Option Price Chain for 2006-12-27
Data still from MarketWatch
(Missed yesterday, so this is a 2-day and 6-day comparison)
MarketWatch volume still with many errors.
Example:
AMDMZ, AMDMA, AMDMR, AMDMB, AMDMS, AMDMC (Jan Puts 2.5 thru 15.0)
All have zero volume according to CBOE, Prophet and Schaeffer,
but all Non-zero in MarketWatch.
Yet, I look at AKDMH (Jan 40 Puts) has 3621 volume on an
open interest of 722, which hasn't changed in a week)
at a Price of $19.30. Obvious error, right?
CBOE says its ok: 2177 from the -E and 1444 from the -X exchanges.
AMDMY Jan 27.5 Put closed most of its interest at a high price.
AMDAE Jan 25.0 Call closed 4082
-Magrathea
Close = 20.70 -0.07
Close = 20.77 1-Day = 2006-12-22
Close = 21.97 5-Day = 2006-12-18
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAU 07 Jan 22.50 65810 -498 -272 .35
AMDAE 07 Jan 25.00 64260 -4082 16870 .05
AKDAG 07 Jan 35.00 29034 0 0 .05
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 111588 -7 9894 .60
WVVMA 08 Jan 5.00 43020 0 1010 .10
AMDPD 07 Apr 20.00 29374 -903 692 1.65
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGU 07 Jul 22.50 3269 77 72 2.35 10071
AMDAU 07 Jan 22.50 65810 -498 -272 .35 2421
AMDAE 07 Jan 25.00 64260 -4082 16870 .05 2186
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDMF 07 Jan 30.00 2165 -12 -177 9.30 8734
WVVMD 08 Jan 20.00 15691 66 134 3.00 5576
AKDMH 07 Jan 40.00 722 0 0 19.30 3621 <-- !?! CBOE OK
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDGU 07 Jul 22.50 3269 77 72 2.35 10071 6802
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDMF 07 Jan 30.00 2165 -12 -177 9.30 8734 6569
AKDMH 07 Jan 40.00 722 0 0 19.30 3621 2899
AMDMY 07 Jan 27.50 849 -4064 -4089 6.80 3410 2561
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDGU 07 Jul 22.50 3269 77 72 2.35 10071 2367
WVVAA 08 Jan 5.00 2180 0 0 17.40 140 244
AMDAU 07 Jan 22.50 65810 -498 -272 .35 2421 85
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMF 07 Jan 30.00 2165 -12 -177 9.30 8734 8123
AKDMH 07 Jan 40.00 722 0 0 19.30 3621 6989
AMDMY 07 Jan 27.50 849 -4064 -4089 6.80 3410 2319
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
WVVAF 08 Jan 30.00 19773 1417 1470 Vol= 242
VVVAF 09 Jan 30.00 2513 938 931 Vol= 12
AMDDD 07 Apr 20.00 3987 633 694 Vol= 53
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAE 07 Jan 25.00 64260 -4082 16870
AMDDU 07 Apr 22.50 22184 -1010 1184
AMDAU 07 Jan 22.50 65810 -498 -272
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMW 07 Jan 17.50 25717 2265 2475 Vol= 286
AMDMT 07 Jan 19.00 15704 388 2268
AMDND 07 Feb 20.00 3793 211 3793
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMY 07 Jan 27.50 849 -4064 -4089
AMDPD 07 Apr 20.00 29374 -903 692
AMDSD 07 Jul 20.00 7759 -125 -128
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAE 07 Jan 25.00 64260 -4082 16870
AMDBD 07 Feb 20.00 1679 218 1679 Vol= 188
QZABE 07 Feb 25.00 3553 0 1553
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDAF 07 Jan 30.00 26603 -212 -824
WVVAL 08 Jan 60.00 8752 50 -375
AMDAU 07 Jan 22.50 65810 -498 -272
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 111588 -7 9894
AMDND 07 Feb 20.00 3793 211 3793
AMDMW 07 Jan 17.50 25717 2265 2475 Vol= 286
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMY 07 Jan 27.50 849 -4064 -4089
AMDMU 07 Jan 22.50 27992 102 -1381
AMDME 07 Jan 25.00 24325 -121 -277
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
VVVAF 09 Jan 30.00 2513 938 3.20 $300K Vol= 77
AMDAC 07 Jan 15.00 5213 388 5.80 $225K Vol= 100
WVVAF 08 Jan 30.00 19773 1417 1.56 $221K Vol= 10
Top 3 $ Decrease in Call Open Interest
AMDDU 07 Apr 22.50 22184 -1010 1.55 -$157K
QZABC 07 Feb 15.00 946 -117 5.20 -$61K
VVVAC 09 Jan 15.00 2237 -24 8.80 -$21K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMG 09 Jan 35.00 743 88 14.40 $127K Vol= 50
AMDPE 07 Apr 25.00 4034 120 4.89 $59K Vol= 25
AMDNY 07 Feb 27.50 87 87 6.50 $57K
Top 3 $ Decrease in Put Open Interest
AMDMY 07 Jan 27.50 849 -4064 6.80 -$2764K
AMDPD 07 Apr 20.00 29374 -903 1.65 -$149K
WVVMG 08 Jan 35.00 2406 -75 13.89 -$104K
Close = 20.70 -0.07
Close = 20.77 1-Day = 2006-12-22
Close = 21.97 5-Day = 2006-12-18
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 19.70 2.00 28 1742 0 0 0 | AMDMZ 0.05 .00 2 7284 0 0 0
(07 Jan 5.00) AMDAA 16.70 1.50 2 1117 0 0 0 | AMDMA 0.05 .00 2451 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 -.08 24 2300 11 11 15 | AMDMR 0.05 -.05 15 19125 0 0 0
(07 Jan 10.00)AMDAB 11.90 .30 20 4603 11 -3 13 | AMDMB 0.05 .00 15 20577 0 0 0
(07 Jan 12.50)AMDAS 9.10 -1.20 20 2004 11 1 10 | AMDMS 0.05 -.05 1 15511 0 0 0
(07 Jan 15.00)AMDAC 5.80 .20 7 5213 388 611 225 | AMDMC 0.04 -.01 100 13672 -10 -29 0
(07 Jan 17.50)AMDAW 3.30 .00 7 6132 9 -58 3 | AMDMW 0.10 -.05 286 25717 2265 2475 23
(07 Jan 19.00)AMDAT 2.15 .05 12 2714 -33 700 -7 | AMDMT 0.35 -.05 442 15704 388 2268 14
(07 Jan 20.00)AMDAD 1.35 .00 604 26783 -106 513 -14 | AMDMD 0.60 -.10 706 111588 -7 9894 0
20.7 Current
(07 Jan 22.50)AMDAU .35 .00 2421 65810 -498 -272 -17 | AMDMU 2.10 -.15 308 27992 102 -1381 21
(07 Jan 25.00)AMDAE .05 .00 2186 64260 -4082 16870 -20 | AMDME 4.30 -.20 502 24325 -121 -277 -52
(07 Jan 27.50)AMDAY .05 .01 3 29004 -48 164 0 | AMDMY 6.80 -.10 3410 849 -4064 -4089 -2764
(07 Jan 30.00)AMDAF .05 .00 28 26603 -212 -824 -1 | AMDMF 9.30 -.10 8734 2165 -12 -177 -11
(07 Jan 32.50)AKDAZ .05 -.02 2 13281 -2 199 0 | AKDMZ 11.80 .90 46 23 0 0 0
(07 Jan 35.00)AKDAG .05 .04 5 29034 0 0 0 | AKDMG 14.30 -.10 642 321 0 -115 0
(07 Jan 37.50)AKDAU .05 -.05 2 4391 0 0 0 | AKDMU 15.90 -1.10 100 15 0 0 0
(07 Jan 40.00)AKDAH .02 -.03 1 27374 0 0 0 | AKDMH 19.30 -.10 3621 722 0 0 0
(07 Jan 45.00)AKDAI .05 -.05 20 20535 -3 -11 0 | AKDMI 23.70 -1.10 1 1 0 0 0
(07 Jan 50.00)AKDAJ .05 -.05 175 17553 -2 -2 0 | AKDMJ 26.50 -2.10 26 47 0 0 0
(07 Jan 60.00)AKDAL .02 -.03 190 3754 0 -140 0 | AKDML 40.10 .00 39 9 0 0 0
(07 Jan 70.00)AKDAN .04 -.01 290 8250 0 -40 0 | AKDMN 49.20 2.70 94 56 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 13.40 -.20 45 76 0 70 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 11.20 .10 10 42 0 5 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 7.20 -1.00 97 105 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 5.20 -.40 116 946 -117 -107 -61 | QZANC 0.10 -.10 31 1193 0 0 0
(07 Feb 17.50)QZABW 2.85 .00 80 714 0 30 0 | QZANW 0.45 .05 8 2378 8 76 0
(07 Feb 20.00)AMDBD 1.86 .01 188 1679 218 1679 41 | AMDND 1.05 -.10 251 3793 211 3793 22
(07 Feb 20.00)QZABD 1.35 -.20 31 2529 11 -56 1 | QZAND 1.40 .20 105 1997 0 66 0
20.7 Current
(07 Feb 22.50)AMDBU .75 -.04 284 822 162 822 12 | AMDNU 2.45 -.10 76 373 97 373 24
(07 Feb 22.50)QZABX .45 -.05 31 3292 -3 -144 0 | QZANX 2.30 .10 43 1855 -4 -7 -1
(07 Feb 25.00)AMDBE .25 -.05 6 1246 -23 1246 -1 | AMDNE 4.44 -.16 8 96 0 96 0
(07 Feb 25.00)QZABE .25 -.10 88 3553 0 1553 0 | QZANE 4.40 -.40 2 49 0 0 0
(07 Feb 27.50)AMDBY .10 -.05 51 1494 51 1494 1 | AMDNY 6.50 .00 87 87 87 87 57
(07 Feb 30.00)AMDBF .07 -.06 10 120 0 120 0 | AMDNF 9.20 .27 13 1 -19 1 -17
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 14.30 1.10 6 3 0 3 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 0.00 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 8.40 -1.50 3 299 131 161 110 | AMDPS 0.10 -.05 250 272 0 0 0
(07 Apr 15.00)AMDDC 6.60 -1.00 5 313 -2 -10 -1 | AMDPC 0.30 -.01 283 827 31 31 1
(07 Apr 17.50)AMDDW 4.10 -.20 30 2667 -19 -36 -8 | AMDPW 0.75 -.05 50 14302 91 409 7
(07 Apr 20.00)AMDDD 2.65 .05 53 3987 633 694 168 | AMDPD 1.65 -.10 124 29374 -903 692 -149
20.7 Current
(07 Apr 22.50)AMDDU 1.55 .00 231 22184 -1010 1184 -157 | AMDPU 3.10 -.10 40 11732 169 1265 52
(07 Apr 25.00)AMDDE .90 .05 106 16647 54 107 5 | AMDPE 4.89 .01 25 4034 120 -152 59
(07 Apr 27.50)AMDDY .50 .05 115 16390 -18 -23 -1 | AMDPY 7.10 1.20 30 1036 0 -12 0
(07 Apr 30.00)AMDDF .25 -.05 61 8720 -11 65 0 | AMDPF 8.70 .70 50 596 -32 18 -28
(07 Apr 32.50)AKDDZ .20 -.05 110 2166 0 40 0 | AKDPZ 11.10 .40 56 147 -4 26 -4
(07 Apr 35.00)AKDDG .08 -.12 11 2374 0 0 0 | AKDPG 14.40 .60 56 26 0 0 0
(07 Apr 37.50)AKDDU .10 .05 2 371 0 0 0 | AKDPU 13.10 -.90 21 10 0 0 0
(07 Apr 40.00)AKDDH .05 -.03 200 1284 0 -123 0 | AKDPH 19.00 3.40 204 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.90 -.10 3 159 0 0 0 | QZAQC 0.50 -.05 10 280 -24 -34 -1
(07 May 17.50)QZAEW 3.90 -.80 1 612 0 -1 0 | QZAQW 1.10 .10 10 1249 10 20 1
(07 May 20.00)QZAED 2.60 -.50 30 648 0 28 0 | QZAQD 2.20 .10 4 1988 0 89 0
20.7 Current
(07 May 22.50)QZAEX 1.50 -.35 380 1792 220 252 33 | QZAQX 3.70 .75 1 973 0 20 0
(07 May 25.00)QZAEE 1.15 .00 155 1957 0 -47 0 | QZAQE 4.80 -.50 35 1088 0 0 0
(07 May 30.00)QZAEF .25 -.15 10 668 0 50 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .05 10 430 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 9.10 -.90 21 361 2 -23 2 | AMDSS 0.26 .06 20 196 0 0 0
(07 Jul 15.00)AMDGC 6.90 -.30 32 154 17 41 12 | AMDSC 0.60 .10 10 3186 6 6 0
(07 Jul 17.50)AMDGW 4.90 -.15 14 272 1 4 0 | AMDSW 1.25 .15 10 1689 0 25 0
(07 Jul 20.00)AMDGD 3.30 -.20 11 915 68 195 22 | AMDSD 2.25 -.05 15 7759 -125 -128 -28
20.7 Current
(07 Jul 22.50)AMDGU 2.35 .10 10071 3269 77 72 18 | AMDSU 3.51 .21 25 2223 18 21 6
(07 Jul 25.00)AMDGE 1.50 .00 20 2918 56 226 8 | AMDSE 5.26 -.14 45 648 44 90 23
(07 Jul 27.50)AMDGY 1.00 .10 17 3375 5 19 1 | AMDSY 7.30 .20 15 941 55 25 40
(07 Jul 30.00)AMDGF .60 -.05 15 1171 27 33 2 | AMDSF 9.30 .80 11 716 -30 -20 -28
(07 Jul 35.00)AKDGG .35 .12 5 1190 0 -5 0 | AKDSG 13.82 .62 75 122 0 0 0
(07 Jul 40.00)AKDGH .10 -.05 155 478 1 1 0 | AKDSH 0.00 .00 0 1 1 1 0
(07 Jul 45.00)AKDGI .10 .05 157 475 0 0 0 | AKDSI 23.20 .00 95 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 20 176 0 0 0 | AKDSJ 28.20 .00 95 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 17.40 .50 140 2180 0 0 0 | WVVMA 0.10 -.05 10 43020 0 1010 0
(08 Jan 7.50) WVVAU .00 .00 0 0 0 0 0 | WVVMU 7.90 .00 0 0 0 0 0
(08 Jan 10.00)WVVAB 11.60 -.30 13 1896 -12 -10 -14 | WVVMB 0.25 -.05 5 10426 0 -240 0
(08 Jan 12.50)WVVAV 9.40 -.30 10 1442 -11 -21 -10 | WVVMV 0.60 -.05 10 4593 0 -20 0
(08 Jan 15.00)WVVAC 7.60 -.40 11 3183 65 80 49 | WVVMC 1.10 .10 56 10595 63 63 7
(08 Jan 17.50)WVVAW 5.90 -.20 15 2868 44 53 26 | WVVMW 1.90 .00 90 9249 20 31 4
(08 Jan 20.00)WVVAD 4.60 .10 92 8061 88 204 40 | WVVMD 3.00 .00 5576 15691 66 134 20
20.7 Current
(08 Jan 22.50)WVVAX 3.50 .00 93 12154 60 175 21 | WVVMX 4.40 .20 30 9836 15 22 7
(08 Jan 25.00)WVVAE 2.65 -.05 164 8487 23 196 6 | WVVME 5.90 -.10 57 14882 1 84 1
(08 Jan 27.50)WVVAY 1.95 -.10 1 6271 117 128 23 | WVVMY 7.80 1.00 213 1450 -81 -82 -63
(08 Jan 30.00)WVVAF 1.56 .11 242 19773 1417 1470 221 | WVVMF 9.70 .01 10 9686 0 2 0
(08 Jan 35.00)WVVAG .85 -.05 81 11501 32 32 3 | WVVMG 13.89 .59 75 2406 -75 -27 -104
(08 Jan 40.00)WVVAH .49 -.01 73 6928 13 83 1 | WVVMH 19.20 1.00 31 528 0 0 0
(08 Jan 45.00)WVVAI .30 .05 54 2828 0 5 0 | WVVMI 19.53 -.37 20 20 0 0 0
(08 Jan 50.00)WVVAJ .20 -.05 40 4982 -78 -78 -2 | WVVMJ 28.27 -.13 24 40 0 0 0
(08 Jan 60.00)WVVAL .10 .00 130 8752 50 -375 1 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 .00 20 1553 0 0 0 | WVVMN 52.20 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 -.05 70 1296 0 0 0 | LDYMP 50.40 .00 1 0 0 0 0
(08 Jan 90.00)LDYAR .05 -.10 180 2323 0 0 0 | LDYMR 65.30 .00 100 30 0 0 0
(08 Jan 100.00LDYAT .05 -.05 85 2230 0 0 0 | LDYMT 79.20 .93 5 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 17.50 -.30 5 1648 0 2 0 | VVVMA 0.10 -.05 50 8367 0 0 0
(09 Jan 10.00)VVVAB 13.60 1.90 3 472 0 0 0 | VVVMB 0.60 .05 30 5725 10 10 1
(09 Jan 12.50)VVVAV 10.80 .20 1 849 22 22 24 | VVVMV 1.10 .15 12 4557 12 12 1
(09 Jan 15.00)VVVAC 8.80 -.50 90 2237 -24 23 -21 | VVVMC 1.80 -.09 20 11347 0 0 0
(09 Jan 17.50)VVVAW 7.74 -.76 10 944 10 10 8 | VVVMW 2.35 -.25 13 781 0 13 0
(09 Jan 20.00)VVVAD 6.27 -.33 55 2295 21 39 13 | VVVMD 3.90 .20 53 1328 25 -40 10
20.7 Current
(09 Jan 25.00)VVVAE 4.50 -.50 5 3365 5 49 2 | VVVME 6.70 .10 40 1859 20 -55 13
(09 Jan 30.00)VVVAF 3.20 -.10 12 2513 938 931 300 | VVVMF 9.40 -1.30 77 992 0 62 0
(09 Jan 35.00)VVVAG 2.20 -.05 11 5213 22 22 5 | VVVMG 14.40 -.10 50 743 88 88 127
(09 Jan 40.00)VVVAH 1.65 -.40 1 8957 35 36 6 | VVVMH 18.98 -.82 2 53 0 -10 0
(09 Jan 45.00)VVVAI 1.20 .10 20 803 0 0 0 | VVVMI 24.10 2.60 30 20 0 0 0
(09 Jan 50.00)VVVAJ .80 -.05 600 1820 8 10 1 | VVVMJ 28.30 -.80 20 10 0 0 0
(09 Jan 55.00)VVVAK .70 .05 80 384 0 60 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 0 0 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .25 -.04 20 2002 0 0 0 | VVVMN 44.60 .00 0 8 0 0 0
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