U.S. Stock Options With Biggest Changes in Implied Volatility
By Bloomberg News - Oct 18, 2012 12:00 PM PT
The following are the U.S. stock options that had the biggest percentage changes in implied volatility from the previous trading day as of 3:00 p.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 500 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
=============================================================================
SIRI SIRIUS XM R SIRI US 01/19/13 C2 120.1 59.1 0.93 12.1 3320
JBHT HUNT (JB) T JBHT US 11/17/12 C50 116.7 44.4 8.50 1.2 2003
SIRI SIRIUS XM R SIRI US 01/19/13 C1.5 101.6 88.2 1.42 7.6 1960
OXY OCCIDENTAL OXY US 11/17/12 C50 69.7 94.6 34.95 10.4 2500
HK HALCON RESO HK US 11/17/12 C6 61.8 66.9 1.30 10.2 5569
NGD NEW GOLD IN NGD US 11/17/12 C10 61.3 60.2 2.10 -4.5 5010
GIVN GIVEN IMAGI GIVN US 11/17/12 P17.5 44.2 64.5 0.80 -72.4 1158
GIVN GIVEN IMAGI GIVN US 11/17/12 C17.5 29.7 72.3 2.65 657.1 556
RRD RR DONNELLE RRD US 11/17/12 P11 29.4 46.2 1.05 40.0 504
RRD RR DONNELLE RRD US 11/17/12 P10 26.9 50.9 0.50 66.7 2563
DISH DISH NETWOR DISH US 11/17/12 C35 24.6 48.7 2.05 70.8 9853
NXY NEXEN INC NXY US 11/17/12 C26 23.9 23.2 0.65 8.3 2212
DISH DISH NETWOR DISH US 11/17/12 C36 22.2 47.9 1.55 106.7 2647
JNJ JOHNSON&JOH JNJ US 11/17/12 P70 20.7 13.3 0.34 -30.6 3948
BP BP PLC-ADR BP US 11/17/12 P42 18.1 27.0 0.93 40.9 1838
HOV HOVNANIAN E HOV US 11/17/12 C3.5 18.0 87.6 0.80 33.3 514
JNJ JOHNSON&JOH JNJ US 11/17/12 P65 17.9 18.2 0.02 0.0 502
JNJ JOHNSON&JOH JNJ US 11/17/12 C70 17.9 12.8 2.39 67.1 1416
DISH DISH NETWOR DISH US 11/17/12 P32 17.4 49.3 0.65 -15.6 618
BP BP PLC-ADR BP US 11/17/12 P43 17.3 25.2 1.31 28.4 1658
BP BP PLC-ADR BP US 11/17/12 C43 17.2 25.1 1.30 5.7 660
BCS BARCLAYS PL BCS US 11/17/12 P16 16.9 38.2 0.90 12.5 514
S SPRINT NEXT S US 11/17/12 C5.5 16.9 24.9 0.29 7.4 723
BP BP PLC-ADR BP US 11/17/12 P41 16.5 28.4 0.63 61.5 6262
JNPR JUNIPER NET JNPR US 11/17/12 P18 16.4 56.1 1.15 -15.4 1571
LGF LIONS GATE LGF US 11/17/12 C14 16.4 45.1 2.45 36.1 762
JNPR JUNIPER NET JNPR US 11/17/12 C18 16.2 56.4 1.13 73.8 1873
JNPR JUNIPER NET JNPR US 11/17/12 P17 16.1 57.7 0.68 -20.9 1687
JNPR JUNIPER NET JNPR US 11/17/12 C17 16.1 58.4 1.69 50.9 1576
BP BP PLC-ADR BP US 11/17/12 C44 15.6 23.6 0.72 4.3 1256
MDCO MEDICINES C MDCO US 01/19/13 C26 15.3 52.8 2.06 28.8 6440
SIRI SIRIUS XM R SIRI US 11/17/12 C2.5 15.1 52.1 0.41 13.9 553
BP BP PLC-ADR BP US 11/17/12 C45 15.1 22.5 0.37 2.8 987
JNPR JUNIPER NET JNPR US 11/17/12 P16 14.3 59.9 0.37 -24.5 575
FDO FAMILY DOLL FDO US 11/17/12 C62.5 14.0 31.2 4.00 -4.8 2050
ECA ENCANA CORP ECA US 11/17/12 C24 13.9 37.6 0.90 50.0 1233
RGP REGENCY ENE RGP US 11/17/12 C25 13.7 33.8 0.40 33.3 3141
YHOO YAHOO! INC YHOO US 11/17/12 C15 13.0 29.4 1.13 -5.0 712
AREX APPROACH RE AREX US 11/17/12 P25 12.7 58.0 0.55 -31.2 589
XLF SPDR-FINL S XLF US 11/17/12 P17 12.5 16.5 0.81 -3.6 1491
JNJ JOHNSON&JOH JNJ US 11/17/12 P72.5 12.1 11.7 1.20 -30.2 1350
F FORD MOTOR F US 12/22/12 P8 12.1 36.7 0.02 0.0 1012
DF DEAN FOODS DF US 11/17/12 C18 12.0 56.0 1.00 81.8 1327
FDO FAMILY DOLL FDO US 11/17/12 P62.5 11.8 30.3 0.99 65.0 628
FDO FAMILY DOLL FDO US 01/19/13 P62.5 11.7 29.1 2.65 69.9 648
NEON NEONODE INC NEON US 04/20/13 P2.5 11.6 110.5 0.25 0.0 2000
BP BP PLC-ADR BP US 11/17/12 P39 11.2 30.9 0.24 33.3 1202
YHOO YAHOO! INC YHOO US 11/17/12 C16 11.2 27.7 0.46 -6.1 2427
AMD ADV MICRO D AMD US 11/17/12 C2.5 11.2 61.1 0.29 -14.7 1431
IBM IBM IBM US 11/17/12 C200 11.0 17.1 1.44 -58.7 4018
YHOO YAHOO! INC YHOO US 11/17/12 P16 10.9 27.7 0.54 28.6 578
DISH DISH NETWOR DISH US 01/19/13 C34 10.7 39.2 3.70 45.1 2799
FDO FAMILY DOLL FDO US 01/19/13 P65 10.7 28.2 3.70 37.0 638
AIG AMERICAN IN AIG US 01/19/13 C35 10.5 26.9 3.05 5.9 2218
VMED VIRGIN MEDI VMED US 03/16/13 P33 10.3 22.8 1.90 -7.3 511
OXY OCCIDENTAL OXY US 11/17/12 C65 10.3 56.7 20.04 17.5 2500
S SPRINT NEXT S US 01/18/14 C5 10.2 50.9 0.95 1.1 657
DISH DISH NETWOR DISH US 01/19/13 C35 10.1 38.8 2.53 23.4 1809
Top Volatility Decreases
Contract %Chg Impl. Ticker Name Description Vol. Vol. Price %Chg Volume ============================================================================= EPAX AMBASSADORS EPAX US 11/17/12 C5 -97.1 34.8 0.40 0.0 1294 AAPL APPLE INC AAPL US 01/19/13 C400 -81.2 9.4 232.70 -4.9 570 SEAC SEACHANGE I SEAC US 11/17/12 C7.5 -76.4 48.5 1.15 0.0 500 MLNX MELLANOX TE MLNX US 11/17/12 C80 -49.0 57.0 4.40 -80.3 678 SCSS SELECT COMF SCSS US 11/17/12 P30 -44.4 38.7 1.35 -3.6 664 ALGN ALIGN TECHN ALGN US 11/17/12 P25 -34.2 53.0 0.85 466.7 2106 GMCR GREEN MOUNT GMCR US 11/17/12 P24 -33.8 65.2 1.51 -47.6 2353 GMCR GREEN MOUNT GMCR US 11/17/12 C25 -33.7 64.5 1.54 -24.1 14933 GMCR GREEN MOUNT GMCR US 11/17/12 C24 -33.2 65.7 2.11 -13.9 1632 GMCR GREEN MOUNT GMCR US 11/17/12 P25 -33.0 64.5 1.97 -42.9 2368 GMCR GREEN MOUNT GMCR US 11/17/12 P23 -33.0 66.7 1.22 -49.4 1231 GMCR GREEN MOUNT GMCR US 11/17/12 C22 -32.6 68.6 3.40 -2.6 2362 GMCR GREEN MOUNT GMCR US 11/17/12 C23 -32.5 67.0 2.71 -8.4 1834 GMCR GREEN MOUNT GMCR US 11/17/12 P22 -32.4 68.2 0.79 -58.4 2087 EBAY EBAY INC EBAY US 11/17/12 P49 -31.4 27.0 0.96 -62.6 1027 GMCR GREEN MOUNT GMCR US 11/17/12 P20 -30.3 72.5 0.39 -66.7 1108 EBAY EBAY INC EBAY US 11/17/12 P48 -30.2 27.8 0.65 -68.0 860 EBAY EBAY INC EBAY US 11/17/12 C52.5 -29.3 25.7 0.61 -1.6 4665 MNKD MANNKIND CO MNKD US 11/17/12 P2 -28.8 71.0 0.18 38.5 653 EBAY EBAY INC EBAY US 11/17/12 C49 -28.1 27.2 2.35 32.8 2858 GMCR GREEN MOUNT GMCR US 11/17/12 P19 -27.8 75.5 0.26 -72.9 519 EBAY EBAY INC EBAY US 11/17/12 P47 -27.8 28.9 0.42 -73.4 961 SCSS SELECT COMF SCSS US 12/22/12 P25 -27.5 45.8 0.50 -28.6 585 EBAY EBAY INC EBAY US 11/17/12 C48 -26.9 27.9 2.93 28.5 1015 GMCR GREEN MOUNT GMCR US 11/17/12 P18 -26.5 78.1 0.17 -74.2 1753 NOK NOKIA CORP- NOK US 11/17/12 C2.5 -26.2 63.6 0.38 -28.3 952 EBAY EBAY INC EBAY US 11/17/12 C47 -25.4 28.6 3.80 34.3 612 ASNA ASCENA RETA ASNA US 11/17/12 P20 -25.3 29.2 0.20 -63.6 1810 WCC WESCO INTL WCC US 11/17/12 P60 -25.2 30.5 0.75 -83.8 1030 EBAY EBAY INC EBAY US 11/17/12 P46 -25.1 29.9 0.32 -73.5 1064 SVU SUPERVALU I SVU US 11/17/12 C2 -25.1 85.1 0.25 8.7 535 EBAY EBAY INC EBAY US 11/17/12 C46 -25.1 29.6 4.42 28.5 514 KEY KEYCORP KEY US 11/17/12 C9 -24.0 26.1 0.17 54.5 2594 XLV SPDR-HEALTH XLV US 11/17/12 P41 -23.7 14.1 0.50 0.0 5077 ASNA ASCENA RETA ASNA US 11/17/12 C21 -23.2 28.4 0.80 14.3 553 ASNA ASCENA RETA ASNA US 11/17/12 C22 -22.3 28.0 0.25 -28.6 594 GMCR GREEN MOUNT GMCR US 11/17/12 P16 -22.1 84.0 0.07 -75.9 881 PBR PETROBRAS S PBR US 11/17/12 P24 -22.1 15.6 1.50 15.4 3269 TRV TRAVELERS C TRV US 11/17/12 C77.5 -21.9 14.5 0.20 0.0 922 RRD RR DONNELLE RRD US 11/17/12 P5 -21.6 143.8 0.08 0.0 570 EBAY EBAY INC EBAY US 11/17/12 C45 -21.5 30.5 5.50 32.2 1885 NOK NOKIA CORP- NOK US 11/17/12 P2.5 -20.8 68.3 0.09 -18.2 1839 BBT BB&T CORP BBT US 11/17/12 P30 -19.6 19.5 0.63 270.6 1033 ALGN ALIGN TECHN ALGN US 01/19/13 P23 -18.3 52.0 1.10 214.3 503 DHR DANAHER COR DHR US 11/17/12 C55 -17.3 18.5 0.60 -71.4 579 OSG OVERSEAS SH OSG US 11/17/12 P3 -17.3 190.9 0.45 -30.8 693 CVS CVS CAREMAR CVS US 11/17/12 P48 -16.9 15.3 1.71 -4.5 1373 BAX BAXTER INTL BAX US 11/17/12 C62.5 -15.5 15.0 1.11 14.4 2060 VZ VERIZON COM VZ US 11/17/12 P47 -14.9 15.1 1.66 -33.3 826 NE NOBLE CORP NE US 11/17/12 C38 -14.5 26.9 1.81 40.3 1064 NOK NOKIA CORP- NOK US 11/17/12 P2 -14.2 90.0 0.03 0.0 630 ALGN ALIGN TECHN ALGN US 01/19/13 C27 -13.7 49.0 2.40 -78.8 608 NE NOBLE CORP NE US 11/17/12 C37 -13.2 28.0 2.55 50.9 627 AXP AMERICAN EX AXP US 11/17/12 C57.5 -13.1 18.2 1.25 -48.4 801 AXP AMERICAN EX AXP US 11/17/12 P57.5 -13.1 18.1 1.10 64.2 594 CLWR CLEARWIRE - CLWR US 01/19/13 P2 -13.0 99.2 0.40 0.0 566 VZ VERIZON COM VZ US 11/17/12 P46 -12.8 15.5 0.97 -41.2 2314 VZ VERIZON COM VZ US 11/17/12 C46 -12.4 15.1 0.65 66.7 2228 KEY KEYCORP KEY US 12/22/12 P8 -12.3 27.7 0.12 -58.6 6980 UUP POWERSHARES UUP US 11/17/12 C22 -12.3 6.7 0.07 0.0 527 S SPRINT NEXT S US 08/17/13 P5 -11.4 35.7 0.93 -6.1 2970 NE NOBLE CORP NE US 11/17/12 C39 -11.3 26.3 1.22 58.4 1003 PM PHILIP MORR PM US 11/17/12 P87.5 -11.2 16.1 1.13 182.5 918 MS MORGAN STAN MS US 11/17/12 C18 -11.1 34.2 0.59 -44.3 5773 NE NOBLE CORP NE US 11/17/12 C35 -11.1 30.7 4.30 131.2 2358 MS MORGAN STAN MS US 11/17/12 P18 -11.0 34.1 0.79 29.5 1398 OSG OVERSEAS SH OSG US 11/17/12 P1 -10.8 343.0 0.10 -33.3 1581 BBT BB&T CORP BBT US 01/19/13 P28 -10.7 22.9 0.61 103.3 1413 PEP PEPSICO INC PEP US 11/17/12 P72.5 -10.4 10.1 2.19 -17.4 613 UNP UNION PAC C UNP US 11/17/12 C125 -10.4 20.2 3.10 15.7 645 VZ VERIZON COM VZ US 11/17/12 P45 -10.4 16.6 0.54 -48.6 2646 UNP UNION PAC C UNP US 11/17/12 P125 -10.1 20.3 2.20 -42.9 560 RDN RADIAN GROU RDN US 11/17/12 P4 -10.1 87.1 0.10 0.0 520x - Ex-dividend. * - Ex-earnings
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