U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Nov 8, 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
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QCOM QUALCOMM IN QCOM US 12/22/12 C60 99.3 25.4 3.35 112.0 1137
QCOM QUALCOMM IN QCOM US 01/19/13 C60 99.2 25.1 3.85 95.4 1056
WFC WELLS FARGO WFC US 12/22/12 C34 63.4 21.7 0.55 -6.8 700
QCOM QUALCOMM IN QCOM US 04/20/13 C60 52.7 27.7 5.50 57.1 243
QCOM QUALCOMM IN QCOM US 01/19/13 C62.5 51.0 23.7 2.36 112.6 1720
QCOM QUALCOMM IN QCOM US 01/19/13 C57.5 49.9 26.5 5.65 77.1 421
CEDC CENTRAL EUR CEDC US 12/22/12 P2 34.4 173.4 0.35 40.0 1051
QCOM QUALCOMM IN QCOM US 04/20/13 C65 31.5 26.3 3.00 61.3 391
CTL CENTURYLINK CTL US 01/19/13 P41 21.1 15.3 2.00 -31.0 978
WLL WHITING PET WLL US 12/22/12 C45 20.9 50.5 2.45 104.2 2159
BAC BANK OF AME BAC US 01/19/13 C5 18.4 77.8 4.50 4.7 2015
NLY ANNALY CAPI NLY US 04/20/13 C12 17.1 27.2 3.05 4.8 230
VXX IPATH-S&P S VXX1 US 12/22/12 C6 16.7 76.2 3.20 1.6 522
BWC BABCOCK & W BWC US 01/19/13 C20 15.6 38.9 4.30 -29.5 200
NLY ANNALY CAPI NLY US 01/17/15 C13 13.1 23.6 2.16 -1.8 207
NLY ANNALY CAPI NLY US 01/17/15 P8 12.8 34.0 0.73 -1.4 2100
XCO EXCO RESOUR XCO US 12/22/12 C7 12.1 55.9 0.90 0.0 2000
ELN ELAN CORP-A ELN US 01/18/14 C5 11.9 61.9 5.90 0.0 460
WLL WHITING PET WLL US 01/19/13 P39 11.5 47.2 1.60 -11.1 832
XCO EXCO RESOUR XCO US 12/22/12 P6 11.2 62.8 0.13 30.0 250
WLL WHITING PET WLL US 01/19/13 P40 10.1 46.5 2.00 -2.4 215
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
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QCOM QUALCOMM IN QCOM US 01/19/13 P65 -54.1 22.3 4.30 -42.7 318
QCOM QUALCOMM IN QCOM US 12/22/12 P60 -47.7 25.0 1.26 -64.5 1531
ETE ENERGY TRAN ETE US 01/17/15 P25 -38.6 27.3 0.95 26.7 1110
QCOM QUALCOMM IN QCOM US 12/22/12 P57.5 -33.4 26.9 0.67 -70.3 773
BIP BROOKFIELD BIP US 12/22/12 C35 -33.2 17.6 0.45 -25.0 203
MAKO MAKO SURGIC MAKO US 01/19/13 P12.5 -27.4 66.1 1.00 -25.9 1026
AMCX AMC NETWORK AMCX US 03/16/13 C55 -26.9 33.9 4.00 370.6 335
QCOM QUALCOMM IN QCOM US 01/19/13 P57.5 -25.8 26.2 1.14 -57.0 1626
WFM WHOLE FOODS WFM US 12/22/12 P90 -25.1 27.7 2.55 13.8 211
WFM WHOLE FOODS WFM US 01/19/13 C95 -24.3 26.0 3.20 -49.9 205
EZCH EZCHIP SEMI EZCH US 01/19/13 C37 -23.7 41.3 3.10 24.0 280
QCOM QUALCOMM IN QCOM US 01/19/13 P55 -23.4 27.8 0.64 -61.5 652
WFM WHOLE FOODS WFM US 12/22/12 P92.5 -22.5 27.3 3.63 21.4 386
MNST MONSTER BEV MNST US 12/22/12 P42.5 -21.1 50.2 2.71 -1.8 225
MNST MONSTER BEV MNST US 12/22/12 P37.5 -20.6 54.8 1.09 -12.8 1179
MNST MONSTER BEV MNST US 12/22/12 P45 -20.4 48.9 4.30 13.2 294
MNST MONSTER BEV MNST US 12/22/12 P40 -19.8 52.7 1.70 -10.5 480
MNST MONSTER BEV MNST US 12/22/12 C40 -19.1 55.9 4.92 -30.2 232
QCOM QUALCOMM IN QCOM US 01/19/13 P50 -17.6 30.4 0.19 -67.2 389
MNST MONSTER BEV MNST US 12/22/12 C42.5 -17.4 53.4 3.40 -38.2 202
WFM WHOLE FOODS WFM US 01/19/13 P92.5 -17.4 26.4 4.00 5.3 257
QCOM QUALCOMM IN QCOM US 12/22/12 P50 -17.3 33.3 0.06 -84.2 317
CXW CORRECTIONS CXW US 12/22/12 C30 -17.2 37.3 3.70 -27.4 200
WIN WINDSTREAM WIN US 12/22/12 C9 -16.1 29.1 0.24 -61.9 459
MNST MONSTER BEV MNST US 01/19/13 P40 -16.0 52.5 2.60 -3.7 335
CYS CYS INVESTM CYS US 12/22/12 P13 -15.7 21.5 0.85 -5.6 205
MWW MONSTER WOR MWW US 12/22/12 C7 -14.8 73.6 0.50 66.7 1506
IWM ISHARES-RUS IWM US 12/22/12 P83 -14.4 17.3 4.11 0.5 725
HOGS ZHONGPIN IN HOGS US 12/22/12 C10 -13.8 36.7 0.90 -21.7 780
GSVC GSV CAPITAL GSVC US 12/22/12 C7.5 -13.6 37.4 0.30 -33.3 401
WFM WHOLE FOODS WFM US 01/19/13 P80 -13.4 30.9 0.79 -16.8 271
CBS CBS CORP-B CBS US 12/22/12 C35 -13.1 28.5 1.40 28.4 227
AGU AGRIUM INC AGU US 12/22/12 C85 -12.8 30.4 10.10 -15.1 1060
IWM ISHARES-RUS IWM US 12/22/12 P82 -12.2 18.0 3.50 -2.8 3691
CBS CBS CORP-B CBS US 12/22/12 C33 -12.1 29.9 2.65 39.5 2356
PSTI PLURISTEM T PSTI US 12/22/12 C2.5 -11.7 87.7 0.70 -33.3 272
FMCN FOCUS MEDIA FMCN US 12/22/12 C26 -11.6 30.5 0.60 -25.0 290
WAC WALTER INVE WAC US 12/22/12 P38 -11.3 48.3 0.75 -6.2 200
CNQR CONCUR TECH CNQR US 12/22/12 P55 -11.1 40.2 0.91 33.8 301
CBS CBS CORP-B CBS US 12/22/12 P34 -11.0 29.3 1.00 -31.0 1065
LM LEGG MASON LM US 12/22/12 P24 -11.0 24.6 0.45 50.0 2050
OSIR OSIRIS THER OSIR US 05/18/13 P7.5 -10.9 78.1 1.05 -19.2 392
XLV SPDR-HEALTH XLV US 12/22/12 P38 -10.9 15.5 0.39 14.7 4726
QCOM QUALCOMM IN QCOM US 01/18/14 P60 -10.7 29.5 7.30 -17.5 925
CXO CONCHO RESO CXO US 12/22/12 P80 -10.4 37.2 3.20 56.1 344
UUP POWERSHARES UUP US 12/22/12 C23 -10.4 8.0 0.03 0.0 350
IWM ISHARES-RUS IWM US 12/22/12 P81 -10.1 18.8 2.89 1.8 2683
WIN WINDSTREAM WIN US 01/19/13 C9 -10.0 26.9 0.26 -62.9 494
x - Ex-dividend. * - Ex-earnings.
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