Option Price Chain for 2006-12-15
Data from MarketWatch
(so watch for Vol Error in out of money options)
There are some bizarre contradictions between
MarketWatch, Schaeffer, Prophet and CBOE.
AMDAE Jan 25 Calls: Vol: 36,037. Unusually high.
(Prophet says 32,949. CBOE & Schaeffer: 36,037)
Another odd one:
AKDMH Jan 40 Put: This one is well in the money.
so MarketWatch, Schaeffer Vol of 3500 is suspiciously high.
It is 5 times the open interest.
But confirmed by CBOE Download. Prophet says 0.
AKDMU Jan 35 Put: MktWatchs says vol=100, CBOE & Schaeffer say 0.
I guess I'm going to have to reprogram to CBOE. None of the websites seem to be without errors.
I hate that idea because it is impossible to webquery and requires more manual steps.
-Magrathea
Close = 21.64 -0.33
Close = 21.97 1-Day = 2006-12-18
Close = 21.05 5-Day = 2006-12-07
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAU 07 Jan 22.50 64114 -1968 14835 .85
AMDAE 07 Jan 25.00 48078 688 12217 .30
AKDAG 07 Jan 35.00 29034 0 -38 .05
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 102351 657 -7668 .45
WVVMA 08 Jan 5.00 42210 200 2330 .10
AMDPD 07 Apr 20.00 28683 1 769 1.35
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDAE 07 Jan 25.00 48078 688 12217 .30 36037
AMDAU 07 Jan 22.50 64114 -1968 14835 .85 8865
QZABE 07 Feb 25.00 2004 4 497 .35 1606
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDMF 07 Jan 30.00 2336 -6 -496 8.30 4672 <--Vol OK
VVVMA 09 Jan 5.00 8367 0 -277 .15 4173 <--Vol. really zero.
AKDMH 07 Jan 40.00 722 0 0 18.30 3500 <--Vol OK!! according to CBOE.
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDBE 07 Feb 25.00 196 196 196 .55 473 277
AMDBU 07 Feb 22.50 175 175 175 1.35 394 219
AMDBY 07 Feb 27.50 15 15 15 .23 224 209
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AKDMH 07 Jan 40.00 722 0 0 18.30 3500 2778
AMDMF 07 Jan 30.00 2336 -6 -496 8.30 4672 2336
AKDMG 07 Jan 35.00 417 -19 0 13.30 2290 1873
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDAE 07 Jan 25.00 48078 688 12217 .30 36037 1081
AMDAU 07 Jan 22.50 64114 -1968 14835 .85 8865 754
AMDAD 07 Jan 20.00 26469 199 9078 2.15 1405 302
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AKDMH 07 Jan 40.00 722 0 0 18.30 3500 6405 <-- CBOE OK.
AMDMF 07 Jan 30.00 2336 -6 -496 8.30 4672 3878
AKDMG 07 Jan 35.00 417 -19 0 13.30 2290 3046
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAE 07 Jan 25.00 48078 688 12217
AMDAT 07 Jan 19.00 2618 604 1660 Vol= 13
AMDDU 07 Apr 22.50 21273 273 3038
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAU 07 Jan 22.50 64114 -1968 14835
AMDAF 07 Jan 30.00 27068 -359 -775
AMDAY 07 Jan 27.50 28644 -196 2190
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 102351 657 -7668
AMDMT 07 Jan 19.00 13842 406 -1979
AMDND 07 Feb 20.00 214 214 214
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMU 07 Jan 22.50 28547 -826 2423
AMDPE 07 Apr 25.00 3926 -260 2029
AMDME 07 Jan 25.00 24530 -72 -220
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAU 07 Jan 22.50 64114 -1968 14835
AMDAE 07 Jan 25.00 48078 688 12217
AMDAD 07 Jan 20.00 26469 199 9078
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDY 07 Apr 27.50 16365 -48 -4086
AMDAF 07 Jan 30.00 27068 -359 -775
LDYAT 08 Jan 100.00 2230 0 -289
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMU 07 Jan 22.50 28547 -826 2423
AMDSD 07 Jul 20.00 7878 -9 2398
WVVMA 08 Jan 5.00 42210 200 2330
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMD 07 Jan 20.00 102351 657 -7668
AMDMT 07 Jan 19.00 13842 406 -1979
AMDMF 07 Jan 30.00 2336 -6 -496
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDAT 07 Jan 19.00 2618 604 3.10 $187K
AMDAC 07 Jan 15.00 4685 83 7.00 $58K Vol= 1
AMDDU 07 Apr 22.50 21273 273 2.00 $55K
Top 3 $ Decrease in Call Open Interest
AMDAU 07 Jan 22.50 64114 -1968 0.85 -$167K
AMDAW 07 Jan 17.50 6136 -54 4.59 -$25K
QZABD 07 Feb 20.00 2470 -115 2.00 -$23K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMF 09 Jan 30.00 992 62 9.40 $58K
AMDMD 07 Jan 20.00 102351 657 0.45 $30K
AMDND 07 Feb 20.00 214 214 0.80 $17K
Top 3 $ Decrease in Put Open Interest
AMDMU 07 Jan 22.50 28547 -826 1.60 -$132K
AMDPE 07 Apr 25.00 3926 -260 4.00 -$104K
WVVMG 08 Jan 35.00 2406 -27 13.30 -$36K
Close = 21.64 -0.33
Close = 21.97 1-Day = 2006-12-18
Close = 21.05 5-Day = 2006-12-07
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 19.70 2.00 28 1742 0 -93 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.70 1.50 2 1117 0 -40 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2289 0 0 0 | AMDMR 0.05 -.05 15 19125 0 0 0
(07 Jan 10.00)AMDAB 11.60 .50 121 4606 0 48 0 | AMDMB 0.05 .00 15 20577 0 0 0
(07 Jan 12.50)AMDAS 9.10 -1.20 20 2003 0 116 0 | AMDMS 0.05 -.05 1 15511 0 0 0
(07 Jan 15.00)AMDAC 7.00 -.20 7 4685 83 199 58 | AMDMC 0.05 -.05 1 13700 -1 -1 0
(07 Jan 17.50)AMDAW 4.59 .09 110 6136 -54 197 -25 | AMDMW 0.10 .00 318 23288 46 2002 0
(07 Jan 19.00)AMDAT 3.10 -.30 13 2618 604 1660 187 | AMDMT 0.25 .00 783 13842 406 -1979 10
(07 Jan 20.00)AMDAD 2.15 -.20 1405 26469 199 9078 43 | AMDMD 0.45 .10 1584 102351 657 -7668 30
21.64 Current
(07 Jan 22.50)AMDAU .85 -.02 8865 64114 -1968 14835 -167 | AMDMU 1.60 .25 1856 28547 -826 2423 -132
(07 Jan 25.00)AMDAE .30 .05 36037 48078 688 12217 21 | AMDME 3.60 .40 363 24530 -72 -220 -26
(07 Jan 27.50)AMDAY .15 .05 1140 28644 -196 2190 -3 | AMDMY 5.90 .20 34 4931 -7 -186 -4
(07 Jan 30.00)AMDAF .05 .00 939 27068 -359 -775 -2 | AMDMF 8.30 .50 4672 2336 -6 -496 -5
(07 Jan 32.50)AKDAZ .05 .00 354 13082 0 -18 0 | AKDMZ 10.90 -1.10 5 23 0 0 0
(07 Jan 35.00)AKDAG .05 .04 8 29034 0 -38 0 | AKDMG 13.30 -1.20 2290 417 -19 0 -25
(07 Jan 37.50)AKDAU .05 -.05 2 4391 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .01 -.01 140 27374 0 -140 0 | AKDMH 18.30 -1.20 3500 722 0 0 0
(07 Jan 45.00)AKDAI .05 .04 140 20546 0 0 0 | AKDMI 23.70 -1.10 1 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17555 0 0 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 13.60 .00 50 36 30 30 41 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 11.20 .10 10 42 5 5 6 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 7.20 -1.00 97 105 0 -159 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 7.10 2.30 42 1053 0 -26 0 | QZANC 0.20 .05 10 1193 0 10 0
(07 Feb 17.50)QZABW 4.70 2.10 67 684 0 -18 0 | QZANW 0.30 .05 3 2388 86 148 3
(07 Feb 20.00)AMDBD 2.60 -.20 87 196 196 196 51 | AMDND 0.80 .10 833 214 214 214 17
(07 Feb 20.00)QZABD 2.00 -.20 90 2470 -115 -108 -23 | QZAND 1.02 .07 14 1948 17 26 2
21.64 Current
(07 Feb 22.50)AMDBU 1.35 -.06 394 175 175 175 24 | AMDNU 1.95 .17 70 24 24 24 5
(07 Feb 22.50)QZABX .90 -.05 19 3409 -27 359 -2 | QZANX 2.30 .10 43 1859 -3 1107 -1
(07 Feb 25.00)AMDBE .55 -.05 473 196 196 196 11 | AMDNE 3.76 .26 73 3 3 3 1
(07 Feb 25.00)QZABE .35 -.05 1606 2004 4 497 0 | QZANE 4.40 -.40 2 49 0 0 0
(07 Feb 27.50)AMDBY .23 -.02 224 15 15 15 0 | AMDNY 0.00 .00 0 0 0 0 0
(07 Feb 30.00)AMDBF .13 .03 110 0 0 0 0 | AMDNF 0.00 .00 0 0 0 0 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 0.00 .00 0 0 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 0.00 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 9.90 -.20 40 168 30 148 30 | AMDPS 0.10 -.05 250 272 0 187 0
(07 Apr 15.00)AMDDC 7.40 -.20 3 320 -3 -72 -2 | AMDPC 0.25 .05 1 796 0 166 0
(07 Apr 17.50)AMDDW 5.10 -.40 2 2685 -18 297 -9 | AMDPW 0.58 .02 6 13887 -6 238 0
(07 Apr 20.00)AMDDD 3.30 -.20 138 3268 -25 115 -8 | AMDPD 1.35 .05 2734 28683 1 769 0
21.64 Current
(07 Apr 22.50)AMDDU 2.00 -.20 644 21273 273 3038 55 | AMDPU 2.50 .10 515 10490 23 687 6
(07 Apr 25.00)AMDDE 1.15 -.10 217 16738 198 1542 23 | AMDPE 4.00 .10 2 3926 -260 2029 -104
(07 Apr 27.50)AMDDY .65 -.04 351 16365 -48 -4086 -3 | AMDPY 6.20 .40 10 1048 0 -36 0
(07 Apr 30.00)AMDDF .40 -.05 230 8653 -2 -212 0 | AMDPF 8.00 -1.60 12 578 0 -251 0
(07 Apr 32.50)AKDDZ .20 -.05 110 2166 40 40 1 | AKDPZ 10.70 -.50 100 114 -7 -91 -7
(07 Apr 35.00)AKDDG .08 -.12 11 2374 0 5 0 | AKDPG 13.30 .20 52 26 0 0 0
(07 Apr 37.50)AKDDU .10 .05 2 371 0 -23 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 200 1284 -123 -123 -1 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.90 -.10 3 159 0 3 0 | QZAQC 0.50 .10 40 314 0 50 0
(07 May 17.50)QZAEW 4.70 1.10 20 613 0 31 0 | QZAQW 0.80 -.45 156 1229 0 146 0
(07 May 20.00)QZAED 3.10 .00 26 633 13 51 4 | QZAQD 1.75 .10 110 1901 2 61 0
21.64 Current
(07 May 22.50)QZAEX 1.90 -.05 5 1543 3 73 1 | QZAQX 3.30 -.70 15 953 0 135 0
(07 May 25.00)QZAEE 1.15 -.05 10 1994 -10 99 -1 | QZAQE 4.80 -.50 35 1088 0 0 0
(07 May 30.00)QZAEF .40 -.05 90 668 50 56 2 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .05 10 430 0 10 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 10.00 -.20 17 374 -10 274 -10 | AMDSS 0.20 -.15 5 196 0 58 0
(07 Jul 15.00)AMDGC 7.70 -.30 10 112 -1 17 -1 | AMDSC 0.50 .03 3 3180 0 136 0
(07 Jul 17.50)AMDGW 6.00 -.10 40 252 -16 43 -10 | AMDSW 0.95 .00 13 1664 0 170 0
(07 Jul 20.00)AMDGD 4.30 -.06 19 808 88 185 38 | AMDSD 1.85 .10 11 7878 -9 2398 -2
21.64 Current
(07 Jul 22.50)AMDGU 2.95 -.06 185 3311 114 257 34 | AMDSU 3.00 .10 37 2198 -4 104 -1
(07 Jul 25.00)AMDGE 1.90 -.05 35 2725 33 281 6 | AMDSE 4.60 .20 22 588 30 81 14
(07 Jul 27.50)AMDGY 1.22 -.03 61 3347 -9 324 -1 | AMDSY 6.30 -1.10 33 896 -20 -20 -13
(07 Jul 30.00)AMDGF .85 .35 3 1138 0 15 0 | AMDSF 8.10 .30 172 736 0 229 0
(07 Jul 35.00)AKDGG .23 -.02 10 1195 0 -2 0 | AKDSG 13.20 .20 90 122 0 0 0
(07 Jul 40.00)AKDGH .15 -.05 60 477 0 0 0 | AKDSH 0.00 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .10 .05 157 475 0 18 0 | AKDSI 23.20 .00 95 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 20 176 0 0 0 | AKDSJ 28.20 .00 95 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 17.40 .50 140 2180 0 160 0 | WVVMA 0.10 -.05 200 42210 200 2330 2
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.50 -.50 3 1906 0 138 0 | WVVMB 0.30 .05 363 10666 0 128 0
(08 Jan 12.50)WVVAV 10.90 .20 8 1463 0 34 0 | WVVMV 0.50 -.05 45 4593 -20 124 -1
(08 Jan 15.00)WVVAC 8.80 -.10 3 3102 -1 -9 -1 | WVVMC 0.95 -.20 141 10532 0 540 0
(08 Jan 17.50)WVVAW 6.65 -.65 12 2815 0 -33 0 | WVVMW 1.55 .00 18 9218 0 895 0
(08 Jan 20.00)WVVAD 5.30 -.10 205 7868 11 257 6 | WVVMD 2.55 .15 65 15577 20 932 5
21.64 Current
(08 Jan 22.50)WVVAX 4.00 -.20 45 12054 75 316 30 | WVVMX 3.70 .10 3 9819 5 76 2
(08 Jan 25.00)WVVAE 3.20 -.10 170 8378 87 305 28 | WVVME 5.20 .10 23 14808 10 682 5
(08 Jan 27.50)WVVAY 2.30 -.05 20 6139 -4 1614 -1 | WVVMY 6.80 -.20 11 1531 -1 1069 -1
(08 Jan 30.00)WVVAF 1.75 -.15 59 18322 19 -110 3 | WVVMF 8.70 .50 25 9696 12 63 10
(08 Jan 35.00)WVVAG 1.05 .00 78 11469 0 -37 0 | WVVMG 13.30 .20 19 2406 -27 -325 -36
(08 Jan 40.00)WVVAH .70 .25 70 6845 0 123 0 | WVVMH 18.20 -1.18 10 528 0 -2 0
(08 Jan 45.00)WVVAI .40 .13 48 2823 0 -33 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .25 .05 50 5060 0 60 0 | WVVMJ 28.27 -.13 24 40 0 0 0
(08 Jan 60.00)WVVAL .10 .05 126 9240 113 63 1 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 .00 20 1553 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 70 1296 0 0 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2230 0 -289 0 | LDYMT 78.27 .27 24 17 0 7 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 17.50 -.30 5 1646 0 0 0 | VVVMA 0.15 .00 4173 8367 0 -277 0
(09 Jan 10.00)VVVAB 13.60 1.90 3 472 0 3 0 | VVVMB 0.65 .15 2 5715 0 2 0
(09 Jan 12.50)VVVAV 11.80 1.60 5 827 0 1 0 | VVVMV 0.95 -.10 2 4545 0 135 0
(09 Jan 15.00)VVVAC 10.50 1.90 38 2214 0 53 0 | VVVMC 1.50 -.45 2 11347 0 107 0
(09 Jan 17.50)VVVAW 8.50 1.20 5 934 0 63 0 | VVVMW 2.35 -.25 13 768 0 6 0
(09 Jan 20.00)VVVAD 7.00 -.20 7 2258 2 459 1 | VVVMD 3.30 .00 49 1296 -72 131 -24
21.64 Current
(09 Jan 25.00)VVVAE 4.80 -.30 2 3337 21 127 10 | VVVME 5.90 -.80 13 1927 13 154 8
(09 Jan 30.00)VVVAF 3.40 -.25 3 1582 0 415 0 | VVVMF 9.40 -1.30 77 992 62 99 58
(09 Jan 35.00)VVVAG 2.50 -.15 1 5191 0 -46 0 | VVVMG 14.50 .60 20 655 0 20 0
(09 Jan 40.00)VVVAH 1.65 -.40 1 8922 1 -4 0 | VVVMH 19.50 .02 10 53 -10 1 -20
(09 Jan 45.00)VVVAI 1.00 -.20 30 803 0 0 0 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ .85 .20 2 1812 2 195 0 | VVVMJ 28.30 -.80 20 10 0 0 0
(09 Jan 55.00)VVVAK .65 -.05 20 324 0 2 0 | VVVMK 34.10 2.60 10 10 0 0 0
(09 Jan 60.00)VVVAL .55 -.05 10 464 0 0 0 | VVVML 0.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .45 .05 20 268 0 24 0 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .25 -.05 12 2002 0 2 0 | VVVMN 49.30 4.70 1 8 0 0 0
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