Bloomberg News

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

February 13, 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
=============================================================================
VCLK   VALUECLICK   VCLK US 03/16/13 C23      28.9  42.9   0.64   82.9    445
VNDA   VANDA PHARM  VNDA US 03/16/13 P3       27.4 105.1   0.05    0.0    281
VCLK   VALUECLICK   VCLK US 03/16/13 C22      24.9  43.1   1.03   37.3    279
AEIS   ADV ENERGY   AEIS US 03/16/13 C17.5    21.4  29.6   0.68  240.0    224
GTI    GRAFTECH IN  GTI US 03/16/13 P7.5      21.3  75.7   0.10    0.0    205
BAC    BANK OF AME  BAC US 03/16/13 C10       19.2  43.4   2.33    3.1    485
LYV    LIVE NATION  LYV US 03/16/13 P11       17.1  42.2   0.75    0.0   1045
AEIS   ADV ENERGY   AEIS US 03/16/13 P17.5    16.9  30.7   0.50    0.0    224
FTE    FRANCE TELE  FTE US 03/16/13 C10       16.7  41.8   0.70  -12.5    315
GE     GENERAL ELE  GE US 03/16/13 C21        16.0  23.2   2.34   47.2    365
LINE   LINN ENERGY  LINE US 03/16/13 P36      15.4  25.5   0.90   50.0    694
IOC    INTEROIL CO  IOC US 03/16/13 P55       14.7  89.3   1.58  -16.8    936
LNCO   LINN CO LLC  LNCO US 05/18/13 P35      14.1  25.7   1.30   30.0    310
MM     MILLENNIAL   MM US 03/16/13 C10        14.0  82.8   2.70   28.6    307
GE     GENERAL ELE  GE US 03/16/13 P22        14.0  19.3   0.13  -50.0   6458
IOC    INTEROIL CO  IOC US 03/16/13 P62.5     13.8  85.6   3.68  -21.7    638
GE     GENERAL ELE  GE US 03/16/13 C22        13.7  18.6   1.34   86.1  12474
LINE   LINN ENERGY  LINE US 03/16/13 P35      13.4  26.2   0.52   48.6   1321
LO     LORILLARD I  LO US 03/16/13 P33.33     13.3  48.3   0.12  -42.9    210
IOC    INTEROIL CO  IOC US 03/16/13 P52.5     13.2  91.6   1.08  -25.5    576
MNST   MONSTER BEV  MNST US 03/16/13 P40      13.1  75.3   0.95   -5.0    738
IOC    INTEROIL CO  IOC US 03/16/13 P60       12.8  86.6   2.90  -15.9    238
MNST   MONSTER BEV  MNST US 03/16/13 C47.5    12.7  61.9   3.91   45.4   2156
RMTI   ROCKWELL ME  RMTI US 03/16/13 C5       12.5  76.0   0.65   44.4    400
IOC    INTEROIL CO  IOC US 03/16/13 C70       12.4  85.6   6.45   75.3    251
HCA    HCA HOLDING  HCA US 03/16/13 P38.5     12.1  27.1   2.14  -19.2    905
IOC    INTEROIL CO  IOC US 03/16/13 C65       12.1  84.8   8.95   59.8    540
LINE   LINN ENERGY  LINE US 03/16/13 P34      11.9  28.2   0.35   75.0    458
MYGN   MYRIAD GENE  MYGN US 03/16/13 P22      11.8  41.1   0.25   66.7    553
IOC    INTEROIL CO  IOC US 03/16/13 P72.5     11.7  85.9   8.70  -38.7    320
MNST   MONSTER BEV  MNST US 03/16/13 P47.5    11.6  61.4   3.00  -11.8    416
PVR    PVR PARTNER  PVR US 03/16/13 P25       11.4  23.7   0.30    0.0    582
MNST   MONSTER BEV  MNST US 03/16/13 P45      11.4  65.0   2.02  -14.8    944
BP     BP PLC-ADR   BP US 07/20/13 C44        11.2  19.6   1.43   -7.7    249
MNST   MONSTER BEV  MNST US 03/16/13 P42.5    11.1  69.6   1.40   -9.7   1030
HCA    HCA HOLDING  HCA US 03/16/13 P35.5     11.0  28.6   0.70    0.0    268
BAC    BANK OF AME  BAC US 01/18/14 C7        10.9  43.5   5.40    0.9    843
IOC    INTEROIL CO  IOC US 03/16/13 C72.5     10.8  86.0   5.65   88.3    377
CBG    CBRE GROUP   CBG US 03/16/13 C22       10.7  25.3   2.65   17.8   1001
MNST   MONSTER BEV  MNST US 03/16/13 C50      10.4  57.9   2.45   58.1    518
BAC    BANK OF AME  BAC US 03/01/13 C11.5     10.3  32.1   0.84    5.0    224
CVC    CABLEVISION  CVC US 03/16/13 C16       10.0  40.3   0.35   40.0    836

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
AZN    ASTRAZENECA  AZN US 03/16/13 P47.5    -64.5  13.3   1.55  -27.9    571
NILE   BLUE NILE I  NILE US 03/16/13 P30     -45.2  40.0   1.65  -25.0    220
BWLD   BUFFALO WIL  BWLD US 03/16/13 C80     -43.8  27.0   1.55  -68.4    685
BWLD   BUFFALO WIL  BWLD US 03/16/13 P75     -42.1  29.0   1.37  -37.7    669
MPG    MPG OFFICE   MPG US 03/16/13 P2.5     -39.5  82.9   0.25    0.0    200
CLF    CLIFFS NATU  CLF US 03/01/13 P30      -38.7  43.5   1.25  363.0    272
RAX    RACKSPACE H  RAX US 03/16/13 P55      -36.1  42.2   0.60  106.9    423
CLF    CLIFFS NATU  CLF US 03/01/13 P30.5    -35.8  43.5   1.80  958.8    233
RAX    RACKSPACE H  RAX US 03/16/13 P60      -35.6  37.4   1.71  210.9    849
RAX    RACKSPACE H  RAX US 03/16/13 P65      -35.4  35.3   4.30  258.3   1860
WU     WESTERN UNI  WU US 03/16/13 C15       -34.1  24.3   0.15  -57.1    536
DF     DEAN FOODS   DF US 03/16/13 P17       -31.2  27.7   0.55   57.1    275
RAX    RACKSPACE H  RAX US 03/16/13 C65      -30.3  36.5   1.45  -86.8   1259
RKUS   RUCKUS WIRE  RKUS US 03/16/13 C22.5   -30.2  72.0   2.00  -58.1    257
CLF    CLIFFS NATU  CLF US 03/08/13 P29      -29.7  43.9   1.05    0.0    247
RKUS   RUCKUS WIRE  RKUS US 03/16/13 P20     -28.5  76.5   0.90   26.8    267
DELL   DELL INC     DELL US 01/17/15 C12     -26.1  11.9   2.10    0.0    288
CLF    CLIFFS NATU  CLF US 03/16/13 P25      -25.7  49.8   0.25  177.8    400
RAX    RACKSPACE H  RAX US 03/16/13 C60      -25.7  37.8   3.90  -80.9    310
CLF    CLIFFS NATU  CLF US 03/16/13 P27      -25.5  45.6   0.55  223.5   1833
CLF    CLIFFS NATU  CLF US 03/16/13 P26      -24.8  47.4   0.40  300.0   1169
CLF    CLIFFS NATU  CLF US 03/16/13 P28      -24.5  44.6   0.80  300.0   2101
CLF    CLIFFS NATU  CLF US 03/16/13 P29      -23.6  43.4   1.21  332.1    288
HSP    HOSPIRA INC  HSP US 03/16/13 C35      -23.2  27.2   0.85  -37.0    339
PBI    PITNEY BOWE  PBI US 01/18/14 C10      -22.4  38.8   3.75   -3.9    847
CLF    CLIFFS NATU  CLF US 03/16/13 P30      -21.1  42.6   1.60  451.7   2846
LLY    ELI LILLY &  LLY US 01/18/14 C40      -21.1  23.0  13.57   -1.7    341
APKT   ACME PACKET  APKT US 03/16/13 C30     -20.4  12.4   0.15  -40.0    262
DE     DEERE & CO   DE US 03/16/13 P92.5     -19.3  17.4   2.15   28.7    302
CLF    CLIFFS NATU  CLF US 03/16/13 P31      -18.9  41.9   2.49  555.3    385
LO     LORILLARD I  LO US 03/16/13 C43.33    -18.7  21.6   0.43  207.1    992
CLF    CLIFFS NATU  CLF US 04/20/13 P24      -18.4  47.3   0.44  193.3    795
DELL   DELL INC     DELL US 03/16/13 C13     -18.4  14.5   0.93   10.7    215
DE     DEERE & CO   DE US 03/16/13 C92.5     -17.9  17.7   1.60  -48.4    440
WAG    WALGREEN CO  WAG US 03/16/13 P41      -17.6  18.3   0.74    5.7    645
DE     DEERE & CO   DE US 03/16/13 P90       -17.4  18.8   1.14   23.9    573
BP     BP PLC-ADR   BP US 03/16/13 P43       -17.3  21.5   1.28   16.4    442
CLF    CLIFFS NATU  CLF US 04/20/13 P25      -17.1  45.9   0.53  178.9    684
DE     DEERE & CO   DE US 03/16/13 P95       -16.8  17.3   3.65   27.6    270
BP     BP PLC-ADR   BP US 03/01/13 P42       -16.2  23.9   0.60   25.0    567
CMCSA  COMCAST COR  CMCSA US 03/16/13 C43    -16.1  18.2   0.27  170.0    259
APKT   ACME PACKET  APKT US 05/18/13 C30     -15.9   9.9   0.31  -11.4    771
CLF    CLIFFS NATU  CLF US 04/20/13 P23      -15.8  48.8   0.31  342.9    675
CLF    CLIFFS NATU  CLF US 04/20/13 P26      -15.6  45.1   0.80  233.3    466
LO     LORILLARD I  LO US 03/16/13 C41.67    -15.2  23.2   1.08  157.1    394
XLP    SPDR-CONS S  XLP US 03/16/13 C39      -15.2   8.5   0.02    0.0    275
RAX    RACKSPACE H  RAX US 06/22/13 P55      -15.1  40.7   2.70  104.5    313
FTI    FMC TECHNOL  FTI US 03/16/13 P47.5    -14.9  27.1   0.40  -73.3    206
CLF    CLIFFS NATU  CLF US 04/20/13 P27      -14.9  43.9   1.03  243.3    514
BP     BP PLC-ADR   BP US 01/18/14 C30       -14.9  31.6  12.89   -3.8    205
WU     WESTERN UNI  WU US 05/18/13 C13       -14.5  30.7   1.65   -5.7    306
LO     LORILLARD I  LO US 03/16/13 P41.67    -13.9  23.8   1.22  -58.9   1137
BP     BP PLC-ADR   BP US 03/16/13 P42       -13.7  22.1   0.81   19.1   1568
SPLS   STAPLES INC  SPLS US 03/16/13 P12     -13.7  36.2   0.20  -20.0   3012
CLF    CLIFFS NATU  CLF US 03/16/13 C31      -13.4  43.6   0.97  -83.0   1125
TWO    TWO HARBORS  TWO US 06/22/13 P10      -13.3  26.9   0.15    0.0    350
LDK    LDK SOLAR C  LDK US 06/22/13 C1.5     -13.1 105.1   0.57    1.8    320
WU     WESTERN UNI  WU US 05/18/13 C15       -13.1  26.8   0.50  -16.7    284
WCG    WELLCARE HE  WCG US 06/22/13 C60      -12.9  33.7   4.80   88.2    337
CLF    CLIFFS NATU  CLF US 04/20/13 P30      -12.7  42.4   2.27  260.3    424
RAX    RACKSPACE H  RAX US 06/22/13 P60      -12.6  39.2   5.00  150.0    227
DBA    POWERSHARES  DBA US 03/16/13 C27      -12.5   9.6   0.15  -40.0    482
ZNGA   ZYNGA INC-   ZNGA US 03/16/13 P2.5    -12.4  66.5   0.02  -33.3    503
EWC    ISHARES-CAN  EWC US 03/16/13 C29      -12.3  11.6   0.35  -12.5    300
EMR    EMERSON ELE  EMR US 03/16/13 P57.5    -12.1  17.3   0.90  -14.3    506
WCG    WELLCARE HE  WCG US 03/16/13 C50      -11.9  41.5  10.20  100.0    515
PPHM   PEREGRINE P  PPHM US 07/20/13 C1      -11.7 134.8   1.27    1.6    240
DELL   DELL INC     DELL US 03/16/13 C14     -11.6  14.0   0.18   -5.3  15259
CMCSA  COMCAST COR  CMCSA US 03/16/13 C42    -11.0  18.9   0.60  400.0    487
SPLS   STAPLES INC  SPLS US 03/16/13 C12     -10.9  36.0   1.15  -17.9    385
SPLS   STAPLES INC  SPLS US 03/16/13 P13     -10.8  33.6   0.55    0.0    400
MAPP   MAP PHARMAC  MAPP US 09/21/13 C25     -10.8   1.4   0.05    0.0    568
DF     DEAN FOODS   DF US 06/22/13 C16       -10.7  34.3   1.90  -38.7   7000
CMCSA  COMCAST COR  CMCSA US 03/16/13 P41    -10.7  19.8   0.78  -65.8    515
DF     DEAN FOODS   DF US 09/21/13 P15       -10.1  36.2   1.00   33.3    650
XCO    EXCO RESOUR  XCO US 09/21/13 P6       -10.1  41.2   0.60   -7.7    300

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

-- Bloomberg News

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


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