U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Feb 7, 2013
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
=============================================================================
AKAM AKAMAI TECH AKAM US 08/17/13 C28 86.7 42.4 8.15 -35.6 1221
PG PROCTER & G PG US 04/20/13 C60 50.7 28.1 16.10 0.0 461
MUX MCEWEN MINI MUX US 03/16/13 C2 27.5 129.0 1.15 0.0 500
RGP REGENCY ENE RGP US 03/16/13 P22.5 27.4 34.7 0.50 66.7 659
ONNN ON SEMICOND ONNN US 07/20/13 C5 25.7 48.6 3.05 5.2 200
JNK SPDR BARCLA JNK US 06/22/13 P41 25.0 10.0 1.70 3.0 1802
DXJ WISDOMTREE DXJ US 03/16/13 C41 20.1 24.3 1.20 0.0 410
CBG CBRE GROUP CBG US 03/16/13 P20 15.7 39.8 0.10 -50.0 650
MMR MCMORAN EXP MMR US 01/18/14 C15 14.0 17.7 1.55 3.3 400
NS NUSTAR ENER NS US 03/16/13 C50 13.6 22.9 1.40 0.0 254
XLP SPDR-CONS S XLP US 06/22/13 C38 12.3 10.2 0.58 16.0 7510
SPY SPDR S&P 50 SPY US 03/16/13 P157 10.8 9.3 7.73 14.7 553
NLY ANNALY CAPI NLY US 01/18/14 P8 10.4 35.6 0.12 0.0 200
VMED VIRGIN MEDI VMED US 06/22/13 P42 10.2 19.8 0.80 -11.1 1076
XOM EXXON MOBIL XOM US 03/16/13 C87.5 10.2 15.3 1.87 -29.4 406
MU MICRON TECH MU US 03/16/13 C8 10.1 38.7 0.26 -16.1 833
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
AKAM AKAMAI TECH AKAM US 03/16/13 C31 -58.4 36.3 3.90 0.0 202
GMCR GREEN MOUNT GMCR US 03/16/13 P41 -57.0 49.8 1.09 -21.6 201
GMCR GREEN MOUNT GMCR US 03/16/13 P47 -51.9 44.4 3.40 -5.6 288
GMCR GREEN MOUNT GMCR US 03/16/13 P46 -50.9 45.3 2.99 -9.4 282
GMCR GREEN MOUNT GMCR US 03/16/13 P40 -44.7 51.0 0.81 -31.9 488
AKAM AKAMAI TECH AKAM US 03/16/13 C33 -40.7 34.3 2.59 -70.7 234
MAPP MAP PHARMAC MAPP US 06/22/13 P25 -40.0 1.6 0.15 -62.5 871
AKAM AKAMAI TECH AKAM US 03/16/13 C34 -39.5 33.4 1.90 -70.4 444
GMCR GREEN MOUNT GMCR US 03/16/13 P44 -39.4 46.2 1.88 -20.3 463
AKAM AKAMAI TECH AKAM US 03/16/13 C36 -38.3 32.8 0.90 -85.6 991
AKAM AKAMAI TECH AKAM US 03/16/13 P31 -37.7 33.9 0.26 160.0 527
AKAM AKAMAI TECH AKAM US 03/16/13 P32 -36.9 33.2 0.42 0.0 1538
AKAM AKAMAI TECH AKAM US 03/16/13 P33 -36.4 32.6 0.68 172.0 896
AKAM AKAMAI TECH AKAM US 03/16/13 P36 -36.1 31.1 2.00 227.9 379
AKAM AKAMAI TECH AKAM US 03/16/13 P34 -35.6 32.4 1.05 238.7 1178
AKAM AKAMAI TECH AKAM US 03/16/13 P35 -35.5 31.9 1.55 252.3 911
EXC EXELON CORP EXC US 03/16/13 P32 -34.5 18.1 1.15 -41.3 436
GMCR GREEN MOUNT GMCR US 03/16/13 P38 -32.4 54.5 0.53 -38.4 3098
DV DEVRY INC DV US 03/16/13 P30 -30.5 40.8 0.90 0.0 4757
GMCR GREEN MOUNT GMCR US 04/20/13 C45 -30.2 43.5 3.75 -46.4 444
TWO TWO HARBORS TWO US 03/16/13 P12 -28.2 16.3 0.15 0.0 495
IACI IAC/INTERAC IACI US 03/16/13 C45 -28.2 32.9 1.10 -31.2 459
EXC EXELON CORP EXC US 03/16/13 C32 -28.2 19.5 0.35 -25.5 2024
GMCR GREEN MOUNT GMCR US 04/20/13 P46 -27.9 44.0 3.80 -0.8 286
GMCR GREEN MOUNT GMCR US 03/16/13 C45 -27.7 45.7 2.70 -59.9 553
EXC EXELON CORP EXC US 03/16/13 C31 -27.0 20.4 1.25 47.1 380
EXC EXELON CORP EXC US 03/16/13 P31 -27.0 20.5 0.70 -48.9 530
EXC EXELON CORP EXC US 04/20/13 P31 -26.7 19.1 0.98 -40.6 2377
GMCR GREEN MOUNT GMCR US 04/20/13 C47 -26.1 44.0 2.83 -53.6 638
EXC EXELON CORP EXC US 04/20/13 C32 -25.3 18.6 0.64 -14.7 646
EXC EXELON CORP EXC US 04/20/13 C31 -25.3 19.5 1.50 30.4 721
DV DEVRY INC DV US 03/16/13 C30 -24.1 41.7 2.50 316.7 1104
EXC EXELON CORP EXC US 04/20/13 C33 -23.8 18.3 0.40 0.0 347
YELP YELP INC YELP US 03/16/13 C22 -23.6 53.3 1.20 -44.2 435
YELP YELP INC YELP US 03/16/13 P20 -23.6 55.6 1.00 0.0 431
AKAM AKAMAI TECH AKAM US 01/18/14 P25 -23.5 41.9 1.33 104.6 265
YELP YELP INC YELP US 03/16/13 C20 -23.1 55.4 1.75 -45.0 328
MAPP MAP PHARMAC MAPP US 06/22/13 P22.5 -23.1 12.4 0.10 -50.0 872
BG BUNGE LTD BG US 03/16/13 P70 -22.9 20.8 1.00 400.0 445
EXC EXELON CORP EXC US 03/16/13 P30 -22.8 22.9 0.40 -61.9 244
FMC FMC CORP FMC US 03/16/13 C60 -22.6 17.3 1.30 -50.0 300
BG BUNGE LTD BG US 03/16/13 P75 -22.0 17.1 2.15 230.8 204
BG BUNGE LTD BG US 03/16/13 C75 -21.4 17.2 0.55 -88.5 540
GMCR GREEN MOUNT GMCR US 03/16/13 P43 -20.8 47.5 1.60 -20.0 304
AAP ADVANCE AUT AAP US 03/16/13 C80 -20.1 26.6 1.70 79.0 662
XOM EXXON MOBIL XOM US 01/17/15 C50 -19.9 32.5 38.15 -4.0 249
WFR MEMC ELEC M WFR US 04/20/13 C1.5 -19.7 147.2 2.88 63.6 282
EXC EXELON CORP EXC US 07/20/13 P30 -19.7 19.1 1.12 -34.1 431
NTES NETEASE INC NTES US 03/16/13 C49 -19.4 30.5 1.90 111.1 230
AIZ ASSURANT IN AIZ US 03/16/13 P37.5 -19.1 23.3 0.64 -36.0 242
DV DEVRY INC DV US 03/16/13 P25 -18.9 47.8 0.10 -92.9 444
EXC EXELON CORP EXC US 04/20/13 P30 -18.9 21.2 0.55 -54.2 2027
TEVA TEVA PHARM- TEVA US 03/16/13 C37.5 -18.3 16.0 0.85 -31.4 430
ALL ALLSTATE CO ALL US 03/16/13 C44 -18.2 18.4 1.20 -11.8 460
V VISA INC-CL V US 03/16/13 C155 -17.7 19.2 5.25 -34.4 914
SNI SCRIPPS NET SNI US 03/16/13 P60 -17.7 23.4 2.30 64.3 289
V VISA INC-CL V US 03/16/13 P150 -17.5 20.9 1.35 -1.5 1642
TEVA TEVA PHARM- TEVA US 03/16/13 P37.5 -17.1 16.1 0.70 -1.4 227
V VISA INC-CL V US 03/16/13 P155 -17.1 19.3 2.69 11.2 676
MAPP MAP PHARMAC MAPP US 09/21/13 P22.5 -16.8 10.8 0.20 -20.0 261
PTEN PATTERSON-U PTEN US 03/16/13 P23 -16.4 25.6 1.10 0.0 4671
MAPP MAP PHARMAC MAPP US 03/16/13 C25 -16.2 3.9 0.05 0.0 2296
DBA POWERSHARES DBA US 03/16/13 C27 -16.1 10.8 0.45 -25.0 8860
ALL ALLSTATE CO ALL US 03/16/13 P44 -16.0 18.5 0.79 -35.8 236
PTEN PATTERSON-U PTEN US 03/16/13 C23 -15.9 26.3 0.50 194.1 697
V VISA INC-CL V US 03/16/13 C160 -15.9 18.5 2.66 -42.8 1449
IACI IAC/INTERAC IACI US 04/20/13 C45 -15.9 32.1 1.85 -7.5 220
IRBT IROBOT CORP IRBT US 06/22/13 P20 -15.8 40.8 1.65 54.2 628
V VISA INC-CL V US 03/16/13 P145 -15.6 23.6 0.84 2.4 409
MAPP MAP PHARMAC MAPP US 03/16/13 P22.5 -15.5 24.0 0.10 -33.3 273
GMCR GREEN MOUNT GMCR US 06/22/13 P45 -15.1 53.4 5.77 7.7 1327
SNE SONY CORP-A SNE US 03/16/13 P14 -15.1 42.4 0.40 33.3 240
BG BUNGE LTD BG US 04/20/13 C75 -15.1 16.3 1.00 -81.1 564
ELN ELAN CORP-A ELN US 03/16/13 C10 -15.0 27.7 0.25 25.0 1309
GMCR GREEN MOUNT GMCR US 06/22/13 C45 -14.5 52.3 5.60 -37.1 1455
AKAM AKAMAI TECH AKAM US 05/18/13 P33 -14.0 40.0 2.00 141.0 210
V VISA INC-CL V US 03/16/13 C165 -13.9 18.0 1.09 -55.9 374
AKAM AKAMAI TECH AKAM US 05/18/13 P35 -13.6 39.1 3.00 130.8 531
NWSA NEWS CORP-A NWSA US 04/20/13 C28 -13.5 20.4 0.70 -41.7 674
GMCR GREEN MOUNT GMCR US 06/22/13 P38 -13.3 55.8 2.82 11.5 301
LBTYA LIBERTY GLO LBTYA US 03/16/13 C65 -13.2 24.1 3.10 10.7 465
GMCR GREEN MOUNT GMCR US 06/22/13 P39 -12.8 55.3 3.05 2.4 205
GMCR GREEN MOUNT GMCR US 06/22/13 P44 -12.8 53.4 5.40 13.7 404
EDU NEW ORIENTA EDU US 03/16/13 C17 -12.7 33.1 0.60 -14.3 600
EXC EXELON CORP EXC US 07/20/13 C33 -12.7 18.4 0.70 16.7 747
AEE AMEREN CORP AEE US 06/22/13 P30 -12.4 15.0 0.60 9.1 513
LBTYA LIBERTY GLO LBTYA US 03/16/13 C70 -12.4 21.9 0.70 -6.7 205
TRLG TRUE RELIGI TRLG US 04/20/13 P27 -12.2 37.4 1.30 -68.3 202
SBH SALLY BEAUT SBH US 03/16/13 P25 -12.1 25.8 0.30 -25.0 207
EXC EXELON CORP EXC US 03/16/13 C29 -11.8 29.2 2.75 25.0 402
HYG ISH-IBOXX H HYG US 06/22/13 P95 -11.7 7.1 4.60 0.0 1150
PTEN PATTERSON-U PTEN US 03/16/13 P22 -11.7 27.4 0.75 0.0 374
XOM EXXON MOBIL XOM US 03/16/13 P90 -11.6 14.3 2.91 44.8 266
GPS GAP INC/THE GPS US 03/16/13 P29 -11.5 37.9 0.36 9.1 1188
NWSA NEWS CORP-A NWSA US 04/20/13 P28 -11.5 20.2 1.37 19.1 610
GMCR GREEN MOUNT GMCR US 06/22/13 P43 -11.3 54.3 5.00 14.9 462
DELL DELL INC DELL US 03/16/13 C14 -11.2 11.8 0.04 -42.9 1505
LBTYA LIBERTY GLO LBTYA US 03/16/13 P65 -11.1 24.4 1.50 -26.8 500
DELL DELL INC DELL US 04/20/13 C13 -10.9 13.2 0.62 1.6 836
ALL ALLSTATE CO ALL US 04/20/13 C46 -10.9 17.2 0.79 2.6 315
KCG KNIGHT CAPI KCG US 01/17/15 P2 -10.6 30.4 0.05 -37.5 200
S SPRINT NEXT S US 05/18/13 P5.5 -10.6 26.6 0.34 -2.9 5065
NLY ANNALY CAPI NLY US 03/16/13 P15 -10.5 14.3 0.47 38.2 253
PSSI PSS WORLD M PSSI US 03/16/13 P25 -10.5 30.6 0.05 0.0 342
KGC KINROSS GOL KGC US 01/18/14 P8 -10.5 33.0 0.99 -5.7 1420
NLY ANNALY CAPI NLY US 03/16/13 C15 -10.4 14.2 0.12 -53.9 314
GPS GAP INC/THE GPS US 03/16/13 P30 -10.3 36.6 0.65 35.4 266
x - Ex-dividend. * - Ex-earnings.
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