Option Price Chain for 2007-01-29
CBOE Data
$4MM money flow in 08Jan 15 Puts.
Possibly a 20K Contract increase tomorrow.
6787 decrease in Apr 17.50 Puts
3684 increase in Apr 17.50 Calls.
-Magrathea
Close = 15.95 -0.27
Close = 16.22 1-Day = 2007-01-26
Close = 17.53 5-Day = 2007-01-22
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGU 07 Jul 22.50 32743 3 588 .45
AMDBD 07 Feb 20.00 26852 -116 2704 .05
AMDDU 07 Apr 22.50 23313 -568 -718 .15
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 43522 0 515 .10
AMDND 07 Feb 20.00 33146 80 -2468 4.10 Vol= 17
AMDPD 07 Apr 20.00 30082 77 -703 4.21
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGW 07 Jul 17.50 9189 58 1318 1.40 2616
AMDDW 07 Apr 17.50 11272 3684 6955 .75 1922
AMDDT 07 Apr 19.00 10246 -480 1973 .40 1757
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
WVVMC 08 Jan 15.00 22777 -3 3054 1.85 21858
WVVMV 08 Jan 12.50 8902 19 1765 .95 4423
AMDPQ 07 Apr 16.00 7544 239 1575 1.25 3728
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDBP 07 Feb 14.00 49 10 49 2.00 50 1
rrent 0 0 0 .00 0 0
rrent 0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDNE 07 Feb 25.00 0 0 -168 9.00 6 6
QZANU 07 Feb 7.50 0 0 0 .00 0 0
QZANU 07 Feb 7.50 0 0 0 .00 0 0
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDGW 07 Jul 17.50 9189 58 1318 1.40 2616 366
WVVAW 08 Jan 17.50 10452 98 3927 2.30 1059 244
AMDDQ 07 Apr 16.00 2147 -43 919 1.40 1436 201
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMC 08 Jan 15.00 22777 -3 3054 1.85 21858 4044
AMDPD 07 Apr 20.00 30082 77 -703 4.21 1397 588
AMDPW 07 Apr 17.50 26628 -6787 471 2.15 2624 564
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDW 07 Apr 17.50 11272 3684 6955 .75 Vol= 1922
AMDBH 07 Feb 17.00 11665 1255 8708 .20 Vol= 1116
AMDCH 07 Mar 17.00 2986 1185 2986 .50 Vol= 511
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDU 07 Apr 22.50 23313 -568 -718 .15
AMDDT 07 Apr 19.00 10246 -480 1973 .40
AMDBD 07 Feb 20.00 26852 -116 2704 .05
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNQ 07 Feb 16.00 15775 1268 11368 .55 Vol= 852
AMDOQ 07 Mar 16.00 3100 922 3100 .89 Vol= 872
AMDSD 07 Jul 20.00 10885 461 -538 4.50 Vol= 266
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 26628 -6787 471 2.15
AMDNH 07 Feb 17.00 13126 -582 2734 1.15
AMDPT 07 Apr 19.00 3965 -211 -137 3.38
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBH 07 Feb 17.00 11665 1255 8708 .20 Vol= 1116
AMDDW 07 Apr 17.50 11272 3684 6955 .75 Vol= 1922
AMDBQ 07 Feb 16.00 5347 460 4624 .45
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDU 07 Apr 22.50 23313 -568 -718 .15
WVVAF 08 Jan 30.00 19339 -9 -220 .35
AMDDY 07 Apr 27.50 13153 -18 -108 .00
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNQ 07 Feb 16.00 15775 1268 11368 .55 Vol= 852
AMDNI 07 Feb 18.00 17476 -81 10807 2.10
VVVMC 09 Jan 15.00 20337 36 8581 2.50
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 4540 12 -4232 13.70 Vol= 8
AMDND 07 Feb 20.00 33146 80 -2468 4.10 Vol= 17
WVVME 08 Jan 25.00 12457 0 -2418 9.00
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDDW 07 Apr 17.50 11272 3684 0.75 $276K Vol= 2624
WVVAB 08 Jan 10.00 2825 311 7.00 $218K Vol= 11
WVVAC 08 Jan 15.00 7329 438 3.50 $153K
Top 3 $ Decrease in Call Open Interest
AMDDT 07 Apr 19.00 10246 -480 0.40 -$19K
AMDDU 07 Apr 22.50 23313 -568 0.15 -$9K
AMDDQ 07 Apr 16.00 2147 -43 1.40 -$6K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDSD 07 Jul 20.00 10885 461 4.50 $207K Vol= 266
AMDOQ 07 Mar 16.00 3100 922 0.89 $82K Vol= 872
AMDNQ 07 Feb 16.00 15775 1268 0.55 $70K Vol= 852
Top 3 $ Decrease in Put Open Interest
AMDPW 07 Apr 17.50 26628 -6787 2.15 -$1459K
LDYMP 08 Jan 80.00 0 -54 64.00 -$346K
LDYMR 08 Jan 90.00 0 -30 74.00 -$222K
Close = 15.95 -0.27
Close = 16.22 1-Day = 2007-01-26
Close = 17.53 5-Day = 2007-01-22
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 7.80 .00 0 94 0 8 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 5.20 .00 0 60 0 18 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 2.75 .00 0 205 0 100 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 13.00)AMDBO 3.20 -.02 3 25 20 25 6 | AMDNO 0.00 .00 0 103 0 103 0
(07 Feb 14.00)AMDBP 2.00 -.29 50 49 10 49 2 | AMDNP 0.00 -.05 0 630 56 630 0
(07 Feb 15.00)AMDBC 1.15 -.25 820 2060 44 1645 5 | AMDNC 0.15 .00 622 7139 -55 1740 -1
(07 Feb 15.00)QZABC .60 .00 0 1120 10 146 1 | QZANC 0.40 .15 340 1820 9 173 0
15.95 Current
(07 Feb 16.00)AMDBQ .45 -.20 1002 5347 460 4624 21 | AMDNQ 0.55 .15 852 15775 1268 11368 70
(07 Feb 17.00)AMDBH .20 -.05 1116 11665 1255 8708 25 | AMDNH 1.15 .20 459 13126 -582 2734 -67
(07 Feb 17.50)AMDBW .00 .00 0 0 0 0 0 | AMDNW 0.00 .00 0 0 0 0 0
(07 Feb 17.50)QZABW .10 .05 20 4209 0 2388 0 | QZANW 2.30 .30 26 5380 1 647 0
(07 Feb 18.00)AMDBI .10 .00 313 9083 88 4288 1 | AMDNI 2.10 .30 129 17476 -81 10807 -17
(07 Feb 19.00)AMDBT .05 .00 46 12039 -97 2049 0 | AMDNT 3.10 .35 64 5811 -115 -453 -36
(07 Feb 20.00)AMDBD .05 .00 26 26852 -116 2704 -1 | AMDND 4.10 .32 17 33146 80 -2468 33
(07 Feb 20.00)QZABD .00 .00 0 3485 0 1029 0 | QZAND 4.70 .20 23 1687 0 -1417 0
(07 Feb 22.50)AMDBU .05 .00 60 7290 -55 563 0 | AMDNU 6.43 .13 2 799 -106 -853 -68
(07 Feb 22.50)QZABX .05 .00 4 3296 0 -7 0 | QZANX 7.10 -.30 0 1044 -50 -1984 -36
(07 Feb 25.00)AMDBE .00 .00 0 2721 0 0 0 | AMDNE 9.00 -.17 6 0 0 -168 0
(07 Feb 25.00)QZABE .00 .00 0 3543 0 0 0 | QZANE 9.60 .30 0 10 0 -10 0
(07 Feb 27.50)AMDBY .00 .00 0 3432 0 0 0 | AMDNY 11.50 2.00 0 0 0 0 0
(07 Feb 30.00)AMDBF .00 .00 0 123 0 0 0 | AMDNF 14.00 .30 0 0 0 0 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 19.00 .10 0 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 24.00 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 29.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 13.00)AMDCO 3.10 -.20 1 19 0 19 0 | AMDOO 0.05 .00 0 15 0 15 0
(07 Mar 14.00)AMDCP 2.20 -.35 22 405 220 405 48 | AMDOP 0.15 -.03 1 287 14 287 0
(07 Mar 15.00)AMDCC 1.50 -.20 338 753 82 753 12 | AMDOC 0.45 .10 233 889 -14 889 -1
15.95 Current
(07 Mar 16.00)AMDCQ .90 -.15 858 1229 0 1229 0 | AMDOQ 0.89 .19 872 3100 922 3100 82
(07 Mar 17.00)AMDCH .50 -.10 511 2986 1185 2986 59 | AMDOH 1.50 .25 271 2720 -5 2720 -1
(07 Mar 18.00)AMDCI .25 -.10 90 2635 83 2635 2 | AMDOI 2.25 .20 16 2601 -13 2601 -3
(07 Mar 19.00)AMDCT .15 .00 116 1539 20 1539 0 | AMDOT 3.10 .20 31 223 3 223 1
(07 Mar 20.00)AMDCD .10 .02 21 924 0 924 0 | AMDOD 4.10 .07 1 108 5 108 2
(07 Mar 22.50)AMDCU .00 .00 0 806 0 806 0 | AMDOU 6.50 .00 0 0 0 0 0
(07 Mar 25.00)AMDCE .00 .00 0 1 0 1 0 | AMDOE 9.00 .00 0 0 0 0 0
(07 Mar 35.00)AKDCG .00 .00 0 0 0 0 0 | AKDOG 19.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 3.90 -.19 1 697 251 220 98 | AMDPS 0.20 .00 151 618 0 134 0
(07 Apr 15.00)AMDDC 1.90 -.15 88 985 168 373 32 | AMDPC 0.80 .15 1033 7653 219 5570 18
15.95 Current
(07 Apr 16.00)AMDDQ 1.40 -.15 1436 2147 -43 919 -6 | AMDPQ 1.25 .20 3728 7544 239 1575 30
(07 Apr 17.50)AMDDW .75 -.10 1922 11272 3684 6955 276 | AMDPW 2.15 .20 2624 26628 -6787 471 -1459
(07 Apr 19.00)AMDDT .40 -.10 1757 10246 -480 1973 -19 | AMDPT 3.38 .28 7 3965 -211 -137 -71
(07 Apr 20.00)AMDDD .30 -.05 188 8619 -35 228 -1 | AMDPD 4.21 .21 1397 30082 77 -703 32
(07 Apr 22.50)AMDDU .15 .00 263 23313 -568 -718 -9 | AMDPU 6.60 .40 56 11231 -12 -1055 -8
(07 Apr 25.00)AMDDE .07 .02 33 16139 11 249 0 | AMDPE 9.10 .30 13 2101 -30 -1706 -27
(07 Apr 27.50)AMDDY .00 .00 0 13153 -18 -108 0 | AMDPY 11.50 .20 0 199 0 -175 0
(07 Apr 30.00)AMDDF .00 .00 0 7408 0 -33 0 | AMDPF 14.00 .29 0 14 0 -14 0
(07 Apr 32.50)AKDDZ .00 .00 0 2100 0 0 0 | AKDPZ 16.50 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2377 0 3 0 | AKDPG 19.00 1.95 0 25 0 -6 0
(07 Apr 37.50)AKDDU .00 .00 0 412 0 0 0 | AKDPU 21.50 -.90 0 10 0 0 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 24.00 4.90 0 0 0 -2 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 26.50 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 29.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 1.70 -.25 22 515 32 263 5 | QZAQC 1.20 .15 50 727 0 403 0
15.95 Current
(07 May 17.50)QZAEW .80 -.10 216 1529 15 427 1 | QZAQW 2.50 .75 100 1605 10 167 3
(07 May 20.00)QZAED .30 .00 0 1141 -40 205 -1 | QZAQD 4.70 -.10 0 2593 0 434 0
(07 May 22.50)QZAEX .15 -.05 30 2495 0 8 0 | QZAQX 7.10 .00 0 947 0 -10 0
(07 May 25.00)QZAEE .05 .00 0 2221 0 0 0 | QZAQE 9.60 -.10 0 87 0 -1015 0
(07 May 30.00)QZAEF .00 .00 0 658 0 -20 0 | QZAQF 14.60 .00 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 430 0 0 0 | QZAQG 19.60 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 4.20 -.30 1 811 39 192 16 | AMDSS 0.45 .05 161 1112 0 647 0
(07 Jul 14.00)AMDGP 3.10 .00 0 72 0 72 0 | AMDSP 0.85 .05 341 986 5 986 0
(07 Jul 15.00)AMDGC 2.58 -.15 140 899 30 212 8 | AMDSC 1.30 .20 755 6399 76 1298 10
15.95 Current
(07 Jul 16.00)AMDGQ 2.05 -.10 139 818 34 701 7 | AMDSQ 1.75 .15 2360 3847 151 1116 26
(07 Jul 17.50)AMDGW 1.40 -.15 2616 9189 58 1318 8 | AMDSW 2.63 .13 360 10678 20 511 5
(07 Jul 19.00)AMDGT 1.03 -.07 1215 2293 22 1343 2 | AMDST 3.70 .10 3 883 123 338 46
(07 Jul 20.00)AMDGD .75 -.10 504 9416 82 904 6 | AMDSD 4.50 .27 266 10885 461 -538 207
(07 Jul 22.50)AMDGU .45 -.05 281 32743 3 588 0 | AMDSU 6.60 -.10 0 6841 1 154 1
(07 Jul 25.00)AMDGE .25 -.03 51 3639 -99 33 -2 | AMDSE 9.10 .20 83 588 0 -204 0
(07 Jul 27.50)AMDGY .10 .00 0 2593 -1 40 0 | AMDSY 11.50 .20 0 28 -184 -1035 -212
(07 Jul 30.00)AMDGF .10 -.03 25 1787 0 28 0 | AMDSF 14.00 .13 0 0 0 -26 0
(07 Jul 35.00)AKDGG .00 .00 0 1202 0 26 0 | AKDSG 19.00 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 438 0 0 0 | AKDSH 24.00 .00 0 1 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 487 0 0 0 | AKDSI 29.00 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 34.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 11.20 .00 0 2484 0 5 0 | WVVMA 0.10 .05 842 43522 0 515 0
(08 Jan 10.00)WVVAB 7.00 -.10 1 2825 311 310 218 | WVVMB 0.45 .05 11 13554 10 -1000 0
(08 Jan 12.50)WVVAV 4.90 -.30 27 3971 92 2487 45 | WVVMV 0.95 .10 4423 8902 19 1765 2
(08 Jan 15.00)WVVAC 3.50 -.10 473 7329 438 1015 153 | WVVMC 1.85 .10 21858 22777 -3 3054 -1
15.95 Current
(08 Jan 17.50)WVVAW 2.30 -.20 1059 10452 98 3927 23 | WVVMW 3.20 .20 1737 23643 -13 1776 -4
(08 Jan 20.00)WVVAD 1.60 -.05 1176 15407 24 2233 4 | WVVMD 4.80 .20 19 21391 -14 150 -7
(08 Jan 22.50)WVVAX 1.05 -.10 220 14652 46 1194 5 | WVVMX 6.90 .30 9 10275 9 38 6
(08 Jan 25.00)WVVAE .73 -.07 999 12859 522 519 38 | WVVME 9.00 .10 34 12457 0 -2418 0
(08 Jan 27.50)WVVAY .45 .00 0 11452 -57 708 -3 | WVVMY 11.50 1.20 0 1323 0 -300 0
(08 Jan 30.00)WVVAF .35 .00 0 19339 -9 -220 0 | WVVMF 13.70 -.10 8 4540 12 -4232 16
(08 Jan 35.00)WVVAG .20 -.05 80 11567 15 234 0 | WVVMG 19.00 -.20 0 1290 -1 -253 -2
(08 Jan 40.00)WVVAH .10 .00 0 7099 0 88 0 | WVVMH 24.00 -.20 0 513 0 -15 0
(08 Jan 45.00)WVVAI .05 .00 0 3067 0 -63 0 | WVVMI 29.00 -.37 0 20 0 0 0
(08 Jan 50.00)WVVAJ .05 .00 0 5852 -6 606 0 | WVVMJ 34.00 -.20 0 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 8999 0 0 0 | WVVML 44.00 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1553 0 0 0 | WVVMN 54.00 .00 0 10 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 -20 0 | LDYMP 64.00 13.48 0 0 -54 -54 -346
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 -20 0 | LDYMR 74.00 .00 0 0 -30 -30 -222
(08 Jan 100.00LDYAT .00 .00 0 2209 0 -21 0 | LDYMT 84.00 1.70 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 11.60 .00 0 1907 0 118 0 | VVVMA 0.20 -.05 100 9637 71 846 1
(09 Jan 10.00)VVVAB 7.70 -.29 7 609 15 20 12 | VVVMB 0.75 .00 1244 6617 16 284 1
(09 Jan 12.50)VVVAV 6.20 .16 39 915 0 26 0 | VVVMV 1.45 .05 63 7943 2 1222 0
(09 Jan 15.00)VVVAC 4.80 -.28 118 2832 16 498 8 | VVVMC 2.50 .10 783 20337 36 8581 9
15.95 Current
(09 Jan 17.50)VVVAW 3.84 -.16 100 2528 203 1407 78 | VVVMW 3.70 -.10 30 3448 0 1628 0
(09 Jan 20.00)VVVAD 2.90 -.10 238 2876 36 164 10 | VVVMD 5.50 .10 86 2102 86 205 47
(09 Jan 25.00)VVVAE 1.90 .00 185 3741 -29 348 -6 | VVVME 9.40 .10 35 2130 0 80 0
(09 Jan 30.00)VVVAF 1.25 -.05 16 2981 15 169 2 | VVVMF 14.10 .38 10 806 0 -224 0
(09 Jan 35.00)VVVAG .95 .10 27 5366 10 106 1 | VVVMG 19.00 2.00 0 63 0 -175 0
(09 Jan 40.00)VVVAH .60 .10 2 8991 0 2 0 | VVVMH 24.00 1.60 0 5 -2 -8 -5
(09 Jan 45.00)VVVAI .35 .00 0 805 0 1 0 | VVVMI 29.00 2.60 0 0 0 -20 0
(09 Jan 50.00)VVVAJ .30 -.05 25 2341 0 24 0 | VVVMJ 34.00 -.80 0 10 0 0 0
(09 Jan 55.00)VVVAK .15 .00 0 425 7 27 0 | VVVMK 39.00 2.60 0 10 0 0 0
(09 Jan 60.00)VVVAL .10 .00 0 464 0 0 0 | VVVML 44.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .10 .00 0 325 0 -5 0 | VVVMM 49.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .10 -.15 20 2000 0 0 0 | VVVMN 54.00 .00 0 8 0 0 0
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