Option Price Chain for 2006-11-13
with 1 day and 5 day comparisons of Open Interest.
Dang! Look at the 07 Apr out-of-the-money calls. Huge changes in Open Interest with tiny volumes. In-the-money 07-Apr puts also, to a lesser degree.
-Magrathea
Close = 21.20 +0.13
Close = 21.07 1-Day = 2006-11-10
5-Day = 2006-11-06
Top 3 Call Open Int. (Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 43773 1537 6045 Vol= 772
AMDAE 07 Jan 25.00 33384 541 1508
AMDAU 07 Jan 22.50 32696 42 -424
Top 3 Put Open Int. (Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 101002 128 2532
WVVMA 08 Jan 5.00 39903 0 0
AMDWU 06 Nov 22.50 37823 -760 -2570
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDDE 07 Apr 25.00 11307 5046 3453 Vol= 29
AMDDY 07 Apr 27.50 20606 5003 5074 Vol= 20
AMDDF 07 Apr 30.00 8585 4750 4735 Vol= 50
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDKD 06 Nov 20.00 15875 -115 -759
AKDAZ 07 Jan 32.50 13138 -64 -145
AMDAF 07 Jan 30.00 28181 -50 203
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 18052 9180 11996 Vol= 4180
AMDPU 07 Apr 22.50 8949 4982 4772 Vol= 102
AMDWD 06 Nov 20.00 12275 354 -166 Vol= 181
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDWU 06 Nov 22.50 37823 -760 -2570
AMDPW 07 Apr 17.50 12620 -69 3960
WVVMC 08 Jan 15.00 9798 -19 90
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 43773 1537 6045 Vol= 772
AMDDY 07 Apr 27.50 20606 5003 5074 Vol= 20
AMDDF 07 Apr 30.00 8585 4750 4735 Vol= 50
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDKD 06 Nov 20.00 15875 -115 -759
AMDAU 07 Jan 22.50 32696 42 -424
AMDDU 07 Apr 22.50 8532 56 -310 Vol= 11
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 18052 9180 11996 Vol= 4180
AMDPU 07 Apr 22.50 8949 4982 4772 Vol= 102
AMDPW 07 Apr 17.50 12620 -69 3960
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDWE 06 Nov 25.00 5490 -5 -2709
AMDWU 06 Nov 22.50 37823 -760 -2570
AMDXY 06 Dec 27.50 405 0 -788
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDDE 07 Apr 25.00 11307 5046 1.27 $641K Vol= 75
AMDDY 07 Apr 27.50 20606 5003 0.75 $375K Vol= 5
AMDDF 07 Apr 30.00 8585 4750 0.45 $214K Vol= 3
Top 3 $ Decrease in Call Open Interest
WVVAC 08 Jan 15.00 3107 -19 7.97 -$15K
AMDKD 06 Nov 20.00 15875 -115 1.30 -$15K
AMDAR 07 Jan 7.50 2289 -6 13.60 -$8K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPD 07 Apr 20.00 18052 9180 1.75 $1607K Vol= 4180
AMDPU 07 Apr 22.50 8949 4982 3.00 $1495K Vol= 102
AMDPY 07 Apr 27.50 907 48 6.70 $32K Vol= 5
Top 3 $ Decrease in Put Open Interest
AMDWU 06 Nov 22.50 37823 -760 1.40 -$106K
AMDPW 07 Apr 17.50 12620 -69 0.85 -$6K
WVVMC 08 Jan 15.00 9798 -19 1.10 -$2K
Close = 21.20 +0.13
Close = 21.07 1-Day = 2006-11-10
5-Day = 2006-11-06
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Nov 7.50) QZAKU 13.90 -.10 210 233 0 0 0 | QZAWU 0.00 .00 0 25 0 0 0
(06 Nov 10.00)QZAKB 11.40 -.10 170 418 0 0 0 | QZAWB 0.00 .00 0 586 0 0 0
(06 Nov 12.50)QZAKV 8.90 -.10 130 448 0 0 0 | QZAWV 0.00 .00 0 2392 0 0 0
(06 Nov 15.00)QZAKC 5.80 1.00 1 3733 0 0 0 | QZAWC 0.05 .00 20 4792 0 0 0
(06 Nov 17.50)AMDKW 3.70 .10 30 3239 0 126 0 | AMDWW 0.03 -.02 10 7132 0 -2 0
(06 Nov 17.50)QZAKW 3.30 -.70 104 7045 0 0 0 | QZAWW 0.10 -.07 1 10254 0 0 0
(06 Nov 20.00)AMDKD 1.30 .15 886 15875 -115 -759 -15 | AMDWD 0.10 -.05 181 12275 354 -166 4
(06 Nov 20.00)QZAKD .50 -.05 100 12727 0 -47 0 | QZAWD 0.25 -.10 10 4380 -2 -153 0
21.2 Current
(06 Nov 22.50)AMDKU .05 -.05 772 43773 1537 6045 8 | AMDWU 1.40 -.10 118 37823 -760 -2570 -106
(06 Nov 22.50)QZAKX .20 .05 20 5270 0 0 0 | QZAWX 2.20 -.30 2 1872 0 0 0
(06 Nov 25.00)AMDKE .03 .01 75 29914 0 -111 0 | AMDWE 3.90 -.10 5 5490 -5 -2709 -2
(06 Nov 25.00)QZAKE .06 -.04 12 316 0 0 0 | QZAWE 3.70 .00 121 742 0 -360 0
(06 Nov 27.50)AMDKY .01 -.04 7 20472 0 -4 0 | AMDWY 6.30 .10 1 578 0 -1 0
(06 Nov 30.00)AMDKF .05 .04 3 9086 0 0 0 | AMDWF 9.30 -.20 5 156 0 0 0
(06 Nov 32.50)AKDKZ .10 -.05 51 749 0 0 0 | AKDWZ 11.50 3.50 804 76 0 0 0
(06 Nov 35.00)AKDKG .05 -.05 1 808 0 0 0 | AKDWG 0.00 .00 0 0 0 0 0
(06 Nov 40.00)AKDKH .05 .00 20 20 0 0 0 | AKDWH 19.40 .00 1 0 0 0 0
(06 Nov 45.00)AKDKI .00 .00 0 0 0 0 0 | AKDWI 18.40 .00 21 0 0 0 0
(06 Nov 50.00)AKDKJ .00 .00 0 0 0 0 0 | AKDWJ 23.40 .00 26 0 0 0 0
(06 Nov 55.00)AKDKK .00 .00 0 0 0 0 0 | AKDWK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Dec 15.00)QZALC .00 .00 0 0 0 0 0 | QZAXC 0.00 .00 0 0 0 0 0
(06 Dec 17.50)AMDLW 3.70 .02 40 322 30 12 11 | AMDXW 0.15 .01 7 851 0 2 0
(06 Dec 17.50)QZALW 3.60 .00 2 12 0 0 0 | QZAXW 0.30 .00 417 622 0 0 0
(06 Dec 20.00)AMDLD 1.75 .05 170 3057 287 754 50 | AMDXD 0.50 -.09 241 4705 113 478 6
(06 Dec 20.00)QZALD 1.25 .10 20 134 -43 -1 -5 | QZAXD 1.00 .15 20 399 0 330 0
21.2 Current
(06 Dec 22.50)AMDLU .55 .00 689 8020 519 2123 29 | AMDXU 1.80 -.20 67 1726 135 580 24
(06 Dec 22.50)QZALX .40 -.05 20 162 0 -1 0 | QZAXX 2.60 -.30 15 43 0 0 0
(06 Dec 25.00)AMDLE .15 -.05 40 6939 20 732 0 | AMDXE 3.90 -.20 34 266 -3 115 -1
(06 Dec 25.00)QZALE .15 .00 135 135 0 135 0 | QZAXE 3.90 .00 140 140 0 0 0
(06 Dec 27.50)AMDLY .10 .05 1050 1281 0 1056 0 | AMDXY 6.50 .30 6 405 0 -788 0
(06 Dec 30.00)AMDLF .05 -.05 18 474 0 0 0 | AMDXF 8.80 -.20 6 2 0 0 0
(06 Dec 30.00)QZALF .00 .00 0 0 0 0 0 | QZAXF 8.70 .00 141 0 0 0 0
(06 Dec 35.00)AKDLG .05 .00 82 82 0 0 0 | AKDXG 14.50 -.20 104 60 0 0 0
(06 Dec 35.00)QZALG .00 .00 0 0 0 0 0 | QZAXG 13.90 .00 50 0 0 0 0
(06 Dec 37.50)AKDLU .05 .00 29 29 0 0 0 | AKDXU 17.00 -.30 28 15 0 0 0
(06 Dec 40.00)AKDLH .00 .00 0 0 0 0 0 | AKDXH 18.70 -.70 15 15 0 0 0
(06 Dec 42.50)AKDLV .00 .00 0 0 0 0 0 | AKDXV 0.00 .00 0 0 0 0 0
(06 Dec 45.00)AKDLI .00 .00 0 0 0 0 0 | AKDXI 23.70 .00 15 0 0 0 0
(06 Dec 47.50)AKDLW .00 .00 0 0 0 0 0 | AKDXW 0.00 .00 0 0 0 0 0
(06 Dec 50.00)AKDLJ .00 .00 0 0 0 0 0 | AKDXJ 0.00 .00 0 0 0 0 0
(06 Dec 55.00)AKDLK .00 .00 0 0 0 0 0 | AKDXK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 18.87 -2.93 15 1835 0 0 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.00 -2.60 150 1177 0 -10 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2289 -6 -6 -8 | AMDMR 0.10 .00 437 19125 0 0 0
(07 Jan 10.00)AMDAB 11.20 -.80 5 4598 0 0 0 | AMDMB 0.05 .00 15 20577 0 -1 0
(07 Jan 12.50)AMDAS 9.00 -.20 2 1877 0 -2 0 | AMDMS 0.05 -.05 99 15511 0 74 0
(07 Jan 15.00)AMDAC 6.30 -.10 2 4677 0 -51 0 | AMDMC 0.10 -.02 30 14028 0 613 0
(07 Jan 17.50)AMDAW 4.06 -.54 15 5156 3 24 1 | AMDMW 0.45 .00 76 19604 -2 165 0
(07 Jan 19.00)AMDAT 3.00 .10 1 761 -2 26 -1 | AMDMT 0.70 -.05 4060 5919 26 1120 2
(07 Jan 20.00)AMDAD 2.45 .10 127 13230 179 331 44 | AMDMD 1.00 -.15 1705 101002 128 2532 13
21.2 Current
(07 Jan 22.50)AMDAU 1.25 .03 1751 32696 42 -424 5 | AMDMU 2.35 -.20 3256 21989 110 -612 26
(07 Jan 25.00)AMDAE .55 .00 5251 33384 541 1508 30 | AMDME 4.20 -.10 218 25534 61 65 26
(07 Jan 27.50)AMDAY .20 -.10 1786 24827 32 169 1 | AMDMY 6.30 .31 10 4972 0 24 0
(07 Jan 30.00)AMDAF .15 .01 321 28181 -50 203 -1 | AMDMF 9.00 .20 8 14449 5 102 5
(07 Jan 32.50)AKDAZ .10 .05 100 13138 -64 -145 -1 | AKDMZ 12.00 -.20 555 24 0 -13 0
(07 Jan 35.00)AKDAG .05 .00 25 29120 4 -11 0 | AKDMG 13.73 -.47 50 567 0 -124 0
(07 Jan 37.50)AKDAU .05 -.05 2 4392 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .05 .00 20 27578 0 0 0 | AKDMH 18.40 -.28 100 728 0 0 0
(07 Jan 45.00)AKDAI .05 -.05 20 20546 7 10 0 | AKDMI 23.60 .00 156 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17665 0 0 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU .00 .00 0 6 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB .00 .00 0 37 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 8.20 -.10 200 264 0 165 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 5.90 -.10 6 810 0 2 0 | QZANC 0.30 .00 46 1219 0 -5 0
(07 Feb 17.50)QZABW 3.90 .20 20 634 0 0 0 | QZANW 0.65 -.10 4 2090 10 8 1
(07 Feb 20.00)QZABD 2.45 .05 49 1554 0 35 0 | QZAND 1.70 .15 22 1602 0 0 0
21.2 Current
(07 Feb 22.50)QZABX 1.25 -.05 200 3475 861 920 108 | QZANX 3.20 .10 10 734 12 12 4
(07 Feb 25.00)QZABE .65 -.20 1 636 0 5 0 | QZANE 4.80 .00 4 46 0 2 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS .00 .00 0 0 0 0 0 | AMDPS 0.15 -.05 10 47 0 6 0
(07 Apr 15.00)AMDDC 6.90 -.70 10 70 0 52 0 | AMDPC 0.40 -.12 15 166 15 52 1
(07 Apr 17.50)AMDDW 4.90 -.05 35 1614 87 67 43 | AMDPW 0.85 -.10 539 12620 -69 3960 -6
(07 Apr 20.00)AMDDD 3.39 .19 15 2268 -4 62 -1 | AMDPD 1.75 -.10 4180 18052 9180 11996 1607
21.2 Current
(07 Apr 22.50)AMDDU 2.15 .10 11 8532 56 -310 12 | AMDPU 3.00 -.20 102 8949 4982 4772 1495
(07 Apr 25.00)AMDDE 1.27 .02 29 11307 5046 3453 641 | AMDPE 4.80 .20 75 1665 3 48 1
(07 Apr 27.50)AMDDY .75 -.05 20 20606 5003 5074 375 | AMDPY 6.70 -.20 5 907 48 71 32
(07 Apr 30.00)AMDDF .45 .00 50 8585 4750 4735 214 | AMDPF 8.90 -.30 3 721 0 1 0
(07 Apr 32.50)AKDDZ .30 .04 12 2241 0 12 0 | AKDPZ 11.20 -.40 3 210 0 0 0
(07 Apr 35.00)AKDDG .20 .05 29 2373 0 0 0 | AKDPG 13.30 -1.00 29 68 0 -32 0
(07 Apr 37.50)AKDDU .15 -.05 10 348 0 -15 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 44 1392 0 -1 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 33 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.10 .00 10 86 0 0 0 | QZAQC 0.70 .10 10 232 0 0 0
(07 May 17.50)QZAEW 5.00 .30 10 579 0 0 0 | QZAQW 1.15 -.05 16 1066 0 10 0
(07 May 20.00)QZAED 3.10 .20 30 496 20 20 6 | QZAQD 2.15 -.05 55 1883 0 13 0
21.2 Current
(07 May 22.50)QZAEX 1.90 -.10 10 1654 10 10 2 | QZAQX 3.50 -.30 15 789 0 0 0
(07 May 25.00)QZAEE 1.25 .05 2 1896 0 37 0 | QZAQE 5.30 -.10 18 1073 0 0 0
(07 May 30.00)QZAEF .50 -.05 20 612 0 10 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .25 -.05 10 396 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 16.46 -.64 75 1924 75 76 123 | WVVMA 0.15 .05 200 39903 0 0 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.50 .70 24 1703 0 -24 0 | WVVMB 0.30 -.05 10 10520 0 6 0
(08 Jan 12.50)WVVAV 10.10 -.10 13 1489 0 -5 0 | WVVMV 0.65 -.05 140 4371 0 0 0
(08 Jan 15.00)WVVAC 7.97 -.03 125 3107 -19 56 -15 | WVVMC 1.10 .00 75 9798 -19 90 -2
(08 Jan 17.50)WVVAW 6.30 -.30 39 2343 -4 -8 -3 | WVVMW 1.90 .15 10 8225 10 1065 2
(08 Jan 20.00)WVVAD 5.10 .13 192 6969 2 913 1 | WVVMD 2.75 -.15 371 12186 44 700 12
21.2 Current
(08 Jan 22.50)WVVAX 3.90 .20 2361 8545 3 215 1 | WVVMX 4.00 .00 150 8500 0 34 0
(08 Jan 25.00)WVVAE 3.00 .05 131 7350 11 92 3 | WVVME 5.70 -.10 1 12959 1 1 1
(08 Jan 27.50)WVVAY 2.15 -.20 1 4163 1 22 0 | WVVMY 7.20 -.30 9 390 0 1 0
(08 Jan 30.00)WVVAF 1.75 .05 35 13926 25 -7 4 | WVVMF 9.40 .50 30 9503 0 10 0
(08 Jan 35.00)WVVAG 1.05 -.05 20 11221 -16 33 -2 | WVVMG 13.50 .14 96 2691 0 87 0
(08 Jan 40.00)WVVAH .60 -.05 1 6563 0 -23 0 | WVVMH 14.80 -.10 10 529 0 0 0
(08 Jan 45.00)WVVAI .45 .03 15 2846 -2 -2 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .35 .05 40 4978 0 3 0 | WVVMJ 25.76 1.06 5 40 0 0 0
(08 Jan 60.00)WVVAL .20 .05 100 8318 87 231 2 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .20 -.10 25 1649 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 87 1090 20 20 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2519 0 0 0 | LDYMT 78.76 -.14 10 10 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$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 11480 5 1 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 6.80 .20 4 1995 76 93 52 | VVVMD 3.70 .10 71 1267 0 -38 0
21.2 Current
(09 Jan 25.00)VVVAE 4.60 -.50 10 3006 0 15 0 | VVVME 6.40 -.30 20 1841 0 -7 0
(09 Jan 30.00)VVVAF 3.40 .10 2 1092 10 13 3 | VVVMF 9.80 -.10 10 1036 0 161 0
(09 Jan 35.00)VVVAG 2.40 -.10 10 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 0 0
(09 Jan 45.00)VVVAI 1.30 -.25 150 570 0 -53 0 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ .95 -.02 34 1528 36 36 3 | 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
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