U.S. Stock Options With Biggest Changes in Implied Volatility
By -
Feb 20, 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
=============================================================================
MAPP MAP PHARMAC MAPP US 09/21/13 P25 45.6 0.9 0.10 0.0 697
MM MILLENNIAL MM US 03/16/13 C7.5 39.0 73.4 2.10 -64.4 251
GSK GLAXOSMITHK GSK US 05/18/13 C47 28.4 12.5 0.51 34.2 485
AA ALCOA INC AA US 03/16/13 C8 25.4 30.1 0.98 -10.1 255
MAPP MAP PHARMAC MAPP US 09/21/13 P22.5 22.6 11.1 0.05 0.0 550
MDP MEREDITH CO MDP US 04/20/13 C45 22.5 48.3 2.50 28.2 1711
AUMN GOLDEN MINE AUMN US 07/20/13 P2.5 21.5 66.0 0.33 62.5 3005
SNY SANOFI-ADR SNY US 03/16/13 C50 21.1 21.5 0.80 14.3 313
SPY SPDR S&P 50 SPY US 03/16/13 C140 20.5 20.0 12.86 -3.3 510
ALDW ALON USA PA ALDW US 03/16/13 C30 20.4 40.8 0.60 71.4 200
FIG FORTRESS IN FIG US 03/16/13 C6 20.2 49.2 0.30 -25.0 280
ABX BARRICK GOL ABX US 03/16/13 C28 19.9 32.3 2.79 -12.0 277
DEPO DEPOMED INC DEPO US 03/16/13 C7 19.3 78.1 0.50 38.9 1947
NXY NEXEN INC NXY US 06/22/13 P27 19.2 3.4 0.05 0.0 596
RENN RENREN INC- RENN US 03/16/13 C3 18.5 65.1 0.25 -37.5 300
BBG BILL BARRET BBG US 04/20/13 P12.5 18.0 66.6 0.30 0.0 900
OCZ OCZ TECHNOL OCZ US 09/21/13 C2 16.6 118.8 0.50 0.0 311
ALXA ALEXZA PHAR ALXA US 03/16/13 P3.5 16.1 157.8 0.20 0.0 201
SNY SANOFI-ADR SNY US 03/16/13 C49 16.0 22.2 1.30 -7.1 303
JCP J.C. PENNEY JCP US 03/16/13 P15 15.4 95.4 0.17 -10.5 470
VRTX VERTEX PHAR VRTX US 03/16/13 C47 15.2 51.8 2.05 7.9 230
EDU NEW ORIENTA EDU US 03/16/13 P16 14.7 41.5 0.44 46.7 2021
UUP POWERSHARES UUP US 09/21/13 P20 14.7 8.1 0.03 -25.0 333
CLDX CELLDEX THE CLDX US 03/16/13 C8 14.7 67.3 1.49 112.9 220
SNY SANOFI-ADR SNY US 03/16/13 P49 14.3 22.7 1.00 33.3 518
P PANDORA MED P US 06/22/13 C8 14.0 76.5 4.70 14.6 1000
SLW SILVER WHEA SLW US 03/16/13 C34 13.9 34.5 0.63 -55.0 1497
VOD VODAFONE GR VOD US 07/20/13 C25 13.9 21.2 1.20 -4.0 9142
CME CME GROUP I CME US 03/16/13 P60 13.9 17.7 2.25 -45.3 520
SPY SPDR S&P 50 SPY US 03/16/13 C142 13.4 17.9 10.85 -4.2 244
SLW SILVER WHEA SLW US 03/16/13 P34 13.3 35.0 1.94 133.7 236
AAPL APPLE INC AAPL US 04/20/13 P270 13.2 51.0 0.14 366.7 276
VMI VALMONT IND VMI US 09/21/13 P150 13.1 24.7 8.00 0.0 201
WLL WHITING PET WLL US 03/16/13 P49 13.1 33.9 1.35 42.1 467
MSFT MICROSOFT C MSFT US 04/20/13 C15 13.1 63.8 13.20 1.1 326
VRTX VERTEX PHAR VRTX US 04/20/13 P48 13.0 73.6 6.20 26.5 1182
SPY SPDR S&P 50 SPY US 03/16/13 C145 12.8 15.8 7.89 -4.4 276
HCN HEALTH CARE HCN US 03/16/13 C65 12.7 12.2 0.60 100.0 441
NXY NEXEN INC NXY US 06/22/13 P26 12.7 7.8 0.05 0.0 281
SF STIFEL FINA SF US 10/19/13 P40 12.4 25.8 4.00 0.0 300
NUGT DIR GLD BUL NUGT US 03/16/13 P6 12.3 87.6 0.55 83.3 338
COW IPATH DJ-UB COW US 04/20/13 P26 12.3 15.8 0.55 0.0 200
GSK GLAXOSMITHK GSK US 04/20/13 C47 12.2 14.2 0.45 28.6 3110
JOY JOY GLOBAL JOY US 03/16/13 C60 12.1 45.0 7.00 57.3 228
VOD VODAFONE GR VOD US 07/20/13 P26 12.1 20.7 2.60 15.6 249
MDY SPDR S&P MI MDY US 06/22/13 P200 12.0 14.0 5.30 -3.6 300
NXY NEXEN INC NXY US 09/21/13 P26 12.0 5.9 0.05 -66.7 1380
SPY SPDR S&P 50 SPY US 03/16/13 C160 12.0 9.9 0.05 66.7 299
CLDX CELLDEX THE CLDX US 05/18/13 C9 12.0 56.6 1.15 64.3 348
VRTX VERTEX PHAR VRTX US 04/20/13 P47 12.0 73.5 5.70 4.8 1129
GLD SPDR GOLD T GLD US 03/16/13 C158 11.9 14.9 0.63 -41.7 1491
WLL WHITING PET WLL US 03/16/13 C50 11.9 33.2 1.45 -13.7 209
AUY YAMANA GOLD AUY US 03/16/13 P15 11.9 38.7 0.88 69.2 252
SPY SPDR S&P 50 SPY US 03/16/13 C158 11.8 9.0 0.10 11.1 221
SPPI SPECTRUM PH SPPI US 03/16/13 P9 11.8 84.8 0.15 0.0 210
NEM NEWMONT MIN NEM US 03/16/13 C43 11.8 32.4 0.57 -51.3 246
CELG CELGENE COR CELG US 03/16/13 C97.5 11.8 28.7 6.05 37.5 234
MMR MCMORAN EXP MMR US 01/17/15 P15 11.7 12.3 0.58 16.0 300
SPY SPDR S&P 50 SPY US 03/16/13 C157 11.5 8.8 0.16 -5.9 1055
JCP J.C. PENNEY JCP US 03/16/13 P16 11.2 94.3 0.33 -8.3 1867
MDP MEREDITH CO MDP US 03/16/13 C40 11.1 60.2 4.02 3.1 1010
NGD NEW GOLD IN NGD US 03/16/13 C9 11.1 43.1 0.30 -40.0 334
NUGT DIR GLD BUL NUGT US 06/22/13 C6 11.0 86.5 1.10 -26.7 210
XLF SPDR-FINL S XLF US 03/16/13 C17 10.8 17.4 0.93 -2.1 220
AAPL APPLE INC AAPL US 04/20/13 P280 10.7 49.7 0.17 142.9 238
CHK CHESAPEAKE CHK US 03/16/13 P21 10.7 43.0 1.29 6.6 329
SNY SANOFI-ADR SNY US 03/16/13 P48 10.6 23.0 0.55 10.0 535
SLV ISHARES SIL SLV US 03/08/13 C28.5 10.5 26.4 0.36 -36.8 401
SPY SPDR S&P 50 SPY US 03/16/13 C144 10.4 16.6 8.91 -3.7 704
GLD SPDR GOLD T GLD US 03/16/13 P158 10.4 14.6 5.65 52.7 510
KSS KOHLS CORP KSS US 04/20/13 C45 10.3 28.4 3.20 10.3 231
FB FACEBOOK IN FB US 03/16/13 C21 10.2 62.4 7.75 -1.3 307
JOY JOY GLOBAL JOY US 03/16/13 C67.5 10.2 43.0 2.20 120.0 381
LNKD LINKEDIN CO LNKD US 03/16/13 C155 10.1 33.8 11.20 34.9 257
GLD SPDR GOLD T GLD US 03/16/13 P157 10.1 14.7 4.80 54.8 641
DUST DIR GLD BEA DUST US 03/16/13 P49 10.1 86.4 3.00 -56.5 215
AUY YAMANA GOLD AUY US 03/16/13 C15 10.0 38.9 0.34 -39.3 1244
Top Volatility Decreases
Contract %Chg Impl.
Ticker Name Description Vol. Vol. Price %Chg Volume
=============================================================================
NTSP NETSPEND HO NTSP US 08/17/13 P15 -77.9 9.7 0.10 0.0 380
HNR HARVEST NAT HNR US 03/16/13 P5 -54.0 76.3 0.15 200.0 201
LEAP LEAP WIRELE LEAP US 03/16/13 P4 -48.1 74.5 0.01 0.0 348
CHTP CHELSEA THE CHTP US 03/16/13 C1 -47.1 207.8 0.60 500.0 272
MDRX ALLSCRIPTS MDRX US 03/16/13 C13 -44.9 31.1 0.30 100.0 1258
SF STIFEL FINA SF US 10/19/13 P35 -43.4 27.9 1.85 0.0 200
MDRX ALLSCRIPTS MDRX US 03/16/13 P12 -42.3 32.7 0.15 -87.0 202
ODP OFFICE DEPO ODP US 03/16/13 C4.5 -40.6 47.5 0.30 -60.0 3878
GRMN GARMIN LTD GRMN US 03/16/13 P32 -39.0 29.7 0.24 84.6 626
PVR PVR PARTNER PVR US 03/16/13 P22.5 -38.3 31.6 0.40 100.0 378
ODP OFFICE DEPO ODP US 03/16/13 P4.5 -38.2 48.2 0.20 33.3 675
GRMN GARMIN LTD GRMN US 03/16/13 P34 -35.7 30.2 0.96 269.2 1468
HNR HARVEST NAT HNR US 04/20/13 P5 -35.0 68.8 0.30 0.0 1009
GRMN GARMIN LTD GRMN US 03/16/13 P35 -34.8 31.1 1.25 177.8 677
SINA SINA CORP SINA US 03/16/13 C55 -33.5 42.3 4.40 71.2 689
MDRX ALLSCRIPTS MDRX US 04/20/13 C13 -32.4 34.0 0.54 80.0 323
MDRX ALLSCRIPTS MDRX US 03/16/13 C12 -32.1 34.5 0.75 150.0 1136
SODA SODASTREAM SODA US 03/16/13 P47.5 -32.0 45.0 1.52 -1.9 1193
SODA SODASTREAM SODA US 03/16/13 P45 -31.9 46.4 0.85 -5.6 965
GRMN GARMIN LTD GRMN US 03/16/13 P36 -31.8 31.3 1.98 200.0 714
GRMN GARMIN LTD GRMN US 03/16/13 C35 -31.7 27.4 0.96 0.0 222
CLH CLEAN HARBO CLH US 03/16/13 C55 -31.6 31.4 1.00 0.0 312
SODA SODASTREAM SODA US 03/16/13 P50 -31.4 45.0 2.95 28.3 1177
SODA SODASTREAM SODA US 03/16/13 P42.5 -30.9 49.3 0.40 -27.3 966
LL LUMBER LIQU LL US 03/16/13 C65 -30.4 31.8 1.90 8.6 622
SINA SINA CORP SINA US 03/16/13 P60 -30.2 41.2 3.10 -58.3 220
CSCO CISCO SYSTE CSCO US 03/16/13 C18 -29.7 28.3 3.50 0.6 200
SINA SINA CORP SINA US 03/16/13 C60 -29.4 41.8 1.65 51.4 2676
DISH DISH NETWOR DISH US 03/16/13 P35 -28.6 31.3 0.55 -52.2 319
SINA SINA CORP SINA US 03/16/13 P57.5 -28.5 41.7 2.12 -62.5 660
SINA SINA CORP SINA US 03/16/13 C57.5 -28.4 42.2 2.88 66.5 1786
DISH DISH NETWOR DISH US 03/16/13 P36 -28.2 30.1 0.90 -37.9 313
SODA SODASTREAM SODA US 03/16/13 C50 -27.9 46.1 1.85 -59.8 1552
AAMRQ AMR CORP AAMRQ US 01/18/14 C1 -27.3 116.1 1.45 -20.8 521
SINA SINA CORP SINA US 03/16/13 P55 -27.1 42.5 1.17 -70.4 913
TXRH TEXAS ROADH TXRH US 03/16/13 C17.5 -26.4 25.7 0.90 50.0 268
MDRX ALLSCRIPTS MDRX US 03/16/13 C11 -26.1 41.1 1.80 140.0 224
SODA SODASTREAM SODA US 03/16/13 P40 -25.7 54.4 0.26 -25.7 202
GSK GLAXOSMITHK GSK US 03/16/13 P45 -25.5 17.2 0.55 -8.3 254
DISH DISH NETWOR DISH US 03/16/13 C35 -25.4 32.5 2.02 -15.1 210
LL LUMBER LIQU LL US 03/16/13 P60 -25.2 36.1 0.55 -72.5 366
MGM MGM RESORTS MGM US 03/16/13 C13 -25.2 27.7 0.31 -8.8 2018
BJRI BJ'S RESTAU BJRI US 03/16/13 P30 -25.1 30.3 0.91 264.0 239
DISH DISH NETWOR DISH US 03/16/13 C37 -24.9 31.4 0.90 -25.0 247
GRMN GARMIN LTD GRMN US 04/20/13 P32 -24.5 34.7 0.83 88.6 435
MAR MARRIOTT IN MAR US 03/16/13 C41 -24.1 16.9 0.35 -56.2 236
TEX TEREX CORP TEX US 03/16/13 P35 -24.0 37.5 1.60 -13.0 533
ODP OFFICE DEPO ODP US 03/16/13 P4 -23.9 64.3 0.10 100.0 459
SODA SODASTREAM SODA US 03/16/13 P37.5 -23.5 60.9 0.10 -50.0 488
QRE QR ENERGY L QRE US 05/18/13 C15 -23.4 21.0 2.85 3.6 200
MGM MGM RESORTS MGM US 03/16/13 P13 -23.1 28.1 0.42 -37.3 3289
HLF HERBALIFE L HLF US 03/16/13 C39 -21.4 69.9 3.20 -13.5 406
HNR HARVEST NAT HNR US 09/21/13 P5 -21.4 63.5 0.70 0.0 708
GRMN GARMIN LTD GRMN US 04/20/13 P30 -20.8 35.8 0.39 44.4 215
DVN DEVON ENERG DVN US 03/16/13 P60 -20.6 25.3 2.98 66.5 518
OMX OFFICEMAX I OMX US 03/16/13 C12 -20.3 55.8 1.85 32.1 236
SINA SINA CORP SINA US 03/16/13 P50 -20.0 45.7 0.27 -83.1 510
MDRX ALLSCRIPTS MDRX US 04/20/13 C11 -19.6 40.3 1.65 73.7 461
SODA SODASTREAM SODA US 04/20/13 C50 -19.3 43.3 2.60 -48.0 235
DVN DEVON ENERG DVN US 03/16/13 P55 -19.2 28.0 0.68 65.8 1418
ODP OFFICE DEPO ODP US 04/20/13 P4.5 -18.9 54.8 0.35 16.7 222
FMCN FOCUS MEDIA FMCN US 03/16/13 P25 -18.6 15.0 0.25 -16.7 930
MGM MGM RESORTS MGM US 03/16/13 C12 -18.5 32.3 0.96 9.1 380
HNR HARVEST NAT HNR US 06/22/13 P5 -18.2 66.8 0.50 233.3 909
CF CF INDUSTRI CF US 03/16/13 P195 -18.2 27.4 1.34 78.7 369
SODA SODASTREAM SODA US 04/20/13 P45 -18.1 45.5 2.00 11.1 1108
HLF HERBALIFE L HLF US 03/16/13 C40 -18.0 72.1 2.50 -24.2 6302
AU ANGLOGOLD A AU US 03/16/13 C25 -17.9 27.2 0.90 -60.0 1073
CF CF INDUSTRI CF US 03/16/13 P190 -17.9 28.7 0.64 42.2 206
AU ANGLOGOLD A AU US 04/20/13 P25 -17.8 28.0 0.90 125.0 490
CF CF INDUSTRI CF US 03/16/13 P200 -17.5 26.4 2.26 86.8 710
HLF HERBALIFE L HLF US 03/16/13 C41 -17.2 71.0 2.05 -29.3 505
MSFT MICROSOFT C MSFT US 03/16/13 C23 -17.2 35.9 5.00 0.0 209
MGM MGM RESORTS MGM US 03/16/13 P12 -17.1 32.4 0.10 -54.5 1655
LUV SOUTHWEST A LUV US 03/16/13 C11 -16.5 23.7 0.60 -14.3 247
BHP BHP BILLITO BHP US 03/16/13 P77.5 -16.4 18.9 2.02 80.4 533
CF CF INDUSTRI CF US 03/16/13 P205 -16.3 25.6 3.90 93.1 295
MSFT MICROSOFT C MSFT US 03/16/13 C22 -16.0 40.2 6.05 0.8 241
HLF HERBALIFE L HLF US 03/16/13 P37.5 -15.5 72.5 1.98 -23.9 273
DELL DELL INC DELL US 03/16/13 P14 -15.4 13.5 0.28 -20.0 690
SWKS SKYWORKS SO SWKS US 03/16/13 C21 -15.2 37.7 3.50 -2.8 300
TOL TOLL BROTHE TOL US 03/16/13 C37 -15.1 27.6 0.40 -66.7 974
CF CF INDUSTRI CF US 03/16/13 P210 -14.7 25.2 6.55 107.3 502
HLF HERBALIFE L HLF US 03/16/13 P40 -14.6 72.6 3.20 -15.8 437
CCL CARNIVAL CO CCL US 03/16/13 P37 -14.2 26.6 1.60 6.7 220
HK HALCON RESO HK US 03/16/13 C6 -14.2 62.4 1.50 5.6 2021
GLW CORNING INC GLW US 03/16/13 C12 -14.1 23.7 0.73 -21.5 1037
NBR NABORS INDS NBR US 03/16/13 P17 -14.1 35.2 0.41 24.2 709
DVN DEVON ENERG DVN US 03/16/13 P57.5 -14.1 28.2 1.54 73.0 1115
ALU ALCATEL-LUC ALU US 03/16/13 C1.5 -14.0 60.7 0.15 0.0 264
HLF HERBALIFE L HLF US 03/16/13 P34 -13.9 77.0 0.92 -34.3 402
DISH DISH NETWOR DISH US 04/20/13 C36 -13.6 30.7 2.00 -10.7 230
HLF HERBALIFE L HLF US 03/16/13 P39 -13.4 72.6 2.55 -20.8 639
DVN DEVON ENERG DVN US 03/16/13 C60 -13.4 27.1 0.68 -69.1 1717
SINA SINA CORP SINA US 03/16/13 P47.5 -13.0 49.3 0.10 -88.9 365
DDS DILLARDS IN DDS US 03/16/13 P85 -12.9 36.6 2.19 -6.8 203
TOL TOLL BROTHE TOL US 03/16/13 C36 -12.6 29.8 0.80 -54.3 773
NBR NABORS INDS NBR US 03/16/13 C18 -12.5 35.7 0.33 -56.0 775
TOL TOLL BROTHE TOL US 03/16/13 P35 -12.4 30.0 0.95 58.3 212
KERX KERYX BIOPH KERX US 03/16/13 C7 -12.4 67.3 0.40 -4.8 582
SINA SINA CORP SINA US 04/20/13 C60 -12.2 40.2 3.30 87.5 304
OC OWENS CORNI OC US 05/18/13 C41 -12.0 26.6 2.45 -35.5 1015
HLF HERBALIFE L HLF US 03/16/13 P32.5 -11.9 80.3 0.65 -35.0 628
CF CF INDUSTRI CF US 03/16/13 C215 -11.8 25.3 2.60 -68.9 873
MGM MGM RESORTS MGM US 04/20/13 P13 -11.8 29.2 0.61 -21.8 3239
HLF HERBALIFE L HLF US 03/16/13 P36 -11.4 76.3 1.50 -25.0 275
XLB SPDR-MATERI XLB US 03/16/13 P35 -11.1 24.0 0.06 20.0 582
NBR NABORS INDS NBR US 04/20/13 P17 -10.8 33.1 0.63 -3.1 255
SPWR SUNPOWER CO SPWR US 03/16/13 C13 -10.6 89.2 1.35 -9.4 637
DELL DELL INC DELL US 03/16/13 P13 -10.5 19.9 0.03 -50.0 553
STP SUNTECH POW STP US 03/16/13 P1 -10.4 248.5 0.12 -29.4 290
FE FIRSTENERGY FE US 04/20/13 P39 -10.4 24.0 0.75 -11.8 1214
HLF HERBALIFE L HLF US 03/16/13 P35 -10.3 77.5 1.10 -31.2 769
YNDX YANDEX NV-A YNDX US 03/16/13 C24 -10.2 32.5 0.70 16.7 261
BZH BEAZER HOME BZH US 04/20/13 P15 -10.1 36.5 0.35 0.0 1553
HLF HERBALIFE L HLF US 03/16/13 P30 -10.0 85.1 0.32 -41.8 439
ZNGA ZYNGA INC- ZNGA US 03/16/13 C3 -10.0 66.2 0.30 -18.9 476
x - Ex-dividend. * - Ex-earnings.
-- Bloomberg News
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