Bloomberg News

U.S. Stock Options With Biggest Changes in Implied Volatility

October 11, 2012

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
=============================================================================
IRM    IRON MOUNTA  IRM US 04/20/13 C35       67.7  39.2   2.00   -2.4    454
CLWR   CLEARWIRE -  CLWR US 11/17/12 C1.5     59.6 169.1   0.50  400.0    641
CLWR   CLEARWIRE -  CLWR US 11/17/12 P1.5     39.5 138.9   0.20  -42.9    271
TBT    PRO ULTSH 2  TBT US 01/19/13 C60       31.3  31.5   6.35   -7.3    373
KGN    KEEGAN RESO  KGN US 11/17/12 C2.5      25.3 121.3   1.35   12.5   1014
CLWR   CLEARWIRE -  CLWR US 03/16/13 C1.5     21.7 124.2   0.65  116.7    350
PCS    METROPCS CO  PCS US 11/17/12 C11       19.6  52.3   0.85  -39.3   2202
FMCN   FOCUS MEDIA  FMCN US 11/17/12 C25      19.4  34.7   0.80   37.9   2825
SPPI   SPECTRUM PH  SPPI US 11/17/12 C12      19.0 106.4   1.55   47.6    600
CRR    CARBO CERAM  CRR US 11/17/12 C60       18.1  59.5   6.80   13.3   1029
FAST   FASTENAL CO  FAST US 11/17/12 P38      17.8  42.8   0.15  -62.5    955
S      SPRINT NEXT  S US 11/17/12 C4.5        13.7  69.3   1.50  117.4    877
S      SPRINT NEXT  S US 01/19/13 C3          13.5  78.1   2.93   39.5    309
NYB    NY COMM BAN  NYB US 01/19/13 P15       13.3  20.7   0.80   -5.9    835
SPPI   SPECTRUM PH  SPPI US 11/17/12 P10      13.3 109.6   0.75   15.4    213
GRA    WR GRACE &   GRA US 11/17/12 C62.5     13.0  30.3   1.90   90.0    521
S      SPRINT NEXT  S US 11/17/12 C5          12.8  67.5   1.05  156.1   7019
LXK    LEXMARK INT  LXK US 01/17/15 P13       12.3  52.7   2.85    5.6   1260
DISH   DISH NETWOR  DISH US 11/17/12 C33      12.2  43.2   2.10   73.5    898
SIRI   SIRIUS XM R  SIRI US 12/22/12 C2.5     11.6  40.1   0.34   13.3    459
DISH   DISH NETWOR  DISH US 11/17/12 P32      11.4  42.3   1.05  -32.3    205
S      SPRINT NEXT  S US 11/17/12 P4.5        10.8  66.1   0.05  -68.8    677
KWK    QUICKSILVER  KWK US 12/22/12 C5        10.8  85.1   0.50   51.5    490
S      SPRINT NEXT  S US 11/17/12 P5          10.4  63.9   0.12  -64.7   5753
S      SPRINT NEXT  S US 11/17/12 P5.5        10.2  62.6   0.27  -62.5   4042

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
IRM    IRON MOUNTA  IRM US 01/19/13 P30      -55.6  13.3   0.30  -45.5    200
DVA    DAVITA INC   DVA US 11/17/12 P90      -34.1  50.8   0.85  -37.0    363
SWY    SAFEWAY INC  SWY US 11/17/12 P15      -31.9  36.1   0.45    0.0   2147
PCS    METROPCS CO  PCS US 05/18/13 P8       -28.6  46.3   0.35  -22.2    806
SWY    SAFEWAY INC  SWY US 11/17/12 C16      -28.1  33.0   0.45  -60.9   1003
SWY    SAFEWAY INC  SWY US 11/17/12 P16      -27.7  34.0   0.91    1.1    643
MNKD   MANNKIND CO  MNKD US 05/18/13 C2      -27.6  60.5   0.60    9.1   1908
CPA    COPA HOLDIN  CPA US 05/18/13 P55      -27.1  37.8   1.48    0.0    363
SWY    SAFEWAY INC  SWY US 12/22/12 P16      -24.1  34.2   1.26    9.6    488
SWY    SAFEWAY INC  SWY US 12/22/12 P15      -23.1  35.8   0.75  -11.8    326
CTIC   CELL THERAP  CTIC US 12/22/12 P1      -23.0 130.9   0.12    0.0    421
SWY    SAFEWAY INC  SWY US 12/22/12 C15      -22.4  33.7   1.39  -20.6    253
CORN   TEUCRIUM CO  CORN US 11/17/12 P50     -17.1  23.8   2.10  -36.4   1914
ABT    ABBOTT LABS  ABT US 11/17/12 C65      -15.1  21.4   5.45    0.9    460
UNG    US NAT GAS   UNG US 01/17/15 C20      -14.8  40.2   6.32    5.5    210
UNG    US NAT GAS   UNG US 01/18/14 C19      -14.3  36.8   6.16   22.5    300
FAST   FASTENAL CO  FAST US 11/17/12 C48     -14.0  24.8   0.85  123.7    574
FAST   FASTENAL CO  FAST US 11/17/12 C47     -13.2  25.5   1.15  238.2    232
HMA    HEALTH MGMT  HMA US 11/17/12 C7       -12.9  45.9   0.88  -45.0    205
FMC    FMC CORP     FMC US 11/17/12 C55      -12.1  26.7   1.35  -48.9    838
MNKD   MANNKIND CO  MNKD US 01/19/13 C2.5    -11.2  71.1   0.32    6.7    260
CE     CELANESE CO  CE US 11/17/12 C35       -10.8  37.0   2.05  -29.3    424
URBN   URBAN OUTFI  URBN US 11/17/12 C37     -10.7  26.2   1.50   11.1   1363
NLY    ANNALY CAPI  NLY US 01/18/14 P13      -10.6  19.5   0.80    1.3   2558
CPNO   COPANO ENER  CPNO US 02/16/13 C33     -10.1  17.3   1.40    7.7    458
SNV    SYNOVUS FIN  SNV US 11/17/12 C2.5     -10.1  38.9   0.10    0.0    400

x - Ex-dividend. * - Ex-earnings.

-- Bloomberg News

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