Bloomberg News

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

April 04, 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 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
=============================================================================
MYGN   MYRIAD GENE  MYGN US 04/20/13 P23      53.5  66.3   0.85  118.0   2807
MYGN   MYRIAD GENE  MYGN US 04/20/13 P24      45.5  62.1   0.95   23.4   4273
MYGN   MYRIAD GENE  MYGN US 04/20/13 C25      35.4  54.9   0.80   33.3    577
BBY    BEST BUY CO  BBY US 04/20/13 P22       35.2  57.4   0.25  -74.8   1437
BBY    BEST BUY CO  BBY US 04/20/13 C22       32.6  57.2   2.90  339.4    622
T      AT&T INC     T US 04/20/13 C36         32.5  20.4   1.85   45.7   1326
BBY    BEST BUY CO  BBY US 04/20/13 P21       30.9  58.3   0.12  -76.0   4235
PAY    VERIFONE SY  PAY US 04/20/13 C21       30.4  59.9   0.95   69.6   1898
BBY    BEST BUY CO  BBY US 04/20/13 P23       29.9  56.1   0.44  -72.3   3029
BBY    BEST BUY CO  BBY US 04/20/13 P24       28.7  55.4   0.80  -69.5   2022
BBY    BEST BUY CO  BBY US 04/20/13 C23       26.1  55.2   2.13  587.1  17654
BBY    BEST BUY CO  BBY US 04/20/13 C24       24.6  54.8   1.40  833.3   2436
HCA    HCA HOLDING  HCA US 04/20/13 P36       24.5  36.2   0.50  100.0    602
HCA    HCA HOLDING  HCA US 04/20/13 C38       22.8  34.5   0.80    0.0    506
HCA    HCA HOLDING  HCA US 04/20/13 C37       22.4  34.8   1.25  -28.6   4974
RFMD   RF MICRO DE  RFMD US 05/18/13 P5       22.0  59.0   0.30   11.1   8019
BBY    BEST BUY CO  BBY US 04/20/13 C25       21.1  54.0   0.88 1366.7   3000
TM     TOYOTA MOTO  TM US 04/20/13 P87.5      19.9  41.8   0.06  -25.0    500
LEG    LEGGETT & P  LEG US 05/18/13 P30       19.4  27.4   0.35   40.0   5089
OPTR   OPTIMER PHA  OPTR US 04/20/13 P12.5    19.3  70.6   0.20    0.0    529
MTG    MGIC INVT C  MTG US 04/20/13 C3.5      18.7 113.3   1.51   16.1    637
TLT    ISHARES BAR  TLT US 04/20/13 P109      18.6  20.5   0.02  100.0    661
XLP    SPDR-CONS S  XLP US 04/20/13 P41       17.7  11.4   1.18   26.9   3015
BBY    BEST BUY CO  BBY US 05/18/13 P23       17.5  49.5   0.90  -57.1    588
BBY    BEST BUY CO  BBY US 05/18/13 P22       17.5  50.8   0.61  -57.9    845
DIA    SPDR DJIA T  DIA US 04/20/13 P147      17.4  10.1   2.07   -9.2    846
HUN    HUNTSMAN CO  HUN US 04/20/13 C18       17.3  40.0   0.62  129.6   3318
BBY    BEST BUY CO  BBY US 05/18/13 C24       17.0  47.9   1.94  351.2   7857
FTNT   FORTINET IN  FTNT US 04/20/13 C22      17.0  39.1   0.77  -14.4    505
BBY    BEST BUY CO  BBY US 05/18/13 P24       16.9  48.3   1.32  -51.8    897
BBY    BEST BUY CO  BBY US 05/18/13 C23       16.4  48.3   2.53  261.4   1055
HUN    HUNTSMAN CO  HUN US 04/20/13 P18       16.2  41.4   0.70  -30.7   3196
CSCO   CISCO SYSTE  CSCO US 07/20/13 C20      16.1  23.5   1.62    2.5    933
TDC    TERADATA CO  TDC US 05/18/13 P50       15.9  43.6   2.30  283.3   1133
BBY    BEST BUY CO  BBY US 05/18/13 C25       15.7  46.7   1.39  434.6  11269
CLWR   CLEARWIRE -  CLWR US 04/20/13 C3       15.6  41.6   0.30   20.0  23000
PNRA   PANERA BREA  PNRA US 04/20/13 C175     15.4  22.3   3.60  323.5    712
SSRI   SILVER STAN  SSRI US 05/18/13 P8       15.4  60.3   0.25   25.0    553
IWM    ISHARES-RUS  IWM US 04/20/13 P93       15.3  15.5   2.01  -13.0   2443
AMLP   ALERIAN MLP  AMLP US 07/20/13 P17      15.2  15.1   0.60   33.3    757
FXE    CRYSHS-EURO  FXE US 04/20/13 P121      15.1  13.5   0.01  -50.0   1505
BBY    BEST BUY CO  BBY US 05/18/13 P21       14.4  51.1   0.40  -62.6   2324
HUN    HUNTSMAN CO  HUN US 05/18/13 C19       14.2  44.8   0.79  125.7  12940
MCD    MCDONALDS C  MCD US 04/20/13 C100      14.2  16.5   1.73   92.2   1141
HUN    HUNTSMAN CO  HUN US 04/20/13 C19       14.1  42.8   0.30  328.6   1939
VIP    VIMPELCOM L  VIP US 09/21/13 P10       14.0  32.3   0.30    0.0   2500
MCD    MCDONALDS C  MCD US 04/20/13 P100      14.0  16.6   1.01  -37.3   1745
BBY    BEST BUY CO  BBY US 06/22/13 P22       13.6  54.6   1.19  -45.7    553
AA     ALCOA INC    AA US 04/20/13 P8         13.2  35.3   0.13   18.2   1748
FXY    CRYSHS-JAPA  FXY US 04/20/13 P106      13.1  14.5   4.32  188.0   1487
HCA    HCA HOLDING  HCA US 05/18/13 C37       13.0  35.0   2.00  -53.9    817
BBY    BEST BUY CO  BBY US 06/22/13 C25       12.9  47.6   1.99  249.1   1338
TDC    TERADATA CO  TDC US 04/20/13 P50       12.8  39.9   0.95 1800.0   2352
STT    STATE ST CO  STT US 04/20/13 P55       12.7  34.2   0.79   33.9   1670
HCA    HCA HOLDING  HCA US 05/18/13 P38       12.5  33.2   2.00   37.9   1289
TLT    ISHARES BAR  TLT US 04/20/13 P113      12.4  16.8   0.06    0.0    640
MCD    MCDONALDS C  MCD US 04/20/13 P95       12.2  20.3   0.16  -30.4   1571
CTL    CENTURYLINK  CTL US 05/18/13 C36       12.2  21.8   1.00   66.7   1196
HUN    HUNTSMAN CO  HUN US 05/18/13 P18       12.0  44.1   1.02  -25.0    977
DKS    DICK'S SPOR  DKS US 04/20/13 P47       11.7  22.9   1.30    6.6   1366
IWM    ISHARES-RUS  IWM US 04/26/13 P93       11.5  15.8   2.25   -1.8    526
PPO    POLYPORE IN  PPO US 04/20/13 P35       11.3  49.0   0.45   80.0   1527
EEM    ISHARES-EMG  EEM US 04/20/13 P43       11.1  14.1   1.32    6.5   6516
ABT    ABBOTT LABS  ABT US 05/18/13 P34       11.0  22.4   0.28    7.7    506
IWM    ISHARES-RUS  IWM US 04/20/13 P92       10.9  16.3   1.44  -12.7  17806
EWJ    ISHARES-JAP  EWJ US 04/20/13 C10       10.9  25.1   0.94   88.0   2107
DIA    SPDR DJIA T  DIA US 04/20/13 P146      10.9  10.8   1.53  -14.5   1678
FB     FACEBOOK IN  FB US 04/20/13 P24        10.9  38.4   0.05  -37.5   2558
EQR    EQUITY RESI  EQR US 04/20/13 P55       10.8  17.3   0.15  -62.5    557
VRNG   VRINGO INC   VRNG US 06/22/13 C3       10.7 137.9   0.85   -2.3   1077
BKS    BARNES & NO  BKS US 07/20/13 P12       10.6  54.6   0.40   33.3   2030
KLIC   KULICKE & S  KLIC US 04/20/13 C11      10.6  38.2   0.20  100.0   1357
STT    STATE ST CO  STT US 04/20/13 P57.5     10.5  32.2   1.73   -2.3    727
AA     ALCOA INC    AA US 05/18/13 P8         10.5  28.7   0.21   10.5   7740
MHP    MCGRAW-HILL  MHP US 04/20/13 P50       10.5  34.9   0.85   21.4   1794
DISH   DISH NETWOR  DISH US 04/20/13 P35      10.4  37.7   0.35   75.0   2323
RDN    RADIAN GROU  RDN US 01/18/14 C7        10.4  63.7   3.90   14.7   2530
T      AT&T INC     T US 07/20/13 C35         10.3  17.3   2.84   19.8   1772
DXJ    WISDOMTREE   DXJ US 05/18/13 C42       10.3  26.4   2.35  161.1   1551
HUN    HUNTSMAN CO  HUN US 05/18/13 P17       10.3  45.5   0.69   -9.2    900
HUN    HUNTSMAN CO  HUN US 05/18/13 C18       10.2  43.9   1.15   64.3   2165
MCD    MCDONALDS C  MCD US 05/18/13 C100      10.2  14.4   2.39   59.3   2828
BAS    BASIC ENERY  BAS US 04/20/13 P10       10.0  77.5   0.10  100.0   1050
TLT    ISHARES BAR  TLT US 04/20/13 P116      10.0  13.9   0.17  -34.6   1570

Top Volatility Decreases



                         Contract            %Chg  Impl.
Ticker    Name           Description          Vol.  Vol.   Price  %Chg  Volume
=============================================================================
TIVO   TIVO INC     TIVO US 05/18/13 C11     -34.2  47.5   1.12  -29.1    570
TIVO   TIVO INC     TIVO US 05/18/13 P12     -32.8  47.2   0.94  -24.2   1145
TIVO   TIVO INC     TIVO US 05/18/13 P11     -32.8  47.6   0.43  -42.7   1781
TIVO   TIVO INC     TIVO US 05/18/13 C12     -31.7  48.2   0.59  -41.6   2920
NOR    NORANDA ALU  NOR US 10/19/13 C2.5     -23.9  78.8   1.70   -8.1    630
CIM    CHIMERA INV  CIM US 09/21/13 P3       -22.3  21.1   0.15    0.0   3283
CALL   MAGICJACK V  CALL US 04/20/13 C15     -18.8  58.4   0.65  -45.8    563
ARIA   ARIAD PHARM  ARIA US 04/20/13 P16     -18.3  50.8   0.25  -60.9    736
CSCO   CISCO SYSTE  CSCO US 04/20/13 P21     -18.3  18.3   0.28  -15.2    584
ABBV   ABBVIE INC   ABBV US 04/20/13 C42.5   -18.0  17.8   0.25  177.8    524
YCS    PRO ULTSHRT  YCS US 04/20/13 C64      -16.5  27.2   0.45  800.0    642
CALL   MAGICJACK V  CALL US 04/20/13 P15     -16.4  60.3   0.75    7.1   2799
STX    SEAGATE TEC  STX US 04/20/13 C38      -15.9  31.2   0.31  -27.9    718
SPY    SPDR S&P 50  SPY US 04/20/13 P161     -15.5  10.1   5.28   -8.2   4525
STX    SEAGATE TEC  STX US 04/20/13 P36      -15.4  32.4   0.85  -22.7   2605
ARIA   ARIAD PHARM  ARIA US 04/20/13 C18     -15.3  50.1   0.35  -22.2    639
WDC    WESTERN DIG  WDC US 04/20/13 P50      -15.2  32.6   1.12  -16.4    803
STX    SEAGATE TEC  STX US 04/20/13 C37      -15.2  31.9   0.63  -16.0    922
STX    SEAGATE TEC  STX US 04/20/13 P35      -14.7  33.6   0.49  -30.0   2350
STX    SEAGATE TEC  STX US 04/20/13 C36      -14.5  32.8   1.08  -10.0   1726
TIVO   TIVO INC     TIVO US 04/20/13 C12     -14.5  29.1   0.15   -6.2   3074
STZ    CONSTELLATI  STZ US 04/20/13 C50      -14.5  38.1   0.86  -19.6    548
EWC    ISHARES-CAN  EWC US 04/20/13 C29      -14.3  16.7   0.05    0.0    809
WDC    WESTERN DIG  WDC US 04/20/13 C50      -14.3  32.6   1.50  -19.4    569
WMC    WESTERN ASS  WMC US 04/20/13 C22.28   -13.6  22.4   1.25   47.1    817
ANN    ANN INC      ANN US 05/18/13 P30      -13.3  31.9   1.75  -18.6    673
STX    SEAGATE TEC  STX US 04/20/13 C35      -13.2  34.3   1.73   -3.9    917
STX    SEAGATE TEC  STX US 04/20/13 P34      -12.7  36.3   0.29  -35.6    775
CSCO   CISCO SYSTE  CSCO US 05/18/13 P22     -12.6  24.2   1.28    1.6    800
ANN    ANN INC      ANN US 05/18/13 C30      -11.7  32.7   0.90  -11.8   5915
JOSB   JOS A BANK   JOSB US 04/20/13 C45     -11.5  35.2   0.60  275.0   1061
S      SPRINT NEXT  S US 05/18/13 P6         -11.4  20.4   0.12  -29.4   1028
STZ    CONSTELLATI  STZ US 04/20/13 C42.5    -11.2  62.4   6.20   -4.6    500
ANN    ANN INC      ANN US 05/18/13 C29      -11.1  33.0   1.40   -6.0    725
LRCX   LAM RESEARC  LRCX US 04/20/13 P40     -11.0  25.6   0.50  -32.4    520
FL     FOOT LOCKER  FL US 04/20/13 C32       -10.9  19.5   1.25  -13.8    802
MNKD   MANNKIND CO  MNKD US 05/18/13 C2.5    -10.8  75.6   1.20   -4.0    748

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

-- Bloomberg News

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


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