U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Feb 13, 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
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VCLK VALUECLICK VCLK US 03/16/13 C23 28.9 42.9 0.64 82.9 445
VNDA VANDA PHARM VNDA US 03/16/13 P3 27.4 105.1 0.05 0.0 281
VCLK VALUECLICK VCLK US 03/16/13 C22 24.9 43.1 1.03 37.3 279
AEIS ADV ENERGY AEIS US 03/16/13 C17.5 21.4 29.6 0.68 240.0 224
GTI GRAFTECH IN GTI US 03/16/13 P7.5 21.3 75.7 0.10 0.0 205
BAC BANK OF AME BAC US 03/16/13 C10 19.2 43.4 2.33 3.1 485
LYV LIVE NATION LYV US 03/16/13 P11 17.1 42.2 0.75 0.0 1045
AEIS ADV ENERGY AEIS US 03/16/13 P17.5 16.9 30.7 0.50 0.0 224
FTE FRANCE TELE FTE US 03/16/13 C10 16.7 41.8 0.70 -12.5 315
GE GENERAL ELE GE US 03/16/13 C21 16.0 23.2 2.34 47.2 365
LINE LINN ENERGY LINE US 03/16/13 P36 15.4 25.5 0.90 50.0 694
IOC INTEROIL CO IOC US 03/16/13 P55 14.7 89.3 1.58 -16.8 936
LNCO LINN CO LLC LNCO US 05/18/13 P35 14.1 25.7 1.30 30.0 310
MM MILLENNIAL MM US 03/16/13 C10 14.0 82.8 2.70 28.6 307
GE GENERAL ELE GE US 03/16/13 P22 14.0 19.3 0.13 -50.0 6458
IOC INTEROIL CO IOC US 03/16/13 P62.5 13.8 85.6 3.68 -21.7 638
GE GENERAL ELE GE US 03/16/13 C22 13.7 18.6 1.34 86.1 12474
LINE LINN ENERGY LINE US 03/16/13 P35 13.4 26.2 0.52 48.6 1321
LO LORILLARD I LO US 03/16/13 P33.33 13.3 48.3 0.12 -42.9 210
IOC INTEROIL CO IOC US 03/16/13 P52.5 13.2 91.6 1.08 -25.5 576
MNST MONSTER BEV MNST US 03/16/13 P40 13.1 75.3 0.95 -5.0 738
IOC INTEROIL CO IOC US 03/16/13 P60 12.8 86.6 2.90 -15.9 238
MNST MONSTER BEV MNST US 03/16/13 C47.5 12.7 61.9 3.91 45.4 2156
RMTI ROCKWELL ME RMTI US 03/16/13 C5 12.5 76.0 0.65 44.4 400
IOC INTEROIL CO IOC US 03/16/13 C70 12.4 85.6 6.45 75.3 251
HCA HCA HOLDING HCA US 03/16/13 P38.5 12.1 27.1 2.14 -19.2 905
IOC INTEROIL CO IOC US 03/16/13 C65 12.1 84.8 8.95 59.8 540
LINE LINN ENERGY LINE US 03/16/13 P34 11.9 28.2 0.35 75.0 458
MYGN MYRIAD GENE MYGN US 03/16/13 P22 11.8 41.1 0.25 66.7 553
IOC INTEROIL CO IOC US 03/16/13 P72.5 11.7 85.9 8.70 -38.7 320
MNST MONSTER BEV MNST US 03/16/13 P47.5 11.6 61.4 3.00 -11.8 416
PVR PVR PARTNER PVR US 03/16/13 P25 11.4 23.7 0.30 0.0 582
MNST MONSTER BEV MNST US 03/16/13 P45 11.4 65.0 2.02 -14.8 944
BP BP PLC-ADR BP US 07/20/13 C44 11.2 19.6 1.43 -7.7 249
MNST MONSTER BEV MNST US 03/16/13 P42.5 11.1 69.6 1.40 -9.7 1030
HCA HCA HOLDING HCA US 03/16/13 P35.5 11.0 28.6 0.70 0.0 268
BAC BANK OF AME BAC US 01/18/14 C7 10.9 43.5 5.40 0.9 843
IOC INTEROIL CO IOC US 03/16/13 C72.5 10.8 86.0 5.65 88.3 377
CBG CBRE GROUP CBG US 03/16/13 C22 10.7 25.3 2.65 17.8 1001
MNST MONSTER BEV MNST US 03/16/13 C50 10.4 57.9 2.45 58.1 518
BAC BANK OF AME BAC US 03/01/13 C11.5 10.3 32.1 0.84 5.0 224
CVC CABLEVISION CVC US 03/16/13 C16 10.0 40.3 0.35 40.0 836
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
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AZN ASTRAZENECA AZN US 03/16/13 P47.5 -64.5 13.3 1.55 -27.9 571
NILE BLUE NILE I NILE US 03/16/13 P30 -45.2 40.0 1.65 -25.0 220
BWLD BUFFALO WIL BWLD US 03/16/13 C80 -43.8 27.0 1.55 -68.4 685
BWLD BUFFALO WIL BWLD US 03/16/13 P75 -42.1 29.0 1.37 -37.7 669
MPG MPG OFFICE MPG US 03/16/13 P2.5 -39.5 82.9 0.25 0.0 200
CLF CLIFFS NATU CLF US 03/01/13 P30 -38.7 43.5 1.25 363.0 272
RAX RACKSPACE H RAX US 03/16/13 P55 -36.1 42.2 0.60 106.9 423
CLF CLIFFS NATU CLF US 03/01/13 P30.5 -35.8 43.5 1.80 958.8 233
RAX RACKSPACE H RAX US 03/16/13 P60 -35.6 37.4 1.71 210.9 849
RAX RACKSPACE H RAX US 03/16/13 P65 -35.4 35.3 4.30 258.3 1860
WU WESTERN UNI WU US 03/16/13 C15 -34.1 24.3 0.15 -57.1 536
DF DEAN FOODS DF US 03/16/13 P17 -31.2 27.7 0.55 57.1 275
RAX RACKSPACE H RAX US 03/16/13 C65 -30.3 36.5 1.45 -86.8 1259
RKUS RUCKUS WIRE RKUS US 03/16/13 C22.5 -30.2 72.0 2.00 -58.1 257
CLF CLIFFS NATU CLF US 03/08/13 P29 -29.7 43.9 1.05 0.0 247
RKUS RUCKUS WIRE RKUS US 03/16/13 P20 -28.5 76.5 0.90 26.8 267
DELL DELL INC DELL US 01/17/15 C12 -26.1 11.9 2.10 0.0 288
CLF CLIFFS NATU CLF US 03/16/13 P25 -25.7 49.8 0.25 177.8 400
RAX RACKSPACE H RAX US 03/16/13 C60 -25.7 37.8 3.90 -80.9 310
CLF CLIFFS NATU CLF US 03/16/13 P27 -25.5 45.6 0.55 223.5 1833
CLF CLIFFS NATU CLF US 03/16/13 P26 -24.8 47.4 0.40 300.0 1169
CLF CLIFFS NATU CLF US 03/16/13 P28 -24.5 44.6 0.80 300.0 2101
CLF CLIFFS NATU CLF US 03/16/13 P29 -23.6 43.4 1.21 332.1 288
HSP HOSPIRA INC HSP US 03/16/13 C35 -23.2 27.2 0.85 -37.0 339
PBI PITNEY BOWE PBI US 01/18/14 C10 -22.4 38.8 3.75 -3.9 847
CLF CLIFFS NATU CLF US 03/16/13 P30 -21.1 42.6 1.60 451.7 2846
LLY ELI LILLY & LLY US 01/18/14 C40 -21.1 23.0 13.57 -1.7 341
APKT ACME PACKET APKT US 03/16/13 C30 -20.4 12.4 0.15 -40.0 262
DE DEERE & CO DE US 03/16/13 P92.5 -19.3 17.4 2.15 28.7 302
CLF CLIFFS NATU CLF US 03/16/13 P31 -18.9 41.9 2.49 555.3 385
LO LORILLARD I LO US 03/16/13 C43.33 -18.7 21.6 0.43 207.1 992
CLF CLIFFS NATU CLF US 04/20/13 P24 -18.4 47.3 0.44 193.3 795
DELL DELL INC DELL US 03/16/13 C13 -18.4 14.5 0.93 10.7 215
DE DEERE & CO DE US 03/16/13 C92.5 -17.9 17.7 1.60 -48.4 440
WAG WALGREEN CO WAG US 03/16/13 P41 -17.6 18.3 0.74 5.7 645
DE DEERE & CO DE US 03/16/13 P90 -17.4 18.8 1.14 23.9 573
BP BP PLC-ADR BP US 03/16/13 P43 -17.3 21.5 1.28 16.4 442
CLF CLIFFS NATU CLF US 04/20/13 P25 -17.1 45.9 0.53 178.9 684
DE DEERE & CO DE US 03/16/13 P95 -16.8 17.3 3.65 27.6 270
BP BP PLC-ADR BP US 03/01/13 P42 -16.2 23.9 0.60 25.0 567
CMCSA COMCAST COR CMCSA US 03/16/13 C43 -16.1 18.2 0.27 170.0 259
APKT ACME PACKET APKT US 05/18/13 C30 -15.9 9.9 0.31 -11.4 771
CLF CLIFFS NATU CLF US 04/20/13 P23 -15.8 48.8 0.31 342.9 675
CLF CLIFFS NATU CLF US 04/20/13 P26 -15.6 45.1 0.80 233.3 466
LO LORILLARD I LO US 03/16/13 C41.67 -15.2 23.2 1.08 157.1 394
XLP SPDR-CONS S XLP US 03/16/13 C39 -15.2 8.5 0.02 0.0 275
RAX RACKSPACE H RAX US 06/22/13 P55 -15.1 40.7 2.70 104.5 313
FTI FMC TECHNOL FTI US 03/16/13 P47.5 -14.9 27.1 0.40 -73.3 206
CLF CLIFFS NATU CLF US 04/20/13 P27 -14.9 43.9 1.03 243.3 514
BP BP PLC-ADR BP US 01/18/14 C30 -14.9 31.6 12.89 -3.8 205
WU WESTERN UNI WU US 05/18/13 C13 -14.5 30.7 1.65 -5.7 306
LO LORILLARD I LO US 03/16/13 P41.67 -13.9 23.8 1.22 -58.9 1137
BP BP PLC-ADR BP US 03/16/13 P42 -13.7 22.1 0.81 19.1 1568
SPLS STAPLES INC SPLS US 03/16/13 P12 -13.7 36.2 0.20 -20.0 3012
CLF CLIFFS NATU CLF US 03/16/13 C31 -13.4 43.6 0.97 -83.0 1125
TWO TWO HARBORS TWO US 06/22/13 P10 -13.3 26.9 0.15 0.0 350
LDK LDK SOLAR C LDK US 06/22/13 C1.5 -13.1 105.1 0.57 1.8 320
WU WESTERN UNI WU US 05/18/13 C15 -13.1 26.8 0.50 -16.7 284
WCG WELLCARE HE WCG US 06/22/13 C60 -12.9 33.7 4.80 88.2 337
CLF CLIFFS NATU CLF US 04/20/13 P30 -12.7 42.4 2.27 260.3 424
RAX RACKSPACE H RAX US 06/22/13 P60 -12.6 39.2 5.00 150.0 227
DBA POWERSHARES DBA US 03/16/13 C27 -12.5 9.6 0.15 -40.0 482
ZNGA ZYNGA INC- ZNGA US 03/16/13 P2.5 -12.4 66.5 0.02 -33.3 503
EWC ISHARES-CAN EWC US 03/16/13 C29 -12.3 11.6 0.35 -12.5 300
EMR EMERSON ELE EMR US 03/16/13 P57.5 -12.1 17.3 0.90 -14.3 506
WCG WELLCARE HE WCG US 03/16/13 C50 -11.9 41.5 10.20 100.0 515
PPHM PEREGRINE P PPHM US 07/20/13 C1 -11.7 134.8 1.27 1.6 240
DELL DELL INC DELL US 03/16/13 C14 -11.6 14.0 0.18 -5.3 15259
CMCSA COMCAST COR CMCSA US 03/16/13 C42 -11.0 18.9 0.60 400.0 487
SPLS STAPLES INC SPLS US 03/16/13 C12 -10.9 36.0 1.15 -17.9 385
SPLS STAPLES INC SPLS US 03/16/13 P13 -10.8 33.6 0.55 0.0 400
MAPP MAP PHARMAC MAPP US 09/21/13 C25 -10.8 1.4 0.05 0.0 568
DF DEAN FOODS DF US 06/22/13 C16 -10.7 34.3 1.90 -38.7 7000
CMCSA COMCAST COR CMCSA US 03/16/13 P41 -10.7 19.8 0.78 -65.8 515
DF DEAN FOODS DF US 09/21/13 P15 -10.1 36.2 1.00 33.3 650
XCO EXCO RESOUR XCO US 09/21/13 P6 -10.1 41.2 0.60 -7.7 300
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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