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Stocks with implied volatility above mean; JAZZ CRM ARNA
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Stocks with implied volatility below 30-day mean; WFR CSCO POT
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American Eagle (AEO) 18K contracts calls trade on increasing volatility
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Quicksilver (KWK) calls active; on elevated September volatility
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US Steel (X) August calls active; September volatility flat at 52
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Endo Pharma (ENDP) September volatility at 30, January at 35; shares near 32-month high
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Open Text (OTEX) volatility elevated into EPS and outlook
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Stocks with implied volatility below 30-day mean; WFR CSCO POT
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Stocks with implied volatility above mean; JAZZ CZZ ARNA
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NetApp (NTAP) option prices elevated into EPS and outlook
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Limited (LTD) option prices elevated into EPS
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BJ's Wholesale (BJ) volatility elevated; reports Q2 revenue of $2.7B
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Ciena (CIEN) September volatility at 54, January at 49 into EPS
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General Mills (GIS) September volatility at 19, January at 25
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Williams-Sonoma (WSM) volatility flat into EPS and margin outlook
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Airgas (ARG) volatility low; shares above Air Products (APD) acquisition offer
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China Green (CGA) volatility low at 43
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Stocks with implied volatility below 30-day mean; GNW DNDN PCLN
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Stocks with implied volatility above mean; ARNA ARG PTV
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CF Industries (CF) volatility elevated; shares up 6% in pre-open; BHP bids $38B for Potash
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Intrepid Potash (IPI) volatility flat; shares up 11%; BHP Billiton bids $38B for Potash
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Agrium (AGU) volatility flat; shares up 6% in pre-open; BHP bids $38B for Potash
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Mosaic (MOS) volatility flat; shares up 10% in pre-open: BHP bids $38B for Potash
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BHP Billiton (BHP) volatility flat; Potash rejects BHP's $38 bid
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Potash (POT) volatility at 40; POT rejects BHP Billiton (BHP) $38B bid
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Dicks Sporting Goods (DKS) volatility elevated into EPS inventory outlook
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PetsMart (PETM) volatility elevated into EPS and sales growth outlook
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IShares Barclay 20+ YR Treasury (TLT) volatility elevated on sharp movement
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Education Management (EDMC) volatility increases to 74, shares at record low
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Strayer Education (STRA) volatility elevated; shares down 18% in pre-open
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Annaly Mortgage (NLY) September volatility of 31 above average of 23
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Salesforce.com (CRM) volatility elevated into EPS and growth outlook
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Genzyme (GENZ) volatility elevated on uncertainty of deal
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Electronic Arts (ERTS) volatility flat, shares near nine-year low
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Dynegy (DYN) calls active on low volatility after Blackstone agreement
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Stocks with implied volatility below 30-day mean; WFR DNDN CSCO
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Stocks with implied volatility above mean; ARNA BRCD PTV
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Abercrombie & Fitch (ANF) volatility elevated into EPS and inventory outlook
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CVB Financial (CVBF) put volume and volatility elevated
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Career Education (CECO) September volatility elevated at 58, January at 64
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Schlumberger (SLB) volatility flat on Gulf of Mexico drilling moratorium uncertainty
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Dynegy (DYN) volatility at 74; Blackstone aggress to acquire DYN $4.7B
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Network Appliance (NTAP) volatility elevated into EPS and guidance
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Mead Johnson (MJN) September volatility flat at 36, January at 39
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ICICI Bank (IBN) volatility low at 38
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Target (TGT) August option prices elevated into EPS and back to school
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Stocks with implied volatility below 30-day mean; FFIV AKAM CSCO
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Stocks with implied volatility above mean; ARNA BRCD MO
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Nvidia (NVDA) put volume and volatility up into EPS
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Salesforce.com (CRM) volatility increase into EPS and sales outlook
