U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Apr 23, 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
=============================================================================
WMT WAL-MART ST WMT US 05/19/12 C57.5 56.9 20.9 2.34 -50.1 970
ANGI ANGIE'S LIS ANGI US 05/19/12 C10 38.4 83.4 4.40 -10.2 200
IRM IRON MOUNTA IRM US 05/19/12 C30 28.9 42.3 1.20 9.1 1378
DUK DUKE ENERGY DUK US 05/19/12 P21 28.1 13.1 0.48 37.1 329
KMI KINDER MORG KMI US 06/16/12 C35 25.5 24.8 1.20 -25.0 3650
PG PROCTER & G PG US 05/19/12 C65 24.0 15.7 1.74 -30.9 462
HBAN HUNTINGTON HBAN US 05/19/12 C5 23.3 56.0 1.42 -9.6 243
WMT WAL-MART ST WMT US 05/19/12 C60 22.7 18.3 0.81 -68.8 6254
BMO BANK OF MON BMO US 05/19/12 P60 21.7 17.3 2.00 42.9 450
MMI MOTOROLA MO MMI US 07/21/12 C40 21.4 5.8 0.05 0.0 215
IRM IRON MOUNTA IRM US 07/21/12 P30 21.2 42.9 2.70 20.0 511
SDS PRO ULTSHRT SDS US 05/19/12 C14 21.1 32.6 2.02 19.5 2811
IRM IRON MOUNTA IRM US 07/21/12 P27.5 20.6 42.8 1.35 3.9 546
IRM IRON MOUNTA IRM US 07/21/12 C30 20.2 43.0 2.35 14.6 1681
IRM IRON MOUNTA IRM US 05/19/12 P27.5 18.7 42.8 0.45 0.0 243
IACI IAC/INTERAC IACI US 05/19/12 P45 18.1 34.9 1.30 136.4 10028
BA BOEING CO/T BA US 05/19/12 C75 18.0 25.6 0.90 -13.5 2326
CTCT CONSTANT CO CTCT US 06/16/12 P22.5 17.8 58.1 0.45 0.0 405
ULTA ULTA SALON ULTA US 05/19/12 C95 16.7 26.2 1.95 -26.4 777
MA MASTERCARD MA US 05/19/12 P425 16.4 36.4 17.20 95.5 463
MA MASTERCARD MA US 05/19/12 P430 16.1 35.9 19.70 92.0 495
IACI IAC/INTERAC IACI US 05/19/12 C45 16.0 33.5 1.89 -57.0 611
HPQ HEWLETT-PAC HPQ US 05/19/12 P21 15.9 37.5 0.08 100.0 9766
WMT WAL-MART ST WMT US 06/16/12 C60 15.9 16.7 1.14 -58.2 2939
BIDU BAIDU INC-S BIDU US 05/19/12 C140 15.6 49.8 6.10 -35.8 2005
MA MASTERCARD MA US 05/19/12 P420 15.5 36.5 14.50 107.1 285
MTW MANITOWOC C MTW US 05/19/12 C14 15.5 64.2 0.90 -26.8 229
JPM JPMORGAN CH JPM US 05/19/12 C33 15.4 58.8 9.70 -11.0 358
BIDU BAIDU INC-S BIDU US 05/19/12 C135 15.3 50.6 8.91 -30.1 1314
WMT WAL-MART ST WMT US 05/19/12 P60 15.3 18.3 1.62 376.5 4286
HLF HERBALIFE L HLF US 05/19/12 C72.5 15.2 45.9 2.75 -8.3 1023
MA MASTERCARD MA US 05/19/12 C435 15.2 35.5 11.00 -38.9 371
FE FIRSTENERGY FE US 05/19/12 C46 15.2 15.0 0.35 0.0 291
GSK GLAXOSMITHK GSK US 05/19/12 P46.84 15.2 19.5 1.20 26.3 409
VZ VERIZON COM VZ US 05/19/12 P29 15.1 49.5 0.01 0.0 315
MA MASTERCARD MA US 05/19/12 P415 15.0 36.9 12.50 108.3 364
BAC BANK OF AME BAC US 05/19/12 C6 15.0 76.6 2.25 -6.2 860
TEX TEREX CORP TEX US 05/19/12 C24 15.0 69.9 1.50 -21.9 211
DIA SPDR DJIA T DIA US 05/19/12 P132 15.0 12.4 4.35 33.9 270
BG BUNGE LTD BG US 05/19/12 P65 14.8 31.6 1.84 26.9 702
MA MASTERCARD MA US 05/19/12 C420 14.8 36.6 17.65 -33.6 205
BIDU BAIDU INC-S BIDU US 05/19/12 P135 14.8 49.9 5.78 95.9 2206
MA MASTERCARD MA US 05/19/12 C430 14.7 35.8 12.80 -39.0 299
FIO FUSION-IO I FIO US 05/19/12 P25 14.7 80.1 1.65 50.0 917
BIDU BAIDU INC-S BIDU US 05/19/12 P140 14.6 48.9 8.10 78.0 1733
BG BUNGE LTD BG US 05/19/12 C65 14.6 31.3 2.65 -6.0 241
SFI ISTAR FINAN SFI US 05/19/12 P7 14.5 53.3 0.40 14.3 755
SNDK SANDISK COR SNDK US 05/19/12 C35 14.5 40.4 2.32 22.1 518
BA BOEING CO/T BA US 05/19/12 C72.5 14.5 26.6 1.99 -17.1 1429
BA BOEING CO/T BA US 05/19/12 P72.5 14.5 26.5 2.23 46.7 670
NEM NEWMONT MIN NEM US 05/19/12 C48 14.4 36.9 0.97 -28.7 247
VZ VERIZON COM VZ US 05/19/12 P24 14.4 77.7 0.01 0.0 379
YOKU YOUKU INC-A YOKU US 05/19/12 C21 14.4 79.6 2.40 -25.0 329
WAT WATERS CORP WAT US 05/19/12 C90 14.4 33.4 1.90 -19.1 211
LXK LEXMARK INT LXK US 05/19/12 C32 14.4 48.3 1.70 3.0 323
MA MASTERCARD MA US 05/19/12 C425 14.4 36.2 15.00 -39.8 330
V VISA INC-CL V US 05/19/12 C120 14.1 29.6 2.29 -42.8 1451
QID PRO ULTSHRT QID US 05/19/12 P27 14.1 39.9 0.04 -50.0 200
SNDK SANDISK COR SNDK US 05/19/12 P36 14.1 39.1 1.27 -9.9 358
SNDK SANDISK COR SNDK US 05/19/12 P35 14.1 39.8 0.85 -11.5 572
BIDU BAIDU INC-S BIDU US 05/19/12 P130 14.0 51.2 3.93 119.5 2218
CRUS CIRRUS LOGI CRUS US 05/19/12 P20 13.9 76.2 1.30 18.2 1307
BIDU BAIDU INC-S BIDU US 05/19/12 P125 13.8 52.4 2.52 140.0 1126
BIDU BAIDU INC-S BIDU US 05/19/12 P110 13.7 57.3 0.57 235.3 291
TEX TEREX CORP TEX US 05/19/12 P24 13.7 68.5 1.95 50.0 1067
CVS CVS CAREMAR CVS US 05/19/12 C45 13.6 22.7 0.41 -39.7 9168
SNDK SANDISK COR SNDK US 05/19/12 C37 13.5 39.3 1.26 37.0 653
TWC TIME WARNER TWC US 05/19/12 C82.5 13.5 27.7 1.55 -21.7 326
BIDU BAIDU INC-S BIDU US 05/19/12 C130 13.5 51.8 11.70 -30.1 512
MOS MOSAIC CO/T MOS US 05/19/12 C52.5 13.3 30.9 0.69 -30.3 1383
KMP KINDER MORG KMP US 05/19/12 C85 13.3 14.5 0.35 -40.7 1204
MA MASTERCARD MA US 05/19/12 P395 13.3 38.0 6.05 134.5 276
SNDK SANDISK COR SNDK US 05/19/12 C36 13.2 39.4 1.76 30.4 300
CQP CHENIERE EN CQP US 09/22/12 P23 13.2 37.7 2.40 11.6 354
OMC OMNICOM GRO OMC US 05/19/12 P50 13.1 20.0 1.30 13.0 225
KMP KINDER MORG KMP US 06/16/12 C82.5 13.1 15.4 1.90 -23.7 395
SNDK SANDISK COR SNDK US 05/19/12 P37 13.1 38.4 1.79 -10.5 201
BIDU BAIDU INC-S BIDU US 05/19/12 C125 13.0 53.2 13.90 -33.8 235
SNDK SANDISK COR SNDK US 05/19/12 P29 13.0 52.2 0.07 -46.1 607
BIDU BAIDU INC-S BIDU US 05/19/12 P120 12.9 53.8 1.56 155.7 397
SNDK SANDISK COR SNDK US 05/19/12 P34 12.8 40.8 0.57 -9.5 255
NEM NEWMONT MIN NEM US 05/19/12 P46 12.8 36.7 1.93 73.9 281
VZ VERIZON COM VZ US 05/19/12 P40 12.8 12.0 1.35 3.0 251
MMM 3M CO MMM US 05/19/12 C87.5 12.7 20.7 1.47 -14.0 5027
EDZ DIR EMR MKT EDZ US 05/19/12 C14 12.7 80.1 1.12 60.0 420
ASH ASHLAND INC ASH US 05/19/12 C65 12.6 35.7 1.70 -19.1 901
LNKD LINKEDIN CO LNKD US 05/19/12 C97.5 12.6 71.2 7.90 -32.5 243
DUK DUKE ENERGY DUK US 05/19/12 C21 12.6 12.6 0.16 -30.4 2408
MOS MOSAIC CO/T MOS US 05/19/12 P50 12.5 31.7 1.66 56.6 1998
GSK GLAXOSMITHK GSK US 05/19/12 C46.84 12.4 19.8 0.75 -21.1 1193
LXK LEXMARK INT LXK US 05/19/12 C33 12.4 46.0 1.18 2.6 1411
AXP AMERICAN EX AXP US 05/19/12 P57.5 12.3 22.0 1.72 33.3 701
WMT WAL-MART ST WMT US 06/16/12 P60 12.2 16.4 1.95 219.7 1313
YOKU YOUKU INC-A YOKU US 05/19/12 C23 12.2 78.4 1.40 -24.3 275
MMM 3M CO MMM US 05/19/12 C90 12.2 19.4 0.57 -18.6 486
CRUS CIRRUS LOGI CRUS US 05/19/12 P21 12.2 76.7 1.70 9.7 271
MOS MOSAIC CO/T MOS US 05/19/12 C50 12.2 31.8 1.66 -26.2 1162
BIDU BAIDU INC-S BIDU US 05/19/12 P115 12.1 55.4 0.96 174.3 287
GSK GLAXOSMITHK GSK US 05/19/12 P45.84 12.1 20.4 0.75 50.0 815
HLF HERBALIFE L HLF US 05/19/12 C70 12.1 45.6 3.80 -15.6 1003
SNDK SANDISK COR SNDK US 05/19/12 C38 11.9 38.9 0.87 42.6 823
MMI MOTOROLA MO MMI US 07/21/12 C38 11.9 19.9 1.80 -2.7 431
MCP MOLYCORP IN MCP US 05/19/12 C28 11.9 60.3 1.90 -35.4 237
GPC GENUINE PAR GPC US 08/18/12 P65 11.9 19.4 4.40 10.0 576
DIA SPDR DJIA T DIA US 05/19/12 P130 11.8 14.1 3.01 41.3 1034
GE GENERAL ELE GE US 05/19/12 C20 11.7 22.2 0.12 -36.8 2450
CHK CHESAPEAKE CHK US 05/19/12 P17 11.6 68.6 0.95 -3.1 1836
SNDK SANDISK COR SNDK US 05/19/12 P32 11.6 43.6 0.25 -7.4 677
PG PROCTER & G PG US 05/19/12 C67.5 11.4 13.8 0.40 -42.0 503
MCP MOLYCORP IN MCP US 05/19/12 C29 11.4 59.7 1.47 -36.9 549
PH PARKER HANN PH US 05/19/12 P80 11.4 33.6 2.60 62.5 1453
TIBX TIBCO SOFTW TIBX US 05/19/12 P31 11.3 40.1 0.80 60.0 1709
NEM NEWMONT MIN NEM US 05/19/12 C45 11.3 37.0 2.28 -28.8 532
DUST DIR GLD BEA DUST US 05/19/12 C55 11.3 103.4 6.30 85.3 495
GDX MKT VECT-GO GDX US 05/19/12 C46 11.2 34.9 1.16 -30.5 2027
GRPN GROUPON INC GRPN US 05/19/12 P8 11.2 136.7 0.30 0.0 499
QID PRO ULTSHRT QID US 05/19/12 P28 11.2 36.6 0.06 -64.7 238
AA ALCOA INC AA US 05/19/12 P10 11.1 32.7 0.60 15.4 446
JDSU JDS UNIPHAS JDSU US 05/19/12 C10 11.1 73.2 2.43 -29.6 203
CE CELANESE CO CE US 05/19/12 C47.5 11.1 45.2 2.15 -15.7 540
CTXS CITRIX SYST CTXS US 05/19/12 P75 11.1 50.1 3.20 36.2 236
ASH ASHLAND INC ASH US 05/19/12 P60 11.1 39.9 1.25 56.2 727
CVS CVS CAREMAR CVS US 05/19/12 C44 11.0 23.5 0.76 -38.7 2108
CELG CELGENE COR CELG US 05/19/12 C80 11.0 27.1 1.22 -29.1 653
CHK CHESAPEAKE CHK US 05/19/12 P16 11.0 74.3 0.62 -4.6 597
IVZ INVESCO LTD IVZ US 05/19/12 P21 11.0 41.1 0.15 0.0 563
CIT CIT GROUP I CIT US 05/19/12 P39 10.9 31.5 1.15 64.3 500
ESRX EXPRESS SCR ESRX US 05/19/12 C57.5 10.9 30.4 1.51 -26.0 643
GOOG GOOGLE INC- GOOG US 05/19/12 P610 10.8 23.5 24.20 9.0 237
SWN SOUTHWESTRN SWN US 05/19/12 P28 10.8 47.7 1.67 19.3 2557
CELG CELGENE COR CELG US 05/19/12 P80 10.8 27.0 3.65 39.9 391
BKS BARNES & NO BKS US 07/21/12 P12 10.7 99.9 2.25 -6.2 218
CHK CHESAPEAKE CHK US 05/19/12 C17 10.7 69.3 1.65 17.9 1035
GG GOLDCORP IN GG US 05/19/12 C42 10.7 35.8 0.75 -39.0 304
LCC US AIRWAYS LCC US 05/19/12 P9 10.6 67.9 0.56 21.7 641
ROK ROCKWELL AU ROK US 05/19/12 P70 10.6 38.7 1.05 81.0 522
NFLX NETFLIX INC NFLX US 05/19/12 P85 10.5 90.8 2.77 45.0 1038
AMZN AMAZON.COM AMZN US 05/19/12 C175 10.5 47.1 16.00 -12.1 500
GDX MKT VECT-GO GDX US 05/19/12 P43 10.5 36.1 0.88 69.2 1495
GOOG GOOGLE INC- GOOG US 05/19/12 C600 10.4 24.2 12.50 -3.1 536
CXW CORRECTIONS CXW US 06/16/12 P25 10.4 49.2 0.40 60.0 319
GDX MKT VECT-GO GDX US 05/19/12 C47 10.3 34.4 0.82 -32.2 1104
BA BOEING CO/T BA US 05/19/12 P70 10.3 28.1 1.22 56.4 447
ABV AMBEV-PRF A ABV US 05/19/12 P39 10.3 34.5 0.20 -50.0 3005
GE GENERAL ELE GE US 05/19/12 P20 10.2 21.6 1.04 28.4 3114
MMM 3M CO MMM US 05/19/12 P85 10.2 22.0 1.42 20.3 666
SWN SOUTHWESTRN SWN US 05/19/12 C28 10.2 48.1 1.14 -8.8 966
AMZN AMAZON.COM AMZN US 05/19/12 C170 10.2 47.9 19.70 -11.1 863
CVX CHEVRON COR CVX US 05/19/12 P105 10.2 18.7 4.80 15.7 259
BIDU BAIDU INC-S BIDU US 06/16/12 C140 10.2 43.4 8.05 -29.4 935
MOS MOSAIC CO/T MOS US 05/19/12 P47.5 10.2 33.9 0.77 71.1 297
GDX MKT VECT-GO GDX US 05/19/12 C43 10.2 36.7 2.80 -28.4 1099
EPD ENTERPRISE EPD US 05/19/12 P46 10.2 25.4 0.09 -10.0 300
GDX MKT VECT-GO GDX US 05/19/12 P45 10.1 34.7 1.66 55.1 718
LCC US AIRWAYS LCC US 05/19/12 P8 10.1 73.5 0.24 33.3 511
JDSU JDS UNIPHAS JDSU US 05/19/12 C13 10.1 57.5 0.47 -36.5 850
CHK CHESAPEAKE CHK US 05/19/12 P14 10.1 89.4 0.33 10.0 371
GOOG GOOGLE INC- GOOG US 05/19/12 P595 10.1 24.0 15.00 8.6 403
GOOG GOOGLE INC- GOOG US 05/19/12 P605 10.1 23.6 21.00 11.7 425
HGSI HUMAN GENOM HGSI US 05/19/12 C15 10.0 46.0 0.49 19.5 980
NFLX NETFLIX INC NFLX US 05/19/12 P90 10.0 88.1 4.01 38.8 899
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
AMLN AMYLIN PHAR AMLN US 05/19/12 C26 -26.9 54.3 1.16 48.7 1208
CHKP CHECK POINT CHKP US 05/19/12 C57.5 -25.9 27.5 2.45 -64.5 349
AMLN AMYLIN PHAR AMLN US 05/19/12 C25 -24.8 57.2 1.70 54.5 1220
CHKP CHECK POINT CHKP US 05/19/12 P57.5 -24.4 27.3 1.10 120.0 593
CHKP CHECK POINT CHKP US 05/19/12 C60 -23.4 26.6 1.15 -77.5 1497
CHKP CHECK POINT CHKP US 05/19/12 P52.5 -22.0 31.7 0.40 100.0 228
CHKP CHECK POINT CHKP US 05/19/12 P55 -21.9 29.5 0.55 111.5 334
AMLN AMYLIN PHAR AMLN US 05/19/12 P24 -21.8 61.3 0.91 -64.3 838
AMLN AMYLIN PHAR AMLN US 05/19/12 P25 -21.5 59.7 1.25 -61.2 1304
XRX XEROX CORP XRX US 05/19/12 P8 -20.8 25.4 0.15 -54.5 661
EEM ISHARES-EMG EEM US 12/22/12 P34 -19.9 33.6 1.73 -3.9 3251
HAS HASBRO INC HAS US 05/19/12 C35 -19.6 22.7 0.40 -72.4 1525
XRX XEROX CORP XRX US 05/19/12 C8 -19.1 25.3 0.27 8.0 1224
EAT BRINKER INT EAT US 05/19/12 C30 -18.4 28.0 0.90 150.0 209
AMLN AMYLIN PHAR AMLN US 05/19/12 P23 -17.5 66.5 0.69 -67.1 1081
AMLN AMYLIN PHAR AMLN US 05/19/12 C24 -17.4 64.7 2.45 56.0 1568
AMLN AMYLIN PHAR AMLN US 05/19/12 P19 -16.5 76.7 0.20 -71.4 217
AMLN AMYLIN PHAR AMLN US 05/19/12 P22 -15.9 69.7 0.52 -68.1 420
KMI KINDER MORG KMI US 06/16/12 C32.5 -15.7 22.0 2.60 -27.8 512
AMLN AMYLIN PHAR AMLN US 05/19/12 P21 -15.1 73.0 0.37 -72.6 389
AMLN AMYLIN PHAR AMLN US 05/19/12 P20 -14.3 75.8 0.24 -74.2 376
ASTM AASTROM BIO ASTM US 05/19/12 C2.5 -13.5 44.2 0.20 25.0 5017
AMLN AMYLIN PHAR AMLN US 01/19/13 P17.5 -13.0 48.9 1.25 -21.4 500
BPAX BIOSANTE PH BPAX US 06/16/12 C0.5 -12.9 81.6 0.10 -50.0 450
EP EL PASO COR EP US 05/19/12 C29 -12.6 23.4 0.80 -39.9 1790
ASTM AASTROM BIO ASTM US 08/18/12 C2.5 -12.5 56.1 0.45 12.5 5020
HK HALCON RESO HK US 05/19/12 P9 -12.3 50.6 0.45 -10.0 200
HAS HASBRO INC HAS US 05/19/12 P35 -12.0 23.6 1.40 64.7 749
S SPRINT NEXT S US 05/19/12 C2 -11.7 69.8 0.38 -7.3 364
HTWR HEARTWARE I HTWR US 05/19/12 C60 -11.7 85.8 12.00 11.1 500
EP EL PASO COR EP US 05/19/12 P29 -11.6 23.7 0.57 -3.4 518
LIWA LIHUA INTER LIWA US 08/18/12 C5 -11.4 71.4 1.20 4.3 306
CVC CABLEVISION CVC US 06/16/12 P10 -11.3 56.2 0.15 -25.0 200
DHI DR HORTON I DHI US 05/19/12 P14 -11.2 44.2 0.20 -33.3 2886
CEDC CENTRAL EUR CEDC US 05/19/12 C5 -10.9 119.6 0.50 42.9 283
IMGN IMMUNOGEN I IMGN US 05/19/12 P12 -10.7 45.2 0.50 -9.1 1031
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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