Option Price Chain for 2007-01-24
Back to using CBOE data.
Day After AMD earnings call.
Note: Changes in Open Interest reflect Contracts opened or closed yesterday before the earnings report.
Yesterday I noted: High Vol in Feb. 18 Put. >2x open interest.
Biggest increase: Feb 18 Puts: $2.4MM 11.8K contracts opened.
Biggest decrease: 08 Jan 30 Puts: $4.4MM 3.2K contracts closed. (Whew!)
Cashflow (Vol*Price) today.
08Jan 15 Calls $2.2MM.
Apr 17.50 Put $2.6MM.
Excess vol:
Feb 16 Call: Vol 4359 on OpInt of 1267
08Jan 12.5 Call: Vol: 2788 on OpInt of 1475.
Mar 15 Puts:
The WVVMH appears to be an error. same problem as yesterday, high volume, but no change in Open Interest.
-Magrathea
Close = 16.03 -1.48
Close = 17.51 1-Day = 2007-01-23
Close = 18.20 5-Day = 2007-01-17
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGU 07 Jul 22.50 32433 71 1000 .45
AMDBD 07 Feb 20.00 27970 683 5709 .05
AMDDU 07 Apr 22.50 24024 -85 -319 .15
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 43012 5 36 .10
AMDND 07 Feb 20.00 35650 -2 1220 4.00
AMDPD 07 Apr 20.00 30592 43 -723 4.10
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
WVVAC 08 Jan 15.00 6782 18 490 3.46 6570
AMDBH 07 Feb 17.00 7340 3095 6628 .30 5460
AMDBI 07 Feb 18.00 9037 2491 5670 .15 4439
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDPW 07 Apr 17.50 27435 1039 1915 1.92 13814
AMDNH 07 Feb 17.00 15771 4462 6646 1.11 13777
AMDNQ 07 Feb 16.00 11641 3422 7461 .55 6357
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDBQ 07 Feb 16.00 1267 242 923 .65 4359 3092
WVVAV 08 Jan 12.50 1475 0 33 4.90 2788 1313
AMDCH 07 Mar 17.00 402 232 402 .60 1480 1078
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
WVVMH 08 Jan 40.00 528 0 0 23.90 2104 1576
AMDOC 07 Mar 15.00 105 30 105 .43 1011 906
AMDSP 07 Jul 14.00 0 0 0 .85 469 469
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVAC 08 Jan 15.00 6782 18 490 3.46 6570 2273
WVVAV 08 Jan 12.50 1475 0 33 4.90 2788 1366
WVVAW 08 Jan 17.50 7857 799 1343 2.35 3392 797
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMH 08 Jan 40.00 528 0 0 23.90 2104 5029
AMDPW 07 Apr 17.50 27435 1039 1915 1.92 13814 2652
AMDNH 07 Feb 17.00 15771 4462 6646 1.11 13777 1529
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBH 07 Feb 17.00 7340 3095 6628 .30
AMDBI 07 Feb 18.00 9037 2491 5670 .15
AMDBT 07 Feb 19.00 11478 1026 5028 .05
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDU 07 Apr 22.50 24024 -85 -319 .15
AMDDS 07 Apr 12.50 400 -81 -61 4.00
WVVAF 08 Jan 30.00 19514 -55 -112 .35
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNI 07 Feb 18.00 19246 11854 13393 2.05 Vol= 3042
AMDNH 07 Feb 17.00 15771 4462 6646 1.11
AMDNQ 07 Feb 16.00 11641 3422 7461 .55
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 5562 -3210 -3995 13.80
QZANX 07 Feb 22.50 1960 -1058 -1068 7.00
WVVMG 08 Jan 35.00 1343 -200 -200 18.90
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBH 07 Feb 17.00 7340 3095 6628 .30
AMDBD 07 Feb 20.00 27970 683 5709 .05
AMDBI 07 Feb 18.00 9037 2491 5670 .15
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDGY 07 Jul 27.50 2600 -3 -779 .15
AMDDU 07 Apr 22.50 24024 -85 -319 .15
AMDDE 07 Apr 25.00 16144 213 -219 .10
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNI 07 Feb 18.00 19246 11854 13393 2.05 Vol= 3042
AMDNQ 07 Feb 16.00 11641 3422 7461 .55
AMDNH 07 Feb 17.00 15771 4462 6646 1.11
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 5562 -3210 -3995 13.80
AMDPE 07 Apr 25.00 3614 -75 -3083 9.10
QZANX 07 Feb 22.50 1960 -1058 -1068 7.00
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAW 08 Jan 17.50 7857 799 2.35 $188K Vol= 542
AMDBH 07 Feb 17.00 7340 3095 0.30 $93K
AMDGS 07 Jul 12.50 720 94 4.30 $40K
Top 3 $ Decrease in Call Open Interest
AMDDS 07 Apr 12.50 400 -81 4.00 -$32K
VVVAC 09 Jan 15.00 2325 -24 4.90 -$12K
VVVAH 09 Jan 40.00 8989 -45 0.47 -$2K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDNI 07 Feb 18.00 19246 11854 2.05 $2430K Vol= 3042
AMDOI 07 Mar 18.00 2577 2554 2.22 $567K Vol= 141
AMDNH 07 Feb 17.00 15771 4462 1.11 $495K
Top 3 $ Decrease in Put Open Interest
WVVMF 08 Jan 30.00 5562 -3210 13.80 -$4430K
QZANX 07 Feb 22.50 1960 -1058 7.00 -$741K
WVVMG 08 Jan 35.00 1343 -200 18.90 -$378K
Close = 16.03 -1.48
Close = 17.51 1-Day = 2007-01-23
Close = 18.20 5-Day = 2007-01-17
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 7.90 -3.70 44 86 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 5.30 .00 0 60 18 18 10 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 3.10 -4.10 158 105 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 13.00)AMDBO 3.10 .00 5 0 0 0 0 | AMDNO 0.05 .00 103 0 0 0 0
(07 Feb 14.00)AMDBP 2.10 .00 8 0 0 0 0 | AMDNP 0.10 .05 423 140 140 140 1
(07 Feb 15.00)AMDBC 1.25 -1.40 1744 776 122 355 15 | AMDNC 0.20 .10 2260 6118 50 737 1
(07 Feb 15.00)QZABC .85 -1.30 109 1031 57 57 5 | QZANC 0.30 .05 154 1672 0 219 0
(07 Feb 16.00)AMDBQ .65 -1.20 4359 1267 242 923 16 | AMDNQ 0.55 .20 6357 11641 3422 7461 188
16.03 Current
(07 Feb 17.00)AMDBH .30 -.90 5460 7340 3095 6628 93 | AMDNH 1.11 .50 13777 15771 4462 6646 495
(07 Feb 17.50)AMDBW .00 .00 0 0 0 0 0 | AMDNW 0.00 .00 0 0 0 0 0
(07 Feb 17.50)QZABW .10 -.45 1557 3653 993 2378 10 | QZANW 2.10 .75 558 5346 522 1106 110
(07 Feb 18.00)AMDBI .15 -.55 4439 9037 2491 5670 37 | AMDNI 2.05 .90 3042 19246 11854 13393 2430
(07 Feb 19.00)AMDBT .05 -.35 3048 11478 1026 5028 5 | AMDNT 3.03 1.18 992 6344 34 628 10
(07 Feb 20.00)AMDBD .05 -.15 2023 27970 683 5709 3 | AMDND 4.00 1.30 510 35650 -2 1220 -1
(07 Feb 20.00)QZABD .00 .00 0 3465 158 982 0 | QZAND 4.50 1.10 11 3066 0 -85 0
(07 Feb 22.50)AMDBU .05 .00 39 7397 218 1025 1 | AMDNU 6.50 1.40 186 1545 -164 -16 -107
(07 Feb 22.50)QZABX .00 .00 0 3296 -4 3 0 | QZANX 7.00 1.00 20 1960 -1058 -1068 -741
(07 Feb 25.00)AMDBE .00 .00 0 2721 0 -93 0 | AMDNE 9.00 1.60 6 18 -121 -70 -109
(07 Feb 25.00)QZABE .00 .00 0 3543 0 0 0 | QZANE 9.50 .30 0 20 0 0 0
(07 Feb 27.50)AMDBY .00 .00 0 3432 0 0 0 | AMDNY 11.40 2.00 0 0 0 0 0
(07 Feb 30.00)AMDBF .00 .00 0 123 0 0 0 | AMDNF 13.90 .30 0 0 0 0 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 18.90 .10 0 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 23.90 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 28.90 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 13.00)AMDCO 3.30 -1.50 20 1 1 1 0 | AMDOO 0.05 .00 0 0 0 0 0
(07 Mar 14.00)AMDCP 2.30 -1.40 105 19 19 19 4 | AMDOP 0.20 .05 137 0 0 0 0
(07 Mar 15.00)AMDCC 1.55 -1.25 674 21 11 21 2 | AMDOC 0.43 .20 1011 105 30 105 1
(07 Mar 16.00)AMDCQ .95 -1.25 502 323 217 323 21 | AMDOQ 0.90 .40 1616 1557 10 1557 1
16.03 Current
(07 Mar 17.00)AMDCH .60 -.90 1480 402 232 402 14 | AMDOH 1.44 .55 1743 2672 1997 2672 288
(07 Mar 18.00)AMDCI .30 -.63 675 2172 942 2172 28 | AMDOI 2.22 .85 141 2577 2554 2577 567
(07 Mar 19.00)AMDCT .20 -.44 847 907 219 907 4 | AMDOT 3.10 1.10 33 172 72 172 22
(07 Mar 20.00)AMDCD .14 -.20 254 770 475 770 7 | AMDOD 3.90 -.05 0 103 0 103 0
(07 Mar 22.50)AMDCU .05 .00 2 0 0 0 0 | AMDOU 6.40 .00 0 0 0 0 0
(07 Mar 25.00)AMDCE .00 .00 0 1 1 1 0 | AMDOE 8.90 .00 0 0 0 0 0
(07 Mar 35.00)AKDCG .00 .00 0 0 0 0 0 | AKDOG 18.90 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 4.00 -1.30 104 400 -81 -61 -32 | AMDPS 0.15 .05 0 611 0 128 0
(07 Apr 15.00)AMDDC 1.95 -1.28 542 617 -6 7 -1 | AMDPC 0.70 .20 1456 4352 250 2427 18
(07 Apr 16.00)AMDDQ 1.40 -1.15 817 1266 20 457 3 | AMDPQ 1.20 .48 861 6089 28 486 3
16.03 Current
(07 Apr 17.50)AMDDW .75 -.85 2102 4679 -19 593 -1 | AMDPW 1.92 .52 13814 27435 1039 1915 199
(07 Apr 19.00)AMDDT .45 -.53 2653 9515 51 5152 2 | AMDPT 3.27 1.02 165 4124 0 3169 0
(07 Apr 20.00)AMDDD .30 -.40 871 8502 146 690 4 | AMDPD 4.10 1.20 391 30592 43 -723 18
(07 Apr 22.50)AMDDU .15 -.15 1806 24024 -85 -319 -1 | AMDPU 6.53 1.33 121 12276 -5 -158 -3
(07 Apr 25.00)AMDDE .10 .00 230 16144 213 -219 2 | AMDPE 9.10 1.50 38 3614 -75 -3083 -68
(07 Apr 27.50)AMDDY .05 -.01 281 13273 2 -125 0 | AMDPY 11.40 .20 0 287 -86 -276 -98
(07 Apr 30.00)AMDDF .05 -.05 20 7418 -23 -182 0 | AMDPF 13.90 .29 0 14 -14 -14 -19
(07 Apr 32.50)AKDDZ .00 .00 0 2100 0 0 0 | AKDPZ 16.40 -.35 0 0 0 -14 0
(07 Apr 35.00)AKDDG .01 -.09 3 2374 0 0 0 | AKDPG 18.90 1.95 0 25 -4 0 -8
(07 Apr 37.50)AKDDU .00 .00 0 412 0 0 0 | AKDPU 21.40 -.90 0 10 0 10 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 23.90 3.40 0 2 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 26.40 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 28.90 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 1.85 -1.65 254 252 0 20 0 | QZAQC 1.20 .45 343 365 4 51 0
16.03 Current
(07 May 17.50)QZAEW .85 -.65 358 1158 0 341 0 | QZAQW 2.70 .75 107 1512 47 99 13
(07 May 20.00)QZAED .40 -.30 355 931 5 -5 0 | QZAQD 4.50 .90 167 2179 0 96 0
(07 May 22.50)QZAEX .20 -.10 8 2487 0 -2 0 | QZAQX 7.00 .00 0 957 0 1 0
(07 May 25.00)QZAEE .05 .00 0 2221 0 -9 0 | QZAQE 9.50 1.30 1208 1012 -90 -196 -86
(07 May 30.00)QZAEF .05 .00 20 678 0 0 0 | QZAQF 14.50 .00 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 430 0 0 0 | QZAQG 19.50 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 4.30 -1.30 67 720 94 104 40 | AMDSS 0.45 .10 522 659 136 200 6
(07 Jul 14.00)AMDGP 3.17 -1.26 32 40 40 40 13 | AMDSP 0.85 .05 469 0 0 0 0
(07 Jul 15.00)AMDGC 2.55 -1.23 332 723 13 75 3 | AMDSC 1.15 .27 2050 5272 112 235 13
(07 Jul 16.00)AMDGQ 2.00 -1.20 518 170 45 56 9 | AMDSQ 1.65 .50 802 2798 35 1811 6
16.03 Current
(07 Jul 17.50)AMDGW 1.45 -.80 653 7984 34 800 5 | AMDSW 2.50 .62 552 10290 92 6237 23
(07 Jul 19.00)AMDGT 1.00 -.60 1685 1192 32 694 3 | AMDST 3.60 .90 436 574 24 108 9
(07 Jul 20.00)AMDGD .80 -.50 999 8950 244 2828 20 | AMDSD 4.40 1.00 3129 10814 -10 -61 -4
(07 Jul 22.50)AMDGU .45 -.30 398 32433 71 1000 3 | AMDSU 6.50 1.20 36 6864 165 2019 107
(07 Jul 25.00)AMDGE .30 -.10 238 3755 64 165 2 | AMDSE 8.85 3.45 10 776 -16 -18 -14
(07 Jul 27.50)AMDGY .15 .00 0 2600 -3 -779 0 | AMDSY 11.40 .20 0 1086 -7 165 -8
(07 Jul 30.00)AMDGF .13 -.07 50 1759 0 0 0 | AMDSF 13.90 .13 0 20 5 -1 7
(07 Jul 35.00)AKDGG .00 .00 0 1176 0 0 0 | AKDSG 18.90 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 438 0 20 0 | AKDSH 23.90 .00 0 1 0 1 0
(07 Jul 45.00)AKDGI .00 .00 0 487 0 0 0 | AKDSI 28.90 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 33.90 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 11.60 -1.50 20 2479 0 64 0 | WVVMA 0.10 .05 1061 43012 5 36 0
(08 Jan 10.00)WVVAB 7.00 -1.40 112 2512 0 0 0 | WVVMB 0.35 .00 1466 14553 -1 -57 0
(08 Jan 12.50)WVVAV 4.90 -1.40 2788 1475 0 33 0 | WVVMV 0.85 .15 2107 7221 19 195 2
(08 Jan 15.00)WVVAC 3.46 -1.14 6570 6782 18 490 6 | WVVMC 1.75 .40 4915 19665 55 3485 10
16.03 Current
(08 Jan 17.50)WVVAW 2.35 -.85 3392 7857 799 1343 188 | WVVMW 3.00 .55 542 22811 684 3454 205
(08 Jan 20.00)WVVAD 1.55 -.75 3336 13469 229 1334 35 | WVVMD 4.70 .73 700 21303 61 56 29
(08 Jan 22.50)WVVAX 1.00 -.50 1763 13557 114 310 11 | WVVMX 6.80 1.20 246 10253 6 20 4
(08 Jan 25.00)WVVAE .70 -.40 678 12199 73 -23 5 | WVVME 9.00 1.20 121 14955 48 96 43
(08 Jan 27.50)WVVAY .50 -.25 21 11507 799 760 40 | WVVMY 11.30 1.20 2 1622 0 67 0
(08 Jan 30.00)WVVAF .35 -.15 198 19514 -55 -112 -2 | WVVMF 13.80 1.43 120 5562 -3210 -3995 -4430
(08 Jan 35.00)WVVAG .15 -.15 295 11420 20 93 0 | WVVMG 18.90 -.60 0 1343 -200 -200 -378
(08 Jan 40.00)WVVAH .15 -.05 80 7080 25 69 0 | WVVMH 23.90 1.40 2104 528 0 0 0
(08 Jan 45.00)WVVAI .10 -.05 74 3105 -25 139 0 | WVVMI 28.90 -.37 0 20 0 20 0
(08 Jan 50.00)WVVAJ .05 -.05 620 5246 0 70 0 | WVVMJ 33.90 1.50 152 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 8999 0 159 0 | WVVML 43.90 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1553 0 0 0 | WVVMN 53.80 .00 0 10 0 10 0
(08 Jan 80.00)LDYAP .00 .00 0 1276 -20 -20 0 | LDYMP 63.80 .00 0 54 0 54 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 -20 -20 0 | LDYMR 73.80 .00 0 30 0 30 0
(08 Jan 100.00LDYAT .00 .00 0 2209 -21 -21 0 | LDYMT 83.80 .10 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 11.90 -1.50 110 1789 0 -5 0 | VVVMA 0.20 -.05 1189 8794 0 103 0
(09 Jan 10.00)VVVAB 7.80 -1.30 13 593 0 -19 0 | VVVMB 0.79 .09 285 6333 0 0 0
(09 Jan 12.50)VVVAV 6.04 -1.46 40 889 0 -3 0 | VVVMV 1.40 .10 844 6746 12 45 2
(09 Jan 15.00)VVVAC 4.90 -1.20 466 2325 -24 -6 -12 | VVVMC 2.40 .20 427 11783 32 146 8
16.03 Current
(09 Jan 17.50)VVVAW 3.90 -1.10 149 1166 31 62 12 | VVVMW 3.70 .40 281 2320 0 608 0
(09 Jan 20.00)VVVAD 3.10 -.82 390 2771 23 156 7 | VVVMD 5.27 .47 86 1914 5 131 3
(09 Jan 25.00)VVVAE 1.85 -.80 458 3378 70 -51 13 | VVVME 9.26 1.06 93 2050 0 -7 0
(09 Jan 30.00)VVVAF 1.20 -.50 86 2941 53 256 6 | VVVMF 14.00 2.00 46 1030 0 0 0
(09 Jan 35.00)VVVAG .80 -.25 166 5285 4 43 0 | VVVMG 18.90 2.00 0 107 -91 -131 -172
(09 Jan 40.00)VVVAH .47 -.33 44 8989 -45 10 -2 | VVVMH 23.90 1.60 56 9 -4 -4 -10
(09 Jan 45.00)VVVAI .45 -.15 16 802 -7 -1 0 | VVVMI 28.90 2.60 0 0 -20 -20 -58
(09 Jan 50.00)VVVAJ .35 -.05 1 2341 -1 24 0 | VVVMJ 33.80 -.80 0 10 0 10 0
(09 Jan 55.00)VVVAK .15 .00 0 398 0 0 0 | VVVMK 38.80 2.60 0 10 0 10 0
(09 Jan 60.00)VVVAL .10 .00 0 464 0 0 0 | VVVML 43.80 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .10 -.10 10 330 0 0 0 | VVVMM 48.90 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .00 .00 0 2000 0 0 0 | VVVMN 53.90 .00 0 8 0 8 0
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