Option Price Chain for 2006-12-29
Data From CBOE Download
1 day and 6 day comparisons of Open Interest.
Pretty tame today. Even the in-the-money Jan Puts behaved.
The only things that caught my eye was the $ increase in put open interest for Apr25 and Jul20 puts. But not unusual.
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPE 07 Apr 25.00 5528 1476 5.10 $753K Vol= 53
AMDSD 07 Jul 20.00 9922 2163 2.40 $519K Vol= 20
WVVMD 08 Jan 20.00 20291 1215 3.10 $377K Vol= 46
-Magrathea
Close = 20.35 -0.22
Close = 20.57 1-Day = 2006-12-28
Close = 21.85 5-Day = 2006-12-20
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAU 07 Jan 22.50 66476 -101 2578 .21
AMDAE 07 Jan 25.00 62915 -987 -3132 .06
AKDAG 07 Jan 35.00 29034 0 0 .05
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMD 07 Jan 20.00 113030 1073 10683 .65
WVVMA 08 Jan 5.00 42199 -821 -11 .10
AMDPD 07 Apr 20.00 29584 408 -1592 1.80
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDAU 07 Jan 22.50 66476 -101 2578 .21 3930
AMDGU 07 Jul 22.50 13820 1167 10682 2.25 3833
AMDAD 07 Jan 20.00 27667 973 1137 1.05 2734
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDMD 07 Jan 20.00 113030 1073 10683 .65 7283
AMDND 07 Feb 20.00 3874 45 3102 1.10 2480
AMDPD 07 Apr 20.00 29584 408 -1592 1.80 1076
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
none
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AKDNG 07 Feb 35.00 0 0 0 14.60 5 5
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDGU 07 Jul 22.50 13820 1167 10682 2.25 3833 862
AMDAD 07 Jan 20.00 27667 973 1137 1.05 2734 287
AMDDU 07 Apr 22.50 22351 66 590 1.45 1022 148
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMD 07 Jan 20.00 113030 1073 10683 .65 7283 473
VVVMG 09 Jan 35.00 743 0 88 14.90 200 298
AMDND 07 Feb 20.00 3874 45 3102 1.10 2480 273
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDGU 07 Jul 22.50 13820 1167 10682
AMDAD 07 Jan 20.00 27667 973 1137
AMDAT 07 Jan 19.00 3343 629 725 Vol= 204
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAE 07 Jan 25.00 62915 -987 -3132
WVVAF 08 Jan 30.00 19662 -346 1340
AMDAU 07 Jan 22.50 66476 -101 2578
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDSD 07 Jul 20.00 9922 2163 2044 Vol= 20
AMDPE 07 Apr 25.00 5528 1476 1602 Vol= 53
WVVMD 08 Jan 20.00 20291 1215 4656 Vol= 46
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVMA 08 Jan 5.00 42199 -821 -11
AMDMU 07 Jan 22.50 27540 -330 -338
AMDMY 07 Jan 27.50 539 -233 -4388
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D)
AMDGU 07 Jul 22.50 13820 1167 10682
AMDAU 07 Jan 22.50 66476 -101 2578
AMDBD 07 Feb 20.00 2003 231 1721
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDAE 07 Jan 25.00 62915 -987 -3132
WVVAL 08 Jan 60.00 8852 20 -388
AMDAF 07 Jan 30.00 26562 -20 -311
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D)
AMDMD 07 Jan 20.00 113030 1073 10683
WVVMD 08 Jan 20.00 20291 1215 4656 Vol= 46
AMDND 07 Feb 20.00 3874 45 3102
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMY 07 Jan 27.50 539 -233 -4388
AMDPD 07 Apr 20.00 29584 408 -1592
AMDMU 07 Jan 22.50 27540 -330 -338
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDGU 07 Jul 22.50 13820 1167 2.25 $263K Vol= 0
AMDGC 07 Jul 15.00 456 302 6.50 $196K Vol= 4
AMDAT 07 Jan 19.00 3343 629 1.75 $110K
Top 3 $ Decrease in Call Open Interest
WVVAF 08 Jan 30.00 19662 -346 1.48 -$51K
AMDAC 07 Jan 15.00 5164 -51 5.40 -$28K
VVVAD 09 Jan 20.00 2257 -38 6.16 -$23K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPE 07 Apr 25.00 5528 1476 5.10 $753K Vol= 53
AMDSD 07 Jul 20.00 9922 2163 2.40 $519K Vol= 20
WVVMD 08 Jan 20.00 20291 1215 3.10 $377K Vol= 46
Top 3 $ Decrease in Put Open Interest
AMDMY 07 Jan 27.50 539 -233 7.10 -$165K
AMDMU 07 Jan 22.50 27540 -330 2.30 -$76K
AMDME 07 Jan 25.00 24478 -93 4.60 -$43K
Close = 20.35 -0.22
Close = 20.57 1-Day = 2006-12-28
Close = 21.85 5-Day = 2006-12-20
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jan 2.50) AMDAZ 17.70 .00 0 1742 0 0 0 | AMDMZ 0.00 .00 0 7284 0 0 0
(07 Jan 5.00) AMDAA 16.70 .00 0 1117 0 0 0 | AMDMA 0.00 .00 0 25528 0 0 0
(07 Jan 7.50) AMDAR 13.60 .00 0 2300 0 11 0 | AMDMR 0.00 .00 0 19125 0 0 0
(07 Jan 10.00)AMDAB 10.50 -.60 10 4603 0 -3 0 | AMDMB 0.00 -.60 0 20577 0 0 0
(07 Jan 12.50)AMDAS 9.10 .00 0 2004 0 8 0 | AMDMS 0.00 .00 0 15511 0 0 0
(07 Jan 15.00)AMDAC 5.40 .00 2 5164 -51 484 -28 | AMDMC 0.00 .00 0 13670 -2 -19 0
(07 Jan 17.50)AMDAW 3.00 -.30 45 6126 -5 60 -2 | AMDMW 0.10 -.30 265 25611 2 2128 0
(07 Jan 19.00)AMDAT 1.75 -.20 204 3343 629 725 110 | AMDMT 0.30 -.20 802 15890 35 1620 1
(07 Jan 20.00)AMDAD 1.05 -.20 2734 27667 973 1137 102 | AMDMD 0.65 -.20 7283 113030 1073 10683 70
20.35 Current
(07 Jan 22.50)AMDAU .21 -.07 3930 66476 -101 2578 -2 | AMDMU 2.30 -.07 103 27540 -330 -338 -76
(07 Jan 25.00)AMDAE .06 .01 376 62915 -987 -3132 -6 | AMDME 4.60 .01 146 24478 -93 -8 -43
(07 Jan 27.50)AMDAY .05 .00 2 28929 -75 -124 0 | AMDMY 7.10 .00 0 539 -233 -4388 -165
(07 Jan 30.00)AMDAF .05 .00 59 26562 -20 -311 0 | AMDMF 9.60 .00 0 2167 2 -30 2
(07 Jan 32.50)AKDAZ .05 .00 2 13281 0 -11 0 | AKDMZ 12.10 .00 0 23 0 0 0
(07 Jan 35.00)AKDAG .05 .00 10 29034 0 0 0 | AKDMG 14.60 .00 0 321 0 0 0
(07 Jan 37.50)AKDAU .05 .00 0 4391 0 0 0 | AKDMU 17.10 .00 0 0 0 -15 0
(07 Jan 40.00)AKDAH .05 .00 0 27374 0 0 0 | AKDMH 19.60 .00 0 722 0 0 0
(07 Jan 45.00)AKDAI .05 .00 0 20535 0 -11 0 | AKDMI 24.60 .00 0 0 0 -1 0
(07 Jan 50.00)AKDAJ .05 .00 0 17553 0 -2 0 | AKDMJ 29.60 .00 0 0 0 -47 0
(07 Jan 60.00)AKDAL .02 .00 0 3754 0 -140 0 | AKDML 39.60 .00 0 0 0 -9 0
(07 Jan 70.00)AKDAN .04 .00 0 8250 0 -40 0 | AKDMN 49.60 .00 0 0 0 -56 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 13.40 .00 0 76 0 40 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 11.20 .00 0 42 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 7.20 .00 0 105 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)QZABC 5.20 .00 0 946 0 -107 0 | QZANC 0.05 .00 0 1193 0 0 0
(07 Feb 17.50)QZABW 2.70 -.15 55 727 0 43 0 | QZANW 0.45 -.15 40 2378 0 -7 0
(07 Feb 20.00)AMDBD 1.60 -.20 430 2003 231 1721 37 | AMDND 1.10 -.20 2480 3874 45 3102 5
(07 Feb 20.00)QZABD 1.15 -.15 65 2529 0 49 0 | QZAND 1.45 -.15 41 1997 0 36 0
20.35 Current
(07 Feb 22.50)AMDBU .65 .00 432 1235 167 755 11 | AMDNU 2.65 .00 50 695 261 604 69
(07 Feb 22.50)QZABX .40 -.10 30 3261 -20 -153 -1 | QZANX 3.20 -.10 0 1853 -2 -6 -1
(07 Feb 25.00)AMDBE .23 -.01 266 1298 51 699 1 | AMDNE 4.70 -.01 0 181 80 105 38
(07 Feb 25.00)QZABE .25 .00 0 3553 0 -11 0 | QZANE 5.40 .00 0 49 0 0 0
(07 Feb 27.50)AMDBY .10 .00 1110 1494 0 1255 0 | AMDNY 7.10 .00 0 87 0 87 0
(07 Feb 30.00)AMDBF .05 -.02 13 120 0 10 0 | AMDNF 9.60 -.02 0 0 0 0 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 14.60 .00 5 0 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 19.60 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 24.60 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 8.20 -.20 10 299 0 131 0 | AMDPS 0.05 -.20 0 272 0 0 0
(07 Apr 15.00)AMDDC 6.00 -.10 2 315 2 -5 1 | AMDPC 0.30 -.10 317 882 5 86 0
(07 Apr 17.50)AMDDW 3.90 -.40 7 2651 -1 -34 0 | AMDPW 0.80 -.40 150 14314 -6 427 0
(07 Apr 20.00)AMDDD 2.50 -.10 140 3957 -26 668 -7 | AMDPD 1.80 -.10 1076 29584 408 -1592 73
20.35 Current
(07 Apr 22.50)AMDDU 1.45 -.05 1022 22351 66 590 10 | AMDPU 3.20 -.05 16 11615 -126 634 -40
(07 Apr 25.00)AMDDE .75 -.05 194 16663 9 -116 1 | AMDPE 5.10 -.05 53 5528 1476 1602 753
(07 Apr 27.50)AMDDY .43 -.02 30 16374 8 -18 0 | AMDPY 7.30 -.02 0 1066 0 28 0
(07 Apr 30.00)AMDDF .25 .00 50 8735 0 82 0 | AMDPF 9.60 .00 0 596 0 18 0
(07 Apr 32.50)AKDDZ .20 .00 0 2166 0 0 0 | AKDPZ 12.10 .00 0 136 0 22 0
(07 Apr 35.00)AKDDG .08 .00 0 2374 0 0 0 | AKDPG 14.60 .00 0 26 0 1 0
(07 Apr 37.50)AKDDU .05 .00 0 412 41 41 0 | AKDPU 17.10 .00 0 0 0 -10 0
(07 Apr 40.00)AKDDH .05 .00 0 1284 0 0 0 | AKDPH 19.60 .00 0 2 0 0 0
(07 Apr 42.50)AKDDV .05 .00 0 963 0 0 0 | AKDPV 22.10 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 .00 0 372 0 0 0 | AKDPI 24.60 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 5.50 -1.40 30 159 0 0 0 | QZAQC 0.50 -1.40 10 274 -6 -40 0
(07 May 17.50)QZAEW 3.70 -.20 10 612 0 -1 0 | QZAQW 1.20 -.20 0 1249 0 20 0
(07 May 20.00)QZAED 2.30 -.30 10 676 0 28 0 | QZAQD 2.35 -.30 15 2000 10 14 2
20.35 Current
(07 May 22.50)QZAEX 1.35 .00 20 1792 0 244 0 | QZAQX 3.90 .00 0 973 0 20 0
(07 May 25.00)QZAEE 1.15 .00 0 1957 0 -47 0 | QZAQE 5.80 .00 0 1088 0 0 0
(07 May 30.00)QZAEF .25 .00 0 668 0 0 0 | QZAQF 10.40 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .00 0 430 0 0 0 | QZAQG 15.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 8.50 -.60 1 361 0 2 0 | AMDSS 0.25 -.60 8 196 0 0 0
(07 Jul 15.00)AMDGC 6.50 -.10 30 456 302 334 196 | AMDSC 0.70 -.10 4 3327 141 147 10
(07 Jul 17.50)AMDGW 4.70 -.20 28 274 0 22 0 | AMDSW 1.35 -.20 3 1713 18 44 2
(07 Jul 20.00)AMDGD 3.30 -.10 43 936 19 110 6 | AMDSD 2.40 -.10 20 9922 2163 2044 519
20.35 Current
(07 Jul 22.50)AMDGU 2.25 -.10 3833 13820 1167 10682 263 | AMDSU 3.80 -.10 0 2223 0 25 0
(07 Jul 25.00)AMDGE 1.52 -.05 27 2939 5 192 1 | AMDSE 5.50 -.05 41 639 -4 44 -2
(07 Jul 27.50)AMDGY 1.00 .00 69 3387 7 25 1 | AMDSY 7.50 .00 0 941 0 45 0
(07 Jul 30.00)AMDGF .65 .00 335 1280 109 141 7 | AMDSF 9.70 .00 0 729 0 -7 0
(07 Jul 35.00)AKDGG .27 .00 0 1190 0 -5 0 | AKDSG 14.60 .00 0 0 0 -122 0
(07 Jul 40.00)AKDGH .10 .00 0 478 0 1 0 | AKDSH 19.60 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .10 .00 0 475 0 0 0 | AKDSI 24.50 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 0 176 0 0 0 | AKDSJ 29.50 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 15.90 -1.50 20 2180 0 0 0 | WVVMA 0.10 -1.50 0 42199 -821 -11 -8
(08 Jan 10.00)WVVAB 11.30 -.30 1 1898 -8 -10 -9 | WVVMB 0.30 -.30 0 10536 110 114 3
(08 Jan 12.50)WVVAV 9.30 -.10 10 1432 0 -31 0 | WVVMV 0.65 -.10 20 4648 50 55 3
(08 Jan 15.00)WVVAC 7.60 .00 8 3178 -5 76 -4 | WVVMC 1.20 .00 25 10628 0 96 0
(08 Jan 17.50)WVVAW 5.80 -.16 38 2897 29 73 17 | WVVMW 2.00 -.16 20 9229 -20 -7 -4
(08 Jan 20.00)WVVAD 4.50 -.10 108 8112 -17 328 -8 | WVVMD 3.10 -.10 46 20291 1215 4656 377
20.35 Current
(08 Jan 22.50)WVVAX 3.39 -.11 90 12194 1 125 0 | WVVMX 4.50 -.11 65 9848 9 27 4
(08 Jan 25.00)WVVAE 2.60 -.05 197 8728 131 350 34 | WVVME 6.10 -.05 0 14889 1 61 1
(08 Jan 27.50)WVVAY 1.95 .00 2 6271 0 122 0 | WVVMY 8.00 .00 0 1446 -4 -85 -3
(08 Jan 30.00)WVVAF 1.48 -.05 21 19662 -346 1340 -51 | WVVMF 10.00 -.05 0 9689 10 -7 10
(08 Jan 35.00)WVVAG .85 .00 139 11457 -63 -12 -5 | WVVMG 14.60 .00 0 2406 0 0 0
(08 Jan 40.00)WVVAH .45 -.02 5 6861 -55 16 -2 | WVVMH 19.60 -.02 0 528 0 0 0
(08 Jan 45.00)WVVAI .25 -.05 5 2828 0 5 0 | WVVMI 24.60 -.05 0 0 0 -20 0
(08 Jan 50.00)WVVAJ .15 .00 0 4982 0 -78 0 | WVVMJ 29.60 .00 0 40 0 0 0
(08 Jan 60.00)WVVAL .05 -.05 277 8852 20 -388 0 | WVVML 39.60 -.05 0 0 0 0 0
(08 Jan 70.00)WVVAN .05 .00 0 1553 0 0 0 | WVVMN 49.60 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .05 .00 0 1296 0 0 0 | LDYMP 59.50 .00 0 0 0 0 0
(08 Jan 90.00)LDYAR .05 .00 0 2323 0 0 0 | LDYMR 69.50 .00 0 0 0 -30 0
(08 Jan 100.00LDYAT .05 .00 0 2230 0 0 0 | LDYMT 79.50 .00 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 17.50 .00 0 1648 0 0 0 | VVVMA 0.10 .00 0 8367 0 0 0
(09 Jan 10.00)VVVAB 12.20 -1.40 5 472 0 0 0 | VVVMB 0.60 -1.40 0 5765 20 50 1
(09 Jan 12.50)VVVAV 10.80 .00 0 849 0 22 0 | VVVMV 1.15 .00 0 4557 0 12 0
(09 Jan 15.00)VVVAC 8.81 .01 20 2237 0 23 0 | VVVMC 1.90 .01 10 11367 0 20 0
(09 Jan 17.50)VVVAW 7.74 .00 0 944 0 10 0 | VVVMW 2.85 .00 0 781 0 0 0
(09 Jan 20.00)VVVAD 6.16 .00 0 2257 -38 -8 -23 | VVVMD 4.00 .00 53 1351 23 55 9
20.35 Current
(09 Jan 25.00)VVVAE 4.50 .00 0 3365 0 26 0 | VVVME 7.00 .00 0 1859 0 -68 0
(09 Jan 30.00)VVVAF 3.15 -.05 6 2513 0 928 0 | VVVMF 10.60 -.05 0 992 0 0 0
(09 Jan 35.00)VVVAG 2.20 .00 0 5213 0 22 0 | VVVMG 14.90 .00 200 743 0 88 0
(09 Jan 40.00)VVVAH 1.70 .15 100 8957 0 35 0 | VVVMH 19.60 .15 0 53 0 0 0
(09 Jan 45.00)VVVAI 1.20 .00 0 803 0 0 0 | VVVMI 24.60 .00 0 20 0 0 0
(09 Jan 50.00)VVVAJ .95 .15 2 2339 -18 527 -2 | VVVMJ 29.50 .15 0 0 0 -10 0
(09 Jan 55.00)VVVAK .70 .00 0 384 0 60 0 | VVVMK 34.50 .00 0 0 0 -10 0
(09 Jan 60.00)VVVAL .55 .00 0 464 0 0 0 | VVVML 39.50 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .45 .00 0 268 0 0 0 | VVVMM 44.50 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .25 .00 0 2002 0 0 0 | VVVMN 49.50 .00 0 0 0 -8 0
CChg1D, CChg5D: Change in Call Open Interest in 1 day, 5 days.
PChg1D, PChg5D: Change in Put Open Interest in 1 day, 5 days.
COI1$K, POI1$K: 1 day Change in (Call,Put) Open interest * Last Price, in $1000s."
Dec 28: Message 23136766
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
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