Option Price Chain for 2006-12-28
Data From CBOE Download
1 day and 6 day comparisons of Open Interest.
AMDMY 07 Jan 27.50 Put Volume=1568, OpInt=772
Prophet.com says all traded in 1 minute ~11:58.
How is it possible to trade 2x Open Interest in 1 minute?
Open Interest hasn't changed in two weeks.
(Edit, no that is AKDMH: OpInt 722.)
Must be bogus: some exchange habitually mixing up reported trades.
Close = 20.57 -0.13
Close = 20.70 1-Day = 2006-12-27
Close = 21.64 5-Day = 2006-12-19
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAU 07 Jan 22.50 66577 767 2463 .30
AMDAE 07 Jan 25.00 63902 -358 15824 .05
AKDAG 07 Jan 35.00 29034 0 0 .05
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 111957 369 9606 .60
WVVMA 08 Jan 5.00 43020 0 810 .10
AMDPD 07 Apr 20.00 29176 -198 493 1.70
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGU 07 Jul 22.50 12653 9384 9342 2.35 4706
AMDAD 07 Jan 20.00 26694 -89 225 1.26 4146
AMDAE 07 Jan 25.00 63902 -358 15824 .05 1319
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDMF 07 Jan 30.00 2165 0 -171 9.30 4354
AMDSD 07 Jul 20.00 7759 0 -119 2.35 2390
AMDMD 07 Jan 20.00 111957 369 9606 .60 1568
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDGC 07 Jul 15.00 154 0 42 6.60 317 163
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDMF 07 Jan 30.00 2165 0 -171 9.30 4354 2189
AMDMY 07 Jan 27.50 772 -77 -4159 6.80 1568 796 <-- Prophet says all traded in 1 minute ~11:58. How is it possible? Must be bogus.
AKDMH 07 Jan 40.00 722 0 0 19.30 1452 730
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDGU 07 Jul 22.50 12653 9384 9342 2.35 4706 1106
AMDAD 07 Jan 20.00 26694 -89 225 1.26 4146 522
AMDAT 07 Jan 19.00 2714 0 96 1.99 1060 211
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMF 07 Jan 30.00 2165 0 -171 9.30 4354 4049
AKDMH 07 Jan 40.00 722 0 0 19.30 1452 2802
AMDMY 07 Jan 27.50 772 -77 -4159 6.80 1568 1066
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDGU 07 Jul 22.50 12653 9384 9342 Vol= 4706
AMDAU 07 Jan 22.50 66577 767 2463
VVVAJ 09 Jan 50.00 2357 537 545 Vol= 0
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAE 07 Jan 25.00 63902 -358 15824
AMDAD 07 Jan 20.00 26694 -89 225
AMDDY 07 Apr 27.50 16366 -24 1
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
WVVMD 08 Jan 20.00 19076 3385 3499 Vol= 2
AMDMD 07 Jan 20.00 111957 369 9606
AMDME 07 Jan 25.00 24571 246 41 Vol= 140
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 29176 -198 493
AMDMU 07 Jan 22.50 27870 -122 -677
AMDMW 07 Jan 17.50 25609 -108 2321
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDAE 07 Jan 25.00 63902 -358 15824
AMDGU 07 Jul 22.50 12653 9384 9342 Vol= 4706
AMDAU 07 Jan 22.50 66577 767 2463
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDAF 07 Jan 30.00 26582 -21 -486
WVVAL 08 Jan 60.00 8832 80 -408
AKDAL 07 Jan 60.00 3754 0 -140
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 111957 369 9606
AMDND 07 Feb 20.00 3829 36 3615
WVVMD 08 Jan 20.00 19076 3385 3499 Vol= 2
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMY 07 Jan 27.50 772 -77 -4159
AMDMU 07 Jan 22.50 27870 -122 -677
WVVMB 08 Jan 10.00 10426 0 -240
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDGU 07 Jul 22.50 12653 9384 2.35 $2205K Vol= 0
VVVAJ 09 Jan 50.00 2357 537 0.80 $43K Vol= 0
WVVAF 08 Jan 30.00 20008 235 1.50 $35K Vol= 10
Top 3 $ Decrease in Call Open Interest
AMDAD 07 Jan 20.00 26694 -89 1.26 -$11K
WVVAV 08 Jan 12.50 1432 -10 9.40 -$9K
AMDDW 07 Apr 17.50 2652 -15 4.10 -$6K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
WVVMD 08 Jan 20.00 19076 3385 3.00 $1016K Vol= 2
AMDME 07 Jan 25.00 24571 246 4.40 $108K Vol= 140
AMDMD 07 Jan 20.00 111957 369 0.60 $22K
Top 3 $ Decrease in Put Open Interest
AMDMY 07 Jan 27.50 772 -77 6.80 -$52K
AMDPD 07 Apr 20.00 29176 -198 1.70 -$34K
AMDMU 07 Jan 22.50 27870 -122 2.15 -$26K
Close = 20.57 -0.13
Close = 20.70 1-Day = 2006-12-27
Close = 21.64 5-Day = 2006-12-19
* If Vol=0, then Last is Bid and Chg is 0. Legend at bottom.
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 18.00 .00 0 1742 0 0 0 | AMDMZ 0.00 .00 0 7284 0 0 0
(07 Jan 5.00) AMDAA 16.70 .00 0 1117 0 0 0 | AMDMA 0.00 .00 0 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 .00 0 2300 0 11 0 | AMDMR 0.00 .00 0 19125 0 0 0
(07 Jan 10.00)AMDAB 11.90 .00 0 4603 0 -3 0 | AMDMB 0.00 .00 0 20577 0 0 0
(07 Jan 12.50)AMDAS 9.10 .00 0 2004 0 1 0 | AMDMS 0.00 .00 0 15511 0 0 0
(07 Jan 15.00)AMDAC 5.70 -.10 329 5215 2 530 1 | AMDMC 0.00 -.10 4 13672 0 -28 0
(07 Jan 17.50)AMDAW 3.30 .00 107 6131 -1 -5 0 | AMDMW 0.10 .00 26 25609 -108 2321 -1
(07 Jan 19.00)AMDAT 1.99 -.16 1060 2714 0 96 0 | AMDMT 0.30 -.16 165 15855 151 2013 5
(07 Jan 20.00)AMDAD 1.26 -.09 4146 26694 -89 225 -11 | AMDMD 0.60 -.09 1568 111957 369 9606 22
20.57 Current
(07 Jan 22.50)AMDAU .30 -.05 1197 66577 767 2463 23 | AMDMU 2.15 -.05 293 27870 -122 -677 -26
(07 Jan 25.00)AMDAE .05 .00 1319 63902 -358 15824 -2 | AMDME 4.40 .00 140 24571 246 41 108
(07 Jan 27.50)AMDAY .05 .00 79 29004 0 360 0 | AMDMY 6.80 .00 1568 772 -77 -4159 -52
(07 Jan 30.00)AMDAF .05 .00 20 26582 -21 -486 0 | AMDMF 9.30 .00 4354 2165 0 -171 0
(07 Jan 32.50)AKDAZ .05 .00 0 13281 0 199 0 | AKDMZ 11.80 .00 52 23 0 0 0
(07 Jan 35.00)AKDAG .05 .00 0 29034 0 0 0 | AKDMG 14.30 .00 652 321 0 -96 0
(07 Jan 37.50)AKDAU .05 .00 0 4391 0 0 0 | AKDMU 16.80 .00 0 0 0 -15 0
(07 Jan 40.00)AKDAH .05 .04 4 27374 0 0 0 | AKDMH 19.30 .04 1452 722 0 0 0
(07 Jan 45.00)AKDAI .05 .00 0 20535 0 -11 0 | AKDMI 24.30 .00 0 0 0 -1 0
(07 Jan 50.00)AKDAJ .05 .00 0 17553 0 -2 0 | AKDMJ 29.30 .00 0 0 0 -47 0
(07 Jan 60.00)AKDAL .02 .00 0 3754 0 -140 0 | AKDML 39.30 .00 0 0 0 -9 0
(07 Jan 70.00)AKDAN .04 .00 0 8250 0 -40 0 | AKDMN 49.30 .00 0 0 0 -56 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 13.40 .00 0 76 0 40 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 11.20 .00 0 42 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 7.20 .00 0 105 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 5.20 .00 0 946 0 -107 0 | QZANC 0.05 .00 0 1193 0 0 0
(07 Feb 17.50)QZABW 2.85 .00 0 727 13 43 4 | QZANW 0.40 .00 45 2378 0 -10 0
(07 Feb 20.00)AMDBD 1.80 -.06 393 1772 93 1576 17 | AMDND 1.05 -.06 172 3829 36 3615 4
(07 Feb 20.00)QZABD 1.30 -.05 204 2529 0 59 0 | QZAND 1.35 -.05 0 1997 0 49 0
20.57 Current
(07 Feb 22.50)AMDBU .70 -.05 211 1068 246 893 17 | AMDNU 2.50 -.05 272 434 61 410 15
(07 Feb 22.50)QZABX .50 .05 80 3281 -11 -128 -1 | QZANX 3.00 .05 2 1855 0 -4 0
(07 Feb 25.00)AMDBE .26 .01 141 1247 1 1051 0 | AMDNE 4.50 .01 110 101 5 98 2
(07 Feb 25.00)QZABE .25 .00 0 3553 0 1549 0 | QZANE 5.20 .00 0 49 0 0 0
(07 Feb 27.50)AMDBY .10 .00 0 1494 0 1479 0 | AMDNY 6.90 .00 0 87 0 87 0
(07 Feb 30.00)AMDBF .07 .00 0 120 0 120 0 | AMDNF 9.30 .00 0 0 -1 0 -1
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 14.30 .00 0 0 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 19.30 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 24.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 8.40 .00 0 299 0 131 0 | AMDPS 0.05 .00 0 272 0 0 0
(07 Apr 15.00)AMDDC 6.10 -.40 5 313 0 -7 0 | AMDPC 0.30 -.40 45 877 50 81 2
(07 Apr 17.50)AMDDW 4.10 .20 2 2652 -15 -33 -6 | AMDPW 0.80 .20 54 14320 18 433 1
(07 Apr 20.00)AMDDD 2.67 .02 32 3983 -4 715 -1 | AMDPD 1.70 .02 470 29176 -198 493 -34
20.57 Current
(07 Apr 22.50)AMDDU 1.55 .00 235 22285 101 1012 16 | AMDPU 3.10 .00 223 11741 9 1251 3
(07 Apr 25.00)AMDDE .86 -.04 84 16654 7 -84 1 | AMDPE 4.90 -.04 1515 4052 18 126 9
(07 Apr 27.50)AMDDY .45 -.05 39 16366 -24 1 -1 | AMDPY 7.00 -.05 0 1066 30 18 21
(07 Apr 30.00)AMDDF .25 .00 0 8735 15 82 0 | AMDPF 9.40 .00 0 596 0 18 0
(07 Apr 32.50)AKDDZ .20 .00 0 2166 0 0 0 | AKDPZ 11.80 .00 0 136 -11 22 -13
(07 Apr 35.00)AKDDG .08 .00 0 2374 0 0 0 | AKDPG 14.30 .00 10 26 0 0 0
(07 Apr 37.50)AKDDU .05 -.05 50 371 0 0 0 | AKDPU 16.80 -.05 0 0 0 -10 0
(07 Apr 40.00)AKDDH .05 .00 0 1284 0 0 0 | AKDPH 19.30 .00 0 2 0 0 0
(07 Apr 42.50)AKDDV .05 .00 0 963 0 0 0 | AKDPV 21.80 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 .00 0 372 0 0 0 | AKDPI 24.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 6.90 .00 0 159 0 0 0 | QZAQC 0.50 .00 10 280 0 -34 0
(07 May 17.50)QZAEW 3.90 .00 0 612 0 -1 0 | QZAQW 1.15 .00 0 1249 0 20 0
(07 May 20.00)QZAED 2.60 .00 0 676 28 43 7 | QZAQD 2.20 .00 20 1990 2 89 0
20.57 Current
(07 May 22.50)QZAEX 1.35 -.15 2 1792 0 249 0 | QZAQX 3.70 -.15 0 973 0 20 0
(07 May 25.00)QZAEE 1.15 .00 0 1957 0 -37 0 | QZAQE 5.60 .00 0 1088 0 0 0
(07 May 30.00)QZAEF .25 .00 0 668 0 0 0 | QZAQF 10.20 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .00 0 430 0 0 0 | QZAQG 15.20 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 9.10 .00 0 361 0 -13 0 | AMDSS 0.25 .00 0 196 0 0 0
(07 Jul 15.00)AMDGC 6.60 -.30 317 154 0 42 0 | AMDSC 0.65 -.30 147 3186 0 6 0
(07 Jul 17.50)AMDGW 4.90 .00 0 274 2 22 1 | AMDSW 1.30 .00 0 1695 6 31 1
(07 Jul 20.00)AMDGD 3.43 -.03 21 917 2 109 1 | AMDSD 2.35 -.03 2390 7759 0 -119 0
20.57 Current
(07 Jul 22.50)AMDGU 2.35 .00 4706 12653 9384 9342 2205 | AMDSU 3.60 .00 0 2223 0 25 0
(07 Jul 25.00)AMDGE 1.60 .10 6 2934 16 209 3 | AMDSE 5.30 .10 10 643 -5 55 -3
(07 Jul 27.50)AMDGY 1.00 .00 27 3380 5 33 1 | AMDSY 7.30 .00 0 941 0 45 0
(07 Jul 30.00)AMDGF .65 .05 87 1171 0 33 0 | AMDSF 9.50 .05 0 729 13 -7 12
(07 Jul 35.00)AKDGG .35 .00 0 1190 0 -5 0 | AKDSG 14.30 .00 0 0 0 -122 0
(07 Jul 40.00)AKDGH .10 .00 0 478 0 1 0 | AKDSH 19.30 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .10 .00 0 475 0 0 0 | AKDSI 24.30 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 0 176 0 0 0 | AKDSJ 29.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 17.40 .00 0 2180 0 0 0 | WVVMA 0.10 .00 0 43020 0 810 0
(08 Jan 10.00)WVVAB 11.60 .00 2 1906 10 0 12 | WVVMB 0.30 .00 121 10426 0 -240 0
(08 Jan 12.50)WVVAV 9.40 .00 0 1432 -10 -31 -9 | WVVMV 0.60 .00 72 4598 5 5 0
(08 Jan 15.00)WVVAC 7.60 .00 3 3183 0 81 0 | WVVMC 1.15 .00 0 10628 33 96 4
(08 Jan 17.50)WVVAW 5.90 .00 26 2868 0 53 0 | WVVMW 1.90 .00 0 9249 0 31 0
(08 Jan 20.00)WVVAD 4.50 -.10 23 8129 68 261 31 | WVVMD 3.00 -.10 2 19076 3385 3499 1016
20.57 Current
(08 Jan 22.50)WVVAX 3.50 .00 56 12193 39 139 14 | WVVMX 4.30 .00 40 9839 3 20 1
(08 Jan 25.00)WVVAE 2.65 .00 218 8597 110 219 29 | WVVME 5.90 .00 1 14888 6 80 4
(08 Jan 27.50)WVVAY 1.95 .00 1 6271 0 132 0 | WVVMY 7.80 .00 0 1450 0 -81 0
(08 Jan 30.00)WVVAF 1.50 -.06 173 20008 235 1686 35 | WVVMF 9.80 -.06 10 9679 -7 -17 -7
(08 Jan 35.00)WVVAG .85 .00 113 11520 19 51 2 | WVVMG 14.40 .00 0 2406 0 0 0
(08 Jan 40.00)WVVAH .47 -.02 190 6916 -12 71 -1 | WVVMH 19.30 -.02 0 528 0 0 0
(08 Jan 45.00)WVVAI .30 .00 0 2828 0 5 0 | WVVMI 24.30 .00 0 0 0 -20 0
(08 Jan 50.00)WVVAJ .20 .00 0 4982 0 -78 0 | WVVMJ 29.30 .00 0 40 0 0 0
(08 Jan 60.00)WVVAL .10 .00 130 8832 80 -408 1 | WVVML 39.30 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 .00 0 1553 0 0 0 | WVVMN 49.30 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 .00 0 1296 0 0 0 | LDYMP 59.30 .00 0 0 0 0 0
(08 Jan 90.00)LDYAR .05 .00 0 2323 0 0 0 | LDYMR 69.30 .00 0 0 0 -30 0
(08 Jan 100.00LDYAT .05 .00 0 2230 0 0 0 | LDYMT 79.30 .00 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 17.50 .00 0 1648 0 2 0 | VVVMA 0.15 .00 0 8367 0 0 0
(09 Jan 10.00)VVVAB 13.60 .00 0 472 0 0 0 | VVVMB 0.60 .00 20 5745 20 30 1
(09 Jan 12.50)VVVAV 10.80 .00 0 849 0 22 0 | VVVMV 1.10 .00 0 4557 0 12 0
(09 Jan 15.00)VVVAC 8.80 .00 0 2237 0 23 0 | VVVMC 1.80 .00 0 11367 20 20 4
(09 Jan 17.50)VVVAW 7.74 .00 0 944 0 10 0 | VVVMW 2.70 .00 0 781 0 13 0
(09 Jan 20.00)VVVAD 6.30 .03 60 2295 0 37 0 | VVVMD 3.90 .03 19 1328 0 32 0
20.57 Current
(09 Jan 25.00)VVVAE 4.50 -.10 20 3365 0 28 0 | VVVME 6.80 -.10 0 1859 0 -68 0
(09 Jan 30.00)VVVAF 3.20 .00 0 2513 0 931 0 | VVVMF 10.40 .00 0 992 0 0 0
(09 Jan 35.00)VVVAG 2.20 .00 0 5213 0 22 0 | VVVMG 14.50 .00 0 743 0 88 0
(09 Jan 40.00)VVVAH 1.65 .00 0 8957 0 35 0 | VVVMH 19.20 .00 0 53 0 0 0
(09 Jan 45.00)VVVAI 1.20 .00 0 803 0 0 0 | VVVMI 24.20 .00 0 20 0 0 0
(09 Jan 50.00)VVVAJ .80 .00 0 2357 537 545 43 | VVVMJ 29.20 .00 0 0 0 -10 0
(09 Jan 55.00)VVVAK .70 .00 0 384 0 60 0 | VVVMK 34.20 .00 0 0 0 -10 0
(09 Jan 60.00)VVVAL .55 .00 0 464 0 0 0 | VVVML 39.30 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .45 .00 0 268 0 0 0 | VVVMM 44.30 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .25 .00 0 2002 0 0 0 | VVVMN 49.30 .00 0 0 0 -8 0
CChg1D, CChg5D: Change in Call Open Interest in 1 day, 5 days.
PChg1D, PChg5D: Change in Put Open Interest in 1 day, 5 days.
COI1$K, POI1$K: 1 day Change in (Call,Put) Open interest * Last Price, in $1000s."
Dec 27: Message 23134796
Dec 22: Message 23125453
Dec 21: Message 23123179
Dec 20: Message 23118943
Dec 19: Message 23115694
Dec 18: Message 23113012
Option History: Message 23107414
Dec 15: Message 23107378
Dec 14: Message 23104432
Dec 13: Message 23100154 |
