Option Price Chain for 2007-01-22
Back to using CBOE data.
AMD earnings call in two days.
First day of March Options.
Fairly tame changes in open interest on a $ basis. All under $400K
Even Vol*Price has no exceptional item,
which I find surprising for the day after Expiration.
(but what do I know?)
-Magrathea
Data From CBOE Download
Close = 17.53 -0.20
Close = 17.73 1-Day = 2007-01-19
Close = 18.26 5-Day = 2007-01-14
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGU 07 Jul 22.50 32155 -13 2171 .75
AMDBD 07 Feb 20.00 24148 1229 7583 .20
AMDDU 07 Apr 22.50 24031 -186 -263 .25
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 43007 0 554 .10
AMDND 07 Feb 20.00 35614 -97 32440 2.60
AMDPD 07 Apr 20.00 30785 -479 304 3.00
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDBD 07 Feb 20.00 24148 1229 7583 .20 10502
AMDBI 07 Feb 18.00 4795 399 4551 .65 4429
AMDBH 07 Feb 17.00 2957 118 2804 1.20 2031
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDNQ 07 Feb 16.00 4407 139 3482 .30 6350
AMDPC 07 Apr 15.00 2083 75 850 .47 2123
AMDNH 07 Feb 17.00 10392 304 9289 .60 1818
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDCI 07 Mar 18.00 0 0 0 .95 1336 1336
AMDCT 07 Mar 19.00 0 0 0 .60 707 707
AMDCD 07 Mar 20.00 0 0 0 .40 339 339
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDNQ 07 Feb 16.00 4407 139 3482 .30 6350 1943
AMDOQ 07 Mar 16.00 0 0 0 .55 1582 1582
AMDOH 07 Mar 17.00 0 0 0 .87 696 696
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDBI 07 Feb 18.00 4795 399 4551 .65 4429 288
WVVAC 08 Jan 15.00 6314 7 307 4.60 544 250
AMDBH 07 Feb 17.00 2957 118 2804 1.20 2031 244
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMW 08 Jan 17.50 21867 261 7339 2.50 1317 329
AMDPW 07 Apr 17.50 26157 -1528 3026 1.40 1488 208
AMDNI 07 Feb 18.00 6669 230 4518 1.10 1734 191
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBD 07 Feb 20.00 24148 1229 7583 .20
AMDDT 07 Apr 19.00 8273 978 7903 1.00
WVVAD 08 Jan 20.00 13174 538 3832 2.27 Vol= 108
Top 3 1-Day Decrease in Call Open Interest Contracts
VVVAD 09 Jan 20.00 2712 -278 225 3.90
AMDDU 07 Apr 22.50 24031 -186 -263 .25
AMDDF 07 Apr 30.00 7441 -170 -874 .05
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDSW 07 Jul 17.50 10167 910 6852 1.90 Vol= 57
QZANW 07 Feb 17.50 4733 350 1956 1.20 Vol= 252
AMDNH 07 Feb 17.00 10392 304 9289 .60
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 26157 -1528 3026 1.40
AMDPD 07 Apr 20.00 30785 -479 304 3.00
QZAQE 07 May 25.00 1102 -106 -101 8.10
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBT 07 Feb 19.00 9990 249 8225 .35
AMDDT 07 Apr 19.00 8273 978 7903 1.00
AMDBD 07 Feb 20.00 24148 1229 7583 .20
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDY 07 Apr 27.50 13261 -105 -1967 .10
AMDDE 07 Apr 25.00 15890 -10 -1024 .16
AMDGY 07 Jul 27.50 2553 -1 -901 .25
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDND 07 Feb 20.00 35614 -97 32440 2.60
AMDNH 07 Feb 17.00 10392 304 9289 .60
WVVMW 08 Jan 17.50 21867 261 7339 2.50
Top 3 5-Day Decrease in Put Open Interest Contracts
QZAND 07 Feb 20.00 3104 -50 -31327 3.40
AMDPE 07 Apr 25.00 3807 -30 -1749 7.60
AMDNU 07 Feb 22.50 1652 -32 -1378 5.16
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAD 08 Jan 20.00 13174 538 2.27 $122K Vol= 3
AMDDT 07 Apr 19.00 8273 978 1.00 $98K Vol= 41
AMDGW 07 Jul 17.50 7871 276 2.30 $63K Vol= 57
Top 3 $ Decrease in Call Open Interest
VVVAD 09 Jan 20.00 2712 -278 3.90 -$108K
WVVAW 08 Jan 17.50 6525 -28 3.30 -$9K
VVVAA 09 Jan 5.00 1789 -5 13.10 -$7K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
LDYMP 08 Jan 80.00 54 54 62.40 $337K Vol= 0
LDYMR 08 Jan 90.00 30 30 72.30 $217K Vol= 0
AMDSW 07 Jul 17.50 10167 910 1.90 $173K Vol= 57
Top 3 $ Decrease in Put Open Interest
AMDPW 07 Apr 17.50 26157 -1528 1.40 -$214K
AMDPD 07 Apr 20.00 30785 -479 3.00 -$144K
QZAQE 07 May 25.00 1102 -106 8.10 -$86K
Close = 17.53 -0.20
Close = 17.73 1-Day = 2007-01-19
Close = 18.26 5-Day = 2007-01-14
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 9.30 .00 0 86 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 6.80 .00 0 42 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 4.30 .00 0 105 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 15.00)AMDBC 2.65 -.35 448 415 14 275 4 | AMDNC 0.15 .04 830 5399 13 4206 0
(07 Feb 15.00)QZABC 2.00 .00 0 974 0 38 0 | QZANC 0.25 .10 28 1647 194 1447 5
(07 Feb 16.00)AMDBQ 1.86 -.19 490 723 119 720 22 | AMDNQ 0.30 .05 6350 4407 139 3482 4
(07 Feb 17.00)AMDBH 1.20 -.15 2031 2957 118 2804 14 | AMDNH 0.60 .05 1818 10392 304 9289 18
(07 Feb 17.50)AMDBW .00 .00 0 0 0 0 0 | AMDNW 0.00 .00 0 0 0 0 0
(07 Feb 17.50)QZABW .65 -.10 882 1821 518 984 34 | QZANW 1.20 .10 252 4733 350 1956 42
17.53 Current
(07 Feb 18.00)AMDBI .65 -.20 4429 4795 399 4551 26 | AMDNI 1.10 .10 1734 6669 230 4518 25
(07 Feb 19.00)AMDBT .35 -.10 1265 9990 249 8225 9 | AMDNT 1.75 .10 628 6264 282 1002 49
(07 Feb 20.00)AMDBD .20 .00 10502 24148 1229 7583 25 | AMDND 2.60 .10 166 35614 -97 32440 -25
(07 Feb 20.00)QZABD .20 .05 1266 2456 -70 -28 -1 | QZAND 3.40 .30 58 3104 -50 -31327 -17
(07 Feb 22.50)AMDBU .06 -.04 784 6727 -24 338 0 | AMDNU 5.16 .36 117 1652 -32 -1378 -17
(07 Feb 22.50)QZABX .10 .05 3 3303 -5 -149 0 | QZANX 6.00 2.20 10 3028 0 1384 0
(07 Feb 25.00)AMDBE .00 .00 0 2721 -5 82 0 | AMDNE 7.51 .33 20 168 40 119 30
(07 Feb 25.00)QZABE .00 .00 0 3543 0 0 0 | QZANE 8.00 -.03 0 20 0 -199 0
(07 Feb 27.50)AMDBY .00 .00 0 3432 0 10 0 | AMDNY 9.90 2.00 0 0 0 -8 0
(07 Feb 30.00)AMDBF .00 .00 0 123 0 0 0 | AMDNF 12.40 .30 0 0 0 -4 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 17.40 .10 0 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 22.40 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 27.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 13.00)AMDCO 4.50 .00 0 0 0 0 0 | AMDOO 0.00 .00 0 0 0 0 0
(07 Mar 14.00)AMDCP 3.60 .00 0 0 0 0 0 | AMDOP 0.10 .00 0 0 0 0 0
(07 Mar 15.00)AMDCC 2.70 .00 10 0 0 0 0 | AMDOC 0.25 .00 77 0 0 0 0
(07 Mar 16.00)AMDCQ 2.10 .10 173 0 0 0 0 | AMDOQ 0.55 .10 1582 0 0 0 0
(07 Mar 17.00)AMDCH 1.45 .10 210 0 0 0 0 | AMDOH 0.87 .07 696 0 0 0 0
17.53 Current
(07 Mar 18.00)AMDCI .95 -.05 1336 0 0 0 0 | AMDOI 1.45 .05 28 0 0 0 0
(07 Mar 19.00)AMDCT .60 -.10 707 0 0 0 0 | AMDOT 2.05 .10 105 0 0 0 0
(07 Mar 20.00)AMDCD .40 .05 339 0 0 0 0 | AMDOD 2.80 -.05 103 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 5.40 -.20 58 477 15 172 8 | AMDPS 0.15 .05 150 484 1 5 0
(07 Apr 15.00)AMDDC 3.07 -.33 84 612 2 249 1 | AMDPC 0.47 .07 2123 2083 75 850 4
(07 Apr 16.00)AMDDQ 2.50 -.15 54 1228 40 828 10 | AMDPQ 0.80 .10 110 5969 46 5696 4
(07 Apr 17.50)AMDDW 1.60 -.15 578 4317 26 1489 4 | AMDPW 1.40 .10 1488 26157 -1528 3026 -214
17.53 Current
(07 Apr 19.00)AMDDT 1.00 -.10 1694 8273 978 7903 98 | AMDPT 2.35 .20 41 4102 58 3873 14
(07 Apr 20.00)AMDDD .70 -.09 995 8391 335 1776 23 | AMDPD 3.00 .20 225 30785 -479 304 -144
(07 Apr 22.50)AMDDU .25 -.15 230 24031 -186 -263 -5 | AMDPU 5.30 .34 20 12286 42 -71 22
(07 Apr 25.00)AMDDE .16 -.03 99 15890 -10 -1024 0 | AMDPE 7.60 .31 17 3807 -30 -1749 -23
(07 Apr 27.50)AMDDY .10 .00 11 13261 -105 -1967 -1 | AMDPY 9.90 .10 0 374 3 -667 3
(07 Apr 30.00)AMDDF .05 .00 20 7441 -170 -874 -1 | AMDPF 12.40 .29 0 28 0 -254 0
(07 Apr 32.50)AKDDZ .00 .00 0 2100 0 -36 0 | AKDPZ 14.90 -.35 0 0 0 -131 0
(07 Apr 35.00)AKDDG .00 .00 0 2374 0 0 0 | AKDPG 17.40 1.95 0 31 0 6 0
(07 Apr 37.50)AKDDU .00 .00 0 412 0 0 0 | AKDPU 19.90 -.90 0 10 10 10 20
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 22.40 3.40 0 2 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 24.90 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 27.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 2.75 .00 0 252 0 39 0 | QZAQC 0.90 .30 77 324 10 61 1
(07 May 17.50)QZAEW 1.50 -.20 77 1102 37 456 6 | QZAQW 1.85 .05 27 1438 15 59 3
17.53 Current
(07 May 20.00)QZAED .65 -.25 10 936 0 228 0 | QZAQD 3.60 .20 20 2159 76 131 27
(07 May 22.50)QZAEX .30 .00 0 2487 0 -122 0 | QZAQX 5.70 .00 0 957 0 -19 0
(07 May 25.00)QZAEE .15 .00 0 2221 -11 -8 0 | QZAQE 8.10 1.50 0 1102 -106 -101 -86
(07 May 30.00)QZAEF .05 .00 0 678 0 10 0 | QZAQF 13.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 430 0 0 0 | QZAQG 18.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 5.60 -.76 8 619 0 256 0 | AMDSS 0.30 .02 100 465 6 158 0
(07 Jul 15.00)AMDGC 3.70 -.30 36 687 38 161 14 | AMDSC 0.85 .05 81 5101 45 1639 4
(07 Jul 16.00)AMDGQ 3.00 -.40 13 117 0 31 0 | AMDSQ 1.25 .10 43 2731 32 2678 4
(07 Jul 17.50)AMDGW 2.30 -.15 228 7871 276 7548 63 | AMDSW 1.90 .10 57 10167 910 6852 173
17.53 Current
(07 Jul 19.00)AMDGT 1.65 -.10 250 950 11 889 2 | AMDST 2.85 .20 6 545 32 419 9
(07 Jul 20.00)AMDGD 1.30 -.15 297 8512 131 2881 17 | AMDSD 3.50 .20 5 11423 284 1068 99
(07 Jul 22.50)AMDGU .75 -.15 408 32155 -13 2171 -1 | AMDSU 5.40 .20 15 6687 257 2345 139
(07 Jul 25.00)AMDGE .40 -.15 124 3606 -26 303 -1 | AMDSE 7.50 -.17 0 792 0 6 0
(07 Jul 27.50)AMDGY .25 -.10 79 2553 -1 -901 0 | AMDSY 10.00 .20 30 1063 142 122 142
(07 Jul 30.00)AMDGF .15 .00 0 1759 0 20 0 | AMDSF 12.40 .17 0 26 11 -721 14
(07 Jul 35.00)AKDGG .05 -.05 2 1176 0 -24 0 | AKDSG 17.40 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 438 0 -40 0 | AKDSH 22.40 .00 0 1 1 1 2
(07 Jul 45.00)AKDGI .00 .00 0 487 0 12 0 | AKDSI 27.40 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 32.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 12.80 .00 0 2479 33 252 42 | WVVMA 0.10 .01 10 43007 0 554 0
(08 Jan 10.00)WVVAB 8.40 -.20 54 2515 10 570 8 | WVVMB 0.35 .00 118 14554 -56 3916 -2
(08 Jan 12.50)WVVAV 6.30 -.40 62 1484 38 54 24 | WVVMV 0.70 .00 85 7137 21 2417 1
(08 Jan 15.00)WVVAC 4.60 -.20 544 6314 7 307 3 | WVVMC 1.40 .00 1332 19723 4 3579 1
(08 Jan 17.50)WVVAW 3.30 -.20 691 6525 -28 3506 -9 | WVVMW 2.50 .10 1317 21867 261 7339 65
17.53 Current
(08 Jan 20.00)WVVAD 2.27 -.28 108 13174 538 3832 122 | WVVMD 4.00 .20 3 21241 35 121 14
(08 Jan 22.50)WVVAX 1.60 -.10 61 13458 94 1077 15 | WVVMX 5.80 .30 72 10237 2 221 1
(08 Jan 25.00)WVVAE 1.10 -.10 563 12340 46 545 5 | WVVME 7.90 .30 62 14875 15 49 12
(08 Jan 27.50)WVVAY .80 -.05 77 10744 -34 3786 -3 | WVVMY 10.10 .20 1 1623 0 61 0
(08 Jan 30.00)WVVAF .50 -.15 41 19559 0 -124 0 | WVVMF 12.40 .30 0 8772 -52 -928 -64
(08 Jan 35.00)WVVAG .30 -.10 130 11333 10 -74 0 | WVVMG 17.60 -.60 3 1543 0 -239 0
(08 Jan 40.00)WVVAH .20 -.05 44 7011 0 171 0 | WVVMH 22.40 2.90 0 528 0 0 0
(08 Jan 45.00)WVVAI .10 .00 0 3130 0 248 0 | WVVMI 27.40 -.37 0 20 20 20 55
(08 Jan 50.00)WVVAJ .05 .00 0 5246 -4 273 0 | WVVMJ 32.40 .10 0 40 0 0 0
(08 Jan 60.00)WVVAL .05 .00 0 8999 0 153 0 | WVVML 42.40 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1553 0 0 0 | WVVMN 52.40 .00 0 10 10 10 52
(08 Jan 80.00)LDYAP .00 .00 0 1296 0 0 0 | LDYMP 62.40 .00 0 54 54 54 337
(08 Jan 90.00)LDYAR .00 .00 0 2323 0 0 0 | LDYMR 72.30 .00 0 30 30 30 217
(08 Jan 100.00LDYAT .00 .00 0 2230 0 0 0 | LDYMT 82.30 .10 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 13.10 .00 0 1789 -5 141 -7 | VVVMA 0.25 .10 3 8791 0 324 0
(09 Jan 10.00)VVVAB 9.10 -.30 6 589 27 114 25 | VVVMB 0.70 .00 2 6333 0 503 0
(09 Jan 12.50)VVVAV 7.50 -.40 20 889 0 36 0 | VVVMV 1.30 .10 13 6721 0 2044 0
(09 Jan 15.00)VVVAC 6.10 -.50 25 2334 0 111 0 | VVVMC 2.20 .05 23 11756 0 407 0
(09 Jan 17.50)VVVAW 4.80 -.30 17 1121 11 112 5 | VVVMW 3.30 .20 500 1820 0 1007 0
17.53 Current
(09 Jan 20.00)VVVAD 3.90 -.20 87 2712 -278 225 -108 | VVVMD 4.80 .10 23 1897 14 319 7
(09 Jan 25.00)VVVAE 2.46 -.29 115 3393 28 -154 7 | VVVME 8.30 .10 0 2050 -7 0 -6
(09 Jan 30.00)VVVAF 1.65 -.20 110 2812 28 367 5 | VVVMF 12.50 -.50 0 1030 0 24 0
(09 Jan 35.00)VVVAG 1.10 -.10 21 5260 23 24 3 | VVVMG 17.40 2.00 0 238 0 -411 0
(09 Jan 40.00)VVVAH .75 -.15 102 8989 0 30 0 | VVVMH 22.30 -.82 0 13 0 -15 0
(09 Jan 45.00)VVVAI .60 -.10 21 804 1 1 0 | VVVMI 27.30 2.60 0 20 0 0 0
(09 Jan 50.00)VVVAJ .40 -.08 64 2317 0 23 0 | VVVMJ 32.30 -.80 0 10 10 10 32
(09 Jan 55.00)VVVAK .20 .00 0 398 0 4 0 | VVVMK 37.30 2.60 0 10 10 10 37
(09 Jan 60.00)VVVAL .15 .00 0 464 0 0 0 | VVVML 42.30 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .10 .00 0 330 0 62 0 | VVVMM 47.30 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .05 .00 0 2000 0 0 0 | VVVMN 52.30 .00 0 8 8 8 42
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