U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Feb 15, 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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CIM CHIMERA INV CIM US 03/16/13 C3 81.2 43.4 0.15 0.0 373
CIM CHIMERA INV CIM US 03/16/13 P3 41.6 45.0 0.10 0.0 28362
SFI ISTAR FINAN SFI US 03/16/13 C10 32.7 39.3 0.90 200.0 225
HLF HERBALIFE L HLF US 03/16/13 C32.5 31.1 95.2 10.50 75.0 412
HNZ HJ HEINZ CO HNZ US 09/21/13 P70 27.7 5.7 0.35 -12.5 504
CIM CHIMERA INV CIM US 06/22/13 P3 23.8 31.8 0.25 25.0 1885
CIM CHIMERA INV CIM US 06/22/13 C3 22.7 30.9 0.20 -20.0 1084
HLF HERBALIFE L HLF US 03/16/13 P32.5 21.4 94.8 0.80 -30.4 398
SPLK SPLUNK INC SPLK US 03/16/13 P30 21.3 64.3 0.55 37.5 1367
HLF HERBALIFE L HLF US 03/16/13 P37.5 20.9 82.6 1.80 -35.7 467
HLF HERBALIFE L HLF US 03/16/13 P35 20.7 85.7 1.10 -38.9 1122
SPLK SPLUNK INC SPLK US 03/16/13 C30 20.3 64.3 5.70 5.6 202
FLO FLOWERS FOO FLO US 03/16/13 P25 20.1 43.4 0.43 115.0 4913
FLO FLOWERS FOO FLO US 07/20/13 P25 19.9 35.0 1.40 52.2 1273
HLF HERBALIFE L HLF US 03/16/13 P41 19.6 77.4 3.30 -34.0 233
SPLK SPLUNK INC SPLK US 03/16/13 P35 19.3 59.3 2.20 4.8 614
HLF HERBALIFE L HLF US 03/16/13 P25 19.3 117.6 0.25 -16.7 229
VMED VIRGIN MEDI VMED US 03/16/13 P45 19.1 14.6 0.70 27.3 269
MNST MONSTER BEV MNST US 03/16/13 P45 18.9 68.3 1.55 -16.2 380
NRF NORTHSTAR R NRF US 09/21/13 P7.5 18.9 30.7 0.40 -4.8 250
FLO FLOWERS FOO FLO US 04/20/13 P25 18.6 37.3 0.68 51.1 661
HLF HERBALIFE L HLF US 03/16/13 P30 18.5 99.3 0.60 -14.3 1257
MNST MONSTER BEV MNST US 03/16/13 P52.5 18.1 59.4 4.40 -25.4 382
MNST MONSTER BEV MNST US 03/16/13 C50 17.1 63.4 3.45 76.9 968
MNST MONSTER BEV MNST US 03/16/13 P50 17.0 62.1 3.20 -33.9 1350
SPLK SPLUNK INC SPLK US 03/16/13 C35 16.9 58.5 2.50 21.9 768
MNST MONSTER BEV MNST US 03/16/13 C52.5 16.6 60.5 2.55 121.7 417
SFD SMITHFIELD SFD US 03/16/13 P22 16.6 40.5 0.45 50.0 2871
JNK SPDR BARCLA JNK US 03/16/13 P40 16.4 8.1 0.20 0.0 817
WPRT WESTPORT IN WPRT US 03/16/13 C31 16.3 51.7 1.25 127.3 312
MNST MONSTER BEV MNST US 03/16/13 P47.5 16.1 65.3 2.25 -22.4 413
GE GENERAL ELE GE US 03/16/13 P24 15.9 17.6 0.93 3.3 397
HLF HERBALIFE L HLF US 03/16/13 C40 15.8 76.9 4.80 140.0 1004
MNST MONSTER BEV MNST US 03/16/13 C47.5 15.7 65.3 5.02 61.9 665
USO UNITED STAT USO US 03/16/13 C36 15.7 18.2 0.21 -36.4 5089
HLF HERBALIFE L HLF US 03/16/13 P40 15.4 77.5 2.50 -40.6 864
ALXA ALEXZA PHAR ALXA US 03/16/13 C4.5 15.3 154.9 0.85 30.8 553
SFD SMITHFIELD SFD US 03/16/13 P24 15.3 36.5 1.20 26.3 1010
HLF HERBALIFE L HLF US 03/16/13 P39 14.8 77.9 2.15 -41.9 201
SIRI SIRIUS XM R SIRI US 03/16/13 C3 14.8 34.5 0.21 -4.5 239
GWW WW GRAINGER GWW US 03/16/13 P230 14.7 17.4 4.10 -39.7 636
DIA SPDR DJIA T DIA US 03/16/13 C140 14.6 9.5 1.24 2.5 844
FAZ DIR FIN BEA FAZ US 03/16/13 C10 14.5 36.6 1.58 -1.2 285
ADM ARCHER-DANI ADM US 03/16/13 P29 14.3 25.4 0.07 -41.7 514
HLF HERBALIFE L HLF US 03/16/13 C44 13.8 73.9 2.78 227.1 455
GSK GLAXOSMITHK GSK US 03/16/13 C47 13.6 15.1 0.15 0.0 422
HLF HERBALIFE L HLF US 03/16/13 C39 13.4 77.0 5.60 124.0 235
ADM ARCHER-DANI ADM US 03/16/13 P30 13.4 22.6 0.15 -37.5 361
HLF HERBALIFE L HLF US 03/16/13 C42.5 12.9 73.0 3.40 200.9 1280
SFI ISTAR FINAN SFI US 04/20/13 C11 12.6 37.0 0.50 354.6 330
MNST MONSTER BEV MNST US 03/16/13 P42.5 12.6 72.4 1.05 -16.0 312
GWW WW GRAINGER GWW US 03/16/13 P220 12.3 19.5 1.20 -52.0 402
OCR OMNICARE IN OCR US 03/16/13 P40 12.3 42.5 2.05 2.5 825
HLF HERBALIFE L HLF US 03/16/13 C37.5 11.8 77.8 6.50 103.1 2849
ADS ALLIANCE DA ADS US 03/16/13 C160 11.8 17.3 1.15 76.9 334
OCR OMNICARE IN OCR US 03/16/13 P37 11.8 43.1 0.80 6.7 450
P PANDORA MED P US 03/16/13 C9 11.8 92.3 4.00 8.1 225
HLF HERBALIFE L HLF US 05/18/13 P20 11.7 100.6 0.60 9.1 10565
GPS GAP INC/THE GPS US 03/16/13 C34 11.7 37.3 0.71 102.9 2318
OCR OMNICARE IN OCR US 03/16/13 P39 11.7 42.5 1.55 3.3 412
GRPN GROUPON INC GRPN US 03/16/13 C4 11.4 99.5 1.92 -2.0 373
USO UNITED STAT USO US 03/16/13 C35.5 11.3 17.9 0.33 -37.7 560
HLF HERBALIFE L HLF US 03/16/13 P20 11.3 130.1 0.10 -37.5 362
WPRT WESTPORT IN WPRT US 03/16/13 C30 11.3 48.1 1.70 100.0 287
HLF HERBALIFE L HLF US 05/18/13 P22.5 11.0 94.2 0.70 -22.2 31276
HLF HERBALIFE L HLF US 05/18/13 C40 10.9 66.5 6.40 100.0 496
MDT MEDTRONIC I MDT US 03/16/13 C47 10.7 28.1 1.42 -0.7 809
DIA SPDR DJIA T DIA US 04/20/13 C138 10.7 11.6 3.35 -0.3 253
HLF HERBALIFE L HLF US 03/16/13 C36 10.6 78.4 7.80 95.0 1929
HLF HERBALIFE L HLF US 05/18/13 P35 10.5 72.9 3.00 -25.6 238
HLF HERBALIFE L HLF US 05/18/13 C37.5 10.4 67.7 7.80 66.0 899
MDT MEDTRONIC I MDT US 03/16/13 C48 10.4 28.0 0.98 -2.0 591
XLF SPDR-FINL S XLF US 03/16/13 C17 10.4 16.0 0.90 0.0 387
HLF HERBALIFE L HLF US 05/18/13 P36 10.2 71.1 3.40 -32.0 519
USO UNITED STAT USO US 03/16/13 P35.5 10.2 17.8 1.26 59.5 668
GPS GAP INC/THE GPS US 03/16/13 C33 10.1 37.7 1.21 98.4 703
MWV MEADWESTVAC MWV US 06/22/13 P32.5 10.0 20.5 0.75 -65.1 200
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
QLIK QLIK TECHNO QLIK US 03/16/13 C26 -38.2 44.4 1.95 156.6 525
QLIK QLIK TECHNO QLIK US 03/16/13 C27 -37.0 45.0 1.33 104.6 831
QLIK QLIK TECHNO QLIK US 03/16/13 C20 -29.9 54.4 6.94 95.5 200
A AGILENT TEC A US 03/16/13 P44 -28.1 19.8 1.82 61.1 280
LOGM LOGMEIN INC LOGM US 09/21/13 P12.5 -26.5 54.5 0.80 0.0 636
A AGILENT TEC A US 03/16/13 C43 -24.5 21.0 1.03 -56.0 471
CBS CBS CORP-B CBS US 03/16/13 C45 -23.9 24.5 1.02 36.0 288
A AGILENT TEC A US 03/16/13 P42 -23.8 22.2 0.73 46.0 722
RHP RYMAN HOSPI RHP US 04/20/13 C45 -21.6 18.8 0.90 -28.0 300
ADM ARCHER-DANI ADM US 03/16/13 P33 -21.4 18.8 1.14 -66.9 330
KOL MKT VECT-CO KOL US 03/16/13 C25 -20.3 17.9 0.57 -32.9 503
SNTS SANTARUS IN SNTS US 05/18/13 C12.5 -20.0 43.3 1.30 -27.8 725
BRCD BROCADE COM BRCD US 03/16/13 C6 -19.8 33.0 0.18 -33.3 342
VFC VF CORP VFC US 03/16/13 C160 -19.6 20.8 1.82 1.1 317
HNZ HJ HEINZ CO HNZ US 01/17/15 C75 -18.4 2.1 0.15 0.0 303
MMR MCMORAN EXP MMR US 03/16/13 C16 -17.6 6.8 0.13 -31.6 356
A AGILENT TEC A US 03/16/13 C42 -16.7 22.2 1.37 0.0 344
ELLI ELLIE MAE I ELLI US 03/16/13 P20 -14.7 72.8 0.75 -50.7 339
SVNT SAVIENT PHA SVNT US 03/16/13 C1 -14.3 63.6 0.09 -10.0 278
BBD BRADESCO-AD BBD US 03/16/13 C19 -13.4 19.5 0.13 44.4 1510
HNZ HJ HEINZ CO HNZ US 03/16/13 P70 -13.3 8.0 0.10 0.0 201
GE GENERAL ELE GE US 03/16/13 C22 -12.9 14.4 1.37 -2.1 350
PSSI PSS WORLD M PSSI US 08/17/13 P25 -12.7 12.4 0.05 0.0 365
GMLP GOLAR LNG P GMLP US 03/16/13 C30 -12.6 32.2 0.75 0.0 250
ADM ARCHER-DANI ADM US 03/16/13 P32 -12.5 19.1 0.69 -32.4 245
CTL CENTURYLINK CTL US 03/16/13 P34 -12.4 21.9 1.90 -20.8 288
A AGILENT TEC A US 05/18/13 C44 -12.2 23.3 1.53 -43.5 407
QLIK QLIK TECHNO QLIK US 05/18/13 C25 -12.2 53.8 4.10 115.8 251
HNZ HJ HEINZ CO HNZ US 01/18/14 C75 -12.0 2.8 0.05 -50.0 447
CTL CENTURYLINK CTL US 03/16/13 C32 -11.8 20.8 1.05 31.2 474
LCC US AIRWAYS LCC US 03/16/13 P14 -11.8 44.5 0.67 -14.1 610
DIA SPDR DJIA T DIA US 03/16/13 P140 -11.7 9.8 1.77 -10.6 398
BBRY RESEARCH IN BBRY US 03/16/13 P8 -11.6 106.0 0.03 -25.0 278
DTV DIRECTV DTV US 03/16/13 P48 -11.4 21.4 0.59 7.3 2281
LCC US AIRWAYS LCC US 09/21/13 C14 -11.3 43.4 1.68 -8.2 206
WMT WAL-MART ST WMT US 04/20/13 C62.5 -11.2 19.4 7.10 0.0 435
A AGILENT TEC A US 05/18/13 P43 -11.0 24.1 2.12 22.5 214
GLW CORNING INC GLW US 03/16/13 C12 -10.9 22.2 1.00 2.0 311
UPL ULTRA PETRO UPL US 03/16/13 P16 -10.6 37.3 0.70 55.6 3307
UPL ULTRA PETRO UPL US 03/16/13 C15 -10.4 40.1 1.14 -44.4 225
DTV DIRECTV DTV US 03/16/13 P49 -10.4 20.4 0.80 1.3 679
LCC US AIRWAYS LCC US 03/16/13 C14 -10.3 43.1 0.70 -5.4 1199
NEM NEWMONT MIN NEM US 04/20/13 C37 -10.2 29.9 6.35 -15.3 281
PCYC PHARMACYCLI PCYC US 03/16/13 C85 -10.1 38.9 3.10 55.0 361
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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