Option Price Chain for 2006-11-10
with 1 day and 5 day comparisons of Open Interest.
I noticed several episodes of
1-Day Change in Open Interest greater than the Volume.
Some of these are highlighted in the Top 3 List
where " Vol= xxxx" is added to the row.
For instance,
WVVAD, 08 Jan 20.00 Calls only had a volume of 2,
but change open interest from 6212 to 6967.
All I can understand is that people opened the interest
at an Ask never traded.
Close = 21.07 +0.18
Close = 20.89 1-Day = 2006-11-09
5-Day = 2006-11-04
Top 3 Call Open Int. (Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 42236 294 4563
AMDAE 07 Jan 25.00 32843 15 1514
AMDAU 07 Jan 22.50 32654 75 -253
Top 3 Put Open Int. (Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 100874 -241 1947
WVVMA 08 Jan 5.00 39903 0 0
AMDWU 06 Nov 22.50 38583 62 -1832
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDLY 06 Dec 27.50 1281 821 1056
WVVAD 08 Jan 20.00 6967 755 911 Vol= 2
AMDAF 07 Jan 30.00 28231 419 -23 Vol= 2
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDE 07 Apr 25.00 6261 -746 -448
WVVAF 08 Jan 30.00 13901 -44 157
AMDDW 07 Apr 17.50 1527 -42 -21
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 8872 1746 2866
AMDMT 07 Jan 19.00 5893 1005 1094 Vol= 74
AMDPW 07 Apr 17.50 12689 766 4059 Vol= 201
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMC 07 Jan 15.00 14028 -366 613
AMDMD 07 Jan 20.00 100874 -241 1947
AMDXY 06 Dec 27.50 405 -87 -788
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 42236 294 4563
AMDLU 06 Dec 22.50 7501 205 1817
AMDAE 07 Jan 25.00 32843 15 1514
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDE 07 Apr 25.00 6261 -746 -448
AMDDU 07 Apr 22.50 8476 -6 -319
AMDAU 07 Jan 22.50 32654 75 -253
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPW 07 Apr 17.50 12689 766 4059 Vol= 201
AMDPD 07 Apr 20.00 8872 1746 2866
AMDMD 07 Jan 20.00 100874 -241 1947
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDWE 06 Nov 25.00 5495 -8 -2701
AMDWU 06 Nov 22.50 38583 62 -1832
AMDXY 06 Dec 27.50 405 -87 -788
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAD 08 Jan 20.00 6967 755 4.97 $375K Vol= 66
QZABV 07 Feb 12.50 264 165 8.20 $135K Vol= 0
AMDKD 06 Nov 20.00 15990 288 1.15 $33K
Top 3 $ Decrease in Call Open Interest
AMDDE 07 Apr 25.00 6261 -746 1.25 -$93K
AMDDW 07 Apr 17.50 1527 -42 4.95 -$21K
WVVAV 08 Jan 12.50 1489 -8 10.20 -$8K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPD 07 Apr 20.00 8872 1746 1.85 $323K
WVVMD 08 Jan 20.00 12142 652 2.90 $189K Vol= 66
AMDMF 07 Jan 30.00 14444 116 9.00 $104K Vol= 8
Top 3 $ Decrease in Put Open Interest
AMDXY 06 Dec 27.50 405 -87 6.50 -$57K
AMDMD 07 Jan 20.00 100874 -241 1.15 -$28K
AKDMG 07 Jan 35.00 567 -14 13.73 -$19K
Close = 21.07 +0.18
Close = 20.89 1-Day = 2006-11-09
5-Day = 2006-11-04
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Nov 7.50) QZAKU 13.90 -.10 210 233 0 0 0 | QZAWU 0.00 .00 0 25 0 0 0
(06 Nov 10.00)QZAKB 11.40 -.10 170 418 0 0 0 | QZAWB 0.00 .00 0 586 0 0 0
(06 Nov 12.50)QZAKV 8.90 -.10 130 448 0 0 0 | QZAWV 0.00 .00 0 2392 0 0 0
(06 Nov 15.00)QZAKC 5.80 1.00 1 3733 0 0 0 | QZAWC 0.05 .00 20 4792 0 0 0
(06 Nov 17.50)AMDKW 3.60 -.50 20 3239 0 224 0 | AMDWW 0.03 -.02 10 7132 -2 -2 0
(06 Nov 17.50)QZAKW 3.30 -.70 104 7045 0 0 0 | QZAWW 0.10 -.07 1 10254 0 0 0
(06 Nov 20.00)AMDKD 1.15 .10 914 15990 288 147 33 | AMDWD 0.15 .00 709 11921 60 128 1
(06 Nov 20.00)QZAKD .55 .05 24 12727 0 -47 0 | QZAWD 0.35 .00 9 4382 -4 -338 0
21.07 Current
(06 Nov 22.50)AMDKU .10 .00 3407 42236 294 4563 3 | AMDWU 1.50 -.15 1273 38583 62 -1832 9
(06 Nov 22.50)QZAKX .20 .05 20 5270 0 0 0 | QZAWX 2.50 .00 13 1872 0 0 0
(06 Nov 25.00)AMDKE .05 .02 8 29914 0 -90 0 | AMDWE 3.90 -.10 5 5495 -8 -2701 -3
(06 Nov 25.00)QZAKE .06 -.04 12 316 0 0 0 | QZAWE 3.70 .00 121 742 0 -360 0
(06 Nov 27.50)AMDKY .01 -.04 7 20472 0 -4 0 | AMDWY 6.20 .34 10 578 0 -1 0
(06 Nov 30.00)AMDKF .05 .04 3 9086 0 0 0 | AMDWF 9.30 -.20 5 156 0 0 0
(06 Nov 32.50)AKDKZ .10 -.05 51 749 0 0 0 | AKDWZ 11.50 3.50 804 76 0 0 0
(06 Nov 35.00)AKDKG .05 -.05 1 808 0 0 0 | AKDWG 0.00 .00 0 0 0 0 0
(06 Nov 40.00)AKDKH .05 .00 20 20 0 0 0 | AKDWH 19.40 .00 1 0 0 0 0
(06 Nov 45.00)AKDKI .00 .00 0 0 0 0 0 | AKDWI 18.40 .00 21 0 0 0 0
(06 Nov 50.00)AKDKJ .00 .00 0 0 0 0 0 | AKDWJ 23.40 .00 26 0 0 0 0
(06 Nov 55.00)AKDKK .00 .00 0 0 0 0 0 | AKDWK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Dec 15.00)QZALC .00 .00 0 0 0 0 0 | QZAXC 0.00 .00 0 0 0 0 0
(06 Dec 17.50)AMDLW 3.70 .02 40 292 -15 -18 -6 | AMDXW 0.15 .01 7 851 0 2 0
(06 Dec 17.50)QZALW 3.60 .00 2 12 0 10 0 | QZAXW 0.30 .00 417 622 0 0 0
(06 Dec 20.00)AMDLD 1.70 .05 726 2770 80 532 14 | AMDXD 0.59 -.07 327 4592 210 425 12
(06 Dec 20.00)QZALD 1.15 -.10 58 177 0 43 0 | QZAXD 1.00 .15 20 399 20 350 2
21.07 Current
(06 Dec 22.50)AMDLU .55 .00 1061 7501 205 1817 11 | AMDXU 2.00 -.05 170 1591 40 435 8
(06 Dec 22.50)QZALX .45 .10 10 162 0 -1 0 | QZAXX 2.60 -.30 15 43 0 0 0
(06 Dec 25.00)AMDLE .20 .00 1 6919 -1 772 0 | AMDXE 4.10 -.10 5 269 0 118 0
(06 Dec 25.00)QZALE .15 .00 135 135 0 135 0 | QZAXE 3.90 .00 140 140 0 0 0
(06 Dec 27.50)AMDLY .10 .05 1050 1281 821 1056 8 | AMDXY 6.50 .30 6 405 -87 -788 -57
(06 Dec 30.00)AMDLF .05 -.05 18 474 0 0 0 | AMDXF 9.00 .40 6 2 0 0 0
(06 Dec 30.00)QZALF .00 .00 0 0 0 0 0 | QZAXF 8.70 .00 141 0 0 0 0
(06 Dec 35.00)AKDLG .05 .00 82 82 0 0 0 | AKDXG 14.50 -.20 104 60 0 0 0
(06 Dec 35.00)QZALG .00 .00 0 0 0 0 0 | QZAXG 13.90 .00 50 0 0 0 0
(06 Dec 37.50)AKDLU .05 .00 29 29 0 0 0 | AKDXU 17.00 -.30 28 15 0 0 0
(06 Dec 40.00)AKDLH .00 .00 0 0 0 0 0 | AKDXH 18.70 -.70 15 15 0 0 0
(06 Dec 42.50)AKDLV .00 .00 0 0 0 0 0 | AKDXV 0.00 .00 0 0 0 0 0
(06 Dec 45.00)AKDLI .00 .00 0 0 0 0 0 | AKDXI 23.70 .00 15 0 0 0 0
(06 Dec 47.50)AKDLW .00 .00 0 0 0 0 0 | AKDXW 0.00 .00 0 0 0 0 0
(06 Dec 50.00)AKDLJ .00 .00 0 0 0 0 0 | AKDXJ 0.00 .00 0 0 0 0 0
(06 Dec 55.00)AKDLK .00 .00 0 0 0 0 0 | AKDXK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 18.87 -2.93 15 1835 0 0 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.00 -2.60 150 1177 0 -10 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2295 0 0 0 | AMDMR 0.10 .00 437 19125 0 0 0
(07 Jan 10.00)AMDAB 12.00 1.50 10 4598 0 0 0 | AMDMB 0.05 .00 15 20577 0 -1 0
(07 Jan 12.50)AMDAS 9.00 -.20 2 1877 -2 -2 -2 | AMDMS 0.05 -.05 99 15511 0 74 0
(07 Jan 15.00)AMDAC 6.30 -.10 2 4677 -2 5 -1 | AMDMC 0.15 -.02 1039 14028 -366 613 -5
(07 Jan 17.50)AMDAW 4.06 -.54 15 5153 23 21 9 | AMDMW 0.45 .00 76 19606 76 167 3
(07 Jan 19.00)AMDAT 3.00 .10 4 763 23 28 7 | AMDMT 0.75 -.10 74 5893 1005 1094 75
(07 Jan 20.00)AMDAD 2.35 .05 247 13051 35 109 8 | AMDMD 1.15 -.10 428 100874 -241 1947 -28
21.07 Current
(07 Jan 22.50)AMDAU 1.22 .02 214 32654 75 -253 9 | AMDMU 2.55 .25 145 21879 9 -320 2
(07 Jan 25.00)AMDAE .55 .00 1291 32843 15 1514 1 | AMDME 4.30 -.20 138 25473 -5 13 -2
(07 Jan 27.50)AMDAY .30 .00 72 24795 193 210 6 | AMDMY 6.30 .31 10 4972 0 24 0
(07 Jan 30.00)AMDAF .14 -.01 2 28231 419 -23 6 | AMDMF 9.00 .20 8 14444 116 91 104
(07 Jan 32.50)AKDAZ .10 .05 100 13202 -11 -82 0 | AKDMZ 12.00 -.20 555 24 -2 -13 -2
(07 Jan 35.00)AKDAG .05 .00 8 29116 -12 -15 0 | AKDMG 13.73 -.47 50 567 -14 -124 -19
(07 Jan 37.50)AKDAU .05 -.05 2 4392 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .05 .00 20 27578 0 0 0 | AKDMH 18.40 -.28 100 728 0 0 0
(07 Jan 45.00)AKDAI .05 -.05 20 20539 3 3 0 | AKDMI 23.60 .00 156 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17665 0 0 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU .00 .00 0 6 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB .00 .00 0 37 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 8.20 -.10 200 264 165 165 135 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 6.00 .20 2 810 0 2 0 | QZANC 0.30 .00 46 1219 0 -5 0
(07 Feb 17.50)QZABW 3.70 .00 10 634 0 0 0 | QZANW 0.75 .05 10 2080 0 -3 0
(07 Feb 20.00)QZABD 2.45 .05 49 1554 0 35 0 | QZAND 1.70 .15 22 1602 -2 50 0
21.07 Current
(07 Feb 22.50)QZABX 1.30 .05 810 2614 9 69 1 | QZANX 3.50 -.10 40 722 0 -40 0
(07 Feb 25.00)QZABE .85 .10 15 636 0 5 0 | QZANE 4.80 .00 4 46 0 2 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS .00 .00 0 0 0 0 0 | AMDPS 0.15 -.05 10 47 0 6 0
(07 Apr 15.00)AMDDC 7.60 .60 25 70 0 52 0 | AMDPC 0.40 -.12 15 151 0 37 0
(07 Apr 17.50)AMDDW 4.95 .05 160 1527 -42 -21 -21 | AMDPW 0.95 -.05 201 12689 766 4059 73
(07 Apr 20.00)AMDDD 3.20 -.10 25 2272 75 82 24 | AMDPD 1.85 -.05 10080 8872 1746 2866 323
21.07 Current
(07 Apr 22.50)AMDDU 2.05 .00 99 8476 -6 -319 -1 | AMDPU 3.20 .20 5000 3967 -7 -220 -2
(07 Apr 25.00)AMDDE 1.25 -.05 5115 6261 -746 -448 -93 | AMDPE 4.80 .20 75 1662 15 61 7
(07 Apr 27.50)AMDDY .75 -.05 5044 15603 0 73 0 | AMDPY 6.90 .20 70 859 24 23 17
(07 Apr 30.00)AMDDF .45 .00 5025 3835 9 -28 0 | AMDPF 8.90 -.30 3 721 0 1 0
(07 Apr 32.50)AKDDZ .26 -.04 2 2241 -3 12 0 | AKDPZ 11.20 -.40 3 210 0 10 0
(07 Apr 35.00)AKDDG .20 .05 29 2373 0 1197 0 | AKDPG 13.30 -1.00 29 68 0 -34 0
(07 Apr 37.50)AKDDU .15 -.05 10 348 -7 -15 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 174 1392 -37 -1 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 33 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.10 .00 10 86 0 0 0 | QZAQC 0.70 .10 10 232 0 0 0
(07 May 17.50)QZAEW 5.00 .30 10 579 0 0 0 | QZAQW 1.20 -.20 8 1066 0 10 0
(07 May 20.00)QZAED 3.10 .20 30 476 0 -9 0 | QZAQD 2.15 -.05 55 1883 3 13 1
21.07 Current
(07 May 22.50)QZAEX 1.90 -.10 10 1644 0 9 0 | QZAQX 3.80 .40 10 789 0 0 0
(07 May 25.00)QZAEE 1.20 .15 4 1896 22 37 3 | QZAQE 5.30 -.10 18 1073 0 0 0
(07 May 30.00)QZAEF .50 -.05 20 612 10 10 1 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .25 -.05 10 396 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 16.46 -.64 75 1849 0 1 0 | WVVMA 0.15 .05 200 39903 0 0 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.50 .70 24 1703 0 -26 0 | WVVMB 0.30 -.05 10 10520 0 6 0
(08 Jan 12.50)WVVAV 10.20 -.10 16 1489 -8 -5 -8 | WVVMV 0.65 -.05 1 4371 0 0 0
(08 Jan 15.00)WVVAC 7.97 -.03 125 3126 0 76 0 | WVVMC 1.10 .00 90 9817 0 109 0
(08 Jan 17.50)WVVAW 6.30 -.30 39 2347 -2 -13 -1 | WVVMW 1.90 .15 10 8215 6 1055 1
(08 Jan 20.00)WVVAD 4.97 .07 2 6967 755 911 375 | WVVMD 2.90 .05 66 12142 652 746 189
21.07 Current
(08 Jan 22.50)WVVAX 3.70 -.06 5 8542 71 306 26 | WVVMX 4.00 .20 20 8500 0 34 0
(08 Jan 25.00)WVVAE 2.95 -.14 11 7339 60 106 18 | WVVME 5.70 -.10 1 12958 0 0 0
(08 Jan 27.50)WVVAY 2.15 -.20 1 4162 8 26 2 | WVVMY 7.20 -.30 9 390 1 1 1
(08 Jan 30.00)WVVAF 1.75 .05 35 13901 -44 157 -8 | WVVMF 8.90 -.90 30 9503 0 10 0
(08 Jan 35.00)WVVAG 1.05 -.05 20 11237 18 149 2 | WVVMG 13.50 .14 96 2691 0 87 0
(08 Jan 40.00)WVVAH .60 -.05 2 6563 0 -23 0 | WVVMH 14.80 -.10 10 529 0 0 0
(08 Jan 45.00)WVVAI .45 .03 15 2848 0 0 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .30 -.15 19 4978 0 3 0 | WVVMJ 25.76 1.06 5 40 0 0 0
(08 Jan 60.00)WVVAL .20 .05 100 8231 144 144 3 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .20 -.10 25 1649 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 43 1070 0 0 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2519 0 0 0 | LDYMT 78.90 .10 5 10 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$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 .05 246 6885 0 0 0
(09 Jan 10.00)VVVAB 13.00 .50 20 240 0 0 0 | VVVMB 0.70 -.05 10 5096 0 0 0
(09 Jan 12.50)VVVAV 11.60 .60 275 861 0 275 0 | VVVMV 1.25 .05 2 4410 0 0 0
(09 Jan 15.00)VVVAC 9.20 -.10 1 2112 0 0 0 | VVVMC 1.79 .04 8 11475 5 -4 1
(09 Jan 17.50)VVVAW 7.80 -.40 5 843 0 0 0 | VVVMW 2.85 .05 10 747 0 0 0
(09 Jan 20.00)VVVAD 6.60 -.20 450 1919 10 17 7 | VVVMD 3.70 .10 71 1267 0 33 0
21.07 Current
(09 Jan 25.00)VVVAE 5.10 .30 10 3006 4 18 2 | VVVME 6.40 -.30 20 1841 0 -7 0
(09 Jan 30.00)VVVAF 3.40 -.15 11 1082 3 92 1 | VVVMF 9.80 -.10 10 1036 0 151 0
(09 Jan 35.00)VVVAG 2.50 .05 14 5212 0 -7 0 | VVVMG 13.90 -.60 10 635 0 7 0
(09 Jan 40.00)VVVAH 1.80 -.10 5 8946 0 0 0 | VVVMH 19.80 .80 1 50 0 -9 0
(09 Jan 45.00)VVVAI 1.30 -.25 50 570 0 -122 0 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ .97 -.03 50 1492 0 4 0 | VVVMJ 28.30 -.80 20 10 0 0 0
(09 Jan 55.00)VVVAK .75 .05 4 312 0 2 0 | VVVMK 34.10 2.60 10 10 0 0 0
(09 Jan 60.00)VVVAL .60 -.05 4 464 0 4 0 | VVVML 0.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .40 -.05 2 200 0 1 0 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .30 -.10 42 2018 0 0 0 | VVVMN 44.60 .00 0 8 0 0 0
-Magrathea |
