U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Mar 1, 2012
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 04/21/12 C3 157.3 28.6 0.05 -50.0 230
MWW MONSTER WOR MWW US 03/17/12 P8 109.1 74.1 0.70 -48.1 445
MWW MONSTER WOR MWW US 03/17/12 C7 108.8 72.9 0.85 466.7 3441
MWW MONSTER WOR MWW US 03/17/12 P7 78.4 66.8 0.20 -20.0 1614
SPY SPDR S&P 50 SPY US 03/17/12 C130 52.2 19.9 7.59 7.5 295
KMI KINDER MORG KMI US 06/16/12 C32.5 44.9 12.6 3.10 12.7 211
XLF SPDR-FINL S XLF US 03/17/12 C14 42.9 25.5 0.95 17.3 1181
SWKS SKYWORKS SO SWKS US 08/18/12 C15 35.3 60.6 12.00 18.8 1000
SPY SPDR S&P 50 SPY US 03/17/12 C131 35.1 18.8 6.61 10.5 962
MWW MONSTER WOR MWW US 04/21/12 C8 34.2 53.6 0.45 350.0 213
EEM ISHARES-EMG EEM US 03/17/12 C40 28.9 31.0 4.65 5.0 1001
GMXR GMX RESOURC GMXR US 01/19/13 C1 28.4 111.8 1.05 16.7 230
GPS GAP INC/THE GPS US 03/17/12 P23 27.4 37.4 0.10 -74.4 336
CAST CHINACAST E CAST US 03/17/12 C5 27.1 90.9 0.70 -30.0 223
YHOO YAHOO! INC YHOO US 04/21/12 C11 27.0 43.3 3.85 -2.5 381
MSI MOTOROLA SO MSI US 03/17/12 C50 26.7 26.0 0.89 29.0 3611
BPI BRIDGEPOINT BPI US 03/17/12 P22.5 25.9 84.1 1.04 131.1 380
MWW MONSTER WOR MWW US 03/17/12 C8 25.6 71.2 0.30 500.0 9268
MMI MOTOROLA MO MMI US 03/17/12 C38 25.4 19.8 1.95 9.6 540
SWKS SKYWORKS SO SWKS US 03/17/12 C23 22.6 50.6 3.92 -4.4 224
CAST CHINACAST E CAST US 04/21/12 C5 22.4 80.0 0.90 -14.3 336
LINE LINN ENERGY LINE US 03/17/12 P38 21.3 15.1 0.30 0.0 500
AMTD TD AMERITRA AMTD US 03/17/12 C18 19.4 24.5 0.92 41.5 1004
SPY SPDR S&P 50 SPY US 03/17/12 C133 19.4 16.2 4.74 12.6 729
CIM CHIMERA INV CIM US 09/22/12 C3 18.4 25.2 0.10 -33.3 252
ILMN ILLUMINA IN ILMN US 04/21/12 C52.5 17.9 31.3 2.05 32.3 878
GPS GAP INC/THE GPS US 03/17/12 C24 17.0 33.6 1.41 327.3 278
SPY SPDR S&P 50 SPY US 04/21/12 C125 16.7 22.9 12.79 4.9 255
CTL CENTURYLINK CTL US 04/21/12 C39 16.3 15.4 0.90 -28.0 730
ORCL ORACLE CORP ORCL US 03/17/12 C23 15.9 65.0 6.65 6.4 356
NLY ANNALY CAPI NLY US 03/17/12 P16 15.9 19.8 0.09 80.0 5813
SPY SPDR S&P 50 SPY US 03/17/12 C134 15.4 15.4 3.88 12.8 927
MW MEN'S WEARH MW US 03/17/12 P35 14.7 63.0 0.45 12.5 319
CRUS CIRRUS LOGI CRUS US 03/17/12 P21 14.4 49.2 0.10 0.0 200
YCS PROSH-UL/SH YCS US 03/17/12 C42 14.2 19.1 3.40 32.3 750
RIMM RESEARCH IN RIMM US 03/17/12 P14 14.2 53.8 0.80 66.7 6625
AMD ADV MICRO D AMD US 03/17/12 P7 13.9 45.6 0.07 -30.0 1090
UNG US NAT GAS UNG2 US 03/17/12 C6 13.3 61.2 0.02 0.0 377
CALL MAGICJACK V CALL US 03/17/12 C17.5 12.8 75.7 3.80 26.7 317
RIMM RESEARCH IN RIMM US 03/17/12 C14 12.6 54.6 0.45 -31.8 5509
ORCL ORACLE CORP ORCL US 03/17/12 C28 12.5 28.3 1.77 26.4 242
TBT PROSHARES U TBT US 03/17/12 C15 12.5 56.3 4.30 13.2 542
CAB CABELA'S IN CAB US 09/22/12 P35 12.1 41.6 4.00 0.0 212
BAC BANK OF AME BAC US 03/17/12 P7 11.9 49.4 0.03 0.0 1233
GS GOLDMAN SAC GS US 03/17/12 P95 11.4 51.5 0.05 -44.4 236
LINE LINN ENERGY LINE US 04/21/12 P38 11.4 16.0 0.65 -13.3 829
OPEN OPENTABLE I OPEN US 03/17/12 C45 11.4 54.4 2.75 -34.5 203
ORCL ORACLE CORP ORCL US 03/17/12 C29 11.4 24.4 0.95 46.1 2759
GS GOLDMAN SAC GS US 03/17/12 P105 11.3 39.6 0.19 -54.8 318
XLI SPDR-INDU S XLI US 03/17/12 C37 11.3 17.0 0.64 -3.0 227
SVM SILVERCORP SVM US 03/17/12 C7 11.3 54.2 0.55 10.0 465
PFE PFIZER INC PFE US 03/17/12 P20 11.0 24.9 0.04 -20.0 716
IWM ISHARES-RUS IWM US 03/17/12 C79 10.8 25.0 3.34 22.3 1777
AGNC AMERICAN CA AGNC US 03/17/12 C30 10.7 15.0 0.76 8.6 218
MSFT MICROSOFT C MSFT US 03/17/12 C30 10.4 22.0 1.98 8.8 3258
LULU LULULEMON A LULU US 03/17/12 P65 10.4 41.4 0.67 -44.6 469
P PANDORA MED P US 03/17/12 P12 10.4 87.8 0.39 -2.5 262
ORCL ORACLE CORP ORCL US 03/17/12 P29 10.4 23.9 0.32 -23.8 3965
SDRL SEADRILL LT SDRL US 04/21/12 C42 10.3 22.3 0.30 -66.7 934
SDRL SEADRILL LT SDRL US 04/21/12 C41 10.3 23.0 0.68 -56.1 504
CIGX STAR SCIENT CIGX US 05/19/12 C3.5 10.3 72.8 0.70 16.7 212
ETFC E*TRADE FIN ETFC US 03/17/12 C8 10.2 68.1 1.90 11.1 4012
KORS MICHAEL KOR KORS US 03/17/12 C39 10.2 46.4 6.70 73.1 204
MSFT MICROSOFT C MSFT US 03/17/12 C29 10.1 26.5 2.91 5.0 446
SPY SPDR S&P 50 SPY US 03/17/12 C135 10.1 14.6 3.18 20.0 6229
UNG US NAT GAS UNG2 US 03/17/12 P6 10.0 58.3 1.14 31.0 457
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
AMRN AMARIN CORP AMRN US 03/17/12 C7 -49.3 62.7 1.65 57.1 250
CCO CLEAR CHANN CCO US 09/22/12 C15 -48.2 18.9 0.75 0.0 585
FNSR FINISAR COR FNSR US 03/17/12 P20 -47.5 45.6 0.55 -59.3 2109
SPY SPDR S&P 50 SPY US 03/17/12 P141 -46.3 7.9 4.34 -9.0 491
FNSR FINISAR COR FNSR US 03/17/12 P21 -46.1 46.7 1.05 -40.0 833
CIM CHIMERA INV CIM US 03/17/12 P3 -45.8 16.3 0.10 100.0 300
FNSR FINISAR COR FNSR US 03/17/12 C20 -45.7 46.5 1.00 -41.2 1244
FNSR FINISAR COR FNSR US 03/17/12 C19 -45.6 50.4 1.50 -33.3 257
DIN DINEEQUITY DIN US 03/17/12 P50 -45.2 33.6 0.30 -75.0 518
FNSR FINISAR COR FNSR US 03/17/12 P19 -44.4 49.1 0.25 -68.8 498
FNSR FINISAR COR FNSR US 03/17/12 C21 -44.3 46.0 0.50 -52.4 1929
FNSR FINISAR COR FNSR US 03/17/12 P18 -43.7 52.2 0.13 -78.3 3251
SPPI SPECTRUM PH SPPI US 03/17/12 P14 -42.6 54.4 0.95 -5.0 332
SPPI SPECTRUM PH SPPI US 03/17/12 C14 -42.0 54.4 0.50 -58.3 1230
SPPI SPECTRUM PH SPPI US 03/17/12 C13 -41.2 57.4 1.10 -42.1 689
VE VEOLIA ENVI VE US 03/17/12 C12.5 -37.8 34.2 1.48 228.9 774
SPPI SPECTRUM PH SPPI US 03/17/12 P13 -37.7 56.4 0.45 -18.2 519
BSFT BROADSOFT I BSFT US 03/17/12 C35 -36.5 50.5 3.50 18.6 1358
KR KROGER CO KR US 03/17/12 P24 -36.3 22.6 0.30 -64.7 4955
FNSR FINISAR COR FNSR US 03/17/12 P17 -36.2 62.6 0.10 -77.8 268
BSFT BROADSOFT I BSFT US 03/17/12 C40 -36.0 48.9 0.90 -14.3 200
KR KROGER CO KR US 03/17/12 C25 -35.5 22.3 0.20 -20.0 250
KR KROGER CO KR US 03/17/12 C24 -34.4 23.0 0.65 8.3 203
FNSR FINISAR COR FNSR US 03/17/12 P16 -33.2 68.2 0.05 -75.0 400
BID SOTHEBY'S BID US 03/17/12 P33 -32.7 42.3 0.29 45.0 651
MDR MCDERMOTT I MDR US 03/17/12 C15 -32.4 43.1 0.45 164.7 1545
SIRI SIRIUS XM R SIRI US 03/17/12 C2 -30.9 39.4 0.27 8.0 2175
PETM PETSMART IN PETM US 03/17/12 C55 -30.0 23.6 0.45 -77.5 771
HK HALCON RESO HK US 07/21/12 C11 -29.8 45.7 1.40 -36.4 1297
TLT ISHARES BAR TLT US 03/17/12 C110 -29.1 17.9 5.75 -23.8 369
SPY SPDR S&P 50 SPY US 03/17/12 P140 -28.8 10.1 3.55 -16.5 21797
BID SOTHEBY'S BID US 03/17/12 P37 -28.1 40.8 1.95 143.8 579
PETM PETSMART IN PETM US 03/17/12 P55 -27.8 24.9 1.80 44.0 223
AMRN AMARIN CORP AMRN US 03/17/12 P9 -26.4 95.1 0.95 -34.5 784
JRCC JAMES RIVER JRCC US 03/17/12 C6 -26.1 73.9 0.75 114.3 1237
AMRN AMARIN CORP AMRN US 03/17/12 C9 -25.7 81.9 0.42 40.0 329
TD TORONTO-DOM TD US 03/17/12 C82.5 -25.6 14.0 1.20 26.3 464
PBY PEP BOYS MM PBY US 10/20/12 C15 -25.3 3.2 0.25 0.0 950
RY ROYAL BANK RY US 03/17/12 C60 -24.9 13.7 0.10 0.0 344
IWM ISHARES-RUS IWM US 03/17/12 P85 -23.8 19.7 3.76 -7.4 466
SDRL SEADRILL LT SDRL US 03/17/12 C40 -23.3 22.1 0.60 -75.0 241
SPRD SPREADTRUM- SPRD US 03/17/12 C14 -23.0 46.0 0.30 -50.0 1341
HYG ISH-IBOXX H HYG US 03/17/12 C92 -22.8 5.4 0.33 -5.7 656
BTI BRIT AMER T BTI US 03/17/12 C100 -22.3 12.4 2.60 26.8 266
MTZ MASTEC INC MTZ US 03/17/12 P17.5 -22.2 43.0 0.20 -75.0 417
SNV SYNOVUS FIN SNV US 04/21/12 C2 -21.7 41.9 0.20 0.0 418
SPY SPDR S&P 50 SPY US 03/17/12 P139 -21.3 11.0 2.73 -21.1 1015
SCOK SINOCOKING SCOK US 01/19/13 P2.5 -21.1 77.9 0.55 -45.0 820
AMRN AMARIN CORP AMRN US 03/17/12 P8 -20.9 86.8 0.30 -66.7 410
DRC DRESSER-RAN DRC US 03/17/12 P50 -20.7 33.9 1.00 17.6 307
FIO FUSION-IO I FIO US 03/17/12 C25 -20.3 50.3 4.30 48.3 301
MDR MCDERMOTT I MDR US 03/17/12 C14 -20.2 47.1 1.05 200.0 2093
YPF YPF SA-ADR YPF US 03/17/12 P25 -19.5 93.6 1.00 -44.4 254
KR KROGER CO KR US 04/21/12 C25 -19.0 19.4 0.45 0.0 247
BSFT BROADSOFT I BSFT US 03/17/12 P30 -18.9 75.8 0.10 -83.3 327
IWM ISHARES-RUS IWM US 03/17/12 P84 -18.6 20.3 2.94 -17.9 4274
APRI APRICUS BIO APRI US 05/19/12 C2.5 -17.5 97.2 1.10 -21.4 238
WTW WEIGHT WATC WTW US 04/21/12 C82.5 -17.5 22.5 1.25 -10.7 268
FIO FUSION-IO I FIO US 06/16/12 C20 -17.3 42.4 9.30 22.4 699
ALU ALCATEL-LUC ALU US 03/17/12 C2.5 -17.3 61.4 0.05 -50.0 200
MBI MBIA INC MBI US 03/17/12 P10 -17.1 64.1 0.41 13.9 252
XLF SPDR-FINL S XLF US 03/17/12 P15 -16.9 18.4 0.31 -31.1 2061
JRCC JAMES RIVER JRCC US 03/17/12 P6 -16.6 81.5 0.20 -69.2 891
SPPI SPECTRUM PH SPPI US 04/21/12 C14 -16.2 70.9 1.40 -24.3 203
BID SOTHEBY'S BID US 04/21/12 C36 -15.7 42.1 2.25 -52.5 276
SPY SPDR S&P 50 SPY US 03/17/12 P138 -15.6 11.8 2.10 -23.9 7365
SDRL SEADRILL LT SDRL US 04/21/12 P28 -15.6 46.1 0.05 0.0 302
KR KROGER CO KR US 04/21/12 P24 -15.5 21.2 0.58 -39.0 607
SPY SPDR S&P 50 SPY US 03/30/12 P140 -15.2 11.7 4.00 -7.0 385
BID SOTHEBY'S BID US 04/21/12 C37 -14.8 41.6 1.65 -62.5 212
IWM ISHARES-RUS IWM US 03/17/12 P83 -14.1 21.0 2.31 -18.7 7012
SPY SPDR S&P 50 SPY US 03/17/12 P137 -14.0 12.6 1.57 -24.5 23261
JAG JAGUAR MINI JAG US 03/17/12 C6 -13.8 86.7 0.55 -8.3 244
GLD SPDR GOLD T GLD US 03/17/12 C175 -13.6 19.0 0.32 3.2 540
BID SOTHEBY'S BID US 04/21/12 P36 -13.6 41.3 2.30 75.6 300
SPPI SPECTRUM PH SPPI US 04/21/12 P14 -13.6 68.7 1.75 0.0 241
QCOM QUALCOMM IN QCOM US 03/17/12 P65 -13.5 18.6 2.69 -7.9 287
GLD SPDR GOLD T GLD US 03/17/12 C172 -13.4 18.7 0.84 33.3 1540
GLD SPDR GOLD T GLD US 03/17/12 C171 -13.4 18.6 1.08 36.7 517
KDN KAYDON CORP KDN US 03/17/12 P35 -13.4 33.8 0.20 -33.3 507
AA ALCOA INC AA US 03/17/12 C8 -13.3 53.4 2.19 -0.9 452
MHS MEDCO HEALT MHS US 03/17/12 P57.5 -13.3 71.2 0.70 -35.8 478
GLD SPDR GOLD T GLD US 03/17/12 C173 -13.2 18.7 0.60 11.1 733
GLD SPDR GOLD T GLD US 03/17/12 P166 -13.1 18.6 2.22 -43.1 844
SPPI SPECTRUM PH SPPI US 05/19/12 P13 -13.1 75.1 1.60 33.3 5074
CTL CENTURYLINK CTL US 03/17/12 C39 -13.1 18.4 0.70 -44.0 350
GLD SPDR GOLD T GLD US 03/17/12 C170 -13.1 18.6 1.38 48.4 3164
GLD SPDR GOLD T GLD US 03/17/12 C174 -13.1 18.9 0.46 15.0 1362
BID SOTHEBY'S BID US 04/21/12 P35 -12.9 42.0 1.80 80.0 452
GLD SPDR GOLD T GLD US 03/17/12 C169 -12.9 18.7 1.75 49.6 935
TGT TARGET CORP TGT US 03/17/12 P55 -12.8 18.7 0.33 -13.2 2156
GE GENERAL ELE GE US 03/17/12 P20 -12.7 17.0 0.97 0.0 216
GLD SPDR GOLD T GLD US 03/30/12 C172 -12.7 18.2 1.54 14.1 3340
SDRL SEADRILL LT SDRL US 03/17/12 P40 -12.6 21.4 1.20 242.9 319
GLD SPDR GOLD T GLD US 03/30/12 C173 -12.6 18.2 1.31 33.7 203
GM GENERAL MOT GM US 03/17/12 C27 -12.5 30.8 0.44 15.8 5502
IWM ISHARES-RUS IWM US 03/30/12 P84 -12.4 20.5 3.39 -18.3 345
RY ROYAL BANK RY US 04/21/12 C60 -12.4 13.6 0.40 60.0 980
GLD SPDR GOLD T GLD US 03/30/12 C169 -12.3 18.2 2.46 17.1 215
GLD SPDR GOLD T GLD US 03/17/12 P170 -12.3 17.8 4.46 -32.9 224
GLD SPDR GOLD T GLD US 03/30/12 C170 -12.2 18.1 2.09 16.8 200
GLD SPDR GOLD T GLD US 03/17/12 C168 -12.2 18.8 2.20 46.7 2282
CX CEMEX SAB-S CX US 03/17/12 C8 -11.9 45.9 0.20 -23.1 519
PZG PARAMOUNT G PZG US 09/22/12 P2.5 -11.9 54.6 0.35 -12.5 323
SPY SPDR S&P 50 SPY US 03/30/12 P139 -11.8 12.4 3.35 -9.0 387
SCEI SINO CLEAN SCEI US 06/16/12 C2 -11.6 76.2 0.40 100.0 259
GLD SPDR GOLD T GLD US 03/17/12 P164 -11.6 19.2 1.45 -48.2 499
IBM IBM IBM US 03/17/12 P200 -11.6 13.7 3.54 -20.4 2688
GNK GENCO SHIPP GNK US 03/17/12 C7 -11.5 59.7 0.30 0.0 242
GLD SPDR GOLD T GLD US 03/17/12 P167 -11.4 18.5 2.41 -46.4 1393
GLD SPDR GOLD T GLD US 03/17/12 C167 -11.4 19.0 2.65 42.5 1409
GLD SPDR GOLD T GLD US 03/17/12 C166 -11.3 19.2 3.02 37.3 664
GLD SPDR GOLD T GLD US 03/30/12 C168 -11.3 18.3 2.89 23.5 275
MPEL MELCO CROWN MPEL US 03/17/12 C13 -11.3 38.2 0.40 33.3 333
S SPRINT NEXT S US 03/17/12 C2.5 -11.2 48.9 0.12 9.1 517
IVN IVANHOE MIN IVN US 04/21/12 P18 -11.0 42.2 1.10 -31.7 1836
SPY SPDR S&P 50 SPY US 04/21/12 P140 -11.0 13.1 4.55 -13.5 3132
JNJ JOHNSON&JOH JNJ US 03/17/12 P65 -11.0 8.9 0.51 -10.5 251
JEF JEFFERIES G JEF US 03/17/12 C16 -10.9 33.2 1.30 36.8 1187
VXX IPATH-S&P S VXX US 03/17/12 C23 -10.8 76.1 2.20 -10.2 572
GLD SPDR GOLD T GLD US 03/17/12 P171 -10.7 18.0 5.16 -30.1 203
SDRL SEADRILL LT SDRL US 03/17/12 C41 -10.7 20.3 0.25 -80.8 210
GLD SPDR GOLD T GLD US 03/17/12 P163 -10.7 19.5 1.18 -49.8 1425
IWM ISHARES-RUS IWM US 04/21/12 P85 -10.7 20.9 4.77 -9.7 218
GLD SPDR GOLD T GLD US 03/17/12 P162 -10.6 19.9 0.95 -53.4 908
BRK/B BERKSHIRE H BRKB US 03/17/12 C80 -10.6 14.0 0.44 -6.4 366
GLD SPDR GOLD T GLD US 03/17/12 P165 -10.6 18.9 1.60 -52.2 3138
GLD SPDR GOLD T GLD US 03/17/12 C164 -10.5 19.7 4.50 40.6 255
STP SUNTECH POW STP US 03/17/12 C3 -10.5 83.2 0.28 -12.5 221
SPY SPDR S&P 50 SPY US 03/17/12 P136 -10.4 13.5 1.15 -28.6 26285
FIO FUSION-IO I FIO US 03/17/12 C30 -10.4 61.1 1.10 83.3 2202
TLT ISHARES BAR TLT US 03/17/12 P109 -10.4 18.2 0.10 11.1 209
IWM ISHARES-RUS IWM US 03/30/12 P83 -10.3 21.3 2.94 -10.6 2264
EEM ISHARES-EMG EEM US 03/17/12 P45 -10.1 22.5 1.08 -15.6 952
ROC ROCKWOOD HO ROC US 03/17/12 P50 -10.0 31.9 0.25 -19.4 434
WEN WENDY'S CO/ WEN US 05/19/12 C5 -10.0 32.4 0.40 0.0 1580
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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