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SPDR S&P 500 ETF (SPY) volatility low; stocks trade to 28-month high
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Sara Lee (SLE) volatility stays elevated after decreasing on recent spike of reports of foreign takeover
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Crocs (CROX) volatility at 44-month lows as shares rally to 32-month highs
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Clinical Data (CLDA) volatility elevated into PDUFA for Vilazodone
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Stocks with implied volatility below index mean range; XLF XLE XLB
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Stocks with implied volatility above mean; MNKD ADBE GENZ
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Darden Restaurants (DRI) January calls active on flat volatility; shares near record high into EPS
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3M Company (MMM) January volatility low at 14, April at 19
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Sara Lee (SLE) January calls active on elevated volatility reports of foreign takeover
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Medtronic (MDT) volatility low as shares rally on CEO retirement
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Netflix (NFLX) volatility flat at 53 on wide price movement
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Chesapeake (CHK) volatility low as shares trend higher on Icahn increasing position
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Genzyme (GENZ) volatility low into analyst meeting
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Sprint (S) volatility of 48 near three year lows
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ETF's with implied volatility below index mean range; XLF XLE XLB
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Stocks with implied volatility above mean; MNKD ADBE GENZ
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Cablevision (CVC) volatility flat into today's addition to S&P 500
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Alcoa (AA) January volatility low at 30, April is at 36 into early January EPS
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Adobe (ADBE) January volatility elevated at 46 into EPS and guidance
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F5 Networks (FFIV) volatility flat into today's addition to S&P 500
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Netflix (NFLX) volatility flat into today's addition to S&P 500
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Newfield Exploration (NFX) volatility low into today's addition to S&P 500
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BMO Financial Group (BMO) volatility low into acquisition of Marshall & Ilsley (MI) for $4.1B in stock
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Marshall & Ilsley (MI) volatility flat at 54 into Bank of Montreal (BMO) $4.1B stock acquisition
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Stocks with implied volatility below 30-day mean; GMCR BBY CSCO
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Stocks with implied volatility movement; MNKD GENZ MJN
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Las Vegas Sands (LVS) calls active on flat volatility on wide share price movement
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Saint Joe Co (JOE) calls active as volatility increases
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Proctor and Gamble (PG) volatility low into guidance at analyst meeting
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Proshares UltraShort Barc 20 Year Treasury ETF (TBT) volatility flat, as ETF and treasury's rally
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Honeywell (HON) volatility low at 25; analyst's positive after investor meeting
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Baidu (BIDU) volatility increases as shares sell off 7%
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Rackspace (RAX) volatility low at 42 into downgrade
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Stocks with implied volatility below index mean range; GG M COP
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Stocks with implied volatility above mean; MNKD ADBE GENZ
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Saint Joe Co (JOE) calls active as volatility increases as shares sell off 11%
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Yahoo (YHOO) volatility flat on 4% of workforce downsized
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Proshares UltraShort Barc 20 Year Treasury ETF (TBT) volatility elevated as ETF rallies on tax cut bill
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FedEx (FDX) calls more active than put into EPS
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Oracle (ORCL) volatility at 31, shares approach nine-year high into EPS
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General Mills (GIS) volatility at nine-month lows into EPS and revenue growth guidance
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Banco Bilbao (BBVA) volatility flat on wide share price movement
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Stocks with implied volatility below index mean range; M MO COP
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Stocks with implied volatility above mean; MNKD MJN GENZ
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Whirlpool (WHR) options active as shares trend higher
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Texas Instruments (TXN) volatility low; shares approach three year high
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Accenture (ACN) January volatility flat; shares near record high into EPS
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Comcast (CMCSA) options active as shares rally 27-month high
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Banco Bradesco (BBD) volatility flat as shares trend lower into analyst meeting
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Boeing (BA) volatility at ten-month lows
