPY SPDR S&P 50 SPY US 06/18/11 P139 -13.8 11.5 5.45 -8.2 234
C CITIGROUP I C1 US 01/21/12 C2.5 -13.7 35.9 1.70 0.0 447
LOW LOWE'S COS LOW US 06/18/11 P25 -13.3 25.2 0.69 16.9 636
SVNT SAVIENT PHA SVNT US 01/21/12 C6 -13.1 46.5 2.66 -8.6 2490
ED CONS EDISON ED US 06/18/11 P50 -12.9 14.8 0.15 0.0 227
LVLT LEVEL 3 COM LVLT US 06/18/11 C1.5 -12.4 55.0 0.40 0.0 200
WFT WEATHERFORD WFT US 06/18/11 C21 -12.2 41.7 0.63 -25.0 337
WFT WEATHERFORD WFT US 06/18/11 C20 -11.4 41.3 1.02 -19.1 205
LOW LOWE'S COS LOW US 06/18/11 C26 -11.3 24.9 0.41 -48.8 1376
LOW LOWE'S COS LOW US 07/16/11 P23 -10.9 26.9 0.27 -15.6 410
SGY STONE ENERG SGY US 09/17/11 C24 -10.7 55.4 6.75 -21.5 700
SDS PROSHARES U SDS US 06/18/11 C18 -10.6 22.0 2.30 -6.1 205
NYX NYSE EURONE NYX US 06/18/11 P35 -10.6 26.1 0.52 940.0 377
BWA BORGWARNER BWA US 10/22/11 C70 -10.4 33.4 8.60 -10.4 622
CIGX STAR SCIENT CIGX US 01/19/13 C3.5 -10.4 65.3 1.60 -3.0 683
x - Ex-dividend. * - Ex-earnings.
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