U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Mar 12, 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
=============================================================================
PVH PVH CORP PVH US 04/21/12 C77.5 98.2 39.5 9.55 0.0 1000
UGI UGI CORP UGI US 04/21/12 C25 61.9 50.5 3.00 -28.6 1860
CMS CMS ENERGY CMS US 04/21/12 C22.5 48.4 17.1 0.25 150.0 385
KMI KINDER MORG KMI US 06/16/12 C35 38.4 11.1 1.85 -26.0 231
EXC EXELON CORP EXC US 04/21/12 C37 33.2 18.5 2.55 37.8 307
CEG CONSTELLAT CEG US 04/21/12 C36 29.2 14.3 0.80 6.7 226
SWHC SMITH & WES SWHC US 09/22/12 C3 28.9 81.4 3.96 1.5 350
DLR DIGITAL REA DLR US 04/21/12 C65 26.9 30.2 6.90 6.2 4680
MRK MERCK & CO MRK US 04/21/12 C34 24.4 33.1 3.95 8.2 437
IWM ISHARES-RUS IWM US 03/30/12 P85 23.9 19.2 4.41 17.0 385
RENN RENREN INC- RENN US 04/21/12 P4 23.1 94.8 0.05 -66.7 526
XOM EXXON MOBIL XOM US 04/21/12 C65 22.3 38.5 20.35 5.7 283
YOKU YOUKU INC-A YOKU US 06/16/12 P27 18.8 88.8 4.20 -14.3 342
MTGE AMERICAN CA MTGE US 06/16/12 C20 18.1 44.6 3.20 88.2 720
XOM EXXON MOBIL XOM US 04/21/12 C67.5 17.7 34.6 17.85 4.1 376
KMI KINDER MORG KMI US 04/21/12 C37.5 17.0 15.4 0.45 -40.0 1720
OREX OREXIGEN TH OREX US 04/21/12 P4 16.4 114.7 0.55 -15.4 846
YOKU YOUKU INC-A YOKU US 04/21/12 P29 15.2 88.2 3.50 0.0 214
ARIA ARIAD PHARM ARIA US 04/21/12 P12 14.6 76.1 0.35 -18.6 500
SCHW SCHWAB (CHA SCHW US 04/21/12 P12 14.5 42.3 0.10 100.0 200
RENN RENREN INC- RENN US 04/21/12 P5 13.9 80.9 0.33 10.0 210
NLY ANNALY CAPI NLY US 04/21/12 C17 13.8 16.6 0.04 33.3 493
ARIA ARIAD PHARM ARIA US 05/19/12 P11 13.7 70.6 0.30 0.0 200
QQQ POWERSH-QQQ QQQ US 03/30/12 P68 12.9 13.1 3.37 5.6 500
IWM ISHARES-RUS IWM US 03/30/12 P83 12.6 20.9 2.88 15.7 1486
PFE PFIZER INC PFE US 04/21/12 C19 11.4 25.8 2.59 0.8 291
RDS/A ROYAL DUTCH RDSA US 07/21/12 C72.5 11.2 20.1 2.62 2.8 502
RVBD RIVERBED TE RVBD US 04/21/12 C27 10.8 55.0 1.68 -13.8 472
RVBD RIVERBED TE RVBD US 04/21/12 P27 10.8 54.4 2.19 35.2 218
PBI PITNEY BOWE PBI US 04/21/12 C18 10.6 22.3 0.55 22.2 282
FIO FUSION-IO I FIO US 06/16/12 C22.5 10.5 58.2 9.47 -7.2 200
OVTI OMNIVISION OVTI US 04/21/12 C15 10.5 51.1 2.80 -15.2 401
YOKU YOUKU INC-A YOKU US 04/21/12 P21 10.2 95.0 0.50 -52.4 202
FSLR FIRST SOLAR FSLR US 04/21/12 P13 10.2 117.1 0.09 50.0 363
IWM ISHARES-RUS IWM US 03/30/12 P82 10.1 21.8 2.14 9.7 410
K KELLOGG CO K US 04/21/12 C55 10.0 12.1 0.20 53.9 235
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
ICON ICONIX BRAN ICON US 05/19/12 C17.5 -79.0 33.0 0.75 -6.2 210
SWHC SMITH & WES SWHC US 06/16/12 C3 -31.2 70.2 3.89 -2.0 351
S SPRINT NEXT S US 05/19/12 C1 -30.1 110.4 1.80 -1.6 271
MCP MOLYCORP IN MCP US 04/21/12 C25 -28.7 34.1 6.30 9.6 259
MCP MOLYCORP IN MCP US 06/16/12 C25 -27.4 30.5 6.20 2.5 1423
MCP MOLYCORP IN MCP US 04/21/12 C26 -24.8 38.9 5.25 0.0 226
MCP MOLYCORP IN MCP US 06/16/12 C26 -23.8 31.7 5.75 8.5 794
MCP MOLYCORP IN MCP US 04/21/12 C31 -21.5 48.5 2.01 -21.8 507
MCP MOLYCORP IN MCP US 04/21/12 C30 -20.8 47.6 2.50 -14.7 569
MCP MOLYCORP IN MCP US 06/16/12 C30 -20.6 39.1 3.25 -9.7 1457
MCP MOLYCORP IN MCP US 04/21/12 C32 -18.6 50.9 1.67 -20.1 1323
MCP MOLYCORP IN MCP US 06/16/12 C31 -16.6 41.3 2.96 4.2 201
MCP MOLYCORP IN MCP US 06/16/12 C32.5 -16.1 42.7 2.20 -9.8 564
HUN HUNTSMAN CO HUN US 01/19/13 C5 -15.1 78.4 8.90 6.0 960
MCP MOLYCORP IN MCP US 04/21/12 P27 -13.6 63.5 0.89 -32.6 272
SIRI SIRIUS XM R SIRI US 09/22/12 C1.5 -12.2 46.5 0.86 19.4 502
CMA COMERICA IN CMA US 04/21/12 P15 -11.8 95.6 0.02 -60.0 200
AEA ADVANCE AME AEA US 10/20/12 P10 -11.3 6.2 0.05 -50.0 250
S SPRINT NEXT S US 05/19/12 P1.5 -10.8 91.2 0.03 0.0 303
HEK HECKMANN CO HEK US 04/21/12 C4 -10.5 59.2 0.65 -31.6 513
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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