Option Price Chain for 2006-12-20
Data still from MarketWatch
Yesterday's AMDAE (Jan 25 Call) Vol: 36017, became 17969 new contracts.
40% of AMDAE opened in past 5 days.
I am befuddled by
AMDMF, AKDMH, AKDMG. Puts for Jan 30, 35, 40.
MarketWatch, CBOE, and Schaeffer all agree on high volume,
but Prophet is zero, and Zero is much more realistic given
1. these are well in the money puts
2. Open Interest is not changing,
3. Volume is much higher than open interest.
-Magrathea
Close = 21.85 +0.21
Close = 21.64 1-Day = 2006-12-19
Close = 20.17 5-Day = 2006-12-13
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAE 07 Jan 25.00 66047 17969 30845 .30 Vol= 4129
AMDAU 07 Jan 22.50 63898 -216 10479 .85
AMDAY 07 Jan 27.50 29053 409 3094 .10 Vol= 250
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 102347 -4 -8228 .40
WVVMA 08 Jan 5.00 42210 0 2330 .10
AMDPD 07 Apr 20.00 31176 2493 2904 1.28 Vol= 475
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDAE 07 Jan 25.00 66047 17969 30845 .30 4129
AMDAU 07 Jan 22.50 63898 -216 10479 .85 2971
AMDDU 07 Apr 22.50 21761 488 2994 2.18 1427
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDMF 07 Jan 30.00 2197 -139 -137 8.15 4404 <-- CBOE OK.
AMDND 07 Feb 20.00 772 558 772 .75 3147 <-- CBOE OK
AMDMA 07 Jan 5.00 25528 0 0 .05 2451 <-- CBOE Vol =0.)
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDBD 07 Feb 20.00 282 86 282 2.80 1174 892
AMDBY 07 Feb 27.50 239 224 239 .20 880 641
AMDBE 07 Feb 25.00 599 403 599 .57 633 34
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDND 07 Feb 20.00 772 558 772 .75 3147 2375
AMDMF 07 Jan 30.00 2197 -139 -137 8.15 4404 2207
AKDMH 07 Jan 40.00 722 0 0 18.15 1452 730
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDBD 07 Feb 20.00 282 86 282 2.80 1174 329
AMDDU 07 Apr 22.50 21761 488 2994 2.18 1427 311
AMDAU 07 Jan 22.50 63898 -216 10479 .85 2971 253
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMF 07 Jan 30.00 2197 -139 -137 8.15 4404 3589 <-- CBOE Vol. OK.; Prophet = 0
AKDMH 07 Jan 40.00 722 0 0 18.15 1452 2635 <-- CBOE Vol. OK.; Prophet = 0
AKDMG 07 Jan 35.00 321 -96 -96 13.15 652 857 <-- CBOE Vol. OK.; Prophet = 0
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAE 07 Jan 25.00 66047 17969 30845 Vol= 4129
QZABE 07 Feb 25.00 3564 1560 2014 Vol= 30
AMDDU 07 Apr 22.50 21761 488 2994
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAU 07 Jan 22.50 63898 -216 10479
AMDAF 07 Jan 30.00 26873 -195 -734
AMDGU 07 Jul 22.50 3138 -173 53
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 31176 2493 2904 Vol= 475
AMDND 07 Feb 20.00 772 558 772
AMDPU 07 Apr 22.50 10981 491 1032
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMU 07 Jan 22.50 27878 -669 1245
WVVMB 08 Jan 10.00 10422 -244 -244
AMDMF 07 Jan 30.00 2197 -139 -137
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAE 07 Jan 25.00 66047 17969 30845 Vol= 4129
AMDAU 07 Jan 22.50 63898 -216 10479
AMDAD 07 Jan 20.00 26530 61 5653
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDY 07 Apr 27.50 16392 27 -4116
AMDAF 07 Jan 30.00 26873 -195 -734
LDYAT 08 Jan 100.00 2230 0 -289
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDPD 07 Apr 20.00 31176 2493 2904 Vol= 475
WVVMA 08 Jan 5.00 42210 0 2330
AMDMW 07 Jan 17.50 23483 195 2052 Vol= 11
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMD 07 Jan 20.00 102347 -4 -8228
AMDMT 07 Jan 19.00 14270 428 -1611 Vol= 388
AMDSD 07 Jul 20.00 7878 0 -364
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDAE 07 Jan 25.00 66047 17969 0.30 $539K Vol= 135
AMDDU 07 Apr 22.50 21761 488 2.18 $106K
QZABE 07 Feb 25.00 3564 1560 0.35 $55K Vol= 2
Top 3 $ Decrease in Call Open Interest
AMDGU 07 Jul 22.50 3138 -173 2.95 -$51K
WVVAD 08 Jan 20.00 7784 -84 5.40 -$45K
AMDAW 07 Jan 17.50 6066 -70 4.50 -$32K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPD 07 Apr 20.00 31176 2493 1.28 $319K Vol= 475
AMDPU 07 Apr 22.50 10981 491 2.45 $120K
AMDND 07 Feb 20.00 772 558 0.75 $42K
Top 3 $ Decrease in Put Open Interest
AKDMG 07 Jan 35.00 321 -96 13.15 -$126K
AMDMF 07 Jan 30.00 2197 -139 8.15 -$113K
AMDMU 07 Jan 22.50 27878 -669 1.45 -$97K
Paste to Web
Close = 21.85 +0.21
Close = 21.64 1-Day = 2006-12-19
Close = 20.17 5-Day = 2006-12-13
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 19.70 2.00 28 1742 0 -93 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.70 1.50 2 1117 0 -40 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2289 0 0 0 | AMDMR 0.05 -.05 15 19125 0 0 0
(07 Jan 10.00)AMDAB 11.90 .30 20 4606 0 48 0 | AMDMB 0.05 .00 15 20577 0 0 0
(07 Jan 12.50)AMDAS 9.10 -1.20 20 1996 -7 114 -6 | AMDMS 0.05 -.05 1 15511 0 0 0
(07 Jan 15.00)AMDAC 6.90 -.10 180 4680 -5 121 -3 | AMDMC 0.05 -.05 1 13689 -11 -12 0
(07 Jan 17.50)AMDAW 4.50 -.09 13 6066 -70 7 -32 | AMDMW 0.08 -.02 11 23483 195 2052 2
(07 Jan 19.00)AMDAT 3.20 .10 10 2618 0 1523 0 | AMDMT 0.20 -.05 388 14270 428 -1611 9
(07 Jan 20.00)AMDAD 2.30 .15 917 26530 61 5653 14 | AMDMD 0.40 -.05 406 102347 -4 -8228 0
21.85 Current
(07 Jan 22.50)AMDAU .85 .00 2971 63898 -216 10479 -18 | AMDMU 1.45 -.15 966 27878 -669 1245 -97
(07 Jan 25.00)AMDAE .30 .00 4129 66047 17969 30845 539 | AMDME 3.43 -.17 135 24486 -44 -235 -15
(07 Jan 27.50)AMDAY .10 -.05 250 29053 409 3094 4 | AMDMY 5.70 -.20 35 4927 -4 -4 -2
(07 Jan 30.00)AMDAF .05 .00 187 26873 -195 -734 -1 | AMDMF 8.15 -.15 4404 2197 -139 -137 -113
(07 Jan 32.50)AKDAZ .05 .00 354 13292 210 209 1 | AKDMZ 10.90 -1.10 5 23 0 0 0
(07 Jan 35.00)AKDAG .05 .04 8 29034 0 -9 0 | AKDMG 13.15 -.15 652 321 -96 -96 -126
(07 Jan 37.50)AKDAU .05 -.05 2 4391 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .01 -.01 140 27374 0 -140 0 | AKDMH 18.15 -.15 1452 722 0 0 0
(07 Jan 45.00)AKDAI .05 .04 140 20546 0 0 0 | AKDMI 23.70 -1.10 1 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17555 0 0 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .05 .04 10 3894 0 0 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .05 .00 30 8290 0 0 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 13.60 .00 50 36 0 30 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 11.20 .10 10 42 0 5 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 7.20 -1.00 97 105 0 -159 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 7.10 2.30 42 1053 0 -26 0 | QZANC 0.20 .05 10 1193 0 10 0
(07 Feb 17.50)QZABW 4.70 2.10 67 684 0 -67 0 | QZANW 0.30 .05 3 2385 -3 120 0
(07 Feb 20.00)AMDBD 2.80 .20 1174 282 86 282 24 | AMDND 0.75 -.05 3147 772 558 772 42
(07 Feb 20.00)QZABD 2.00 -.20 90 2480 10 -244 2 | QZAND 1.02 .07 14 1961 13 -1 1
21.85 Current
(07 Feb 22.50)AMDBU 1.30 -.05 106 480 305 480 40 | AMDNU 1.90 -.05 130 91 67 91 13
(07 Feb 22.50)QZABX .85 -.05 208 3414 5 399 0 | QZANX 2.30 .10 43 1859 0 1104 0
(07 Feb 25.00)AMDBE .57 .02 633 599 403 599 23 | AMDNE 3.60 -.16 20 76 73 76 26
(07 Feb 25.00)QZABE .35 -.05 30 3564 1560 2014 55 | QZANE 4.40 -.40 2 49 0 0 0
(07 Feb 27.50)AMDBY .20 -.03 880 239 224 239 4 | AMDNY 0.00 .00 0 0 0 0 0
(07 Feb 30.00)AMDBF .07 -.06 10 110 110 110 1 | AMDNF 0.00 .00 0 0 0 0 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 13.20 .20 16 0 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 0.00 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 9.90 -.20 40 168 0 143 0 | AMDPS 0.10 -.05 250 272 0 187 0
(07 Apr 15.00)AMDDC 7.40 -.20 3 320 0 -90 0 | AMDPC 0.25 .05 1 796 0 8 0
(07 Apr 17.50)AMDDW 5.10 -.40 10 2685 0 304 0 | AMDPW 0.55 -.03 443 13887 0 47 0
(07 Apr 20.00)AMDDD 3.40 .10 24 3289 21 30 7 | AMDPD 1.28 -.07 475 31176 2493 2904 319
21.85 Current
(07 Apr 22.50)AMDDU 2.18 .18 1427 21761 488 2994 106 | AMDPU 2.45 -.05 976 10981 491 1032 120
(07 Apr 25.00)AMDDE 1.25 .10 505 16779 41 997 5 | AMDPE 4.00 .10 10 3926 0 933 0
(07 Apr 27.50)AMDDY .70 .05 196 16392 27 -4116 2 | AMDPY 6.12 -.08 2 1038 -10 -50 -6
(07 Apr 30.00)AMDDF .40 -.05 230 8653 0 -184 0 | AMDPF 8.00 -1.60 12 578 0 -91 0
(07 Apr 32.50)AKDDZ .20 -.05 110 2166 0 40 0 | AKDPZ 10.70 -.50 100 114 0 -32 0
(07 Apr 35.00)AKDDG .08 -.12 11 2374 0 5 0 | AKDPG 13.10 -.20 26 25 -1 -1 -1
(07 Apr 37.50)AKDDU .10 .05 2 371 0 0 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 200 1284 0 -123 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.90 -.10 3 159 0 3 0 | QZAQC 0.50 .10 40 314 0 0 0
(07 May 17.50)QZAEW 4.70 1.10 20 613 0 21 0 | QZAQW 0.85 .05 40 1229 0 146 0
(07 May 20.00)QZAED 3.10 .00 26 648 15 51 5 | QZAQD 1.75 .10 10 1986 85 141 15
21.85 Current
(07 May 22.50)QZAEX 1.85 -.05 34 1548 5 42 1 | QZAQX 2.95 -.35 20 953 0 125 0
(07 May 25.00)QZAEE 1.15 .00 155 2004 10 99 1 | QZAQE 4.80 -.50 35 1088 0 0 0
(07 May 30.00)QZAEF .40 -.05 90 668 0 52 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .05 10 430 0 10 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 10.00 -.20 17 359 -15 258 -15 | AMDSS 0.20 -.15 5 196 0 38 0
(07 Jul 15.00)AMDGC 7.70 -.30 10 122 10 22 8 | AMDSC 0.50 .03 3 3180 0 65 0
(07 Jul 17.50)AMDGW 5.90 -.10 4 252 0 10 0 | AMDSW 0.95 .00 13 1669 5 122 0
(07 Jul 20.00)AMDGD 4.20 -.10 29 826 18 105 8 | AMDSD 1.80 -.05 10 7878 0 -364 0
21.85 Current
(07 Jul 22.50)AMDGU 2.95 -.06 185 3138 -173 53 -51 | AMDSU 3.00 .00 20 2198 0 104 0
(07 Jul 25.00)AMDGE 1.95 .05 86 2747 22 188 4 | AMDSE 4.50 -.10 6 595 7 88 3
(07 Jul 27.50)AMDGY 1.25 .03 12 3362 15 296 2 | AMDSY 6.40 .10 20 896 0 -20 0
(07 Jul 30.00)AMDGF .85 .35 3 1139 1 1 0 | AMDSF 8.10 .30 172 736 0 229 0
(07 Jul 35.00)AKDGG .35 .12 5 1195 0 0 0 | AKDSG 13.20 .20 90 122 0 0 0
(07 Jul 40.00)AKDGH .15 -.05 60 477 0 0 0 | AKDSH 0.00 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .10 .05 157 475 0 18 0 | AKDSI 23.20 .00 95 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 20 176 0 0 0 | AKDSJ 28.20 .00 95 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 17.40 .50 140 2180 0 160 0 | WVVMA 0.10 -.05 30 42210 0 2330 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 12.50 -.50 3 1908 2 112 3 | WVVMB 0.25 -.05 5 10422 -244 -244 -6
(08 Jan 12.50)WVVAV 10.90 .20 8 1463 0 -8 0 | WVVMV 0.50 -.05 3 4593 0 124 0
(08 Jan 15.00)WVVAC 8.80 -.10 3 3102 0 -8 0 | WVVMC 0.95 -.20 141 10532 0 538 0
(08 Jan 17.50)WVVAW 6.65 -.65 12 2824 9 -22 6 | WVVMW 1.60 .05 25 9236 18 893 3
(08 Jan 20.00)WVVAD 5.40 .10 10 7784 -84 -103 -45 | WVVMD 2.50 -.05 1 15635 58 337 15
21.85 Current
(08 Jan 22.50)WVVAX 4.10 .10 19 12069 15 130 6 | WVVMX 3.70 .10 20 9821 2 -5 1
(08 Jan 25.00)WVVAE 3.10 -.10 26 8378 0 296 0 | WVVME 5.10 -.10 31 14828 20 701 10
(08 Jan 27.50)WVVAY 2.35 .05 13 6149 10 1741 2 | WVVMY 6.80 -.20 11 1531 0 1065 0
(08 Jan 30.00)WVVAF 1.80 .05 10 18322 0 418 0 | WVVMF 8.70 .50 25 9696 0 63 0
(08 Jan 35.00)WVVAG 1.05 .00 78 11469 0 -44 0 | WVVMG 13.30 .20 19 2406 0 71 0
(08 Jan 40.00)WVVAH .55 -.15 55 6845 0 133 0 | WVVMH 18.20 -1.18 10 528 0 0 0
(08 Jan 45.00)WVVAI .40 .13 48 2823 0 -33 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .25 .05 50 5060 0 60 0 | WVVMJ 28.27 -.13 24 40 0 0 0
(08 Jan 60.00)WVVAL .05 -.05 981 9240 0 63 0 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 .00 20 1553 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 70 1296 0 0 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2230 0 -289 0 | LDYMT 78.27 .27 24 17 0 7 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 17.50 -.30 5 1648 2 2 4 | VVVMA 0.10 -.05 50 8367 0 122 0
(09 Jan 10.00)VVVAB 13.60 1.90 3 472 0 1 0 | VVVMB 0.65 .15 2 5715 0 0 0
(09 Jan 12.50)VVVAV 11.80 1.60 5 827 0 -4 0 | VVVMV 0.95 -.10 2 4545 0 128 0
(09 Jan 15.00)VVVAC 9.79 -.71 30 2214 0 55 0 | VVVMC 1.50 -.45 2 11347 0 -12 0
(09 Jan 17.50)VVVAW 8.50 1.20 5 934 0 5 0 | VVVMW 2.35 -.25 13 781 13 13 3
(09 Jan 20.00)VVVAD 7.00 .00 12 2265 7 406 5 | VVVMD 3.30 .00 49 1296 0 -181 0
21.85 Current
(09 Jan 25.00)VVVAE 5.00 .20 20 3339 2 63 1 | VVVME 5.90 -.80 13 1927 0 -22 0
(09 Jan 30.00)VVVAF 3.40 -.25 1 1585 3 84 1 | VVVMF 9.40 -1.30 77 992 0 62 0
(09 Jan 35.00)VVVAG 2.50 -.15 1 5191 0 -1 0 | VVVMG 14.50 .60 20 655 0 0 0
(09 Jan 40.00)VVVAH 1.65 -.40 1 8922 0 -10 0 | VVVMH 19.50 .02 10 53 0 0 0
(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 0 202 0 | VVVMJ 28.30 -.80 20 10 0 0 0
(09 Jan 55.00)VVVAK .70 .05 80 324 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 13 0 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .29 .04 2 2002 0 0 0 | VVVMN 49.30 4.70 1 8 0 0 0
|
