Bloomberg News

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

November 08, 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
=============================================================================
QCOM   QUALCOMM IN  QCOM US 12/22/12 C60      99.3  25.4   3.35  112.0   1137
QCOM   QUALCOMM IN  QCOM US 01/19/13 C60      99.2  25.1   3.85   95.4   1056
WFC    WELLS FARGO  WFC US 12/22/12 C34       63.4  21.7   0.55   -6.8    700
QCOM   QUALCOMM IN  QCOM US 04/20/13 C60      52.7  27.7   5.50   57.1    243
QCOM   QUALCOMM IN  QCOM US 01/19/13 C62.5    51.0  23.7   2.36  112.6   1720
QCOM   QUALCOMM IN  QCOM US 01/19/13 C57.5    49.9  26.5   5.65   77.1    421
CEDC   CENTRAL EUR  CEDC US 12/22/12 P2       34.4 173.4   0.35   40.0   1051
QCOM   QUALCOMM IN  QCOM US 04/20/13 C65      31.5  26.3   3.00   61.3    391
CTL    CENTURYLINK  CTL US 01/19/13 P41       21.1  15.3   2.00  -31.0    978
WLL    WHITING PET  WLL US 12/22/12 C45       20.9  50.5   2.45  104.2   2159
BAC    BANK OF AME  BAC US 01/19/13 C5        18.4  77.8   4.50    4.7   2015
NLY    ANNALY CAPI  NLY US 04/20/13 C12       17.1  27.2   3.05    4.8    230
VXX    IPATH-S&P S  VXX1 US 12/22/12 C6       16.7  76.2   3.20    1.6    522
BWC    BABCOCK & W  BWC US 01/19/13 C20       15.6  38.9   4.30  -29.5    200
NLY    ANNALY CAPI  NLY US 01/17/15 C13       13.1  23.6   2.16   -1.8    207
NLY    ANNALY CAPI  NLY US 01/17/15 P8        12.8  34.0   0.73   -1.4   2100
XCO    EXCO RESOUR  XCO US 12/22/12 C7        12.1  55.9   0.90    0.0   2000
ELN    ELAN CORP-A  ELN US 01/18/14 C5        11.9  61.9   5.90    0.0    460
WLL    WHITING PET  WLL US 01/19/13 P39       11.5  47.2   1.60  -11.1    832
XCO    EXCO RESOUR  XCO US 12/22/12 P6        11.2  62.8   0.13   30.0    250
WLL    WHITING PET  WLL US 01/19/13 P40       10.1  46.5   2.00   -2.4    215

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
QCOM   QUALCOMM IN  QCOM US 01/19/13 P65     -54.1  22.3   4.30  -42.7    318
QCOM   QUALCOMM IN  QCOM US 12/22/12 P60     -47.7  25.0   1.26  -64.5   1531
ETE    ENERGY TRAN  ETE US 01/17/15 P25      -38.6  27.3   0.95   26.7   1110
QCOM   QUALCOMM IN  QCOM US 12/22/12 P57.5   -33.4  26.9   0.67  -70.3    773
BIP    BROOKFIELD   BIP US 12/22/12 C35      -33.2  17.6   0.45  -25.0    203
MAKO   MAKO SURGIC  MAKO US 01/19/13 P12.5   -27.4  66.1   1.00  -25.9   1026
AMCX   AMC NETWORK  AMCX US 03/16/13 C55     -26.9  33.9   4.00  370.6    335
QCOM   QUALCOMM IN  QCOM US 01/19/13 P57.5   -25.8  26.2   1.14  -57.0   1626
WFM    WHOLE FOODS  WFM US 12/22/12 P90      -25.1  27.7   2.55   13.8    211
WFM    WHOLE FOODS  WFM US 01/19/13 C95      -24.3  26.0   3.20  -49.9    205
EZCH   EZCHIP SEMI  EZCH US 01/19/13 C37     -23.7  41.3   3.10   24.0    280
QCOM   QUALCOMM IN  QCOM US 01/19/13 P55     -23.4  27.8   0.64  -61.5    652
WFM    WHOLE FOODS  WFM US 12/22/12 P92.5    -22.5  27.3   3.63   21.4    386
MNST   MONSTER BEV  MNST US 12/22/12 P42.5   -21.1  50.2   2.71   -1.8    225
MNST   MONSTER BEV  MNST US 12/22/12 P37.5   -20.6  54.8   1.09  -12.8   1179
MNST   MONSTER BEV  MNST US 12/22/12 P45     -20.4  48.9   4.30   13.2    294
MNST   MONSTER BEV  MNST US 12/22/12 P40     -19.8  52.7   1.70  -10.5    480
MNST   MONSTER BEV  MNST US 12/22/12 C40     -19.1  55.9   4.92  -30.2    232
QCOM   QUALCOMM IN  QCOM US 01/19/13 P50     -17.6  30.4   0.19  -67.2    389
MNST   MONSTER BEV  MNST US 12/22/12 C42.5   -17.4  53.4   3.40  -38.2    202
WFM    WHOLE FOODS  WFM US 01/19/13 P92.5    -17.4  26.4   4.00    5.3    257
QCOM   QUALCOMM IN  QCOM US 12/22/12 P50     -17.3  33.3   0.06  -84.2    317
CXW    CORRECTIONS  CXW US 12/22/12 C30      -17.2  37.3   3.70  -27.4    200
WIN    WINDSTREAM   WIN US 12/22/12 C9       -16.1  29.1   0.24  -61.9    459
MNST   MONSTER BEV  MNST US 01/19/13 P40     -16.0  52.5   2.60   -3.7    335
CYS    CYS INVESTM  CYS US 12/22/12 P13      -15.7  21.5   0.85   -5.6    205
MWW    MONSTER WOR  MWW US 12/22/12 C7       -14.8  73.6   0.50   66.7   1506
IWM    ISHARES-RUS  IWM US 12/22/12 P83      -14.4  17.3   4.11    0.5    725
HOGS   ZHONGPIN IN  HOGS US 12/22/12 C10     -13.8  36.7   0.90  -21.7    780
GSVC   GSV CAPITAL  GSVC US 12/22/12 C7.5    -13.6  37.4   0.30  -33.3    401
WFM    WHOLE FOODS  WFM US 01/19/13 P80      -13.4  30.9   0.79  -16.8    271
CBS    CBS CORP-B   CBS US 12/22/12 C35      -13.1  28.5   1.40   28.4    227
AGU    AGRIUM INC   AGU US 12/22/12 C85      -12.8  30.4  10.10  -15.1   1060
IWM    ISHARES-RUS  IWM US 12/22/12 P82      -12.2  18.0   3.50   -2.8   3691
CBS    CBS CORP-B   CBS US 12/22/12 C33      -12.1  29.9   2.65   39.5   2356
PSTI   PLURISTEM T  PSTI US 12/22/12 C2.5    -11.7  87.7   0.70  -33.3    272
FMCN   FOCUS MEDIA  FMCN US 12/22/12 C26     -11.6  30.5   0.60  -25.0    290
WAC    WALTER INVE  WAC US 12/22/12 P38      -11.3  48.3   0.75   -6.2    200
CNQR   CONCUR TECH  CNQR US 12/22/12 P55     -11.1  40.2   0.91   33.8    301
CBS    CBS CORP-B   CBS US 12/22/12 P34      -11.0  29.3   1.00  -31.0   1065
LM     LEGG MASON   LM US 12/22/12 P24       -11.0  24.6   0.45   50.0   2050
OSIR   OSIRIS THER  OSIR US 05/18/13 P7.5    -10.9  78.1   1.05  -19.2    392
XLV    SPDR-HEALTH  XLV US 12/22/12 P38      -10.9  15.5   0.39   14.7   4726
QCOM   QUALCOMM IN  QCOM US 01/18/14 P60     -10.7  29.5   7.30  -17.5    925
CXO    CONCHO RESO  CXO US 12/22/12 P80      -10.4  37.2   3.20   56.1    344
UUP    POWERSHARES  UUP US 12/22/12 C23      -10.4   8.0   0.03    0.0    350
IWM    ISHARES-RUS  IWM US 12/22/12 P81      -10.1  18.8   2.89    1.8   2683
WIN    WINDSTREAM   WIN US 01/19/13 C9       -10.0  26.9   0.26  -62.9    494

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

-- Bloomberg News

To contact Bloomberg News for this story: newsdev@bloomberg.net


American Apparel's Future
LIMITED-TIME OFFER SUBSCRIBE NOW

(enter your email)
(enter up to 5 email addresses, separated by commas)

Max 250 characters

 
blog comments powered by Disqus