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Chipotle Mexican Grill (CMG) volatility elevated as shares on strong SSS and EPS beat
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Honeywell (HON) volatility at 41; shares up on Q3 profit up 44%
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McDonald's (MCD) volatility flat at 22 as shares trade up on results
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Range Resources (RRC) volatility elevated into Q3 results
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Stocks with implied volatility movement; BRCM EWJ
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Stock with implied volatility below IV index mean; JPM PLCM AEM EP
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Green Mountain Coffee (GMCR) volatility has increased and shares have trended sharply lower after Einhorn bear presentation
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Microsoft (MSFT) volatility elevated into Q1 and consumer PC shipment outlook
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Western Digital (WDC) volatility elevated as shares trend to 28-month lows on Q1 results
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Freeport-McMoRan (FCX) volatility elevated at 55
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American Express (AXP) volatility elevated; shares lower on Europe outlook
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Cirrus Logic (CRUS) volatility elevated; shares lower on Q2 miss
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Stock with implied volatility below IV index mean; SU EP
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Stocks with implied volatility movement; AEM AIG
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Hospira (HSP) volatility stays elevated after lowering 2011 view
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Human Genome (HGSI) November calls active as shares trend higher
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InterOil Corp (IOC) volatility elevated as shares trend up from two-year lows
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Wynn Resorts (WYNN) October volatility at 90, November at 58 into Q3
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New Oriental Education (EDU) volatility elevated at 85 on wide share price movement
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Abbott (ABT) volatility flat at 22 into split into two companies
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Intel (INTC) overall volatility at 33; shares at three-year highs on Q3 results
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Stock with implied volatility below IV index mean; SU BXP
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Stocks with implied volatility movement; SHLD ARUN
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A123 Systems (AONE) volatility elevated; shares trending towards record low
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First Solar (FSLR) volatility elevated on wide share price movement
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Microsoft (MSFT) October volatility elevated 36 into Q1 and growth outlook
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Apple (AAPL) overall volatility elevated at 40 into Q4 results and outlook
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Crocs (CROX) volatility elevated at 62 into lower Q3 guidance
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Green Mountain Coffee (GMCR) volatility elevated at 76; shares near four-month low
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Juniper (JNPR) volatility elevated at 60 into Q3 results and guidance
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Stock with implied volatility below IV index mean; LIZ EP
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Stocks with implied volatility movement; DIA XME
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Eli Lilly (LLY) volatility elevated into Q3 results
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Direxion Small Cap Bear 3X Share ETF (TZA) volatility elevated at 109 on wide price movement
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Financial Bull 3X (FAS) volatility elevated at 110, Financial Bear 3X (FAZ) volatility elevated at 118
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Abbott (ABT) volatility elevated into Q3 results
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Sprint (S) November volatility elevated at 84 on wide price movement
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Microsoft (MSFT) volatility elevated into Q1 and enterprise outlook
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Targacept (TRGT) November volatility above 200
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Stock with implied volatility below IV index mean; CIEN ANR
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Stocks with implied volatility movement; SVU DB
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Range Resources (RRC) calls active on wide share price movement
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Pfizer (PFE) January call spreaders active into Q3 and revenue growth outlook
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Akamai (AKAM) October volatility at 66, November at 74 into Q3 results
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Walter Energy (WLT) option volume and volatility elevated as shares trend higher
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Freeport-McMoRan (FCX) volatility elevated as share rally up from 15-month lows
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Citigroup (C) volatility elevated at 58 into Q3 results and loan loss reserve outlook
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Stocks with implied volatility movement; SVU DB
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Stock with implied volatility below IV index mean; CIEN CLF
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Fossil (FOSL) November volatility elevated at 75 on more puts than calls
