U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Oct 24, 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
=============================================================================
MRX MEDICIS PHA MRX US 04/20/13 C44 54.9 3.5 0.15 200.0 677
VMED VIRGIN MEDI VMED US 12/22/12 C31 28.0 28.4 2.55 17.5 200
VMED VIRGIN MEDI VMED US 12/22/12 P30 23.6 30.6 0.50 -69.7 2229
TPC TUTOR PERIN TPC US 11/17/12 P10 22.3 60.8 0.40 -11.1 684
FB FACEBOOK IN FB US 11/17/12 P14 21.4 108.2 0.05 -61.5 370
VMED VIRGIN MEDI VMED US 12/22/12 P31 20.6 28.6 0.60 9.1 1301
TWTC TW TELECOM TWTC US 11/17/12 P25 20.2 39.7 0.90 0.0 288
VMED VIRGIN MEDI VMED US 01/19/13 P29 19.9 29.2 0.40 -20.0 789
VMED VIRGIN MEDI VMED US 11/17/12 P33 19.7 29.6 1.00 163.2 880
VMED VIRGIN MEDI VMED US 01/19/13 P28 18.9 30.8 0.35 250.0 1449
VMED VIRGIN MEDI VMED US 11/17/12 P31 18.9 33.0 0.30 -40.0 413
VMED VIRGIN MEDI VMED US 01/19/13 P31 18.3 27.2 0.90 5.9 2582
VMED VIRGIN MEDI VMED US 11/17/12 C33 18.2 28.9 0.95 -32.1 3203
VMED VIRGIN MEDI VMED US 12/22/12 C33 18.1 26.6 1.35 -28.9 489
KOL MKT VECT-CO KOL US 11/17/12 C25 17.9 37.6 1.15 4.5 326
SRCL STERICYCLE SRCL US 11/17/12 P90 17.9 27.5 2.40 92.0 1611
VMED VIRGIN MEDI VMED US 11/17/12 P32 17.8 30.9 0.60 200.0 5113
SRCL STERICYCLE SRCL US 11/17/12 P85 15.9 30.3 0.80 100.0 1505
GRPN GROUPON INC GRPN US 11/17/12 C3.5 15.7 111.6 1.10 0.0 603
FB FACEBOOK IN FB US 11/17/12 P15 14.1 95.7 0.05 -75.0 613
CLGX CORELOGIC I CLGX US 11/17/12 P25 12.8 45.5 0.55 -8.3 264
FXY CRYSHS-JAPA FXY US 11/17/12 P127 12.3 8.8 4.19 -0.2 1136
MRX MEDICIS PHA MRX US 01/19/13 C44 11.3 4.5 0.15 200.0 455
CAKE CHEESECAKE CAKE US 11/17/12 P32 11.3 39.2 0.95 90.0 211
USU USEC INC USU US 01/19/13 C0.5 10.7 139.1 0.25 4.2 244
CSTR COINSTAR IN CSTR US 11/17/12 C45 10.4 73.5 2.90 3.6 423
CSTR COINSTAR IN CSTR US 11/17/12 P45 10.4 73.9 3.80 15.2 945
FB FACEBOOK IN FB US 12/22/12 P14 10.1 77.3 0.05 -80.0 756
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
MRX MEDICIS PHA MRX US 12/22/12 C44 -93.4 4.8 0.10 0.0 5311
BWLD BUFFALO WIL BWLD US 11/17/12 P75 -51.3 32.0 3.20 48.1 866
BWLD BUFFALO WIL BWLD US 11/17/12 C75 -51.2 32.7 1.85 -82.5 297
BWLD BUFFALO WIL BWLD US 11/17/12 P70 -47.5 35.9 1.18 12.4 1071
TPX TEMPUR-PEDI TPX US 11/17/12 C25 -45.2 49.5 1.45 0.0 3084
BWLD BUFFALO WIL BWLD US 11/17/12 P65 -42.8 38.9 0.30 -40.0 226
RFMD RF MICRO DE RFMD US 11/17/12 C4 -41.3 46.0 0.49 63.3 1968
NFLX NETFLIX INC NFLX US 11/17/12 C57.5 -38.1 55.0 3.50 -71.7 721
CHRW CH ROBINSON CHRW US 11/17/12 P60 -36.8 22.5 2.10 20.0 1167
CHRW CH ROBINSON CHRW US 11/17/12 C60 -36.7 22.7 1.00 -63.6 366
NFLX NETFLIX INC NFLX US 11/17/12 C60 -36.7 54.7 2.30 -78.1 1902
NFLX NETFLIX INC NFLX US 11/17/12 P55 -36.5 56.2 1.94 51.6 3023
NFLX NETFLIX INC NFLX US 11/17/12 P60 -36.4 54.8 4.35 76.1 2841
NFLX NETFLIX INC NFLX US 11/17/12 P57.5 -36.2 55.4 3.00 63.9 1817
CHRW CH ROBINSON CHRW US 11/17/12 C57.5 -35.8 24.4 2.00 -56.5 253
NFLX NETFLIX INC NFLX US 11/17/12 P52.5 -35.8 57.4 1.17 37.6 1219
CHRW CH ROBINSON CHRW US 11/17/12 P57.5 -35.0 24.2 0.85 -2.3 511
NFLX NETFLIX INC NFLX US 11/17/12 P50 -34.6 59.0 0.60 3.5 1199
PNRA PANERA BREA PNRA US 11/17/12 C175 -34.6 26.0 2.40 29.7 595
BWLD BUFFALO WIL BWLD US 12/22/12 P70 -34.5 31.9 2.05 30.6 237
PNRA PANERA BREA PNRA US 11/17/12 C170 -34.1 26.8 4.60 39.4 958
NFLX NETFLIX INC NFLX US 11/17/12 P47.5 -34.0 60.7 0.36 -2.7 301
PNRA PANERA BREA PNRA US 11/17/12 P160 -33.6 30.3 1.55 -79.0 639
NFLX NETFLIX INC NFLX US 11/17/12 C55 -33.2 56.3 5.00 -65.5 320
PNRA PANERA BREA PNRA US 11/17/12 P155 -33.0 32.3 0.81 -85.2 1027
NFLX NETFLIX INC NFLX US 11/17/12 P45 -33.0 63.3 0.20 -23.1 356
LL LUMBER LIQU LL US 11/17/12 C60 -32.3 36.8 1.25 212.5 983
TPX TEMPUR-PEDI TPX US 11/17/12 P25 -31.9 49.7 1.10 266.7 450
TPX TEMPUR-PEDI TPX US 11/17/12 P23 -31.8 51.5 0.61 306.7 1388
EAT BRINKER INT EAT US 11/17/12 P30 -31.6 32.0 0.95 111.1 354
GLW CORNING INC GLW US 11/17/12 C12 -31.2 27.7 0.46 -69.1 772
CHRW CH ROBINSON CHRW US 11/17/12 P55 -31.2 26.8 0.30 -34.8 387
FB FACEBOOK IN FB US 11/17/12 P24 -30.9 50.7 1.40 -70.2 6916
JNPR JUNIPER NET JNPR US 11/17/12 P17 -30.7 41.8 1.03 28.8 4370
PLCM POLYCOM INC PLCM US 11/17/12 C10 -30.6 53.8 0.75 50.0 218
JNPR JUNIPER NET JNPR US 11/17/12 C17 -30.6 42.3 0.49 -65.2 413
PNRA PANERA BREA PNRA US 11/17/12 P150 -30.2 35.1 0.55 -85.8 343
FB FACEBOOK IN FB US 11/17/12 C24 -29.5 52.3 1.10 340.0 14966
GLW CORNING INC GLW US 11/17/12 P12 -29.2 27.5 0.26 160.0 1817
FB FACEBOOK IN FB US 11/17/12 P23 -28.6 53.4 0.90 -77.5 6456
JNPR JUNIPER NET JNPR US 11/17/12 P15 -28.1 45.5 0.20 -9.1 442
GLW CORNING INC GLW US 11/17/12 P11 -27.9 34.5 0.05 66.7 2666
FB FACEBOOK IN FB US 11/17/12 P22 -27.7 54.1 0.55 -82.8 11543
LL LUMBER LIQU LL US 11/17/12 C55 -27.6 40.2 4.15 260.9 333
INVN INVENSENSE INVN US 11/17/12 P10 -27.3 71.9 0.30 0.0 704
KMT KENNAMETAL KMT US 11/17/12 P35 -26.7 34.0 1.35 35.0 323
TPX TEMPUR-PEDI TPX US 12/22/12 C26 -26.2 50.5 1.60 -77.1 7566
SE SPECTRA ENE SE US 11/17/12 P29 -25.7 12.2 0.55 -8.3 500
FB FACEBOOK IN FB US 11/17/12 C22 -25.5 55.4 2.38 296.7 6281
PNRA PANERA BREA PNRA US 11/17/12 P145 -25.4 38.6 0.30 -88.5 849
IACI IAC/INTERAC IACI US 11/17/12 P50 -25.2 27.3 1.20 14.3 262
NFX NEWFIELD EX NFX US 11/17/12 P27 -25.2 41.1 0.29 0.0 217
LL LUMBER LIQU LL US 11/17/12 P50 -24.8 44.1 0.20 -92.9 652
FB FACEBOOK IN FB US 11/17/12 C23 -24.4 53.5 1.65 266.7 9712
T AT&T INC T US 11/17/12 C25 -24.0 45.2 9.85 -2.5 299
JNY JONES GROUP JNY US 11/17/12 P13 -23.6 40.1 0.82 17.1 250
FB FACEBOOK IN FB US 11/17/12 P21 -23.0 58.5 0.40 -83.7 12852
PNRA PANERA BREA PNRA US 11/17/12 P140 -22.7 41.8 0.20 -88.7 229
LCC US AIRWAYS LCC US 11/17/12 C13 -22.6 49.0 0.38 -9.5 2169
LO LORILLARD I LO US 11/17/12 C115 -22.6 23.2 0.99 -75.2 293
NFLX NETFLIX INC NFLX US 12/22/12 C57.5 -22.3 52.9 5.05 -62.2 388
FB FACEBOOK IN FB US 11/17/12 C20 -22.2 59.7 3.90 212.0 7926
NFLX NETFLIX INC NFLX US 12/22/12 P55 -22.0 53.6 3.40 56.7 869
NFLX NETFLIX INC NFLX US 12/22/12 P52.5 -22.0 54.4 2.55 59.4 287
NFLX NETFLIX INC NFLX US 12/22/12 P60 -21.9 52.0 5.85 65.2 583
BRCM BROADCOM CO BRCM US 11/17/12 C34 -21.9 27.9 0.40 -57.9 1228
NFLX NETFLIX INC NFLX US 12/22/12 P50 -21.8 55.5 1.82 52.9 375
NFLX NETFLIX INC NFLX US 12/22/12 P57.5 -21.8 52.7 4.50 61.3 1268
STSI STAR SCIENT STSI US 01/19/13 C2 -21.7 136.0 1.20 -11.1 1350
BRCM BROADCOM CO BRCM US 11/17/12 C33 -21.6 28.6 0.75 -50.0 3995
DOW DOW CHEMICA DOW US 11/17/12 C32 -21.5 26.3 0.32 190.9 11448
FTI FMC TECHNOL FTI US 11/17/12 P40 -20.8 31.7 0.68 4.6 200
TMO THERMO FISH TMO US 11/17/12 C60 -20.8 20.5 1.00 42.9 1185
FB FACEBOOK IN FB US 11/17/12 C21 -20.7 59.3 3.20 236.8 4666
BRCM BROADCOM CO BRCM US 11/17/12 C32 -20.6 29.7 1.31 -37.6 206
NFLX NETFLIX INC NFLX US 12/22/12 C60 -20.6 52.1 3.90 -66.2 454
UIS UNISYS CORP UIS US 01/19/13 P17.5 -20.5 43.5 1.06 17.8 519
CBI CHICAGO BRI CBI US 11/17/12 P36 -20.4 30.5 0.55 -35.3 645
NPTN NEOPHOTONIC NPTN US 12/22/12 C5 -20.2 45.0 0.65 0.0 1050
VMW VMWARE INC- VMW US 11/17/12 C85 -19.6 39.2 3.30 -10.8 1086
FB FACEBOOK IN FB US 11/17/12 P20 -19.6 61.1 0.25 -86.1 6331
FB FACEBOOK IN FB US 11/17/12 C19 -19.4 62.6 4.90 172.2 2786
LO LORILLARD I LO US 12/22/12 P115 -19.4 21.9 7.50 44.2 840
CBI CHICAGO BRI CBI US 11/17/12 C37 -19.2 30.6 1.20 -27.3 349
VMW VMWARE INC- VMW US 11/17/12 P87.5 -19.1 38.6 4.70 -22.9 1355
FB FACEBOOK IN FB US 11/17/12 P19 -19.0 63.2 0.12 -91.1 11975
ZQK QUIKSILVER ZQK US 12/22/12 P3 -18.8 45.8 0.22 -26.7 200
LCC US AIRWAYS LCC US 11/17/12 P12 -18.7 50.5 0.38 -50.6 734
VMW VMWARE INC- VMW US 11/17/12 P85 -18.5 39.3 2.65 -45.9 504
LCC US AIRWAYS LCC US 11/17/12 C12 -18.2 50.9 0.85 9.0 453
INVN INVENSENSE INVN US 12/22/12 P10 -18.2 62.3 0.65 44.4 254
VMW VMWARE INC- VMW US 11/17/12 C82.5 -18.2 40.2 4.66 -6.8 322
VMW VMWARE INC- VMW US 11/17/12 P82.5 -18.2 40.0 2.30 -36.1 323
BRCM BROADCOM CO BRCM US 11/17/12 P30 -18.0 31.6 0.19 -9.5 210
BRCM BROADCOM CO BRCM US 11/17/12 P32 -17.8 29.5 0.68 11.5 531
QCOR QUESTCOR PH QCOR US 11/17/12 C25 -17.8 82.2 2.25 -27.2 392
NSM NATIONSTAR NSM US 12/22/12 P30 -17.7 62.3 2.25 4.7 778
EMC EMC CORP/MA EMC US 11/17/12 P24 -17.7 29.5 0.74 19.4 468
DOW DOW CHEMICA DOW US 11/17/12 C31 -17.7 27.2 0.64 204.8 698
VMW VMWARE INC- VMW US 11/17/12 P80 -17.6 41.0 1.45 -42.0 477
BRCM BROADCOM CO BRCM US 11/17/12 P31 -17.6 30.6 0.33 -13.2 316
TPX TEMPUR-PEDI TPX US 12/22/12 P23 -17.4 53.2 1.05 200.0 351
VMW VMWARE INC- VMW US 11/17/12 C87.5 -17.4 39.4 2.20 -17.0 332
BA BOEING CO/T BA US 11/17/12 C77.5 -17.4 18.2 0.20 -20.0 280
CHRW CH ROBINSON CHRW US 01/19/13 C60 -17.3 21.6 2.15 -39.9 201
BA BOEING CO/T BA US 11/17/12 C75 -17.3 18.6 0.75 1.4 1375
EMC EMC CORP/MA EMC US 11/17/12 P23 -17.2 32.4 0.36 0.0 723
BA BOEING CO/T BA US 11/17/12 P75 -17.1 18.6 2.32 -28.6 1240
ZQK QUIKSILVER ZQK US 12/22/12 C3 -17.1 48.6 0.23 -8.0 200
NFLX NETFLIX INC NFLX US 01/19/13 P60 -17.1 51.4 6.90 58.6 238
AMGN AMGEN INC AMGN US 11/17/12 C87.5 -17.0 22.9 2.44 -2.8 627
TPX TEMPUR-PEDI TPX US 12/22/12 P21 -17.0 55.1 0.65 38.3 7591
NFLX NETFLIX INC NFLX US 01/19/13 P57.5 -17.0 52.0 5.40 56.5 376
GLW CORNING INC GLW US 12/22/12 P12 -16.9 27.2 0.45 125.0 619
EMC EMC CORP/MA EMC US 11/17/12 C25 -16.8 28.5 0.32 -55.6 834
NFLX NETFLIX INC NFLX US 01/19/13 P50 -16.6 54.5 2.50 55.3 1255
NFLX NETFLIX INC NFLX US 01/19/13 P55 -16.6 52.8 4.45 66.7 414
NSC NORFOLK SOU NSC US 11/17/12 C62.5 -16.6 20.7 0.70 -84.8 309
NSC NORFOLK SOU NSC US 11/17/12 P62.5 -16.4 21.0 2.15 290.9 270
EMC EMC CORP/MA EMC US 11/17/12 P25 -16.2 27.9 1.30 23.8 842
NFLX NETFLIX INC NFLX US 01/19/13 P52.5 -16.1 53.7 3.25 56.2 524
T AT&T INC T US 11/17/12 C35 -16.1 17.3 0.55 -27.6 1362
FB FACEBOOK IN FB US 12/22/12 C24 -16.1 47.9 1.70 240.0 3441
LPX LOUISIANA-P LPX US 11/17/12 C11 -16.0 85.0 4.59 -2.3 300
HBC HSBC HOLDIN HBC US 11/17/12 P48 -15.9 22.2 0.65 -24.4 309
BRCM BROADCOM CO BRCM US 11/17/12 P33 -15.8 29.5 1.03 3.0 305
KMB KIMBERLY-CL KMB US 11/17/12 C87.5 -15.7 12.1 0.24 -62.5 206
FB FACEBOOK IN FB US 12/22/12 C23 -15.4 49.1 2.25 246.2 952
GILD GILEAD SCIE GILD US 11/17/12 P70 -15.4 29.7 2.72 -43.3 572
NSC NORFOLK SOU NSC US 11/17/12 P60 -15.3 22.4 0.87 335.0 945
BRCM BROADCOM CO BRCM US 12/22/12 C31 -15.2 30.4 2.65 0.0 264
T AT&T INC T US 11/17/12 C36 -15.2 16.3 0.17 -48.5 1493
JNPR JUNIPER NET JNPR US 12/22/12 P17 -15.1 40.4 1.20 14.3 255
GILD GILEAD SCIE GILD US 11/17/12 C70 -15.0 30.1 1.54 105.3 2445
FB FACEBOOK IN FB US 12/22/12 P23 -14.9 49.0 1.45 -64.6 3769
TCK TECK RESOUR TCK US 11/17/12 C33 -14.9 36.1 0.75 47.1 1323
BA BOEING CO/T BA US 11/17/12 C72.5 -14.8 20.1 2.10 18.6 967
AFL AFLAC INC AFL US 11/17/12 C50 -14.6 20.6 0.54 -46.5 573
T AT&T INC T US 11/17/12 P35 -14.6 17.5 0.69 -4.2 1113
FB FACEBOOK IN FB US 11/17/12 P18 -14.5 67.1 0.07 -92.2 4613
CBI CHICAGO BRI CBI US 12/22/12 P34 -14.4 29.7 0.55 -15.4 3992
NFLX NETFLIX INC NFLX US 01/19/13 P40 -14.3 59.4 0.70 42.9 209
VMW VMWARE INC- VMW US 11/17/12 P75 -14.3 43.8 0.55 -52.6 785
FB FACEBOOK IN FB US 12/22/12 C22 -14.1 50.6 2.85 216.7 1566
AFL AFLAC INC AFL US 11/17/12 P50 -13.8 20.7 1.87 18.4 1082
HBC HSBC HOLDIN HBC US 12/22/12 P49 -13.8 20.8 1.61 -17.9 297
T AT&T INC T US 11/17/12 P33 -13.6 22.1 0.16 -23.8 559
GILD GILEAD SCIE GILD US 11/17/12 P67.5 -13.6 31.5 1.61 -58.2 2073
DAL DELTA AIR L DAL US 11/17/12 C10 -13.6 42.3 0.39 -33.9 251
DAL DELTA AIR L DAL US 11/17/12 P10 -13.6 41.5 0.45 9.8 208
GLW CORNING INC GLW US 01/19/13 C11 -13.5 30.8 1.42 -42.0 262
FB FACEBOOK IN FB US 12/22/12 P24 -13.5 48.7 1.95 -59.4 3519
T AT&T INC T US 11/17/12 C34 -13.5 19.3 1.19 -17.4 1603
DAL DELTA AIR L DAL US 11/17/12 P9 -13.4 46.0 0.12 -14.3 240
GILD GILEAD SCIE GILD US 11/17/12 C65 -13.3 33.7 4.90 90.7 400
FB FACEBOOK IN FB US 11/17/12 C18 -13.2 67.9 5.90 145.8 927
NSM NATIONSTAR NSM US 11/17/12 P30 -13.1 77.8 1.60 28.0 1642
T AT&T INC T US 11/17/12 P36 -13.0 16.6 1.33 3.1 973
FB FACEBOOK IN FB US 12/22/12 C21 -12.9 51.7 3.59 199.2 475
PNRA PANERA BREA PNRA US 01/19/13 P140 -12.9 32.2 1.30 -64.9 266
FTI FMC TECHNOL FTI US 11/17/12 P42.5 -12.8 30.2 1.90 54.5 222
BRCM BROADCOM CO BRCM US 12/22/12 C34 -12.7 28.3 1.05 -25.5 1519
IRBT IROBOT CORP IRBT US 12/22/12 P17.5 -12.7 43.4 1.00 122.2 254
T AT&T INC T US 11/17/12 P34 -12.5 19.5 0.35 -7.9 820
GILD GILEAD SCIE GILD US 11/17/12 C67.5 -12.5 32.6 2.89 86.5 355
NBR NABORS INDS NBR US 11/17/12 P15 -12.3 40.6 0.79 -26.2 216
T AT&T INC T US 11/17/12 C32 -12.2 25.9 2.98 -16.1 243
BA BOEING CO/T BA US 11/17/12 P72.5 -12.1 20.2 1.09 -35.9 585
T AT&T INC T US 11/17/12 C33 -12.1 22.2 2.01 -11.4 1131
FB FACEBOOK IN FB US 11/17/12 C16 -12.0 70.8 7.60 100.0 2673
OC OWENS CORNI OC US 11/17/12 C34 -12.0 34.5 0.75 25.0 243
PATH NUPATHE INC PATH US 03/16/13 C2.5 -11.9 126.5 1.10 -15.4 320
HOV HOVNANIAN E HOV US 11/17/12 C3.5 -11.8 77.3 0.95 9.2 520
DOW DOW CHEMICA DOW US 11/17/12 C30 -11.6 28.9 1.32 207.0 11987
CIM CHIMERA INV CIM US 12/22/12 C2.5 -11.6 40.8 0.25 25.0 391
AFL AFLAC INC AFL US 11/17/12 P46 -11.3 26.5 0.34 -12.8 1090
FB FACEBOOK IN FB US 12/22/12 P22 -11.2 51.4 1.10 -68.6 2032
FB FACEBOOK IN FB US 12/22/12 C20 -10.9 54.4 4.30 152.9 1398
HBC HSBC HOLDIN HBC US 11/17/12 P46 -10.7 24.4 0.24 -27.3 672
TPX TEMPUR-PEDI TPX US 03/16/13 P25 -10.5 53.3 3.37 110.6 223
HBC HSBC HOLDIN HBC US 12/22/12 P47 -10.4 21.8 0.84 -21.5 494
VMW VMWARE INC- VMW US 12/22/12 P82.5 -10.4 38.7 4.10 -20.1 213
INVN INVENSENSE INVN US 03/16/13 C10 -10.3 61.7 2.10 -40.0 374
TCK TECK RESOUR TCK US 11/17/12 P31 -10.3 39.6 0.81 -47.1 525
GLW CORNING INC GLW US 01/19/13 C12.5 -10.1 27.1 0.51 -59.2 3230
x - Ex-dividend. * - Ex-earnings.
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