U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Dec 31, 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
=============================================================================
SPY SPDR S&P 50 SPY US 01/25/13 C140 129.8 18.9 3.07 24.3 492
SPY SPDR S&P 50 SPY US 01/19/13 C137 86.0 22.0 4.86 21.5 754
SPY SPDR S&P 50 SPY US 02/16/13 C142 63.6 17.5 2.85 22.3 6095
XLE SPDR-ENERGY XLE US 01/19/13 C68 47.1 25.4 2.77 19.4 215
SPY SPDR S&P 50 SPY US 03/16/13 C140 45.7 18.0 4.77 10.9 4359
SPY SPDR S&P 50 SPY US 03/16/13 C137 42.4 19.4 6.83 2.4 246
F FORD MOTOR F US 01/19/13 C11 40.7 50.1 1.88 -1.1 778
QQQ POWERSH-QQQ QQQ US 01/19/13 P66 39.0 19.5 2.14 -22.2 670
SPY SPDR S&P 50 SPY US 03/16/13 C145 37.7 16.0 2.21 10.5 598
SPY SPDR S&P 50 SPY US 02/16/13 C139 37.1 19.0 4.64 20.2 902
SPY SPDR S&P 50 SPY US 02/16/13 C138 35.8 19.6 5.18 7.5 799
XLF SPDR-FINL S XLF US 03/16/13 C15 35.1 24.9 1.47 1.4 243
XLE SPDR-ENERGY XLE US 01/19/13 C71 34.9 21.8 0.93 5.7 589
BMY BRISTOL-MYE BMY US 01/19/13 P32 34.7 23.3 0.53 -33.8 353
VXX IPATH-S&P S VXX US 02/16/13 P31 34.4 76.7 1.99 3.1 213
XLE SPDR-ENERGY XLE US 02/16/13 C64 33.0 26.5 6.60 0.0 330
XLF SPDR-FINL S XLF US 01/19/13 C16 31.5 24.3 0.47 11.9 361
EEM ISHARES-EMG EEM US 01/19/13 C43 30.9 22.3 1.47 15.8 740
RRD RR DONNELLE RRD US 01/19/13 C7.5 28.6 64.1 1.35 3.9 207
BMY BRISTOL-MYE BMY US 01/19/13 P31 28.6 24.8 0.22 -38.9 255
SPY SPDR S&P 50 SPY US 01/19/13 C139 27.6 20.4 3.42 22.1 3996
F FORD MOTOR F US 03/16/13 C10 26.7 37.7 2.87 -0.3 542
DIA SPDR DJIA T DIA US 01/19/13 C128 26.0 19.0 2.80 -6.3 287
PBI PITNEY BOWE PBI US 01/19/13 C10 26.0 46.1 0.70 7.7 450
SPY SPDR S&P 50 SPY US 02/16/13 C144 25.5 16.5 1.89 21.9 3208
EEM ISHARES-EMG EEM US 01/19/13 C43.5 25.0 21.2 1.09 16.0 474
BMY BRISTOL-MYE BMY US 01/19/13 P29 24.7 34.3 0.07 -12.5 445
SPY SPDR S&P 50 SPY US 02/16/13 C143 24.0 17.0 2.34 17.6 2134
SPY SPDR S&P 50 SPY US 01/19/13 C140 22.9 19.8 2.78 26.4 29299
BAC BANK OF AME BAC US 01/19/13 C9 22.7 58.9 2.45 2.5 265
SPY SPDR S&P 50 SPY US 02/16/13 C141 22.3 18.0 3.40 18.9 5044
T AT&T INC T US 01/19/13 C35 22.1 19.6 0.06 20.0 567
SPY SPDR S&P 50 SPY US 02/16/13 C140 22.1 18.5 4.03 21.0 3162
SPY SPDR S&P 50 SPY US 03/16/13 C130 21.9 22.3 12.25 2.2 295
EEM ISHARES-EMG EEM US 01/19/13 C45 21.8 18.7 0.35 40.0 1489
XME SPDR S&P ME XME US 01/19/13 C44 21.8 27.7 1.15 11.7 584
XLE SPDR-ENERGY XLE US 01/19/13 C72 21.7 21.0 0.56 -15.2 5408
MAKO MAKO SURGIC MAKO US 02/16/13 C10 20.6 87.1 2.95 18.0 399
SPY SPDR S&P 50 SPY US 03/16/13 C138 20.3 19.0 6.12 11.9 552
LPX LOUISIANA-P LPX US 01/19/13 C20 20.3 44.4 0.40 60.0 1789
FCX FREEPORT-MC FCX US 01/19/13 P24 19.5 67.5 0.02 0.0 2598
NOK NOKIA CORP- NOK US 01/19/13 C3.5 17.8 65.4 0.48 20.0 747
YHOO YAHOO! INC YHOO US 01/19/13 C15 17.7 68.4 4.65 1.1 296
BCS BARCLAYS PL BCS US 01/19/13 C17.5 17.3 31.3 0.25 25.0 7482
FMCN FOCUS MEDIA FMCN US 01/19/13 P22 17.3 53.7 0.10 -33.3 1134
DIA SPDR DJIA T DIA US 01/19/13 C130 17.0 17.4 1.56 -2.5 272
SPY SPDR S&P 50 SPY US 03/16/13 C143 17.0 16.8 3.12 11.8 587
XLE SPDR-ENERGY XLE US 02/16/13 C67.5 16.6 23.3 3.80 0.0 240
XME SPDR S&P ME XME US 01/19/13 C45 16.6 27.2 0.72 14.3 3332
CBOE CBOE HOLDIN CBOE US 01/19/13 P27.25 16.5 32.7 0.15 50.0 400
BAC BANK OF AME BAC US 01/19/13 P9 16.1 62.5 0.02 0.0 254
IWM ISHARES-RUS IWM US 01/19/13 C81 16.0 24.8 3.07 1.3 390
FMCN FOCUS MEDIA FMCN US 01/19/13 C23 15.9 43.4 2.80 0.0 200
NOK NOKIA CORP- NOK US 01/19/13 P3.5 15.5 71.3 0.08 -20.0 696
SPY SPDR S&P 50 SPY US 03/28/13 C142 15.5 17.3 3.82 -3.3 210
QCOM QUALCOMM IN QCOM US 01/19/13 P50 15.4 50.1 0.09 28.6 713
QCOM QUALCOMM IN QCOM US 01/19/13 P45 15.3 65.8 0.06 50.0 800
BMY BRISTOL-MYE BMY US 02/16/13 P32 15.2 20.5 0.85 -19.8 342
XLU SPDR-UTIL S XLU US 01/19/13 C35 15.2 14.7 0.24 -4.0 1558
WLT WALTER ENER WLT US 01/19/13 P30 15.2 72.0 0.45 -21.1 314
ZNGA ZYNGA INC- ZNGA US 02/16/13 P2.5 14.4 81.0 0.34 3.0 1633
SIRI SIRIUS XM R SIRI US 01/19/13 C2.5 14.3 59.6 0.41 -2.4 349
PBI PITNEY BOWE PBI US 01/18/14 C10 14.1 39.2 1.40 21.7 868
CAG CONAGRA FOO CAG US 01/19/13 C30 13.9 18.2 0.15 -25.0 2021
SPY SPDR S&P 50 SPY US 03/16/13 C136 13.9 19.8 7.51 0.5 204
GDXJ MARKET VECT GDXJ US 01/19/13 C19.63 13.6 42.6 0.65 30.0 509
SPY SPDR S&P 50 SPY US 01/19/13 C143 13.5 17.7 1.22 29.8 22908
EEM ISHARES-EMG EEM US 02/16/13 C44 13.5 20.7 1.31 14.9 242
DIA SPDR DJIA T DIA US 01/19/13 C131 13.4 16.7 1.14 14.0 519
KO COCA-COLA C KO US 01/19/13 C37.5 13.4 18.8 0.10 -23.1 225
ABT ABBOTT LABS ABT US 01/19/13 C62.5 13.3 20.1 2.32 0.9 323
EEM ISHARES-EMG EEM US 03/16/13 C43 13.0 22.2 2.27 19.5 326
FXI ISHARES FTS FXI US 01/19/13 P32 12.9 48.2 0.03 0.0 4124
WLT WALTER ENER WLT US 01/19/13 P32.5 12.6 68.2 0.95 -25.8 443
BAC BANK OF AME BAC US 01/19/13 C10 12.5 49.1 1.49 4.2 3029
GPS GAP INC/THE GPS US 01/19/13 C31 12.4 40.8 0.89 2.3 3647
ROST ROSS STORES ROST US 01/19/13 P52.5 12.3 31.8 1.10 0.0 2448
LOW LOWE'S COS LOW US 01/19/13 P24 12.2 83.2 0.04 33.3 320
T AT&T INC T US 01/19/13 P26 12.1 56.2 0.04 0.0 303
QCOM QUALCOMM IN QCOM US 01/19/13 P43 12.1 72.3 0.04 33.3 307
SPY SPDR S&P 50 SPY US 01/19/13 C144 11.8 17.0 0.83 27.7 20109
IWM ISHARES-RUS IWM US 01/19/13 C82 11.7 23.4 2.43 12.0 836
QQQ POWERSH-QQQ QQQ US 01/25/13 P61 11.7 25.1 0.50 -10.7 226
JPM JPMORGAN CH JPM US 01/19/13 C39 11.7 42.5 4.20 -2.3 548
MTW MANITOWOC C MTW US 01/19/13 C10 11.7 95.6 5.50 1.9 294
QQQ POWERSH-QQQ QQQ US 02/16/13 P65 11.7 20.1 2.20 -18.5 314
WLT WALTER ENER WLT US 01/19/13 C32.5 11.7 68.1 3.66 40.2 3407
VWO VANGUARD MS VWO US 01/19/13 P44 11.6 20.0 0.70 -6.7 336
GPS GAP INC/THE GPS US 01/19/13 C30 11.5 41.8 1.38 -4.8 222
SON SONOCO PROD SON US 01/19/13 C30 11.5 19.2 0.30 0.0 654
MWW MONSTER WOR MWW US 01/19/13 P5 11.4 61.3 0.11 10.0 900
FCX FREEPORT-MC FCX US 01/19/13 P25 11.3 60.0 0.03 0.0 643
SAN BANCO SANTA SAN US 02/16/13 C7 11.2 44.9 1.10 15.8 200
MCD MCDONALDS C MCD US 01/19/13 C90 11.2 16.8 0.32 -25.6 648
EEM ISHARES-EMG EEM US 03/16/13 C44 11.2 21.1 1.63 8.0 211
PENN PENN NATL G PENN US 01/19/13 C50 11.2 27.3 0.77 54.0 255
KORS MICHAEL KOR KORS US 01/19/13 C47 11.1 62.4 3.90 -2.5 400
ROST ROSS STORES ROST US 01/19/13 P48.75 11.1 36.7 0.25 -16.7 595
MLNX MELLANOX TE MLNX US 01/19/13 P55 11.1 109.2 3.70 8.8 219
AAPL APPLE INC AAPL US 01/19/13 P420 10.9 54.0 0.96 -15.8 555
CPHD CEPHEID INC CPHD US 01/19/13 C30 10.8 44.4 4.00 21.2 263
ARMH ARM HOLDING ARMH US 01/19/13 C37 10.7 35.0 1.45 16.0 301
EMR EMERSON ELE EMR US 01/19/13 C52.5 10.7 22.1 0.81 -19.0 240
XRT SPDR S&P RE XRT US 01/19/13 P54 10.7 34.6 0.08 0.0 3023
ZNGA ZYNGA INC- ZNGA US 02/16/13 C2.5 10.7 84.7 0.23 15.0 4065
QIHU QIHOO 360 T QIHU US 01/19/13 C28 10.6 50.1 1.96 106.3 257
FCX FREEPORT-MC FCX US 01/19/13 P23 10.5 70.3 0.02 0.0 687
SPY SPDR S&P 50 SPY US 01/19/13 C141 10.5 19.1 2.17 29.2 8472
P PANDORA MED P US 02/16/13 C9 10.4 70.5 0.90 9.8 608
EEM ISHARES-EMG EEM US 02/16/13 C44.5 10.3 20.1 1.07 13.8 1013
INTC INTEL CORP INTC US 01/19/13 P17.5 10.3 47.6 0.07 0.0 213
ECL ECOLAB INC ECL US 01/19/13 P70 10.2 19.3 0.85 0.0 202
DIA SPDR DJIA T DIA US 01/19/13 C132 10.2 15.9 0.77 8.4 508
AAPL APPLE INC AAPL US 01/19/13 P400 10.1 59.1 0.48 -31.4 394
SPY SPDR S&P 50 SPY US 02/16/13 C147 10.1 15.2 0.92 4.5 844
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
QQQ POWERSH-QQQ QQQ US 01/25/13 P54 -57.2 35.1 0.07 0.0 300
SPY SPDR S&P 50 SPY US 01/25/13 P142 -49.0 17.4 3.36 -18.1 1077
SPY SPDR S&P 50 SPY US 02/01/13 P120 -48.1 30.8 0.22 -35.3 375
SPY SPDR S&P 50 SPY US 01/25/13 P128 -45.6 26.7 0.40 -11.1 501
SPY SPDR S&P 50 SPY US 02/01/13 P129 -40.5 24.9 0.65 -16.7 213
SPY SPDR S&P 50 SPY US 02/01/13 P130 -37.7 24.3 0.70 -33.3 499
SPY SPDR S&P 50 SPY US 01/19/13 P143 -37.6 17.3 3.67 -28.0 1276
SPY SPDR S&P 50 SPY US 01/25/13 P131 -34.5 24.5 0.73 15.9 250
SPY SPDR S&P 50 SPY US 02/16/13 P143 -33.5 16.6 4.70 -21.7 225
SPY SPDR S&P 50 SPY US 01/25/13 P141 -32.8 18.1 2.88 -21.1 289
SPY SPDR S&P 50 SPY US 01/25/13 P139 -32.4 19.3 2.18 -23.2 549
SPY SPDR S&P 50 SPY US 01/19/13 P146 -31.5 15.6 5.90 -16.9 308
SPY SPDR S&P 50 SPY US 02/16/13 P139 -31.2 18.7 2.97 -17.5 3125
XLB SPDR-MATERI XLB US 02/16/13 P36 -30.6 22.2 0.74 -1.3 215
SPY SPDR S&P 50 SPY US 02/01/13 P136 -30.5 20.8 1.69 -12.9 2190
SPY SPDR S&P 50 SPY US 02/16/13 P142 -30.5 17.2 4.20 -24.3 448
SPY SPDR S&P 50 SPY US 02/16/13 P138 -29.6 19.2 2.65 -23.2 3363
AMJ JPM-ALERIAN AMJ US 02/16/13 C39 -29.2 11.7 0.30 -33.3 205
IWM ISHARES-RUS IWM US 02/16/13 P54 -29.0 45.6 0.01 -50.0 400
IWM ISHARES-RUS IWM US 01/19/13 P86 -28.6 19.2 3.30 -4.9 210
XLF SPDR-FINL S XLF US 02/16/13 P17 -28.4 20.0 0.95 -1.0 711
DIA SPDR DJIA T DIA US 01/19/13 P131 -26.1 16.7 3.15 -13.7 1088
SPY SPDR S&P 50 SPY US 12/21/13 P75 -25.9 33.5 0.50 13.6 510
SPY SPDR S&P 50 SPY US 02/01/13 P139 -25.5 19.0 2.43 -24.1 339
QQQ POWERSH-QQQ QQQ US 01/25/13 C67 -24.8 18.6 0.37 -9.8 1567
SPY SPDR S&P 50 SPY US 01/19/13 P141 -24.4 18.8 2.58 -33.9 8055
SPY SPDR S&P 50 SPY US 02/16/13 P140 -24.4 18.2 3.33 -26.0 14796
QQQ POWERSH-QQQ QQQ US 01/18/14 P35 -24.2 33.2 0.29 11.5 1049
SPY SPDR S&P 50 SPY US 02/16/13 P134 -24.0 21.3 1.65 -35.8 1084
SPY SPDR S&P 50 SPY US 01/19/13 P142 -23.3 18.0 3.11 -28.7 3616
XLE SPDR-ENERGY XLE US 01/19/13 P70 -23.2 22.9 1.43 -12.3 548
SPY SPDR S&P 50 SPY US 03/16/13 P133 -22.9 20.9 2.47 -0.4 553
DIA SPDR DJIA T DIA US 01/19/13 P130 -22.0 17.4 2.55 -23.4 264
VXX IPATH-S&P S VXX US 02/16/13 P22 -21.0 65.4 0.05 -16.7 507
XLB SPDR-MATERI XLB US 01/19/13 P37 -20.7 21.3 0.65 -24.4 1017
SPY SPDR S&P 50 SPY US 02/16/13 P131 -20.5 23.0 1.19 -30.0 2636
XLE SPDR-ENERGY XLE US 01/19/13 P67 -20.2 26.5 0.54 -28.0 497
XLB SPDR-MATERI XLB US 01/19/13 C37 -19.9 21.2 0.77 4.0 5407
BMY BRISTOL-MYE BMY US 01/19/13 C32 -19.7 14.3 0.60 76.5 264
XLE SPDR-ENERGY XLE US 01/19/13 P69 -18.9 23.9 1.03 -14.9 228
IWM ISHARES-RUS IWM US 01/19/13 P84 -18.4 21.3 1.97 -30.9 3440
SPY SPDR S&P 50 SPY US 03/16/13 P136 -18.3 19.7 3.17 -3.1 885
SPY SPDR S&P 50 SPY US 03/16/13 P140 -18.0 17.9 4.53 -17.6 2102
SPY SPDR S&P 50 SPY US 01/19/13 P119 -17.8 35.8 0.08 -38.5 346
SPY SPDR S&P 50 SPY US 02/16/13 P130 -17.1 23.5 1.06 -32.5 5658
DIA SPDR DJIA T DIA US 01/19/13 P128 -16.8 19.0 1.70 -24.4 1019
SPY SPDR S&P 50 SPY US 02/16/13 P137 -16.3 19.8 2.36 -23.9 1184
QQQ POWERSH-QQQ QQQ US 01/25/13 C64 -16.1 21.4 1.60 31.1 542
XME SPDR S&P ME XME US 01/19/13 P44 -16.0 28.2 0.95 -26.4 3151
SPY SPDR S&P 50 SPY US 01/19/13 P110 -15.9 43.7 0.03 -40.0 2249
SPY SPDR S&P 50 SPY US 01/19/13 P131 -15.4 26.2 0.45 -62.8 1390
XLF SPDR-FINL S XLF US 03/16/13 P16 -15.3 21.7 0.57 0.0 31021
SPY SPDR S&P 50 SPY US 03/16/13 P132 -14.9 21.3 2.30 -8.0 314
BMY BRISTOL-MYE BMY US 01/19/13 C34 -14.9 15.4 0.04 33.3 375
DIA SPDR DJIA T DIA US 01/19/13 P127 -14.8 19.8 1.38 -18.8 884
SPY SPDR S&P 50 SPY US 03/28/13 P127 -14.6 23.1 1.90 -4.0 322
SPY SPDR S&P 50 SPY US 02/16/13 P120 -13.9 28.8 0.36 -25.0 676
IWM ISHARES-RUS IWM US 01/19/13 P83 -13.3 22.7 1.49 -32.3 1206
SPY SPDR S&P 50 SPY US 01/19/13 P100 -13.2 53.7 0.01 -50.0 508
DIA SPDR DJIA T DIA US 01/19/13 P126 -13.1 20.6 1.10 -29.0 2353
SPY SPDR S&P 50 SPY US 01/19/13 P122 -13.1 33.3 0.11 -38.9 574
XLF SPDR-FINL S XLF US 01/19/13 P16 -13.0 24.0 0.28 -15.2 1891
RF REGIONS FIN RF US 01/19/13 C5 -12.6 69.4 2.00 -0.5 210
QQQ POWERSH-QQQ QQQ US 01/19/13 C61 -12.5 26.2 3.68 13.2 221
SPY SPDR S&P 50 SPY US 06/22/13 C146 -12.3 16.3 3.84 9.7 297
SPY SPDR S&P 50 SPY US 04/20/13 C139 -12.2 18.5 6.28 0.8 387
SPY SPDR S&P 50 SPY US 03/16/13 P141 -12.2 17.5 4.97 -17.2 385
IWM ISHARES-RUS IWM US 02/16/13 P82 -12.2 22.3 1.97 -23.9 7311
SPY SPDR S&P 50 SPY US 01/19/13 P123 -12.2 32.6 0.13 -27.8 408
SPY SPDR S&P 50 SPY US 01/19/13 P139 -12.0 20.2 1.84 -33.6 9155
CVC CABLEVISION CVC US 03/16/13 C14 -11.9 34.4 1.20 26.3 864
QQQ POWERSH-QQQ QQQ US 04/20/13 P65 -11.9 19.9 3.27 -4.1 201
DIA SPDR DJIA T DIA US 01/19/13 P125 -11.8 21.4 0.94 -24.8 2620
EEM ISHARES-EMG EEM US 01/19/13 P44 -11.8 20.2 0.78 -16.1 628
SPY SPDR S&P 50 SPY US 02/16/13 P124 -11.3 26.7 0.57 -23.0 245
SPY SPDR S&P 50 SPY US 03/16/13 P134 -11.3 20.5 2.64 -20.5 2057
MO ALTRIA GROU MO US 01/19/13 C22.5 -11.3 58.8 8.60 -5.9 290
SPY SPDR S&P 50 SPY US 02/16/13 P132 -11.2 22.4 1.33 -24.9 795
SPY SPDR S&P 50 SPY US 02/16/13 P135 -11.2 20.8 1.87 -29.7 3221
SPY SPDR S&P 50 SPY US 12/21/13 P80 -11.0 32.3 0.69 9.5 610
ITUB ITAU UNIBAN ITUB US 01/17/15 P8 -10.8 37.4 0.30 0.0 1059
QQQ POWERSH-QQQ QQQ US 04/20/13 C65 -10.7 19.9 2.37 12.9 279
SPY SPDR S&P 50 SPY US 03/16/13 P135 -10.7 20.1 2.89 -22.9 759
BMY BRISTOL-MYE BMY US 01/19/13 C33 -10.4 15.4 0.18 80.0 1582
IWM ISHARES-RUS IWM US 01/19/13 P82 -10.3 23.9 1.18 -37.9 15059
DIA SPDR DJIA T DIA US 02/16/13 C130 -10.3 16.4 2.48 -8.2 241
IWM ISHARES-RUS IWM US 02/16/13 P83 -10.2 21.4 2.51 -11.9 271
CLSN CELSION COR CLSN US 02/16/13 C2.5 -10.2 348.3 5.60 -3.1 200
SPY SPDR S&P 50 SPY US 06/22/13 P129 -10.0 21.5 3.84 0.0 260
x - Ex-dividend. * - Ex-earnings.
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