Option Price Chain for 2006-11-30
with 1 day and 5 day comparisons of Open Interest.
Huge volume in AMDXD 06 Dec 20.00 Puts.
44327 contracts on an open interest of 15636.
It will be interesting to see the change in Open Interest
tomorrow morning.
-Magrathea
Close = 21.57 +0.16
Close = 21.41 1-Day = 2006-11-29
Close = 21.77 5-Day = 2006-11-22
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAU 07 Jan 22.50 46314 248 2869 1.20
AMDAE 07 Jan 25.00 35481 -1575 802 .45
AKDAG 07 Jan 35.00 29082 0 -5 .05
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 109173 6002 2817 .70
WVVMA 08 Jan 5.00 39880 0 0 .15
AMDMA 07 Jan 5.00 25528 0 0 .05
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDAU 07 Jan 22.50 46314 248 2869 1.20 6182
AMDLU 06 Dec 22.50 24773 410 9911 .38 5025
WVVAF 08 Jan 30.00 15837 1866 1812 1.65 4303
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDXD 06 Dec 20.00 15636 564 512 .25 44327
AMDXU 06 Dec 22.50 4517 -17 1197 1.20 6967
AMDMD 07 Jan 20.00 109173 6002 2817 .70 6474
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, V*P $K)
AMDGU 07 Jul 22.50 1115 447 1066 2.90 766
AMDAU 07 Jan 22.50 46314 248 2869 1.20 742
AMDGE 07 Jul 25.00 3524 151 3386 2.00 724
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, V*P $K)
AKDMH 07 Jan 40.00 722 0 0 18.40 5424
AKDMG 07 Jan 35.00 417 0 0 13.40 2463
AMDXD 06 Dec 20.00 15636 564 512 .25 1108
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAD 07 Jan 20.00 16451 2579 2676 Vol= 1404
WVVAF 08 Jan 30.00 15837 1866 1812
WVVAX 08 Jan 22.50 11025 1156 1192 Vol= 708
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDLE 06 Dec 25.00 7777 -2463 485
AMDAE 07 Jan 25.00 35481 -1575 802
AMDAY 07 Jan 27.50 24644 -315 -401
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 109173 6002 2817
AMDSD 07 Jul 20.00 3149 2527 3000 Vol= 389
AMDXD 06 Dec 20.00 15636 564 512
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMB 07 Jan 10.00 20577 -78 0
AMDPU 07 Apr 22.50 9453 -37 390
AMDXY 06 Dec 27.50 4 -25 -25
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDLU 06 Dec 22.50 24773 410 9911
AMDGE 07 Jul 25.00 3524 151 3386
AMDGY 07 Jul 27.50 3299 0 3282
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDAY 07 Jan 27.50 24644 -315 -401
AMDAW 07 Jan 17.50 5910 -53 -322
QZAEX 07 May 22.50 1462 0 -239
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDSD 07 Jul 20.00 3149 2527 3000 Vol= 389
AMDMD 07 Jan 20.00 109173 6002 2817
AMDSU 07 Jul 22.50 2156 20 2051
Top 3 5-Day Decrease in Put Open Interest Contracts
VVVME 09 Jan 25.00 1778 0 -100
VVVMC 09 Jan 15.00 11235 0 -87
AMDMF 07 Jan 30.00 7616 -1 -71
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDAD 07 Jan 20.00 16451 2579 2.50 $645K
WVVAX 08 Jan 22.50 11025 1156 3.90 $451K
WVVAF 08 Jan 30.00 15837 1866 1.65 $308K Vol= 4
Top 3 $ Decrease in Call Open Interest
VVVAD 09 Jan 20.00 1811 -158 6.90 -$109K
AMDAE 07 Jan 25.00 35481 -1575 0.45 -$71K
AMDLE 06 Dec 25.00 7777 -2463 0.10 -$25K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDSD 07 Jul 20.00 3149 2527 1.90 $480K Vol= 389
AMDMD 07 Jan 20.00 109173 6002 0.70 $420K
AMDMU 07 Jan 22.50 23358 183 1.90 $35K
Top 3 $ Decrease in Put Open Interest
AMDXY 06 Dec 27.50 4 -25 6.10 -$15K
AMDPU 07 Apr 22.50 9453 -37 2.65 -$10K
AMDPE 07 Apr 25.00 1875 -10 4.20 -$4K
Close = 21.57 +0.16
Close = 21.41 1-Day = 2006-11-29
Close = 21.77 5-Day = 2006-11-22
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Dec 15.00)QZALC 6.00 .80 15 4 0 0 0 | QZAXC 0.00 .00 0 0 0 0 0
(06 Dec 17.50)AMDLW 4.21 -.29 62 846 7 213 3 | AMDXW 0.05 -.05 117 1165 0 39 0
(06 Dec 17.50)QZALW 3.60 .00 2 12 0 0 0 | QZAXW 0.05 -.25 20 622 0 0 0
(06 Dec 20.00)AMDLD 1.93 .28 2153 8201 905 1896 175 | AMDXD 0.25 .05 44327 15636 564 512 14
(06 Dec 20.00)QZALD 1.30 -.01 99 521 1 27 0 | QZAXD 0.40 .05 80 664 10 45 0
21.57 Current
(06 Dec 22.50)AMDLU .38 .11 5025 24773 410 9911 16 | AMDXU 1.20 -.10 6967 4517 -17 1197 -2
(06 Dec 22.50)QZALX .25 -.05 20 267 10 45 0 | QZAXX 2.00 .35 40 70 0 25 0
(06 Dec 25.00)AMDLE .10 .05 961 7777 -2463 485 -25 | AMDXE 3.45 .25 43 974 42 306 14
(06 Dec 25.00)QZALE .05 -.10 18 153 0 0 0 | QZAXE 3.90 .00 140 140 0 0 0
(06 Dec 27.50)AMDLY .10 .05 1050 1281 0 0 0 | AMDXY 6.10 -.20 14 4 -25 -25 -15
(06 Dec 30.00)AMDLF .05 -.05 18 474 0 0 0 | AMDXF 8.60 .10 6 24 0 0 0
(06 Dec 30.00)QZALF .00 .00 0 0 0 0 0 | QZAXF 8.70 .00 141 0 0 0 0
(06 Dec 35.00)AKDLG .05 .00 82 82 0 0 0 | AKDXG 14.50 -.20 104 60 0 0 0
(06 Dec 35.00)QZALG .00 .00 0 0 0 0 0 | QZAXG 13.90 .00 50 0 0 0 0
(06 Dec 37.50)AKDLU .05 .00 29 29 0 0 0 | AKDXU 17.00 -.30 28 15 0 0 0
(06 Dec 40.00)AKDLH .00 .00 0 0 0 0 0 | AKDXH 18.70 -.70 15 15 0 0 0
(06 Dec 42.50)AKDLV .00 .00 0 0 0 0 0 | AKDXV 0.00 .00 0 0 0 0 0
(06 Dec 45.00)AKDLI .00 .00 0 0 0 0 0 | AKDXI 23.70 .00 15 0 0 0 0
(06 Dec 47.50)AKDLW .00 .00 0 0 0 0 0 | AKDXW 0.00 .00 0 0 0 0 0
(06 Dec 50.00)AKDLJ .00 .00 0 0 0 0 0 | AKDXJ 0.00 .00 0 0 0 0 0
(06 Dec 55.00)AKDLK .00 .00 0 0 0 0 0 | AKDXK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 18.87 -2.93 15 1835 0 0 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.00 -2.60 150 1157 0 0 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2289 0 0 0 | AMDMR 0.10 .00 437 19125 0 0 0
(07 Jan 10.00)AMDAB 11.45 -.23 1 4561 0 0 0 | AMDMB 0.05 .00 15 20577 -78 0 0
(07 Jan 12.50)AMDAS 9.10 .10 5 1876 0 0 0 | AMDMS 0.05 -.05 99 15511 0 0 0
(07 Jan 15.00)AMDAC 6.90 .29 8 4453 20 -81 14 | AMDMC 0.05 -.10 20 14019 0 34 0
(07 Jan 17.50)AMDAW 4.30 -.20 60 5910 -53 -322 -23 | AMDMW 0.20 .00 1016 20210 0 112 0
(07 Jan 19.00)AMDAT 3.30 .30 22 779 -19 -25 -6 | AMDMT 0.45 .05 4472 11557 21 920 1
(07 Jan 20.00)AMDAD 2.50 .10 1404 16451 2579 2676 645 | AMDMD 0.70 -.10 6474 109173 6002 2817 420
21.57 Current
(07 Jan 22.50)AMDAU 1.20 .15 6182 46314 248 2869 30 | AMDMU 1.90 -.10 5214 23358 183 593 35
(07 Jan 25.00)AMDAE .45 .02 1771 35481 -1575 802 -71 | AMDME 3.60 .00 158 25355 0 -22 0
(07 Jan 27.50)AMDAY .20 .05 130 24644 -315 -401 -6 | AMDMY 5.90 .19 6 5121 0 -10 0
(07 Jan 30.00)AMDAF .10 .00 114 28174 -30 -81 0 | AMDMF 8.40 -.10 6 7616 -1 -71 -1
(07 Jan 32.50)AKDAZ .05 .00 20 13110 17 20 0 | AKDMZ 12.00 -.20 555 23 0 -5 0
(07 Jan 35.00)AKDAG .05 .00 5 29082 0 -5 0 | AKDMG 13.40 .10 1838 417 0 0 0
(07 Jan 37.50)AKDAU .05 -.05 2 4391 -1 -1 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .02 -.03 1 27514 -40 -41 0 | AKDMH 18.40 .10 2948 722 0 0 0
(07 Jan 45.00)AKDAI .05 -.05 20 20546 0 0 0 | AKDMI 23.60 .00 156 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17555 -110 -110 -1 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU .00 .00 0 6 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB .00 .00 0 37 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 8.20 -.10 200 264 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 6.20 .20 5 1084 5 -15 3 | QZANC 0.15 -.05 10 1193 0 -21 0
(07 Feb 17.50)QZABW 4.10 -.10 10 702 0 21 0 | QZANW 0.55 .05 20 2080 0 0 0
(07 Feb 20.00)QZABD 2.30 .05 47 2232 172 506 40 | QZAND 1.35 .00 56 1835 5 141 1
21.57 Current
(07 Feb 22.50)QZABX 1.15 -.15 40 2985 40 194 5 | QZANX 2.50 .20 14 734 2 3 1
(07 Feb 25.00)QZABE .60 .05 172 1232 124 365 7 | QZANE 4.40 -.40 2 49 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 9.50 .00 15 20 0 5 0 | AMDPS 0.15 -.05 20 85 0 7 0
(07 Apr 15.00)AMDDC 7.30 -.20 2 385 270 289 197 | AMDPC 0.30 -.05 33 217 2 17 0
(07 Apr 17.50)AMDDW 5.30 .30 150 2067 79 250 42 | AMDPW 0.75 .03 76 13239 1 7 0
(07 Apr 20.00)AMDDD 3.53 .23 111 2837 -31 -41 -11 | AMDPD 1.43 -.12 151 23325 46 148 7
21.57 Current
(07 Apr 22.50)AMDDU 2.25 .20 304 11553 227 517 51 | AMDPU 2.65 -.05 133 9453 -37 390 -10
(07 Apr 25.00)AMDDE 1.40 .20 355 12322 84 441 12 | AMDPE 4.20 -.10 71 1875 -10 -13 -4
(07 Apr 27.50)AMDDY .75 .10 110 20368 20 -119 2 | AMDPY 6.20 .20 2 1016 0 0 0
(07 Apr 30.00)AMDDF .40 .00 133 8930 68 61 3 | AMDPF 8.30 -.60 100 829 0 95 0
(07 Apr 32.50)AKDDZ .25 .03 146 2231 12 12 0 | AKDPZ 10.70 -.50 100 205 0 36 0
(07 Apr 35.00)AKDDG .20 .05 6 2369 0 0 0 | AKDPG 13.10 .10 3 40 0 6 0
(07 Apr 37.50)AKDDU .10 -.05 52 390 0 51 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 15 1407 0 0 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.50 -.30 2 118 2 32 1 | QZAQC 0.40 -.10 20 254 0 20 0
(07 May 17.50)QZAEW 4.80 -.20 10 579 0 0 0 | QZAQW 1.10 -.15 15 1080 0 0 0
(07 May 20.00)QZAED 3.20 -.20 50 560 0 30 0 | QZAQD 1.80 -.10 10 1826 0 3 0
21.57 Current
(07 May 22.50)QZAEX 1.90 -.10 100 1462 0 -239 0 | QZAQX 3.60 .20 10 799 0 0 0
(07 May 25.00)QZAEE 1.15 -.05 20 1890 9 -211 1 | QZAQE 4.80 -.50 35 1088 0 15 0
(07 May 30.00)QZAEF .50 -.05 20 612 0 0 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .15 -.05 10 420 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS .00 .00 0 0 0 0 0 | AMDSS 0.25 .00 30 0 0 0 0
(07 Jul 15.00)AMDGC .00 .00 0 0 0 0 0 | AMDSC 0.55 .05 3085 0 0 0 0
(07 Jul 17.50)AMDGW 5.80 .10 26 0 0 0 0 | AMDSW 1.10 .00 1169 0 0 0 0
(07 Jul 20.00)AMDGD 4.20 .24 130 130 69 130 29 | AMDSD 1.90 -.02 389 3149 2527 3000 480
21.57 Current
(07 Jul 22.50)AMDGU 2.90 .18 2642 1115 447 1066 130 | AMDSU 3.10 -.03 572 2156 20 2051 6
(07 Jul 25.00)AMDGE 2.00 .22 3618 3524 151 3386 30 | AMDSE 4.60 -.10 10 438 7 344 3
(07 Jul 27.50)AMDGY 1.30 .10 939 3299 0 3282 0 | AMDSY 6.50 .20 861 670 0 665 0
(07 Jul 30.00)AMDGF .85 .10 595 530 75 495 6 | AMDSF 8.50 -.14 200 507 0 507 0
(07 Jul 35.00)AKDGG .35 -.05 25 1185 5 1185 0 | AKDSG 13.20 .20 90 122 0 122 0
(07 Jul 40.00)AKDGH .20 .00 524 417 0 417 0 | AKDSH 0.00 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .10 .00 467 457 0 0 0 | AKDSI 23.20 .00 95 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 20 176 16 16 0 | AKDSJ 28.20 .00 95 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 17.00 .10 25 1949 25 25 43 | WVVMA 0.15 .05 30 39880 0 0 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.20 .70 5 1760 20 20 24 | WVVMB 0.35 .05 15 10515 0 0 0
(08 Jan 12.50)WVVAV 10.10 -.40 2 1459 5 -34 5 | WVVMV 0.55 .05 50 4251 0 -36 0
(08 Jan 15.00)WVVAC 8.20 -.50 5 3113 -5 2 -4 | WVVMC 0.95 .00 110 9914 80 81 8
(08 Jan 17.50)WVVAW 6.70 .40 91 2775 0 10 0 | WVVMW 1.55 -.05 90 8227 0 -11 0
(08 Jan 20.00)WVVAD 5.20 .30 372 7421 25 218 13 | WVVMD 2.50 -.02 281 11721 -10 41 -3
21.57 Current
(08 Jan 22.50)WVVAX 3.90 .06 708 11025 1156 1192 451 | WVVMX 3.70 -.10 1223 8540 -3 68 -1
(08 Jan 25.00)WVVAE 3.00 .05 204 7610 -2 25 -1 | WVVME 5.00 -.40 406 14010 17 28 9
(08 Jan 27.50)WVVAY 2.25 -.05 223 4401 72 144 16 | WVVMY 6.90 .04 70 403 0 50 0
(08 Jan 30.00)WVVAF 1.65 -.15 4303 15837 1866 1812 308 | WVVMF 8.87 -.13 4 9577 0 33 0
(08 Jan 35.00)WVVAG 1.00 .00 40 11402 2 22 0 | WVVMG 13.30 -.20 2 2681 0 0 0
(08 Jan 40.00)WVVAH .60 .05 220 6724 52 0 3 | WVVMH 18.13 -.27 10 528 0 0 0
(08 Jan 45.00)WVVAI .35 -.05 4 2856 100 -4 4 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .30 -.05 28 4969 0 66 0 | WVVMJ 28.40 .00 52 40 0 0 0
(08 Jan 60.00)WVVAL .10 .00 180 9102 122 552 1 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 -.15 50 1649 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 70 1296 0 0 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2519 0 0 0 | LDYMT 78.30 -.30 28 10 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 16.60 -1.00 1 1646 0 0 0 | VVVMA 0.20 .05 100 8145 0 1260 0
(09 Jan 10.00)VVVAB 13.00 .50 20 245 0 0 0 | VVVMB 0.55 -.05 200 5506 0 0 0
(09 Jan 12.50)VVVAV 11.60 .60 275 861 0 0 0 | VVVMV 1.25 .05 2 4410 0 0 0
(09 Jan 15.00)VVVAC 9.20 -.10 1 2115 0 3 0 | VVVMC 1.60 -.20 93 11235 0 -87 0
(09 Jan 17.50)VVVAW 8.40 .60 10 843 0 10 0 | VVVMW 2.40 -.45 10 762 0 0 0
(09 Jan 20.00)VVVAD 6.90 .40 4 1811 -158 -210 -109 | VVVMD 3.40 -.19 34 1182 0 -17 0
21.57 Current
(09 Jan 25.00)VVVAE 4.70 .20 389 3232 4 39 2 | VVVME 6.00 -.20 31 1778 0 -100 0
(09 Jan 30.00)VVVAF 3.30 .00 61 1146 0 38 0 | VVVMF 9.30 -.80 10 893 0 0 0
(09 Jan 35.00)VVVAG 2.25 -.25 30 5190 0 0 0 | VVVMG 13.90 -.60 10 635 0 0 0
(09 Jan 40.00)VVVAH 1.60 -.10 35 8921 -10 -25 -2 | VVVMH 19.80 .80 1 50 0 0 0
(09 Jan 45.00)VVVAI 1.15 -.10 20 803 0 20 0 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ .90 .20 5 1549 0 31 0 | VVVMJ 28.30 -.80 20 10 0 0 0
(09 Jan 55.00)VVVAK .75 .10 3 322 0 1 0 | VVVMK 34.10 2.60 10 10 0 0 0
(09 Jan 60.00)VVVAL .55 -.05 10 464 0 0 0 | VVVML 0.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .35 -.05 34 234 34 34 1 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .30 -.05 10 2000 0 -18 0 | VVVMN 44.60 .00 0 8 0 0 0
-Magrathea |
