Option Price Chain for 2007-01-18
Data from Scheaffer
$1.9MM Options closed in April 25 Puts.
some excess volume in Apr 19, Jul 17.5 and Jul 16 Puts.
Biggest incr in OpInt is 08Jan 15 Puts and Feb 17 calls.
-Magrathea
Close = 17.92 -0.28
Close = 18.20 1-Day = 2007-01-17
Close = 20.01 5-Day = 2007-01-10
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAU 07 Jan 22.50 70660 -55 1807 .05
AMDAE 07 Jan 25.00 60477 -17 -218 .02
AMDAD 07 Jan 20.00 46237 107 5672 .05 Vol= 0
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 65340 -4588 -43312 2.10
WVVMA 08 Jan 5.00 43002 26 749 .09 Vol= 5
AMDND 07 Feb 20.00 35698 1268 24479 2.40 Vol= 306
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGD 07 Jul 20.00 6158 36 545 1.55 3528
AMDBT 07 Feb 19.00 6630 180 5344 .54 3496
AMDDT 07 Apr 19.00 4336 -27 4035 1.20 3294
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSW 07 Jul 17.50 4157 104 865 1.80 5308
AMDPT 07 Apr 19.00 955 0 812 2.10 3371
WVVMW 08 Jan 17.50 19574 217 5286 2.40 2212
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
0 0 0 .00 0 0
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDPT 07 Apr 19.00 955 0 812 2.10 3371 2416
AMDSW 07 Jul 17.50 4157 104 865 1.80 5308 1151
AMDSQ 07 Jul 16.00 1030 43 977 1.10 1950 920
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDGD 07 Jul 20.00 6158 36 545 1.55 3528 547
WVVAD 08 Jan 20.00 12173 38 3819 2.50 2152 538
AMDDT 07 Apr 19.00 4336 -27 4035 1.20 3294 395
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMH 08 Jan 40.00 528 0 0 22.10 604 1335
AMDSU 07 Jul 22.50 4837 -8 2512 5.20 2200 1144
AMDSW 07 Jul 17.50 4157 104 865 1.80 5308 955
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBH 07 Feb 17.00 2731 2019 2618 1.41 Vol= 156
AMDAT 07 Jan 19.00 11226 456 7409 .05 Vol= 0
VVVAD 09 Jan 20.00 3015 400 599 4.20 Vol= 149
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDE 07 Apr 25.00 16022 -341 -998 .20
AMDAC 07 Jan 15.00 4966 -241 -242 2.85
AMDDD 07 Apr 20.00 7693 -119 3178 .90
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
WVVMC 08 Jan 15.00 19409 3229 4202 1.40 Vol= 1173
VVVMC 09 Jan 15.00 13144 1507 1745 2.15 Vol= 113
AMDND 07 Feb 20.00 35698 1268 24479 2.40 Vol= 306
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMD 07 Jan 20.00 65340 -4588 -43312 2.10
AMDPE 07 Apr 25.00 3837 -2860 -1711 6.80
AMDMW 07 Jan 17.50 30959 -950 3614 .05
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBD 07 Feb 20.00 22549 288 17006 .30
AMDAT 07 Jan 19.00 11226 456 7409 .05 Vol= 0
AMDGW 07 Jul 17.50 7465 281 7130 2.50 Vol= 202
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDY 07 Apr 27.50 13381 -17 -3870 .15
WVVAG 08 Jan 35.00 11327 0 -1082 .40
AMDDF 07 Apr 30.00 7600 0 -1068 .08
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDND 07 Feb 20.00 35698 1268 24479 2.40 Vol= 306
AMDNH 07 Feb 17.00 9867 742 8903 .55 Vol= 455
WVVMR 08 Jan 7.50 8853 0 8853 .20
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMD 07 Jan 20.00 65340 -4588 -43312 2.10
AMDMU 07 Jan 22.50 19378 -37 -7446 4.70
AMDME 07 Jan 25.00 7314 -1 -6059 7.16
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDBH 07 Feb 17.00 2731 2019 1.41 $285K Vol= 455
VVVAD 09 Jan 20.00 3015 400 4.20 $168K Vol= 14
WVVAC 08 Jan 15.00 6443 151 4.90 $74K
Top 3 $ Decrease in Call Open Interest
AMDAC 07 Jan 15.00 4966 -241 2.85 -$69K
VVVAB 09 Jan 10.00 562 -50 9.80 -$49K
AMDAS 07 Jan 12.50 1977 -50 5.70 -$29K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
WVVMC 08 Jan 15.00 19409 3229 1.40 $452K Vol= 1173
VVVMC 09 Jan 15.00 13144 1507 2.15 $324K Vol= 113
AMDND 07 Feb 20.00 35698 1268 2.40 $304K Vol= 306
Top 3 $ Decrease in Put Open Interest
AMDPE 07 Apr 25.00 3837 -2860 6.80 -$1945K
AMDMD 07 Jan 20.00 65340 -4588 2.10 -$963K
AMDMT 07 Jan 19.00 18599 -379 1.10 -$42K
Close = 17.92 -0.28
Close = 18.20 1-Day = 2007-01-17
Close = 20.01 5-Day = 2007-01-10
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 17.10 .00 0 1737 0 -5 0 | AMDMZ 0.05 .00 0 7284 0 0 0
(07 Jan 5.00) AMDAA 14.78 .00 0 1076 0 0 0 | AMDMA 0.00 .00 0 25528 0 0 0
(07 Jan 7.50) AMDAR 13.00 .00 0 2300 0 0 0 | AMDMR 0.05 .00 0 19125 0 0 0
(07 Jan 10.00)AMDAB 8.10 .00 0 4586 -10 -17 -8 | AMDMB 0.05 .00 0 20577 0 0 0
(07 Jan 12.50)AMDAS 5.70 .00 0 1977 -50 -57 -29 | AMDMS 0.05 .00 0 15511 0 0 0
(07 Jan 15.00)AMDAC 2.85 -.40 13 4966 -241 -242 -69 | AMDMC 0.02 .00 0 13670 0 0 0
(07 Jan 16.00)AMDAQ 2.15 .00 0 864 0 859 0 | AMDMQ 0.05 .00 0 1270 0 1270 0
(07 Jan 17.50)AMDAW .45 -.20 563 9938 63 2703 3 | AMDMW 0.05 .00 967 30959 -950 3614 -5
(07 Jan 19.00)AMDAT .05 .00 0 11226 456 7409 2 | AMDMT 1.10 .20 2173 18599 -379 -263 -42
(07 Jan 20.00)AMDAD .05 .00 0 46237 107 5672 1 | AMDMD 2.10 .20 735 65340 -4588 -43312 -963
(07 Jan 22.50)AMDAU .05 .00 24 70660 -55 1807 0 | AMDMU 4.70 .30 908 19378 -37 -7446 -17
(07 Jan 25.00)AMDAE .02 .00 38 60477 -17 -218 0 | AMDME 7.16 .20 66 7314 -1 -6059 -1
(07 Jan 27.50)AMDAY .05 .00 0 28781 0 -133 0 | AMDMY 7.70 .00 0 469 0 0 0
(07 Jan 30.00)AMDAF .04 .00 8 26423 0 -6 0 | AMDMF 12.00 .20 13 1582 0 -290 0
(07 Jan 32.50)AKDAZ .05 .00 0 13281 0 0 0 | AKDMZ 11.85 .00 0 1 0 0 0
(07 Jan 35.00)AKDAG .05 .00 0 29032 0 -2 0 | AKDMG 15.40 .00 0 21 0 -300 0
(07 Jan 37.50)AKDAU .05 .00 0 4391 0 0 0 | AKDMU 15.90 .00 0 0 0 0 0
(07 Jan 40.00)AKDAH .05 .00 0 27474 0 100 0 | AKDMH 20.40 .00 0 22 0 -700 0
(07 Jan 45.00)AKDAI .05 .00 0 20535 0 0 0 | AKDMI 23.70 .00 0 0 0 0 0
(07 Jan 50.00)AKDAJ .05 .00 0 17549 0 -4 0 | AKDMJ 26.50 .00 0 0 0 0 0
(07 Jan 60.00)AKDAL .02 .00 0 3754 0 0 0 | AKDML 0.00 .00 0 0 0 0 0
(07 Jan 70.00)AKDAN .04 .00 0 8250 0 0 0 | AKDMN 50.20 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 11.60 .00 0 86 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 11.20 .00 0 42 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 7.20 .00 0 105 0 0 0 | QZANV 0.05 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 2.35 -.40 2 974 0 38 0 | QZANC 0.20 .00 0 1453 0 260 0
(07 Feb 15.00)AMDBC 3.05 -.20 27 421 0 376 0 | AMDNC 0.10 -.10 10 5402 21 5227 0
(07 Feb 16.00)AMDBQ 2.20 -.20 257 395 51 392 11 | AMDNQ 0.28 .00 91 4270 90 3388 3
(07 Feb 17.00)AMDBH 1.41 -.20 156 2731 2019 2618 285 | AMDNH 0.55 .10 455 9867 742 8903 41
(07 Feb 17.50)QZABW .85 -.20 25 1308 33 1308 3 | QZANW 1.10 .20 97 4374 134 4374 15
(07 Feb 18.00)AMDBI .95 -.10 977 3592 225 3403 21 | AMDNI 1.00 .20 774 6109 256 3757 26
(07 Feb 19.00)AMDBT .54 -.10 3496 6630 180 5344 10 | AMDNT 1.60 .20 647 5841 125 2497 20
(07 Feb 20.00)QZABD .20 .00 60 2476 -7 7 0 | QZAND 3.10 .20 105 3151 0 65 0
(07 Feb 20.00)AMDBD .30 -.10 649 22549 288 17006 9 | AMDND 2.40 .20 306 35698 1268 24479 304
(07 Feb 22.50)QZABX .05 -.10 195 3293 0 -155 0 | QZANX 5.40 .00 0 3028 0 48 0
(07 Feb 22.50)AMDBU .10 .00 675 6500 128 3737 1 | AMDNU 4.60 .20 266 1566 5 572 2
(07 Feb 25.00)QZABE .05 .00 0 3543 0 0 0 | QZANE 7.80 .00 52 20 0 -29 0
(07 Feb 25.00)AMDBE .05 .00 5 2812 -2 1241 0 | AMDNE 7.10 .20 315 152 64 -41 45
(07 Feb 27.50)AMDBY .05 .00 0 3432 0 10 0 | AMDNY 9.20 .00 0 0 0 -6 0
(07 Feb 30.00)AMDBF .03 .00 0 123 0 -10 0 | AMDNF 12.00 .00 0 0 0 0 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 14.40 .00 0 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 0.00 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 5.70 -.40 7 461 0 158 0 | AMDPS 0.15 .00 0 483 0 7 0
(07 Apr 15.00)AMDDC 3.50 -.20 24 620 10 256 4 | AMDPC 0.45 .00 108 1958 33 726 1
(07 Apr 16.00)AMDDQ 2.82 -.10 433 798 -11 798 -3 | AMDPQ 0.70 .10 82 5860 257 5718 18
(07 Apr 17.50)AMDDW 1.85 -.20 259 4340 254 1567 47 | AMDPW 1.30 .10 1794 25891 371 5573 48
(07 Apr 19.00)AMDDT 1.20 -.20 3294 4336 -27 4035 -3 | AMDPT 2.10 .10 3371 955 0 812 0
(07 Apr 20.00)AMDDD .90 -.10 694 7693 -119 3178 -11 | AMDPD 2.80 .20 325 31364 49 1606 14
(07 Apr 22.50)AMDDU .40 -.10 620 24321 -22 823 -1 | AMDPU 4.90 .20 197 12439 5 430 2
(07 Apr 25.00)AMDDE .20 .00 270 16022 -341 -998 -7 | AMDPE 6.80 .00 0 3837 -2860 -1711 -1945
(07 Apr 27.50)AMDDY .15 .00 68 13381 -17 -3870 0 | AMDPY 9.60 .20 204 522 -41 -519 -39
(07 Apr 30.00)AMDDF .08 .00 29 7600 0 -1068 0 | AMDPF 12.10 .30 52 28 0 -254 0
(07 Apr 32.50)AKDDZ .05 .00 0 2100 0 -66 0 | AKDPZ 14.29 .00 0 0 -14 -131 -20
(07 Apr 35.00)AKDDG .10 .00 0 2374 0 0 0 | AKDPG 17.00 2.00 10 25 0 0 0
(07 Apr 37.50)AKDDU .05 .00 0 412 0 0 0 | AKDPU 13.10 .00 0 0 0 0 0
(07 Apr 40.00)AKDDH .05 .00 0 1284 0 0 0 | AKDPH 19.00 .00 0 2 0 0 0
(07 Apr 42.50)AKDDV .05 .00 0 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 .00 0 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 3.50 .00 0 252 20 56 7 | QZAQC 0.60 .00 0 314 0 54 0
(07 May 17.50)QZAEW 1.75 -.10 65 1005 188 379 33 | QZAQW 1.70 .10 10 1413 0 16 0
(07 May 20.00)QZAED .90 .00 35 949 13 291 1 | QZAQD 3.40 .10 25 2083 0 46 0
(07 May 22.50)QZAEX .40 -.10 2 2489 0 611 0 | QZAQX 5.60 .40 2 959 3 -13 2
(07 May 25.00)QZAEE .30 .00 0 2232 2 204 0 | QZAQE 7.80 .00 0 1208 0 5 0
(07 May 30.00)QZAEF .10 .00 0 678 0 10 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .00 0 430 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 6.36 .00 0 619 3 256 2 | AMDSS 0.30 .00 10 459 0 144 0
(07 Jul 15.00)AMDGC 4.10 -.20 18 648 0 122 0 | AMDSC 0.85 .10 66 5042 5 1596 0
(07 Jul 16.00)AMDGQ 3.40 -.30 4 114 0 28 0 | AMDSQ 1.10 .10 1950 1030 43 977 5
(07 Jul 17.50)AMDGW 2.50 -.20 202 7465 281 7130 70 | AMDSW 1.80 .10 5308 4157 104 865 19
(07 Jul 19.00)AMDGT 1.90 -.10 402 703 205 664 39 | AMDST 2.50 .10 45 497 31 448 8
(07 Jul 20.00)AMDGD 1.55 -.10 3528 6158 36 545 6 | AMDSD 3.20 .10 1791 11140 265 808 85
(07 Jul 22.50)AMDGU .90 -.10 1050 31455 22 1480 2 | AMDSU 5.20 .20 2200 4837 -8 2512 -4
(07 Jul 25.00)AMDGE .55 .00 305 3656 66 437 4 | AMDSE 7.20 .20 9 800 6 40 4
(07 Jul 27.50)AMDGY .35 .00 2102 3379 0 -25 0 | AMDSY 9.70 .20 11 921 0 -20 0
(07 Jul 30.00)AMDGF .25 .00 1 1759 0 35 0 | AMDSF 12.10 .40 16 4 -17 -733 -21
(07 Jul 35.00)AKDGG .10 .00 0 1176 0 -24 0 | AKDSG 13.82 .00 0 0 0 0 0
(07 Jul 40.00)AKDGH .05 .00 0 438 20 -40 0 | AKDSH 19.00 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .05 .00 0 487 0 12 0 | AKDSI 24.00 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 0 176 0 0 0 | AKDSJ 29.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 13.50 .00 0 2446 31 217 42 | WVVMA 0.09 .00 5 43002 26 749 0
(08 Jan 7.50) WVVAR 11.00 -.20 10 1767 11 1767 12 | WVVMR 0.20 .00 0 8853 0 8853 0
(08 Jan 10.00)WVVAB 8.98 -.10 10 2512 0 567 0 | WVVMB 0.35 .00 0 14610 0 4054 0
(08 Jan 12.50)WVVAV 6.80 -.10 4 1445 3 -3 2 | WVVMV 0.70 .00 0 7116 90 2396 6
(08 Jan 15.00)WVVAC 4.90 -.30 174 6443 151 3144 74 | WVVMC 1.40 .10 1173 19409 3229 4202 452
(08 Jan 17.50)WVVAW 3.50 -.30 59 6568 54 3541 19 | WVVMW 2.40 .10 2212 19574 217 5286 52
(08 Jan 20.00)WVVAD 2.50 -.20 2152 12173 38 3819 10 | WVVMD 3.80 .10 25 21237 -10 644 -4
(08 Jan 22.50)WVVAX 1.75 -.20 193 13260 13 898 2 | WVVMX 5.40 .20 2 10233 0 231 0
(08 Jan 25.00)WVVAE 1.30 .00 132 12184 -38 471 -5 | WVVME 7.30 .00 10 14859 0 36 0
(08 Jan 27.50)WVVAY .90 -.10 21 10759 12 3851 1 | WVVMY 9.80 .30 24 1599 44 57 43
(08 Jan 30.00)WVVAF .65 -.10 10 19562 -64 -125 -4 | WVVMF 12.20 .30 45 9557 0 -142 0
(08 Jan 35.00)WVVAG .40 .00 80 11327 0 -1082 0 | WVVMG 16.90 .00 0 1543 0 -175 0
(08 Jan 40.00)WVVAH .25 .00 0 7011 0 216 0 | WVVMH 22.10 2.90 604 528 0 0 0
(08 Jan 45.00)WVVAI .15 .00 3 3127 161 245 2 | WVVMI 19.53 .00 0 0 0 0 0
(08 Jan 50.00)WVVAJ .10 .00 0 5250 74 277 1 | WVVMJ 32.10 .10 104 40 0 0 0
(08 Jan 60.00)WVVAL .05 .00 78 8924 84 78 0 | WVVML 0.00 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 .00 0 1553 0 0 0 | WVVMN 0.00 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 .00 0 1296 0 0 0 | LDYMP 0.00 .00 0 0 0 0 0
(08 Jan 90.00)LDYAR .05 .00 0 2323 0 0 0 | LDYMR 0.00 .00 0 0 0 0 0
(08 Jan 100.00LDYAT .05 .00 0 2230 0 0 0 | LDYMT 82.10 .10 72 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 13.50 .00 0 1794 0 146 0 | VVVMA 0.15 .00 0 8791 100 424 2
(09 Jan 10.00)VVVAB 9.80 .00 0 562 -50 87 -49 | VVVMB 0.70 .00 0 6333 0 563 0
(09 Jan 12.50)VVVAV 7.90 -.10 7 892 0 38 0 | VVVMV 1.20 .00 0 6721 20 2164 2
(09 Jan 15.00)VVVAC 6.60 .00 0 2334 3 111 2 | VVVMC 2.15 .10 113 13144 1507 1745 324
(09 Jan 17.50)VVVAW 5.30 .00 6 1104 0 114 0 | VVVMW 3.30 .10 105 1720 8 930 3
(09 Jan 20.00)VVVAD 4.20 -.30 149 3015 400 599 168 | VVVMD 4.80 .10 14 1883 100 318 48
(09 Jan 25.00)VVVAE 2.75 -.10 214 3429 0 -103 0 | VVVME 8.10 .20 10 2057 0 -63 0
(09 Jan 30.00)VVVAF 1.85 -.20 15 2784 99 340 18 | VVVMF 12.00 .00 0 1030 0 38 0
(09 Jan 35.00)VVVAG 1.35 .10 14 5245 3 9 0 | VVVMG 17.00 .00 0 238 0 -411 0
(09 Jan 40.00)VVVAH .90 .00 0 8989 10 35 1 | VVVMH 19.50 .00 0 13 0 -15 0
(09 Jan 45.00)VVVAI .70 -.40 10 803 0 0 0 | VVVMI 24.10 .00 0 20 0 0 0
(09 Jan 50.00)VVVAJ .48 .00 0 2317 0 23 0 | VVVMJ 28.30 .00 0 0 0 0 0
(09 Jan 55.00)VVVAK .40 .00 0 398 0 4 0 | VVVMK 34.10 .00 0 0 0 0 0
(09 Jan 60.00)VVVAL .55 .00 0 464 0 0 0 | VVVML 0.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .20 .00 0 330 0 62 0 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .25 .00 0 2000 0 0 0 | VVVMN 49.30 .00 0 0 0 0 0
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