Option Price Chain for 2007-01-23
Back to using CBOE data.
AMD earnings call after close.
High Vol in Feb. 18 Put. >2x open interest.
also Feb. 17 Puts.
$6MM in 08 Jan 40 Puts (WVVMH) Total vol 2688
unusual could be error,
but CBOE says -P Vol 1104, -X Vol: 1584) and 4X open Interest.
-Magrathea
Close = 17.51 -0.02
Close = 17.53 1-Day = 2007-01-22
Close = 18.13 5-Day = 2007-01-16
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGU 07 Jul 22.50 32362 207 1052 .75 Vol= 201
AMDBD 07 Feb 20.00 27287 3139 5799 .20
AMDDU 07 Apr 22.50 24109 78 -627 .30
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 43007 0 534 .10
AMDND 07 Feb 20.00 35652 38 1071 2.70
AMDPD 07 Apr 20.00 30549 -236 -288 3.00
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDBD 07 Feb 20.00 27287 3139 5799 .20 4620
AMDBH 07 Feb 17.00 4245 1288 3692 1.20 4617
AMDBI 07 Feb 18.00 6546 1751 3774 .70 3927
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDNI 07 Feb 18.00 7392 723 2053 1.15 16334
AMDNH 07 Feb 17.00 11309 917 4071 .60 8478
AMDNQ 07 Feb 16.00 8219 3812 4357 .35 5274
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDBH 07 Feb 17.00 4245 1288 3692 1.20 4617 372
AMDCI 07 Mar 18.00 1230 1230 1230 .93 1507 277
AMDCD 07 Mar 20.00 295 295 295 .34 525 230
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDNI 07 Feb 18.00 7392 723 2053 1.15 16334 8942
AMDOI 07 Mar 18.00 23 23 23 1.35 2577 2554
WVVMH 08 Jan 40.00 528 0 0 22.50 2688 2160
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDBH 07 Feb 17.00 4245 1288 3692 1.20 4617 554
WVVAW 08 Jan 17.50 7058 533 386 3.20 1184 379
AMDBI 07 Feb 18.00 6546 1751 3774 .70 3927 275
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMH 08 Jan 40.00 528 0 0 22.50 2688 6048
AMDNI 07 Feb 18.00 7392 723 2053 1.15 16334 1878
AMDPY 07 Apr 27.50 373 -1 -666 9.90 752 744
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBD 07 Feb 20.00 27287 3139 5799 .20
AMDBI 07 Feb 18.00 6546 1751 3774 .70
AMDBH 07 Feb 17.00 4245 1288 3692 1.20
Top 3 1-Day Decrease in Call Open Interest Contracts
WVVAE 08 Jan 25.00 12126 -214 -143 1.10
VVVAE 09 Jan 25.00 3308 -85 -121 2.65
WVVAY 08 Jan 27.50 10708 -36 -37 .75
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNQ 07 Feb 16.00 8219 3812 4357 .35
AMDPC 07 Apr 15.00 4102 2019 2510 .50 Vol= 345
AMDOQ 07 Mar 16.00 1547 1547 1547 .50 Vol= 20
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDSD 07 Jul 20.00 10824 -599 157 3.40
AMDPD 07 Apr 20.00 30549 -236 -288 3.00
AMDPE 07 Apr 25.00 3689 -118 -2056 7.50
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDT 07 Apr 19.00 9464 1191 6889 .98 Vol= 190
AMDBD 07 Feb 20.00 27287 3139 5799 .20
AMDBT 07 Feb 19.00 10452 462 4731 .40
Top 3 5-Day Decrease in Call Open Interest Contracts
WVVAF 08 Jan 30.00 19569 10 -5115 .50
AMDGY 07 Jul 27.50 2603 50 -779 .20 Vol= 10
AMDDU 07 Apr 22.50 24109 78 -627 .30
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDSW 07 Jul 17.50 10198 31 6450 1.88
AMDNC 07 Feb 15.00 6068 669 4615 .10
AMDNQ 07 Feb 16.00 8219 3812 4357 .35
Top 3 5-Day Decrease in Put Open Interest Contracts
QZANC 07 Feb 15.00 1672 25 -3572 .15 Vol= 0
AMDPE 07 Apr 25.00 3689 -118 -2056 7.50
AMDNU 07 Feb 22.50 1709 57 -1320 5.10
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 6764 450 4.60 $207K Vol= 165
WVVAW 08 Jan 17.50 7058 533 3.20 $171K
AMDBH 07 Feb 17.00 4245 1288 1.20 $155K
Top 3 $ Decrease in Call Open Interest
WVVAE 08 Jan 25.00 12126 -214 1.10 -$24K
VVVAE 09 Jan 25.00 3308 -85 2.65 -$23K
WVVAV 08 Jan 12.50 1475 -9 6.20 -$6K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMW 09 Jan 17.50 2320 500 3.30 $165K Vol= 0
AMDNQ 07 Feb 16.00 8219 3812 0.35 $133K
AMDPC 07 Apr 15.00 4102 2019 0.50 $101K Vol= 345
Top 3 $ Decrease in Put Open Interest
AMDSD 07 Jul 20.00 10824 -599 3.40 -$204K
AMDPE 07 Apr 25.00 3689 -118 7.50 -$89K
AMDPD 07 Apr 20.00 30549 -236 3.00 -$71K
Close = 17.51 -0.02
Close = 17.53 1-Day = 2007-01-22
Close = 18.13 5-Day = 2007-01-16
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 9.20 .00 0 86 0 0 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 7.00 -4.20 20 42 0 0 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 4.20 .00 0 105 0 0 0 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 13.00)AMDBO 4.50 .00 0 0 0 0 0 | AMDNO 0.00 .00 0 0 0 0 0
(07 Feb 14.00)AMDBP 3.50 .00 0 0 0 0 0 | AMDNP 0.05 -.01 140 0 0 0 0
(07 Feb 15.00)AMDBC 2.65 .00 153 654 239 316 63 | AMDNC 0.10 -.05 933 6068 669 4615 7
(07 Feb 15.00)QZABC 2.15 -.20 65 974 0 0 0 | QZANC 0.15 .10 0 1672 25 -3572 0
(07 Feb 16.00)AMDBQ 1.85 -.01 488 1025 302 987 56 | AMDNQ 0.35 .05 5274 8219 3812 4357 133
(07 Feb 17.00)AMDBH 1.20 .00 4617 4245 1288 3692 155 | AMDNH 0.60 .00 8478 11309 917 4071 55
(07 Feb 17.50)AMDBW .00 .00 0 0 0 0 0 | AMDNW 0.00 .00 0 0 0 0 0
(07 Feb 17.50)QZABW .55 -.10 1296 2660 839 1429 46 | QZANW 1.35 .15 102 4824 91 840 12
17.51 Current
(07 Feb 18.00)AMDBI .70 .05 3927 6546 1751 3774 123 | AMDNI 1.15 .05 16334 7392 723 2053 83
(07 Feb 19.00)AMDBT .40 .05 1613 10452 462 4731 18 | AMDNT 1.85 .10 232 6310 46 763 9
(07 Feb 20.00)AMDBD .20 .00 4620 27287 3139 5799 63 | AMDND 2.70 .10 178 35652 38 1071 10
(07 Feb 20.00)QZABD .10 -.10 958 3307 851 816 9 | QZAND 3.10 .30 0 3066 -38 -85 -12
(07 Feb 22.50)AMDBU .05 -.01 1099 7179 452 725 2 | AMDNU 5.10 -.06 64 1709 57 -1320 29
(07 Feb 22.50)QZABX .05 -.05 8 3300 -3 7 0 | QZANX 5.60 2.20 0 3018 -10 1383 -6
(07 Feb 25.00)AMDBE .00 .00 0 2721 0 -83 0 | AMDNE 7.40 -.11 305 139 -29 99 -21
(07 Feb 25.00)QZABE .00 .00 0 3543 0 0 0 | QZANE 8.10 .30 52 20 0 -186 0
(07 Feb 27.50)AMDBY .00 .00 0 3432 0 0 0 | AMDNY 9.90 2.00 0 0 0 0 0
(07 Feb 30.00)AMDBF .00 .00 0 123 0 0 0 | AMDNF 12.40 .30 0 0 0 -4 0
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 17.40 .10 0 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 22.40 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 27.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 13.00)AMDCO 4.80 .00 1 0 0 0 0 | AMDOO 0.05 .00 0 0 0 0 0
(07 Mar 14.00)AMDCP 3.70 .00 19 0 0 0 0 | AMDOP 0.05 .00 0 0 0 0 0
(07 Mar 15.00)AMDCC 2.80 .10 11 10 10 10 3 | AMDOC 0.25 .00 30 75 75 75 2
(07 Mar 16.00)AMDCQ 2.20 .10 221 106 106 106 23 | AMDOQ 0.50 -.05 20 1547 1547 1547 77
(07 Mar 17.00)AMDCH 1.50 .05 285 170 170 170 26 | AMDOH 0.90 .03 2567 675 675 675 61
17.51 Current
(07 Mar 18.00)AMDCI .93 -.02 1507 1230 1230 1230 114 | AMDOI 1.35 -.10 2577 23 23 23 3
(07 Mar 19.00)AMDCT .64 .04 371 688 688 688 44 | AMDOT 2.00 -.05 142 100 100 100 20
(07 Mar 20.00)AMDCD .34 -.06 525 295 295 295 10 | AMDOD 2.75 -.05 0 103 103 103 28
(07 Mar 22.50)AMDCU .05 .00 0 0 0 0 0 | AMDOU 5.00 .00 0 0 0 0 0
(07 Mar 25.00)AMDCE .05 .00 1 0 0 0 0 | AMDOE 7.40 .00 0 0 0 0 0
(07 Mar 35.00)AKDCG .00 .00 0 0 0 0 0 | AKDOG 17.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 5.30 -.10 100 481 4 22 2 | AMDPS 0.10 .05 0 611 127 128 1
(07 Apr 15.00)AMDDC 3.23 .16 40 623 11 61 4 | AMDPC 0.50 .03 345 4102 2019 2510 101
(07 Apr 16.00)AMDDQ 2.55 .05 71 1246 18 494 5 | AMDPQ 0.72 -.08 37 6061 92 762 7
(07 Apr 17.50)AMDDW 1.60 .00 106 4698 381 648 61 | AMDPW 1.40 .00 4537 26396 239 1158 33
17.51 Current
(07 Apr 19.00)AMDDT .98 -.02 190 9464 1191 6889 117 | AMDPT 2.25 -.10 3 4124 22 3207 5
(07 Apr 20.00)AMDDD .70 .00 241 8356 -35 534 -2 | AMDPD 3.00 .00 105 30549 -236 -288 -71
(07 Apr 22.50)AMDDU .30 .05 197 24109 78 -627 2 | AMDPU 5.20 -.10 11 12281 -5 -166 -3
(07 Apr 25.00)AMDDE .10 -.06 286 15931 41 -502 0 | AMDPE 7.50 .31 0 3689 -118 -2056 -89
(07 Apr 27.50)AMDDY .06 -.04 5 13271 10 -127 0 | AMDPY 9.90 .20 752 373 -1 -666 -1
(07 Apr 30.00)AMDDF .10 .05 10 7441 0 -159 0 | AMDPF 12.40 .29 0 28 0 -252 0
(07 Apr 32.50)AKDDZ .00 .00 0 2100 0 0 0 | AKDPZ 14.90 -.35 0 0 0 -130 0
(07 Apr 35.00)AKDDG .00 .00 0 2374 0 0 0 | AKDPG 17.40 1.95 0 29 -2 4 -3
(07 Apr 37.50)AKDDU .00 .00 0 412 0 0 0 | AKDPU 19.90 -.90 0 10 0 10 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 22.40 3.40 0 2 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 24.90 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 27.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 2.70 .00 0 252 0 20 0 | QZAQC 0.75 -.15 4 361 37 79 3
(07 May 17.50)QZAEW 1.50 .00 0 1158 56 408 8 | QZAQW 1.85 .00 55 1465 27 55 5
17.51 Current
(07 May 20.00)QZAED .70 .05 5 926 -10 40 -1 | QZAQD 3.60 .20 0 2179 20 121 7
(07 May 22.50)QZAEX .30 -.10 10 2487 0 -182 0 | QZAQX 5.70 .00 0 957 0 1 0
(07 May 25.00)QZAEE .10 .00 0 2221 0 -9 0 | QZAQE 8.20 .40 8 1102 0 -106 0
(07 May 30.00)QZAEF .05 .00 0 678 0 0 0 | QZAQF 13.10 .00 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 430 0 0 0 | QZAQG 18.10 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 5.60 .00 96 626 7 132 4 | AMDSS 0.35 .05 165 523 58 104 2
(07 Jul 14.00)AMDGP 4.43 .03 40 0 0 0 0 | AMDSP 0.55 .00 0 0 0 0 0
(07 Jul 15.00)AMDGC 3.78 .08 15 710 23 54 9 | AMDSC 0.88 .03 232 5160 59 292 5
(07 Jul 16.00)AMDGQ 3.20 .20 46 125 8 11 3 | AMDSQ 1.15 -.10 70 2763 32 1829 4
(07 Jul 17.50)AMDGW 2.25 -.05 144 7950 79 884 18 | AMDSW 1.88 -.02 133 10198 31 6450 6
17.51 Current
(07 Jul 19.00)AMDGT 1.60 -.05 73 1160 210 825 34 | AMDST 2.70 -.15 30 550 5 142 1
(07 Jul 20.00)AMDGD 1.30 .00 430 8706 194 2620 25 | AMDSD 3.40 -.10 10 10824 -599 157 -204
(07 Jul 22.50)AMDGU .75 .00 201 32362 207 1052 16 | AMDSU 5.30 -.10 1003 6699 12 2283 6
(07 Jul 25.00)AMDGE .40 .00 179 3691 85 113 3 | AMDSE 7.50 -.17 0 792 0 -2 0
(07 Jul 27.50)AMDGY .20 -.05 10 2603 50 -779 1 | AMDSY 9.90 .20 0 1093 30 172 30
(07 Jul 30.00)AMDGF .20 -.05 10 1759 0 -3 0 | AMDSF 12.40 .13 33 15 -11 -119 -14
(07 Jul 35.00)AKDGG .05 .00 0 1176 0 0 0 | AKDSG 17.40 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 438 0 20 0 | AKDSH 22.40 .00 0 1 0 1 0
(07 Jul 45.00)AKDGI .00 .00 0 487 0 0 0 | AKDSI 27.40 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 32.40 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 12.70 .00 0 2479 0 64 0 | WVVMA 0.10 .00 9 43007 0 534 0
(08 Jan 10.00)WVVAB 8.20 .00 0 2512 -3 0 -2 | WVVMB 0.35 .00 1 14554 0 -1108 0
(08 Jan 12.50)WVVAV 6.20 .00 0 1475 -9 36 -6 | WVVMV 0.70 .00 20 7202 65 214 5
(08 Jan 15.00)WVVAC 4.60 .00 147 6764 450 481 207 | WVVMC 1.35 -.05 165 19610 -113 3339 -15
(08 Jan 17.50)WVVAW 3.20 -.10 1184 7058 533 386 171 | WVVMW 2.45 -.05 2080 22127 260 2934 64
17.51 Current
(08 Jan 20.00)WVVAD 2.30 .03 466 13240 66 2272 15 | WVVMD 3.97 -.03 75 21242 1 24 0
(08 Jan 22.50)WVVAX 1.50 -.10 299 13443 -15 296 -2 | WVVMX 5.60 -.20 8 10247 10 19 6
(08 Jan 25.00)WVVAE 1.10 .00 179 12126 -214 -143 -24 | WVVME 7.80 -.10 49 14907 32 69 25
(08 Jan 27.50)WVVAY .75 -.05 1000 10708 -36 -37 -3 | WVVMY 10.00 .20 0 1622 -1 58 -1
(08 Jan 30.00)WVVAF .50 .00 791 19569 10 -5115 1 | WVVMF 12.37 .17 8 8772 0 -926 0
(08 Jan 35.00)WVVAG .30 .00 340 11400 67 73 2 | WVVMG 17.40 -.60 0 1543 0 -179 0
(08 Jan 40.00)WVVAH .20 .00 28 7055 44 29 1 | WVVMH 22.50 .40 2688 528 0 0 0
(08 Jan 45.00)WVVAI .05 .00 0 3130 0 164 0 | WVVMI 27.40 -.37 0 20 0 20 0
(08 Jan 50.00)WVVAJ .10 -.05 4 5246 0 70 0 | WVVMJ 32.40 .30 76 40 0 0 0
(08 Jan 60.00)WVVAL .10 .00 10 8999 0 159 0 | WVVML 42.40 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1553 0 0 0 | WVVMN 52.40 .00 0 10 0 10 0
(08 Jan 80.00)LDYAP .00 .00 0 1296 0 0 0 | LDYMP 62.40 .00 0 54 0 54 0
(08 Jan 90.00)LDYAR .00 .00 0 2323 0 0 0 | LDYMR 72.40 .00 0 30 0 30 0
(08 Jan 100.00LDYAT .00 .00 0 2230 0 0 0 | LDYMT 82.40 .10 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 13.00 .00 0 1789 0 -5 0 | VVVMA 0.10 .10 0 8794 3 103 0
(09 Jan 10.00)VVVAB 9.00 .00 0 593 4 41 4 | VVVMB 0.70 .00 10 6333 0 499 0
(09 Jan 12.50)VVVAV 7.30 .00 0 889 0 -3 0 | VVVMV 1.30 .10 12 6734 13 2041 2
(09 Jan 15.00)VVVAC 5.90 .00 0 2349 15 20 9 | VVVMC 2.20 .05 32 11751 -5 262 -1
(09 Jan 17.50)VVVAW 5.00 .20 31 1135 14 42 7 | VVVMW 3.30 .20 0 2320 500 1497 165
17.51 Current
(09 Jan 20.00)VVVAD 3.92 .02 225 2748 36 -113 14 | VVVMD 4.80 .00 15 1909 12 141 6
(09 Jan 25.00)VVVAE 2.65 .19 20 3308 -85 -121 -23 | VVVME 8.30 .10 0 2050 0 -3 0
(09 Jan 30.00)VVVAF 1.70 .05 68 2888 76 228 13 | VVVMF 12.50 -.50 0 1030 0 34 0
(09 Jan 35.00)VVVAG 1.05 -.05 86 5281 21 39 2 | VVVMG 17.40 2.00 0 198 -40 -40 -70
(09 Jan 40.00)VVVAH .80 .05 6 9034 45 70 4 | VVVMH 22.30 2.80 1 13 0 -15 0
(09 Jan 45.00)VVVAI .45 .00 0 809 5 6 0 | VVVMI 27.40 2.60 0 20 0 0 0
(09 Jan 50.00)VVVAJ .30 .00 0 2342 25 25 1 | VVVMJ 32.40 -.80 0 10 0 10 0
(09 Jan 55.00)VVVAK .20 .00 0 398 0 0 0 | VVVMK 37.30 2.60 0 10 0 10 0
(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 0 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 0 8 0
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