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Technology Stocks : Advanced Micro Devices - Moderated (AMD) -- Ignore unavailable to you. Want to Upgrade?

To: Biomaven who wrote (221728)	12/29/2006 3:22:46 PM
From: Magrathea	Read Replies (1) \| Respond to of 275872

I cannot get a hold of the bid/ask, but here is a comparison of where the open interests changed around the Oct 18 earnings announcement. Changes of >10000 contracts are in bold. There is a 25500 increase in the Oct 22.5 Puts on 10/19 These were written before the Earnings call and expired in the money. There was a 39000 contract increase in the Nov. 22.50 Puts written the day after earnings. 36000 contracts expired in the money. Could many of these been rollovers from the Oct 22.5's? Then there is the 80000 contract increase in the Jan 20 Puts written either the day after earnings (likely) or the next day. On the call side, there is only a 12000 contr increase in the Nov. 22.5 Calls written on expiration day (roll overs?) Conclusion: I don't have volume data, but those 80000 contracts written for Jan 20 puts don't seem to have enough company in any other option to make even a calendar straddle or strangle. I think the size of the 80000 contracts precludes the other half being made up simply in volume in existing contracts. -Magrathea Put Open Interest reported from Oct 17 to Oct. 24. "-" means data not available or not captured. Expire Strike 1017P 1018P 1019P 1022P 1023P 1024P 06 Oct 17.5 1073 1073 1073 - - - 06 Oct 19 2241 2689 2791 - - - 06 Oct 20 12254 12253 13481 - - - 06 Oct 22.5 44074 58337 83840 - - - 06 Oct 25 62015 63296 59357 - - - 06 Oct 27.5 8860 9183 7485 - - - 06 Nov 17.5 - - - 0 - - 06 Nov 20 530 642 1012 3707 - - 06 Nov 22.5 4999 5484 7171 45937 - - 06 Nov 25 11530 12227 13311 12014 - - 06 Nov 27.5 2415 2402 2404 2432 - - 07 Jan 17.5 19259 19259 19259 - 20152 - 07 Jan 19 2702 2789 2789 - 3375 - 07 Jan 20 19854 19918 19938 - 98894 - 07 Jan 22.5 15401 15465 15555 - 19701 - 07 Jan 25 26495 26561 26635 - 26732 - 07 Jan 27.5 4875 4949 4970 - 4818 - 07 Apr 17.5 538 557 - - - 2546 07 Apr 20 1255 1271 - - - 2424 07 Apr 22.5 2442 2467 - - - 2844 07 Apr 25 1467 1530 - - - 1543 07 Apr 27.5 402 626 - - - 614 Call Open Interest reported from Oct 17 to Oct. 24. Expire Strike 10/17C 1018C 1019C 1022C 1023C 1024C 06 Oct 17.5 888 888 922 - - - 06 Oct 19 1746 1798 1786 - - - 06 Oct 20 4116 3976 5204 - - - 06 Oct 22.5 12920 21058 22344 - - - 06 Oct 25 56003 69145 67482 - - - 06 Oct 27.5 37440 38948 34143 - - - 06 Nov 17.5 - - 0 20 - - 06 Nov 20 99 214 360 1746 - - 06 Nov 22.5 1262 1336 2578 14302 - - 06 Nov 25 16793 17495 24186 25649 - - 06 Nov 27.5 20130 21957 20540 20277 - - 07 Jan 17.5 4677 4677 4687 - 4771 - 07 Jan 19 549 550 550 - 679 - 07 Jan 20 9746 9824 9850 - 11003 - 07 Jan 22.5 24884 24877 24890 - 28811 - 07 Jan 25 22908 22864 26826 - 27914 - 07 Jan 27.5 20097 20916 20897 - 23937 - - - - - - - 07 Apr 17.5 447 447 - - - 1522 07 Apr 20 991 1010 - - - 1319 07 Apr 22.5 858 859 - - - 6282 07 Apr 25 2682 2762 - - - 3415 07 Apr 27.5 2688 2813 - - - 9528 Data from: iqauto.com Note: this site has confused AMD and ATYT Open Interests on some dates.