Option Price Chain for 2006-11-20
with 1 day and 5 day comparisons of Open Interest.
Lesson learned today:
Open Interest is the amount open at the Beginning of the Day. All the July 07 contracts show open interest of zero, but some have a little volume.
Close = 21.44 -0.01
Close = 21.45 1-Day = 2006-11-17
Close = 21.07 5-Day = 2006-11-10
Top 3 Call Open Int. (Contracts, CChg1D, CChg5D)
AMDAU 07 Jan 22.50 43385 605 10731
AMDAE 07 Jan 25.00 33422 306 579
AKDAG 07 Jan 35.00 29101 -11 -15
Top 3 Put Open Int. (Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 101473 198 599
WVVMA 08 Jan 5.00 39880 0 -23
AMDMA 07 Jan 5.00 25528 0 0
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDLU 06 Dec 22.50 11686 1373 4185
AMDLD 06 Dec 20.00 5462 1122 2692 Vol= 968
AMDAU 07 Jan 22.50 43385 605 10731
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAB 07 Jan 10.00 4562 -41 -36
AMDDW 07 Apr 17.50 1637 -35 110
AKDDZ 07 Apr 32.50 2223 -25 -18
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDXU 06 Dec 22.50 2910 451 1319
AMDXD 06 Dec 20.00 7461 318 2869
AMDMD 07 Jan 20.00 101473 198 599
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVMD 08 Jan 20.00 11645 -700 -497
AMDMC 07 Jan 15.00 13985 -14 -43
VVVMD 09 Jan 20.00 1199 -11 -68
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAU 07 Jan 22.50 43385 605 10731
AMDDE 07 Apr 25.00 11793 3 5532
AMDDY 07 Apr 27.50 20466 11 4863
Top 3 5-Day Decrease in Call Open Interest Contracts
AKDAZ 07 Jan 32.50 13016 -10 -186
WVVAJ 08 Jan 50.00 4903 9 -75
AMDAB 07 Jan 10.00 4562 -41 -36
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 23111 35 14239
AMDPU 07 Apr 22.50 9013 71 5046
AMDMT 07 Jan 19.00 9762 70 3869
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMD 08 Jan 20.00 11645 -700 -497
AMDXY 06 Dec 27.50 166 0 -239
VVVMC 09 Jan 15.00 11322 0 -153
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDLD 06 Dec 20.00 5462 1122 1.75 $196K Vol= 834
AMDDD 07 Apr 20.00 2823 379 3.39 $128K Vol= 241
AMDAU 07 Jan 22.50 43385 605 1.10 $67K Vol= 87
Top 3 $ Decrease in Call Open Interest
AMDAB 07 Jan 10.00 4562 -41 11.68 -$48K
AMDDW 07 Apr 17.50 1637 -35 5.00 -$18K
VVVAD 09 Jan 20.00 2043 -6 6.80 -$4K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDMY 07 Jan 27.50 5121 147 6.12 $90K
AMDXU 06 Dec 22.50 2910 451 1.55 $70K
AMDXE 06 Dec 25.00 443 102 3.60 $37K
Top 3 $ Decrease in Put Open Interest
WVVMD 08 Jan 20.00 11645 -700 2.65 -$186K
VVVMD 09 Jan 20.00 1199 -11 3.60 -$4K
WVVMB 08 Jan 10.00 10515 -5 0.35 $0K
Close = 21.44 -0.01
Close = 21.45 1-Day = 2006-11-17
Close = 21.07 5-Day = 2006-11-10
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Dec 15.00)QZALC 6.00 .80 15 4 0 4 0 | QZAXC 0.00 .00 0 0 0 0 0
(06 Dec 17.50)AMDLW 3.94 -.16 185 461 85 169 33 | AMDXW 0.10 .00 275 863 2 12 0
(06 Dec 17.50)QZALW 3.60 .00 2 12 0 0 0 | QZAXW 0.30 .00 417 622 0 0 0
(06 Dec 20.00)AMDLD 1.75 -.20 968 5462 1122 2692 196 | AMDXD 0.30 -.05 834 7461 318 2869 10
(06 Dec 20.00)QZALD 1.25 .05 2 219 -5 42 -1 | QZAXD 0.50 -.05 12 462 17 63 1
21.44 Current
(06 Dec 22.50)AMDLU .45 -.10 4377 11686 1373 4185 62 | AMDXU 1.55 .05 579 2910 451 1319 70
(06 Dec 22.50)QZALX .25 -.20 4 195 0 33 0 | QZAXX 2.00 -.60 2 45 0 2 0
(06 Dec 25.00)AMDLE .10 -.01 239 7108 61 189 1 | AMDXE 3.60 -.02 210 443 102 174 37
(06 Dec 25.00)QZALE .05 -.10 18 135 0 0 0 | QZAXE 3.90 .00 140 140 0 0 0
(06 Dec 27.50)AMDLY .10 .05 1050 1281 0 0 0 | AMDXY 5.80 -.30 13 166 0 -239 0
(06 Dec 30.00)AMDLF .05 -.05 18 474 0 0 0 | AMDXF 8.40 .20 6 24 0 22 0
(06 Dec 30.00)QZALF .00 .00 0 0 0 0 0 | QZAXF 8.70 .00 141 0 0 0 0
(06 Dec 35.00)AKDLG .05 .00 82 82 0 0 0 | AKDXG 14.50 -.20 104 60 0 0 0
(06 Dec 35.00)QZALG .00 .00 0 0 0 0 0 | QZAXG 13.90 .00 50 0 0 0 0
(06 Dec 37.50)AKDLU .05 .00 29 29 0 0 0 | AKDXU 17.00 -.30 28 15 0 0 0
(06 Dec 40.00)AKDLH .00 .00 0 0 0 0 0 | AKDXH 18.70 -.70 15 15 0 0 0
(06 Dec 42.50)AKDLV .00 .00 0 0 0 0 0 | AKDXV 0.00 .00 0 0 0 0 0
(06 Dec 45.00)AKDLI .00 .00 0 0 0 0 0 | AKDXI 23.70 .00 15 0 0 0 0
(06 Dec 47.50)AKDLW .00 .00 0 0 0 0 0 | AKDXW 0.00 .00 0 0 0 0 0
(06 Dec 50.00)AKDLJ .00 .00 0 0 0 0 0 | AKDXJ 0.00 .00 0 0 0 0 0
(06 Dec 55.00)AKDLK .00 .00 0 0 0 0 0 | AKDXK 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 18.87 -2.93 15 1835 0 0 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.00 -2.60 150 1177 0 0 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2289 0 -6 0 | AMDMR 0.10 .00 437 19125 0 0 0
(07 Jan 10.00)AMDAB 11.68 .48 41 4562 -41 -36 -48 | AMDMB 0.05 .00 15 20577 0 0 0
(07 Jan 12.50)AMDAS 9.00 -.20 1 1876 -1 -1 -1 | AMDMS 0.05 -.05 99 15511 0 0 0
(07 Jan 15.00)AMDAC 6.60 -.20 3 4707 5 30 3 | AMDMC 0.10 .05 15 13985 -14 -43 0
(07 Jan 17.50)AMDAW 4.30 -.10 61 6169 19 1016 8 | AMDMW 0.25 -.01 65 20033 126 427 3
(07 Jan 19.00)AMDAT 3.10 -.20 42 791 21 28 7 | AMDMT 0.60 -.03 422 9762 70 3869 4
(07 Jan 20.00)AMDAD 2.45 -.05 394 13381 125 330 31 | AMDMD 0.85 -.05 256 101473 198 599 17
21.44 Current
(07 Jan 22.50)AMDAU 1.10 -.20 2189 43385 605 10731 67 | AMDMU 2.05 -.15 87 22680 83 801 17
(07 Jan 25.00)AMDAE .50 -.05 1584 33422 306 579 15 | AMDME 3.90 .00 338 25450 6 -23 2
(07 Jan 27.50)AMDAY .20 -.05 172 25165 -10 370 0 | AMDMY 6.12 .26 147 5121 147 149 90
(07 Jan 30.00)AMDAF .10 -.04 5 28257 0 26 0 | AMDMF 8.65 .25 3 14415 0 -29 0
(07 Jan 32.50)AKDAZ .05 .05 126 13016 -10 -186 0 | AKDMZ 12.00 -.20 555 28 5 4 6
(07 Jan 35.00)AKDAG .05 .00 20 29101 -11 -15 0 | AKDMG 13.60 .40 100 557 0 -10 0
(07 Jan 37.50)AKDAU .05 -.05 2 4392 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .05 .00 23 27555 0 -23 0 | AKDMH 18.60 .40 100 723 0 -5 0
(07 Jan 45.00)AKDAI .05 -.05 20 20546 0 7 0 | AKDMI 23.60 .00 156 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17665 0 0 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU .00 .00 0 6 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB .00 .00 0 37 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 8.20 -.10 200 264 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 6.20 .00 30 943 20 133 12 | QZANC 0.15 -.05 5 1214 0 -5 0
(07 Feb 17.50)QZABW 4.10 .20 85 681 0 47 0 | QZANW 0.60 -.10 45 2105 0 25 0
(07 Feb 20.00)QZABD 2.35 -.05 11 1636 21 82 5 | QZAND 1.45 .05 20 1622 10 20 1
21.44 Current
(07 Feb 22.50)QZABX 1.20 .00 57 2694 20 80 2 | QZANX 2.90 -.20 135 734 0 12 0
(07 Feb 25.00)QZABE .73 -.02 11 699 0 63 0 | QZANE 4.80 .00 3 49 3 3 1
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 9.50 .00 15 15 0 15 0 | AMDPS 0.15 -.05 10 58 0 11 0
(07 Apr 15.00)AMDDC 7.40 .10 15 105 0 35 0 | AMDPC 0.40 -.12 15 168 0 17 0
(07 Apr 17.50)AMDDW 5.00 -.30 45 1637 -35 110 -18 | AMDPW 0.80 .00 221 13186 41 497 3
(07 Apr 20.00)AMDDD 3.39 -.11 1 2823 379 551 128 | AMDPD 1.60 .10 241 23111 35 14239 6
21.44 Current
(07 Apr 22.50)AMDDU 2.17 -.08 39 10851 113 2375 25 | AMDPU 2.90 .05 80 9013 71 5046 21
(07 Apr 25.00)AMDDE 1.30 -.05 119 11793 3 5532 0 | AMDPE 4.50 .30 9 1793 20 131 9
(07 Apr 27.50)AMDDY .70 -.10 26 20466 11 4863 1 | AMDPY 6.30 .20 60 1016 0 157 0
(07 Apr 30.00)AMDDF .45 .01 15 8695 0 4860 0 | AMDPF 8.30 -.60 10 734 0 13 0
(07 Apr 32.50)AKDDZ .25 -.10 53 2223 -25 -18 -1 | AKDPZ 11.20 -.40 3 210 0 0 0
(07 Apr 35.00)AKDDG .20 .05 6 2369 0 -4 0 | AKDPG 13.00 -.30 2 70 0 2 0
(07 Apr 37.50)AKDDU .15 -.05 10 339 0 -9 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 15 1422 0 30 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.10 .00 10 86 0 0 0 | QZAQC 0.50 -.20 2 234 0 2 0
(07 May 17.50)QZAEW 5.00 .30 10 579 0 0 0 | QZAQW 1.10 -.15 15 1080 0 14 0
(07 May 20.00)QZAED 3.30 .10 14 518 0 42 0 | QZAQD 2.00 -.10 10 1888 0 5 0
21.44 Current
(07 May 22.50)QZAEX 1.80 -.10 20 1651 0 7 0 | QZAQX 3.40 -.10 5 798 0 9 0
(07 May 25.00)QZAEE 1.25 .05 4 1919 10 23 1 | QZAQE 5.30 -.10 18 1073 0 0 0
(07 May 30.00)QZAEF .50 -.05 20 612 0 0 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .15 -.05 10 400 0 4 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 20.00)AMDGD .00 .00 0 0 0 0 0 | AMDSD 2.00 -.05 50 0 0 0 0
21.44 Current
(07 Jul 22.50)AMDGU 2.85 .00 4 0 0 0 0 | AMDSU 3.30 .00 10 0 0 0 0
(07 Jul 25.00)AMDGE 1.90 .00 3 0 0 0 0 | AMDSE 4.90 .00 65 0 0 0 0
(07 Jul 27.50)AMDGY 1.30 .00 17 0 0 0 0 | AMDSY 0.00 .00 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 0 0 0 0 | AMDSF 0.00 .00 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 0 0 0 0 | AKDSG 0.00 .00 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 0 0 0 0 | AKDSH 0.00 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 0 0 0 0 | AKDSI 0.00 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 10 0 0 0 0 | AKDSJ 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 16.90 .44 1 1924 0 75 0 | WVVMA 0.15 .05 20 39880 0 -23 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.20 .70 70 1706 0 3 0 | WVVMB 0.35 .05 15 10515 -5 -5 0
(08 Jan 12.50)WVVAV 10.20 -.30 3 1493 1 4 1 | WVVMV 0.55 -.05 2 4287 0 -84 0
(08 Jan 15.00)WVVAC 8.20 -.30 5 3107 0 -19 0 | WVVMC 1.00 .05 10 9730 0 -87 0
(08 Jan 17.50)WVVAW 6.50 -.30 27 2745 13 398 8 | WVVMW 1.65 -.20 3 8238 0 23 0
(08 Jan 20.00)WVVAD 5.10 .00 33 7155 16 188 8 | WVVMD 2.65 .15 2 11645 -700 -497 -186
21.44 Current
(08 Jan 22.50)WVVAX 3.90 -.10 4 9654 13 1112 5 | WVVMX 3.80 -.30 6 8472 0 -28 0
(08 Jan 25.00)WVVAE 2.80 -.20 12 7520 97 181 27 | WVVME 5.30 .10 1013 13967 0 1009 0
(08 Jan 27.50)WVVAY 2.30 -.10 4 4258 0 96 0 | WVVMY 7.60 .40 80 353 0 -37 0
(08 Jan 30.00)WVVAF 1.70 -.05 80 13929 -1 28 0 | WVVMF 9.10 -.50 30 9542 0 39 0
(08 Jan 35.00)WVVAG 1.10 .20 10 11298 0 61 0 | WVVMG 13.50 .14 10 2681 0 -10 0
(08 Jan 40.00)WVVAH .60 -.05 53 6681 6 118 0 | WVVMH 18.40 .00 204 528 0 -1 0
(08 Jan 45.00)WVVAI .40 -.05 30 2836 0 -12 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .30 -.05 13 4903 9 -75 0 | WVVMJ 28.40 .00 52 40 0 0 0
(08 Jan 60.00)WVVAL .15 .05 200 8300 -18 69 0 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .20 -.10 25 1649 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 70 1296 0 226 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2519 0 0 0 | LDYMT 78.60 .30 5 10 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$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 20 245 0 5 0 | VVVMB 0.60 -.10 400 5506 0 410 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 2112 0 0 0 | VVVMC 1.80 .25 1 11322 0 -153 0
(09 Jan 17.50)VVVAW 8.40 .60 10 833 0 -10 0 | VVVMW 2.40 -.45 10 762 0 15 0
(09 Jan 20.00)VVVAD 6.80 -.20 20 2043 -6 124 -4 | VVVMD 3.60 .00 37 1199 -11 -68 -4
21.44 Current
(09 Jan 25.00)VVVAE 4.80 -.20 130 3288 -8 282 -4 | VVVME 6.20 -.21 40 1878 0 37 0
(09 Jan 30.00)VVVAF 3.30 -.20 9 1098 9 16 3 | VVVMF 9.80 -.10 10 1036 0 0 0
(09 Jan 35.00)VVVAG 2.50 .20 10 5190 0 -22 0 | VVVMG 13.90 -.60 10 635 0 0 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 10 783 10 213 1 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ 1.00 .05 10 1518 0 26 0 | VVVMJ 28.30 -.80 20 10 0 0 0
(09 Jan 55.00)VVVAK .75 .05 50 302 0 -10 0 | VVVMK 34.10 2.60 10 10 0 0 0
(09 Jan 60.00)VVVAL .60 -.05 4 464 0 0 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 .35 -.05 20 2018 0 0 0 | VVVMN 44.60 .00 0 8 0 0 0
-Magrathea
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