U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Jul 19, 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
=============================================================================
GMXR GMX RESOURC GMXR US 08/20/11 C4 70.3 63.0 1.15 -8.0 249
CIM CHIMERA INV CIM US 09/17/11 C2.5 45.8 57.4 0.80 6.7 201
QQQ POWERSH-QQQ QQQ US 08/20/11 C47 40.0 33.5 11.41 11.1 235
MMR MCMORAN EXP MMR US 08/20/11 C14 36.4 59.5 4.10 -2.4 545
AINV APOLLO INV AINV US 03/17/12 C10 27.6 26.1 0.50 0.0 324
KCI KINETIC CON KCI US 09/17/11 C67.5 24.2 10.2 1.45 7.4 200
COP CONOCOPHILL COP US 09/17/11 C70 21.6 27.5 6.30 2.6 311
XOM EXXON MOBIL XOM US 08/20/11 C75 21.6 27.9 8.48 10.1 200
IDCC INTERDIGITA IDCC US 08/20/11 P50 19.7 58.1 2.80 -69.2 371
QQQ POWERSH-QQQ QQQ US 08/20/11 C49 18.6 31.6 9.44 9.9 235
EK EASTMAN KOD EK US 01/21/12 P2.5 18.1 95.4 0.62 12.7 763
WHR WHIRLPOOL C WHR US 08/20/11 P67.5 17.3 42.7 1.00 75.4 1405
WHR WHIRLPOOL C WHR US 08/20/11 P70 16.8 40.8 1.60 55.3 2350
WHR WHIRLPOOL C WHR US 08/20/11 P72.5 16.5 39.1 2.27 39.3 2199
SO SOUTHERN CO SO US 01/21/12 C37 16.2 19.1 3.20 -0.3 300
SUG SOUTHERN UN SUG US 08/20/11 C45 15.8 15.3 0.20 33.3 363
IVR INVESCO MOR IVR US 01/21/12 C20 15.5 21.3 1.55 40.9 400
AXE ANIXTER INT AXE US 08/20/11 C65 14.4 37.9 2.80 40.0 301
RPTP RAPTOR PHAR RPTP US 08/20/11 P5 14.1 193.1 0.65 8.3 686
WHR WHIRLPOOL C WHR US 08/20/11 P75 13.9 36.8 3.30 24.5 233
WHR WHIRLPOOL C WHR US 08/20/11 C75 13.8 36.8 3.05 -6.2 493
EK EASTMAN KOD EK US 09/17/11 P2 13.6 95.8 0.18 0.0 3894
EK EASTMAN KOD EK US 10/22/11 P2.5 13.4 94.1 0.50 28.2 1510
EPD ENTERPRISE EPD US 08/20/11 C44 12.9 15.3 0.30 100.0 1018
EK EASTMAN KOD EK US 01/21/12 C2.5 12.8 89.2 0.54 -18.2 328
EK EASTMAN KOD EK US 08/20/11 C2.5 12.8 72.2 0.17 -19.1 1713
CLX CLOROX CO CLX US 09/17/11 C72.5 11.5 22.8 2.00 -27.8 1843
CFSG CHINA FIRE CFSG US 08/20/11 P5 11.2 120.8 0.05 0.0 208
DAN DANA HOLDIN DAN US 09/17/11 C18 11.1 43.4 1.55 24.0 1820
HK PETROHAWK E HK US 08/20/11 C27 11.1 55.6 11.25 -0.4 5150
GSS GOLDEN STAR GSS US 08/20/11 C3 10.8 69.0 0.20 33.3 417
ARIA ARIAD PHARM ARIA US 11/19/11 C9 10.8 66.0 4.10 7.9 478
EK EASTMAN KOD EK US 01/19/13 P2 10.8 93.4 0.67 6.3 2666
COLM COLUMBIA SP COLM US 08/20/11 C65 10.4 37.1 1.60 33.3 307
TZOO TRAVELZOO I TZOO US 12/17/11 P50 10.3 112.5 5.50 7.8 1794
CL COLGATE-PAL CL US 09/17/11 C90 10.1 19.8 1.73 2.4 286
BSBR BANCO SANTA BSBR US 12/17/11 C10 10.1 38.2 0.85 -5.6 461
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
IBM IBM IBM US 08/20/11 P190 -36.2 14.5 9.20 -43.2 259
IBM IBM IBM US 08/20/11 C190 -33.2 14.8 0.62 17.0 1340
IBM IBM IBM US 08/20/11 C185 -31.5 15.1 1.81 50.8 4364
IBM IBM IBM US 08/20/11 C180 -29.2 16.0 4.35 72.6 6032
IBM IBM IBM US 08/20/11 P185 -28.8 14.8 5.25 -54.4 778
AVY AVERY DENNI AVY US 08/20/11 P30 -27.1 38.0 0.35 0.0 327
IBM IBM IBM US 08/20/11 P180 -26.8 15.9 2.67 -65.5 1765
IBM IBM IBM US 08/20/11 C175 -26.5 17.2 8.13 73.0 3518
IBM IBM IBM US 08/20/11 P175 -24.4 17.3 1.28 -74.9 2239
HOG HARLEY-DAVI HOG US 08/20/11 P47 -23.4 29.1 2.35 -54.4 267
IBM IBM IBM US 08/20/11 C170 -22.2 19.7 12.60 59.5 755
HOG HARLEY-DAVI HOG US 08/20/11 C47 -22.2 28.4 0.85 226.9 2656
IBM IBM IBM US 09/17/11 P180 -22.1 16.6 4.20 -52.0 300
IBM IBM IBM US 08/20/11 P170 -20.9 19.3 0.61 -79.7 1939
HOG HARLEY-DAVI HOG US 08/20/11 C46 -20.8 28.8 1.37 280.6 475
HOG HARLEY-DAVI HOG US 08/20/11 P45 -20.6 29.7 1.32 -70.0 552
MMR MCMORAN EXP MMR US 08/20/11 C15 -20.4 48.4 3.10 -8.8 500
ZION ZIONS BANCO ZION US 08/20/11 C23 -19.9 28.2 0.42 -52.3 279
FAZ FINANCIAL B FAZ US 08/20/11 C41 -19.5 44.4 8.10 -16.1 640
IBM IBM IBM US 09/17/11 P175 -19.5 17.7 2.60 -57.4 261
HOG HARLEY-DAVI HOG US 08/20/11 C45 -19.4 29.4 1.89 204.8 617
WYNN WYNN RESORT WYNN US 08/20/11 P155 -19.3 34.2 3.09 -26.4 1063
ZION ZIONS BANCO ZION US 08/20/11 P22 -19.2 29.6 0.71 12.7 648
WYNN WYNN RESORT WYNN US 08/20/11 P160 -19.2 33.8 4.89 -19.2 1112
WYNN WYNN RESORT WYNN US 08/20/11 P150 -18.8 34.9 1.90 -32.1 1356
KEY KEYCORP KEY US 08/20/11 C8 -18.7 26.7 0.22 15.8 445
CMA COMERICA IN CMA US 08/20/11 C33 -18.7 24.1 0.63 -25.0 345
WYNN WYNN RESORT WYNN US 08/20/11 C155 -18.3 35.6 11.10 -19.7 529
WYNN WYNN RESORT WYNN US 08/20/11 P145 -18.2 36.3 1.14 -39.4 845
UNH UNITEDHEALT UNH US 08/20/11 C50 -18.1 25.7 1.85 -39.3 2562
WYNN WYNN RESORT WYNN US 08/20/11 P165 -18.1 33.4 7.30 -13.1 700
ZION ZIONS BANCO ZION US 08/20/11 P21 -18.0 32.5 0.46 15.0 1056
BPZ BPZ RESOURC BPZ US 12/17/11 C4 -17.7 60.4 0.80 23.1 217
WYNN WYNN RESORT WYNN US 08/20/11 C160 -17.7 35.1 8.50 -19.4 856
ZAGG ZAGG INC ZAGG US 08/20/11 C10 -17.7 71.1 4.90 -15.5 632
WYNN WYNN RESORT WYNN US 08/20/11 C165 -17.6 34.8 5.75 -26.8 1717
JNJ JOHNSON&JOH JNJ US 08/20/11 C67.5 -17.1 12.8 0.57 -44.7 3468
UNH UNITEDHEALT UNH US 08/20/11 P50 -17.0 25.9 1.29 21.7 581
WYNN WYNN RESORT WYNN US 08/20/11 C170 -16.8 34.4 3.90 -31.5 1922
IBM IBM IBM US 09/17/11 P170 -16.7 19.2 1.51 -63.2 256
DUK DUKE ENERGY DUK US 08/20/11 C19 -16.6 11.6 0.10 100.0 661
WYNN WYNN RESORT WYNN US 08/20/11 P170 -16.5 33.5 10.70 -3.2 556
PII POLARIS IND PII US 08/20/11 C120 -16.5 37.2 4.20 31.2 446
WYNN WYNN RESORT WYNN US 08/20/11 P140 -16.4 37.8 0.66 -45.9 724
PPDI PHARM PROD PPDI US 08/20/11 C30 -16.3 34.4 1.25 -34.2 1561
SID SID NACIONA SID US 08/20/11 C11 -16.2 30.0 0.40 -16.7 464
ZION ZIONS BANCO ZION US 08/20/11 P20 -16.1 35.8 0.18 -25.0 401
BK BANK NY MEL BK US 08/20/11 P25 -16.1 24.7 0.84 -31.1 615
BK BANK NY MEL BK US 08/20/11 C25 -16.0 25.0 0.58 -10.8 337
BK BANK NY MEL BK US 08/20/11 C26 -16.0 23.9 0.24 -20.0 226
JNJ JOHNSON&JOH JNJ US 08/20/11 P67.5 -15.9 12.8 1.58 6.8 384
IBM IBM IBM US 08/20/11 P165 -15.7 21.3 0.30 -82.6 1145
MPEL MELCO CROWN MPEL US 10/22/11 C8 -15.6 48.2 6.91 6.3 259
WBMD WEBMD HEALT WBMD US 09/17/11 P35 -15.5 39.9 2.20 -45.0 213
JNJ JOHNSON&JOH JNJ US 08/20/11 P65 -15.3 14.7 0.50 -9.1 1738
SPY SPDR S&P 50 SPY US 08/20/11 P138 -15.0 12.9 6.48 -15.6 585
WYNN WYNN RESORT WYNN US 08/20/11 C145 -14.8 39.6 19.50 -9.9 516
SCEI SINO CLEAN SCEI US 08/20/11 C2 -14.6 137.2 0.40 -25.9 415
ZAGG ZAGG INC ZAGG US 08/20/11 C12.5 -14.2 61.4 2.65 -19.7 1916
WYNN WYNN RESORT WYNN US 08/20/11 P130 -14.1 42.9 0.20 -63.0 490
TLVT TELVENT GIT TLVT US 08/20/11 C35 -14.0 27.4 5.00 0.0 350
HOG HARLEY-DAVI HOG US 08/20/11 P40 -13.5 34.4 0.20 -85.2 7084
RENN RENREN INC- RENN US 08/20/11 C10 -13.3 74.8 1.30 -13.3 208
WFC WELLS FARGO WFC US 08/20/11 C29 -13.3 25.1 0.38 58.3 3978
EUO PROSH-UL/SH EUO US 08/20/11 C16 -13.2 24.5 1.50 -11.8 424
BAC BANK OF AME BAC US 08/20/11 P8 -13.2 42.9 0.05 -16.7 1169
KOG KODIAK OIL KOG US 09/17/11 C5 -12.9 68.6 1.50 7.1 299
SIRI SIRIUS XM R SIRI US 01/19/13 C1 -12.8 49.4 1.28 -3.0 3000
WFC WELLS FARGO WFC US 08/20/11 P28 -12.8 25.7 0.88 -51.1 517
GS GOLDMAN SAC GS US 08/20/11 C130 -12.7 25.1 2.78 -33.0 4224
OKS ONEOK PARTN OKS US 08/20/11 C42.5 -12.7 18.8 1.78 1.7 390
IBM IBM IBM US 09/17/11 C190 -12.6 15.2 1.50 76.5 784
UNH UNITEDHEALT UNH US 09/17/11 P49 -12.6 26.6 1.54 2.0 409
MOLX MOLEX INC MOLX US 08/20/11 P25 -12.5 31.1 1.25 -28.6 2500
GS GOLDMAN SAC GS US 08/20/11 C125 -12.5 26.7 5.35 -25.7 1209
UNH UNITEDHEALT UNH US 09/17/11 P50 -12.5 25.8 1.79 7.2 846
WFC WELLS FARGO WFC US 08/20/11 C28 -12.4 26.2 0.80 70.2 5658
FRX FOREST LABS FRX US 08/20/11 P37 -12.3 28.7 0.75 -31.8 827
GS GOLDMAN SAC GS US 08/20/11 P125 -12.3 26.0 2.60 -1.5 4497
ORLY O'REILLY AU ORLY US 08/20/11 P60 -12.0 27.7 1.10 -21.4 682
PPDI PHARM PROD PPDI US 08/20/11 P30 -11.9 31.1 1.00 17.6 1560
WAVX WAVE SYSTEM WAVX US 08/20/11 C2.5 -11.8 77.5 0.20 33.3 417
MOS MOSAIC CO/T MOS US 08/20/11 P67.5 -11.8 32.8 1.70 -51.4 2445
UNH UNITEDHEALT UNH US 09/17/11 C50 -11.8 25.5 2.36 -29.6 1717
MOS MOSAIC CO/T MOS US 08/20/11 P70 -11.7 31.8 2.70 -49.5 795
MOS MOSAIC CO/T MOS US 08/20/11 C72.5 -11.7 31.8 1.44 67.4 1646
HRBN HARBIN ELEC HRBN US 08/20/11 C15 -11.7 57.8 4.20 0.0 1833
JNJ JOHNSON&JOH JNJ US 08/20/11 P62.5 -11.7 18.1 0.21 -8.7 234
GS GOLDMAN SAC GS US 08/20/11 P120 -11.7 28.1 1.31 -5.8 3463
MOS MOSAIC CO/T MOS US 08/20/11 C70 -11.4 32.6 2.58 77.9 3206
WYNN WYNN RESORT WYNN US 10/22/11 C150 -11.4 37.7 19.76 -5.7 501
SPY SPDR S&P 50 SPY US 08/20/11 P137 -11.4 13.6 5.66 -16.8 804
UNH UNITEDHEALT UNH US 09/17/11 P47 -11.4 28.5 0.91 -1.1 340
HOG HARLEY-DAVI HOG US 09/17/11 C46 -11.2 30.1 1.95 160.0 359
BK BANK NY MEL BK US 09/17/11 C26 -11.1 24.5 0.48 -2.0 255
PFE PFIZER INC PFE US 08/20/11 P20 -11.1 19.9 0.70 -17.6 529
SDS PROSHARES U SDS US 08/20/11 C19 -11.0 28.8 1.77 -17.7 343
KO COCA-COLA C KO US 08/20/11 C72.5 -11.0 12.7 0.11 175.0 279
WYNN WYNN RESORT WYNN US 10/22/11 P155 -10.8 36.3 8.10 -10.1 225
WBMD WEBMD HEALT WBMD US 09/17/11 C35 -10.7 42.6 2.60 67.7 221
IBM IBM IBM US 08/20/11 P160 -10.7 24.2 0.18 -81.4 914
GS GOLDMAN SAC GS US 08/20/11 C120 -10.4 28.7 9.27 -15.7 303
GS GOLDMAN SAC GS US 09/17/11 C125 -10.4 26.6 6.75 -20.6 482
WFC WELLS FARGO WFC US 08/20/11 C27 -10.4 27.9 1.41 58.4 1304
IBM IBM IBM US 09/17/11 C185 -10.3 15.9 3.10 81.3 561
IBM IBM IBM US 10/22/11 C170 -10.3 20.6 14.55 37.9 518
WFC WELLS FARGO WFC US 08/20/11 P27 -10.3 27.3 0.50 -55.0 1712
BK BANK NY MEL BK US 09/17/11 P26 -10.2 24.4 1.73 0.6 988
CCL CARNIVAL CO CCL US 09/17/11 P35 -10.2 31.3 1.75 0.0 380
MMR MCMORAN EXP MMR US 08/20/11 P18 -10.1 45.4 1.00 1.0 225
IBM IBM IBM US 09/17/11 C180 -10.1 16.7 5.70 62.9 716
OMC OMNICOM GRO OMC US 08/20/11 C50 -10.1 20.1 0.60 50.0 252
MMR MCMORAN EXP MMR US 08/20/11 C18 -10.1 46.2 0.97 -24.8 483
GS GOLDMAN SAC GS US 08/20/11 P115 -10.0 31.0 0.62 -21.5 984
x - Ex-dividend. * - Ex-earnings.
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