Bloomberg News

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

February 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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