Option Price Chain for 2006-11-14
with 1 day and 5 day comparisons of Open Interest.
The out-of-the-money 07Apr 20 Put and 07Jan 19 Put are another case of big increases in open interest with low volume.
The 07 Apr calls so big yesterday had negl. change in open interest, but volume < 10% of the interest change yesterday.
I'm beginning to think tracking 5 day volume to compare to 5 day open interest change might be illuminating. Any theory of Max Pain type of analysis assumes that the open interest is not in the hands of the writers. If I open 5000 contracts and don't sell them, the effect of open interest on the market is skewed.
-Magrathea
Close = 21.34 +0.14
Close = 21.20 1-Day = 2006-11-13
5-Day = 2006-11-07
Top 3 Call Open Int. (Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 45145 1372 5594
AMDAU 07 Jan 22.50 33490 794 1367
AMDAE 07 Jan 25.00 32926 -458 635
Top 3 Put Open Int. (Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 101475 473 2955
WVVMA 08 Jan 5.00 39903 0 0
AMDWU 06 Nov 22.50 37664 -159 -3064
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 45145 1372 5594
WVVAX 08 Jan 22.50 9862 1317 1520 Vol= 319
AMDAU 07 Jan 22.50 33490 794 1367
Top 3 1-Day Decrease in Call Open Interest Contracts
QZABX 07 Feb 22.50 2699 -776 144
AMDAE 07 Jan 25.00 32926 -458 635
AMDAD 07 Jan 20.00 13163 -67 285
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 22883 4831 16799 Vol= 240
AMDMT 07 Jan 19.00 9696 3777 4852 Vol= 77
AMDWD 06 Nov 20.00 12975 700 290
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDXY 06 Dec 27.50 152 -253 -498
AMDWU 06 Nov 22.50 37664 -159 -3064
AMDWE 06 Nov 25.00 5409 -81 -2781
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDKU 06 Nov 22.50 45145 1372 5594
AMDDY 07 Apr 27.50 20631 25 5081
AMDDF 07 Apr 30.00 8635 50 4963 Vol= 25
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDU 07 Apr 22.50 8526 -6 -187
AMDKE 06 Nov 25.00 29856 -58 -163
AKDAZ 07 Jan 32.50 13138 0 -142
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 22883 4831 16799 Vol= 240
AMDPU 07 Apr 22.50 9019 70 5123 Vol= 18
AMDMT 07 Jan 19.00 9696 3777 4852 Vol= 77
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDWU 06 Nov 22.50 37664 -159 -3064
AMDWE 06 Nov 25.00 5409 -81 -2781
AMDXY 06 Dec 27.50 152 -253 -498
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAX 08 Jan 22.50 9862 1317 3.80 $500K Vol= 6
AMDAU 07 Jan 22.50 33490 794 1.30 $103K Vol= 67
WVVAD 08 Jan 20.00 7100 131 5.00 $66K Vol= 4
Top 3 $ Decrease in Call Open Interest
QZABX 07 Feb 22.50 2699 -776 1.15 -$89K
AMDAE 07 Jan 25.00 32926 -458 0.55 -$25K
AMDAD 07 Jan 20.00 13163 -67 2.45 -$16K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPD 07 Apr 20.00 22883 4831 1.75 $845K Vol= 240
AMDMT 07 Jan 19.00 9696 3777 0.65 $246K Vol= 77
AMDMU 07 Jan 22.50 22573 584 2.15 $126K Vol= 67
Top 3 $ Decrease in Put Open Interest
AMDXY 06 Dec 27.50 152 -253 6.10 -$154K
AMDWE 06 Nov 25.00 5409 -81 3.62 -$29K
AMDWU 06 Nov 22.50 37664 -159 1.20 -$19K
Close = 21.34 +0.14
Close = 21.20 1-Day = 2006-11-13
5-Day = 2006-11-07
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Nov 7.50) QZAKU 13.90 -.10 210 233 0 0 0 | QZAWU 0.00 .00 0 25 0 0 0
(06 Nov 10.00)QZAKB 11.40 -.10 170 418 0 0 0 | QZAWB 0.00 .00 0 586 0 0 0
(06 Nov 12.50)QZAKV 8.90 -.10 130 448 0 0 0 | QZAWV 0.00 .00 0 2392 0 0 0
(06 Nov 15.00)QZAKC 5.80 1.00 1 3733 0 0 0 | QZAWC 0.05 .00 20 4792 0 0 0
(06 Nov 17.50)AMDKW 3.90 .20 433 3239 0 165 0 | AMDWW 0.03 -.02 10 7132 0 -2 0
(06 Nov 17.50)QZAKW 3.30 -.70 104 7045 0 0 0 | QZAWW 0.05 -.05 56 10254 0 0 0
(06 Nov 20.00)AMDKD 1.45 .15 3942 15871 -4 -101 -1 | AMDWD 0.05 -.05 1321 12975 700 290 4
(06 Nov 20.00)QZAKD .70 .20 205 12716 -11 -48 -1 | QZAWD 0.20 -.05 137 4380 0 -92 0
21.34 Current
(06 Nov 22.50)AMDKU .10 .05 5062 45145 1372 5594 14 | AMDWU 1.20 -.20 949 37664 -159 -3064 -19
(06 Nov 22.50)QZAKX .20 .05 20 5270 0 0 0 | QZAWX 2.20 -.30 2 1870 -2 -2 0
(06 Nov 25.00)AMDKE .03 .01 75 29856 -58 -163 0 | AMDWE 3.62 -.28 33 5409 -81 -2781 -29
(06 Nov 25.00)QZAKE .06 -.04 12 316 0 0 0 | QZAWE 3.70 .00 121 732 -10 -370 -4
(06 Nov 27.50)AMDKY .01 -.04 7 20472 0 -4 0 | AMDWY 6.30 .10 1 572 -6 -7 -4
(06 Nov 30.00)AMDKF .05 .04 3 9086 0 0 0 | AMDWF 9.30 -.20 5 156 0 0 0
(06 Nov 32.50)AKDKZ .10 -.05 51 749 0 0 0 | AKDWZ 11.50 3.50 804 76 0 0 0
(06 Nov 35.00)AKDKG .05 -.05 1 808 0 0 0 | AKDWG 0.00 .00 0 0 0 0 0
(06 Nov 40.00)AKDKH .05 .00 20 20 0 0 0 | AKDWH 19.40 .00 1 0 0 0 0
(06 Nov 45.00)AKDKI .00 .00 0 0 0 0 0 | AKDWI 18.40 .00 21 0 0 0 0
(06 Nov 50.00)AKDKJ .00 .00 0 0 0 0 0 | AKDWJ 23.40 .00 26 0 0 0 0
(06 Nov 55.00)AKDKK .00 .00 0 0 0 0 0 | AKDWK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Dec 15.00)QZALC 5.20 .00 15 0 0 0 0 | QZAXC 0.00 .00 0 0 0 0 0
(06 Dec 17.50)AMDLW 4.10 .40 22 322 0 32 0 | AMDXW 0.15 .01 7 851 0 2 0
(06 Dec 17.50)QZALW 3.60 .00 2 12 0 0 0 | QZAXW 0.30 .00 417 622 0 0 0
(06 Dec 20.00)AMDLD 1.85 .10 559 3063 6 734 1 | AMDXD 0.45 -.05 491 4869 164 710 7
(06 Dec 20.00)QZALD 1.20 -.05 50 145 11 20 1 | QZAXD 0.80 -.20 20 399 0 330 0
21.34 Current
(06 Dec 22.50)AMDLU .60 .05 913 8529 509 2745 31 | AMDXU 1.65 -.15 179 1821 95 560 16
(06 Dec 22.50)QZALX .40 -.05 20 174 12 11 0 | QZAXX 2.60 -.30 15 43 0 0 0
(06 Dec 25.00)AMDLE .10 -.05 73 6939 0 714 0 | AMDXE 3.70 -.20 80 263 -3 111 -1
(06 Dec 25.00)QZALE .15 .00 135 135 0 135 0 | QZAXE 3.90 .00 140 140 0 0 0
(06 Dec 27.50)AMDLY .10 .05 1050 1281 0 1056 0 | AMDXY 6.10 -.40 151 152 -253 -498 -154
(06 Dec 30.00)AMDLF .05 -.05 18 474 0 0 0 | AMDXF 9.00 .20 400 2 0 0 0
(06 Dec 30.00)QZALF .00 .00 0 0 0 0 0 | QZAXF 8.70 .00 141 0 0 0 0
(06 Dec 35.00)AKDLG .05 .00 82 82 0 0 0 | AKDXG 14.50 -.20 104 60 0 0 0
(06 Dec 35.00)QZALG .00 .00 0 0 0 0 0 | QZAXG 13.90 .00 50 0 0 0 0
(06 Dec 37.50)AKDLU .05 .00 29 29 0 0 0 | AKDXU 17.00 -.30 28 15 0 0 0
(06 Dec 40.00)AKDLH .00 .00 0 0 0 0 0 | AKDXH 18.70 -.70 15 15 0 0 0
(06 Dec 42.50)AKDLV .00 .00 0 0 0 0 0 | AKDXV 0.00 .00 0 0 0 0 0
(06 Dec 45.00)AKDLI .00 .00 0 0 0 0 0 | AKDXI 23.70 .00 15 0 0 0 0
(06 Dec 47.50)AKDLW .00 .00 0 0 0 0 0 | AKDXW 0.00 .00 0 0 0 0 0
(06 Dec 50.00)AKDLJ .00 .00 0 0 0 0 0 | AKDXJ 0.00 .00 0 0 0 0 0
(06 Dec 55.00)AKDLK .00 .00 0 0 0 0 0 | AKDXK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 18.87 -2.93 15 1835 0 0 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.00 -2.60 150 1177 0 -10 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2289 0 -6 0 | AMDMR 0.10 .00 437 19125 0 0 0
(07 Jan 10.00)AMDAB 11.20 -.80 5 4603 5 5 6 | AMDMB 0.05 .00 15 20577 0 -1 0
(07 Jan 12.50)AMDAS 9.00 -.20 2 1877 0 -2 0 | AMDMS 0.05 -.05 99 15511 0 86 0
(07 Jan 15.00)AMDAC 6.17 -.13 54 4677 0 -6 0 | AMDMC 0.10 -.02 30 14008 -20 593 0
(07 Jan 17.50)AMDAW 4.10 -.10 5 5161 5 29 2 | AMDMW 0.40 .00 216 19604 0 166 0
(07 Jan 19.00)AMDAT 3.20 .20 10 765 4 27 1 | AMDMT 0.65 -.05 77 9696 3777 4852 246
(07 Jan 20.00)AMDAD 2.45 .00 390 13163 -67 285 -16 | AMDMD 1.00 .05 574 101475 473 2955 47
21.34 Current
(07 Jan 22.50)AMDAU 1.30 .05 11933 33490 794 1367 103 | AMDMU 2.15 -.20 67 22573 584 631 126
(07 Jan 25.00)AMDAE .55 .00 351 32926 -458 635 -25 | AMDME 4.03 -.17 232 25537 3 -23 1
(07 Jan 27.50)AMDAY .25 .05 219 25416 589 792 15 | AMDMY 6.30 .31 10 4972 0 5 0
(07 Jan 30.00)AMDAF .05 -.10 232 28177 -4 777 0 | AMDMF 8.70 -.30 5 14449 0 112 0
(07 Jan 32.50)AKDAZ .05 -.05 247 13138 0 -142 0 | AKDMZ 12.00 -.20 555 23 -1 -14 -1
(07 Jan 35.00)AKDAG .05 .00 3 29117 -3 -14 0 | AKDMG 13.60 -.13 580 567 0 -134 0
(07 Jan 37.50)AKDAU .05 -.05 2 4392 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .05 .00 20 27578 0 0 0 | AKDMH 18.60 .20 730 728 0 0 0
(07 Jan 45.00)AKDAI .05 -.05 20 20546 0 10 0 | AKDMI 23.60 .00 156 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17665 0 0 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU .00 .00 0 6 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB .00 .00 0 37 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 8.20 -.10 200 264 0 165 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 5.90 -.10 6 820 10 12 6 | QZANC 0.30 .00 46 1219 0 0 0
(07 Feb 17.50)QZABW 3.90 .20 20 634 0 0 0 | QZANW 0.70 .05 20 2086 -4 6 0
(07 Feb 20.00)QZABD 2.20 -.25 153 1554 0 35 0 | QZAND 1.60 -.10 30 1602 0 0 0
21.34 Current
(07 Feb 22.50)QZABX 1.15 -.10 20 2699 -776 144 -89 | QZANX 3.10 -.10 3 734 0 12 0
(07 Feb 25.00)QZABE .55 -.10 10 637 1 1 0 | QZANE 4.80 .00 4 46 0 2 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS .00 .00 0 0 0 0 0 | AMDPS 0.20 .05 10 47 0 6 0
(07 Apr 15.00)AMDDC 6.90 -.70 10 104 34 56 23 | AMDPC 0.40 -.12 15 166 0 15 0
(07 Apr 17.50)AMDDW 4.90 -.05 35 1614 0 135 0 | AMDPW 0.90 .05 75 13123 503 4461 45
(07 Apr 20.00)AMDDD 3.50 .11 221 2258 -10 62 -4 | AMDPD 1.75 .00 240 22883 4831 16799 845
21.34 Current
(07 Apr 22.50)AMDDU 2.15 .00 165 8526 -6 -187 -1 | AMDPU 2.90 -.10 18 9019 70 5123 20
(07 Apr 25.00)AMDDE 1.30 .03 109 11390 83 2980 11 | AMDPE 4.48 -.12 256 1664 -1 47 0
(07 Apr 27.50)AMDDY .75 .00 452 20631 25 5081 2 | AMDPY 6.90 .20 3 915 8 80 6
(07 Apr 30.00)AMDDF .40 -.05 25 8635 50 4963 2 | AMDPF 8.90 -.30 23 721 0 0 0
(07 Apr 32.50)AKDDZ .25 -.05 5 2244 3 15 0 | AKDPZ 11.20 -.40 3 210 0 0 0
(07 Apr 35.00)AKDDG .20 .05 29 2373 0 0 0 | AKDPG 13.30 -1.00 29 68 0 -28 0
(07 Apr 37.50)AKDDU .15 -.05 10 348 0 12 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 44 1422 30 29 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 33 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.10 .00 10 86 0 0 0 | QZAQC 0.70 .10 10 232 0 0 0
(07 May 17.50)QZAEW 5.00 .30 10 579 0 0 0 | QZAQW 1.25 .10 9 1080 14 14 2
(07 May 20.00)QZAED 3.10 .20 30 496 0 20 0 | QZAQD 2.15 -.05 55 1883 0 13 0
21.34 Current
(07 May 22.50)QZAEX 1.80 -.10 20 1654 0 10 0 | QZAQX 3.50 -.30 15 798 9 9 3
(07 May 25.00)QZAEE 1.10 -.15 25 1894 -2 35 0 | QZAQE 5.30 -.10 18 1073 0 0 0
(07 May 30.00)QZAEF .50 -.05 20 612 0 10 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .25 -.05 10 396 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 16.46 -.64 75 1924 0 76 0 | WVVMA 0.15 .05 230 39903 0 0 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.50 .70 24 1703 0 -24 0 | WVVMB 0.30 -.05 10 10520 0 6 0
(08 Jan 12.50)WVVAV 10.10 -.10 13 1499 10 6 10 | WVVMV 0.60 -.05 10 4339 -32 -32 -2
(08 Jan 15.00)WVVAC 8.10 -.03 5 3107 0 56 0 | WVVMC 1.15 .05 4 9723 -75 6 -9
(08 Jan 17.50)WVVAW 6.40 .10 51 2343 0 -6 0 | WVVMW 1.85 -.05 10 8225 0 0 0
(08 Jan 20.00)WVVAD 5.00 -.10 5 7100 131 1020 66 | WVVMD 2.80 .05 4 12390 204 899 57
21.34 Current
(08 Jan 22.50)WVVAX 3.80 -.10 319 9862 1317 1520 500 | WVVMX 4.10 .10 6 8563 63 100 26
(08 Jan 25.00)WVVAE 2.95 -.05 25 7465 115 204 34 | WVVME 5.70 -.10 10 12959 0 1 0
(08 Jan 27.50)WVVAY 2.15 -.20 1 4248 85 107 18 | WVVMY 7.60 .40 80 390 0 1 0
(08 Jan 30.00)WVVAF 1.75 .00 8 13929 3 -4 1 | WVVMF 9.60 .20 20 9512 9 19 9
(08 Jan 35.00)WVVAG .90 -.15 60 11221 0 33 0 | WVVMG 13.50 .14 96 2691 0 87 0
(08 Jan 40.00)WVVAH .60 .00 22 6564 1 -23 0 | WVVMH 14.80 -.10 10 529 0 0 0
(08 Jan 45.00)WVVAI .45 .03 15 2846 0 -2 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .35 .05 40 4958 -20 -17 -1 | WVVMJ 25.76 1.06 5 40 0 0 0
(08 Jan 60.00)WVVAL .20 .05 100 8318 0 191 0 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .20 -.10 25 1649 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 87 1177 87 107 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2519 0 0 0 | LDYMT 78.76 -.14 10 10 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$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 1.85 .06 2 11480 0 -29 0
(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 6.56 -.24 25 1995 0 98 0 | VVVMD 3.70 .10 71 1267 0 -38 0
21.34 Current
(09 Jan 25.00)VVVAE 4.60 -.50 19 3001 -5 4 -2 | VVVME 6.40 -.30 20 1871 30 23 19
(09 Jan 30.00)VVVAF 3.30 -.10 10 1094 2 15 1 | VVVMF 9.80 -.10 10 1036 0 0 0
(09 Jan 35.00)VVVAG 2.30 -.10 2 5202 -10 -17 -2 | VVVMG 13.90 -.60 10 635 0 7 0
(09 Jan 40.00)VVVAH 1.70 -.10 2 8946 0 0 0 | VVVMH 19.80 .80 1 50 0 0 0
(09 Jan 45.00)VVVAI 1.25 -.05 133 663 93 49 12 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ .95 -.02 34 1528 0 36 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 0 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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