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Human Genome (HGSI) September volatility at 43, January at 76
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Hewlett-Packard (HPQ) August volatility at 31, November at 29
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Wendy's/Arby's (WEN) volatility elevated at 51 into EPS and outlook
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Stocks with implied volatility below 30-day mean; APKT AKAM PCLN
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Stocks with implied volatility above mean; SVNT PTV ARNA
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Research in Motion (RIMM) August volatility at 41, September at 49 on BlackBerry Torch
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First Solar (FSLR) August volatility at 39, December at 46
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STEC Inc (STEC) September volatility at 54, November at 63 after EPS
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Citigroup (C) September volatility at 32, December at 42
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Barnes & Noble (BKS) option volume increases; BKS evaluating alternatives
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Teva (TEVA) volatility near 18-month highs
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Priceline.com (PCLN) October volatility at 48, Q2 bookings increase 43%; shares up 17% in pre-open
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Electronic Arts (ERTS) volatility flat; shares up on EPS and outlook
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Green Mountain (GMCR) August volatility at 37, December at 46
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Stocks with implied volatility below 30-day mean; LSI GENZ CTXS
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Stocks with implied volatility above mean; BRCD PTV ARNA FIS
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Medicines Co (MDCO) options in fast market as shares rally 60%
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Dollar Thrifty (DTG) volatility low at 31
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TiVo (TIVO) call volume increases; FTC files amicus brief in TiVo Verses EchoStar case
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J.C. Penney (JCP) August volatility elevated at 50, November at 45 into sales report
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Herbalife (HLF) volatility decreases as shares rally 7% on EPS and guidance
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Itron (ITRI) volatility increases on wide share price movement
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Procter & Gamble (PG) overall volatility flat; shares down on EPS and guidance
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Arena Pharma (ARNA) September volatility elevated at 219 into FDA
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Stocks with implied volatility below 30-day mean; K GENZ CTXS
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Stocks with implied volatility above mean; PTV ARNA FIS
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Allergan (AGN) volatility flat; shares rally to 29-month high on EPS and outlook
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Boston Scientific (BSX) September volatility flat; shares near 15-year lows
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Leap Wireless (LEAP) volatility flat into EPS and outlook
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Amex Energy Select (XLK) volatility flat; oil above $81
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Omnicare (OCR) puts active; president retires into EPS and outlook
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Garmin (GRMN) August volatility elevated 55, October at 47 into EPS
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Geron (GERN) volatility at 67; shares rallied on FDA lifting hold on stem cell therapy
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MasterCard (MA) August volatility elevated at 39, October at 37 into EPS
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Sequenom (SQNM) volatility flat into T21 data and EPS
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Savient (SVNT) September put volatility at 146, December volatility at 107 into PDUFA
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Stocks with implied volatility above mean; PTV ARNA BRCD
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Stocks with implied volatility below index mean range; NEM ABX FSLR
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iShares Silver Trust (SLV) volatility decreases on active put volume, silver up 2%
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Tellabs (TLAB) volatility flat as shares trend lower after EPS and competition
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Arena Pharma (ARNA) option volume and volatility increases
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Nvidia (NVDA) volatility flat; shares near 14-month low
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Red Hat (RHT) volatility flat at 34
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Euro Currency Trust (FXE) volatility flat as Euro trends higher
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Procter & Gamble (PG) volatility ticks higher on Colgate EPS miss
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Oracle (ORCL) volatility increases on DoJ accusation of fraud
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Stocks with implied volatility below index mean range; NEM S DTG
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Stocks with implied volatility above mean; PTV ARNA BRCD
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Amgen (AMGN) volatility flat into EPS and denosumab data
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Cubist Pharma (CBST) puts active on elevated volatility
