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To: Magrathea who wrote (219757)12/9/2006 2:57:17 PM
From: MagratheaRespond to of 275872
 
MarketWatch Option Chains are still giving old Open Interests.

While checking for other sources of information, I found:

schaeffersresearch.com.
This option chain shows no volume for options which both MarketWatch and Yahoo show some volume.

CBOE (the gold standard) also shows no volume. So MarketWatch and Yahoo are giving volumes from prior days instead of showing zeros. How comforting!

Example: 07 Jan Calls:
From MarketWatch
marketwatch.com


Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 22.50)AMDAU .80 -.10 1648 49279 0 1266 0 | AMDMU 2.25 .05 1056 26124 0 305 0
(07 Jan 25.00)AMDAE .32 -.02 608 35861 0 -325 0 | AMDME 4.20 .20 254 24750 0 -570 0
(07 Jan 27.50)AMDAY .15 .00 33 26454 0 1739 0 | AMDMY 6.50 .10 20 5117 0 -10 0
(07 Jan 30.00)AMDAF .10 .05 49 27843 0 -321 0 | AMDMF 9.10 .40 4 2832 0 -2918 0
(07 Jan 32.50)AKDAZ .05 -.02 163 13100 0 -10 0 | AKDMZ 12.00 -.20 555 23 0 0 0
(07 Jan 35.00)AKDAG .01 -.04 1 29072 0 -6 0 | AKDMG 13.80 .30 604 417 0 0 0
(07 Jan 37.50)AKDAU .05 -.05 2 4391 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .02 -.03 1 27514 0 0 0 | AKDMH 18.80 .30 1004 722 0 0 0
(07 Jan 45.00)AKDAI .05 -.05 20 20546 0 0 0 | AKDMI 23.70 -1.10 1 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17555 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


From Yahoo:
finance.yahoo.com
Strike Symbol Last Chg Bid Ask Vol Open Int
22.50 AMDAU.X 0.80 0.10 0.75 0.85 1,648 49,614
25.00 AMDAE.X 0.32 0.02 0.25 0.35 608 35,867
27.50 AMDAY.X 0.15 0.00 0.10 0.15 33 25,943
30.00 AMDAF.X 0.05 0.05 0.05 0.10 110 27,804
32.50 AKDAZ.X 0.05 0.00 N/A 0.05 163 13,100
35.00 AKDAG.X 0.01 0.00 N/A 0.05 1 29,072
37.50 AKDAU.X 0.05 0.00 N/A 0.05 2 4,391
40.00 AKDAH.X 0.02 0.00 N/A 0.05 1 27,514
45.00 AKDAI.X 0.05 0.00 N/A 0.05 20 20,546
50.00 AKDAJ.X 0.05 0.00 N/A 0.05 175 17,555
60.00 AKDAL.X 0.05 0.00 N/A 0.05 10 3,894
70.00 AKDAN.X 0.05 0.00 N/A 0.05 30 8,290

From Schaeffer
schaeffersresearch.com.
Call Last Bid Ask Chg Open Vol
Int. Strike
.AMDAU 0.8 0.75 0.85 -0.1 49614 1648 22.5
.AMDAE 0.32 0.25 0.35 0 35867 608 25
.AMDAY 0.15 0.1 0.15 0 25943 33 27.5
.AMDAF 0.05 0.05 0.1 -0.1 27804 110 30
.AKDAZ 0.05 0 0.05 0 13100 0 32.5
.AKDAG 0.01 0 0.05 0 29072 0 35
.AKDAU 0.05 0 0.05 0 4391 0 37.5
.AKDAH 0.02 0 0.05 0 27514 0 40
.AKDAI 0.05 0 0.05 0 20546 0 45
.AKDAJ 0.05 0 0.05 0 17555 0 50
.AKDAL 0.05 0 0.05 0 3894 0 60
.AKDAN 0.05 0 0.05 0 8290 0 70

From CBOE:
Option Last Chg Bid Ask Vol Op/Int
07 Jan 22.50 (AMD AU) 0.8 -0.1 0.75 0.85 1648 49614
07 Jan 25.00 (AMD AE) 0.32 -0.02 0.25 0.35 608 35867
07 Jan 27.50 (AMD AY) 0.15 -- 0.1 0.15 33 25943
07 Jan 30.00 (AMD AF) 0.05 -0.05 0.05 0.1 110 27804
07 Jan 32.50 (AKD AZ) 0.05 pc 0 0.05 0 13100
07 Jan 35.00 (AKD AG) 0.01 pc 0 0.05 0 29072
07 Jan 37.50 (AKD AU) 0.05 pc 0 0.05 0 4391
07 Jan 40.00 (AKD AH) 0.02 pc 0 0.05 0 27514

So MarketWatch and Yahoo volumes are showing old data.

(I HATE that!)

I'll probably switch my data source for the Historical Options tracking to Schaeffer. But it will take a few days to reprogram given my work load.

-Magrathea