Option Price Chain for 2007-01-25
MarketWatch data (I was late getting to CBOE)
So some high volumes are suspicious.
Dollar change in Put open interest higher than normal.
AMDPW 07 Apr 17.50 + $1800K
WVVME 08 Jan 25.00 - $2250K
WVVMF 08 Jan 30.00 - $1410K
AMDPE 07 Apr 25.00 - $1320K
Close = 16.05 +0.02
Close = 16.03 1-Day = 2007-01-24
Close = 17.92 5-Day = 2007-01-18
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGU 07 Jul 22.50 32707 274 1252 .45 Vol= 101
AMDBD 07 Feb 20.00 27012 -958 4463 .05
AMDDU 07 Apr 22.50 23891 -133 -430 .10
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 43522 510 520 .10
AMDPW 07 Apr 17.50 36180 8745 10289 2.10 Vol= 1063
AMDND 07 Feb 20.00 33415 -2235 -2283 4.00
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDBH 07 Feb 17.00 9987 2647 7256 .25 3561
AMDDW 07 Apr 17.50 4854 175 514 .80 2978
AMDBQ 07 Feb 16.00 4032 2765 3637 .55 1973
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
VVVMC 09 Jan 15.00 12089 306 -1055 2.50 8298
WVVMG 08 Jan 35.00 1343 0 -200 19.00 6190
AMDNQ 07 Feb 16.00 11763 122 7493 .50 5001
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDCU 07 Mar 22.50 2 2 2 .05 804 802
AMDCQ 07 Mar 16.00 727 404 727 .95 826 99
AMDBP 07 Feb 14.00 8 8 8 2.18 31 23
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
WVVMG 08 Jan 35.00 1343 0 -200 19.00 6190 4847
QZAQE 07 May 25.00 87 -925 -1121 9.50 3624 3537
WVVMH 08 Jan 40.00 528 0 0 24.00 2660 2132
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
VVVAW 09 Jan 17.50 1271 105 167 3.90 1114 434
AMDDW 07 Apr 17.50 4854 175 514 .80 2978 238
WVVAC 08 Jan 15.00 6451 -331 8 3.50 519 182
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMG 08 Jan 35.00 1343 0 -200 19.00 6190 11761
WVVMH 08 Jan 40.00 528 0 0 24.00 2660 6384
QZAQE 07 May 25.00 87 -925 -1121 9.50 3624 3443
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBQ 07 Feb 16.00 4032 2765 3637 .55 Vol= 1973
AMDBH 07 Feb 17.00 9987 2647 7256 .25
WVVAV 08 Jan 12.50 3800 2325 2355 5.10 Vol= 132
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDBD 07 Feb 20.00 27012 -958 4463 .05
WVVAC 08 Jan 15.00 6451 -331 8 3.50
AMDBI 07 Feb 18.00 8755 -282 5163 .10
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPW 07 Apr 17.50 36180 8745 10289 2.10 Vol= 1063
WVVMC 08 Jan 15.00 22495 2830 3086 1.70 Vol= 374
WVVMV 08 Jan 12.50 8813 1592 1697 .85 Vol= 81
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVME 08 Jan 25.00 12455 -2500 -2404 9.00
AMDND 07 Feb 20.00 33415 -2235 -2283 4.00
AMDNI 07 Feb 18.00 17452 -1794 11343 2.00
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBH 07 Feb 17.00 9987 2647 7256 .25
AMDBT 07 Feb 19.00 12597 1119 5967 .05 Vol= 839
AMDDT 07 Apr 19.00 10168 653 5832 .50
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDGY 07 Jul 27.50 2600 0 -779 .15
AMDDU 07 Apr 22.50 23891 -133 -430 .10
VVVAD 09 Jan 20.00 2798 27 -217 3.00
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNI 07 Feb 18.00 17452 -1794 11343 2.00
AMDPW 07 Apr 17.50 36180 8745 10289 2.10 Vol= 1063
AMDNQ 07 Feb 16.00 11763 122 7493 .50
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 4540 -1022 -5017 13.80
WVVME 08 Jan 25.00 12455 -2500 -2404 9.00
AMDND 07 Feb 20.00 33415 -2235 -2283 4.00
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAV 08 Jan 12.50 3800 2325 5.10 $1186K Vol= 81
WVVAW 08 Jan 17.50 9897 2040 2.30 $469K Vol= 872
WVVAD 08 Jan 20.00 15165 1696 1.60 $271K Vol= 246
Top 3 $ Decrease in Call Open Interest
WVVAC 08 Jan 15.00 6451 -331 3.50 -$116K
WVVAF 08 Jan 30.00 19361 -153 0.35 -$5K
AMDBD 07 Feb 20.00 27012 -958 0.05 -$5K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPW 07 Apr 17.50 36180 8745 2.10 $1836K Vol= 1063
WVVMC 08 Jan 15.00 22495 2830 1.70 $481K Vol= 374
AKDSG 07 Jul 35.00 122 122 13.82 $169K Vol= 75
Top 3 $ Decrease in Put Open Interest
WVVME 08 Jan 25.00 12455 -2500 9.00 -$2250K
WVVMF 08 Jan 30.00 4540 -1022 13.80 -$1410K
AMDPE 07 Apr 25.00 2131 -1483 8.90 -$1320K
Close = 16.05 +0.02
Close = 16.03 1-Day = 2007-01-24
Close = 17.92 5-Day = 2007-01-18
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 7.90 -5.50 44 94 8 8 6 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 7.00 -4.20 20 60 0 18 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 3.10 -4.10 180 245 140 140 43 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 13.00)AMDBO 3.10 .00 5 5 5 5 2 | AMDNO 0.05 .00 103 103 103 103 1
(07 Feb 14.00)AMDBP 2.18 .08 31 8 8 8 2 | AMDNP 0.05 -.05 220 539 399 539 2
(07 Feb 15.00)AMDBC 1.24 -.01 532 1725 949 1304 118 | AMDNC 0.18 -.02 552 7132 1014 1730 18
(07 Feb 15.00)QZABC .90 .05 17 1103 72 129 6 | QZANC 0.35 .05 54 1719 47 266 2
(07 Feb 16.00)AMDBQ .55 -.10 1973 4032 2765 3637 152 | AMDNQ 0.50 -.05 5001 11763 122 7493 6
16.05 Current
(07 Feb 17.00)AMDBH .25 -.05 3561 9987 2647 7256 66 | AMDNH 1.10 -.01 3300 15049 -722 5182 -79
(07 Feb 17.50)AMDBW .00 .00 0 0 0 0 0 | AMDNW 0.00 .00 0 0 0 0 0
(07 Feb 17.50)QZABW .10 .00 60 4149 496 2841 5 | QZANW 2.05 -.05 174 5359 13 985 3
(07 Feb 18.00)AMDBI .10 -.05 1007 8755 -282 5163 -3 | AMDNI 2.00 -.05 766 17452 -1794 11343 -359
(07 Feb 19.00)AMDBT .05 .00 839 12597 1119 5967 6 | AMDNT 2.95 -.08 140 5935 -409 94 -121
(07 Feb 20.00)AMDBD .05 .00 184 27012 -958 4463 -5 | AMDND 4.00 .00 394 33415 -2235 -2283 -894
(07 Feb 20.00)QZABD .10 -.10 174 3485 20 1009 0 | QZAND 4.50 1.10 107 2099 -967 -1052 -435
(07 Feb 22.50)AMDBU .02 -.03 10 7345 -52 845 0 | AMDNU 6.40 -.10 1789 797 -748 -769 -479
(07 Feb 22.50)QZABX .05 -.05 8 3296 0 3 0 | QZANX 7.10 .10 3602 1724 -236 -1304 -168
(07 Feb 25.00)AMDBE .05 -.14 11 2721 0 -91 0 | AMDNE 8.83 -.17 4 10 -8 -142 -7
(07 Feb 25.00)QZABE .05 -.05 42 3543 0 0 0 | QZANE 8.10 .30 52 10 -10 -10 -8
(07 Feb 27.50)AMDBY .05 -.05 22 3432 0 0 0 | AMDNY 9.20 2.00 9 8 8 8 7
(07 Feb 30.00)AMDBF .03 -.02 10 123 0 0 0 | AMDNF 12.00 .30 2 4 4 4 5
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 14.40 .10 5 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 0.00 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 13.00)AMDCO 3.30 -1.50 3 19 18 19 6 | AMDOO 0.08 .00 15 0 0 0 0
(07 Mar 14.00)AMDCP 2.35 .05 61 124 105 124 25 | AMDOP 0.18 -.02 140 135 135 135 2
(07 Mar 15.00)AMDCC 1.60 .05 79 624 603 624 96 | AMDOC 0.40 -.03 90 852 747 852 30
(07 Mar 16.00)AMDCQ .95 .00 826 727 404 727 38 | AMDOQ 0.85 -.05 358 2024 467 2024 40
16.05 Current
(07 Mar 17.00)AMDCH .60 .00 297 1636 1234 1636 74 | AMDOH 1.40 -.04 387 2750 78 2750 11
(07 Mar 18.00)AMDCI .35 .05 329 2478 306 2478 11 | AMDOI 2.20 -.02 98 2594 17 2594 4
(07 Mar 19.00)AMDCT .20 .00 22 1507 600 1507 12 | AMDOT 3.00 -.10 57 200 28 200 8
(07 Mar 20.00)AMDCD .08 -.06 40 934 164 934 1 | AMDOD 3.76 .96 5 103 0 103 0
(07 Mar 22.50)AMDCU .05 .00 804 2 2 2 0 | AMDOU 0.00 .00 0 0 0 0 0
(07 Mar 25.00)AMDCE .05 .00 1 1 0 1 0 | AMDOE 0.00 .00 0 0 0 0 0
(07 Mar 35.00)AKDCG .00 .00 0 0 0 0 0 | AKDOG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 4.00 -1.30 104 446 46 -15 18 | AMDPS 0.20 .05 12 611 0 128 0
(07 Apr 15.00)AMDDC 2.00 .05 75 800 183 180 37 | AMDPC 0.75 .05 2770 4959 607 3001 46
(07 Apr 16.00)AMDDQ 1.35 -.05 929 1477 211 679 28 | AMDPQ 1.20 .00 1229 6574 485 714 58
16.05 Current
(07 Apr 17.50)AMDDW .80 .05 2978 4854 175 514 14 | AMDPW 2.10 .18 1063 36180 8745 10289 1836
(07 Apr 19.00)AMDDT .50 .05 912 10168 653 5832 33 | AMDPT 3.20 -.07 123 4187 63 3232 20
(07 Apr 20.00)AMDDD .31 .01 366 8723 221 1030 7 | AMDPD 4.08 -.02 632 30216 -376 -1148 -153
(07 Apr 22.50)AMDDU .10 -.05 25 23891 -133 -430 -1 | AMDPU 6.40 -.13 324 11503 -773 -936 -495
(07 Apr 25.00)AMDDE .10 .00 9 16141 -3 119 0 | AMDPE 8.90 -.20 24 2131 -1483 -1706 -1320
(07 Apr 27.50)AMDDY .05 -.01 18 13183 -90 -198 0 | AMDPY 9.90 .20 752 200 -87 -322 -86
(07 Apr 30.00)AMDDF .05 -.05 20 7408 -10 -192 0 | AMDPF 12.10 .29 52 14 0 -14 0
(07 Apr 32.50)AKDDZ .05 -.15 18 2100 0 0 0 | AKDPZ 12.55 -.35 276 130 130 130 163
(07 Apr 35.00)AKDDG .01 -.09 3 2377 3 3 0 | AKDPG 17.00 1.95 10 25 0 0 0
(07 Apr 37.50)AKDDU .05 -.05 1 412 0 0 0 | AKDPU 13.10 -.90 21 10 0 10 0
(07 Apr 40.00)AKDDH .05 -.03 200 1284 0 0 0 | AKDPH 23.90 4.90 2 2 0 0 0
(07 Apr 42.50)AKDDV .05 -.05 45 963 0 0 0 | AKDPV 0.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .05 -.05 45 372 0 0 0 | AKDPI 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 1.80 -.05 10 473 221 221 40 | QZAQC 1.05 -.15 199 582 217 268 23
16.05 Current
(07 May 17.50)QZAEW .80 -.05 34 1480 322 475 26 | QZAQW 2.60 .75 100 1595 83 182 22
(07 May 20.00)QZAED .35 -.05 20 1141 210 192 7 | QZAQD 4.60 .10 300 2313 134 230 62
(07 May 22.50)QZAEX .20 -.20 8 2495 8 6 0 | QZAQX 5.60 .00 13 947 -10 -12 -6
(07 May 25.00)QZAEE .20 -.10 11 2221 0 -11 0 | QZAQE 9.50 1.30 3624 87 -925 -1121 -879
(07 May 30.00)QZAEF .05 -.05 20 658 -20 -20 0 | QZAQF 0.00 .00 0 0 0 0 0
(07 May 35.00)QZAEG .20 .05 10 430 0 0 0 | QZAQG 0.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 4.24 -.06 20 772 52 153 22 | AMDSS 0.40 -.05 135 1077 418 618 17
(07 Jul 14.00)AMDGP 3.17 -1.26 32 72 32 72 10 | AMDSP 0.80 -.05 607 375 375 375 30
(07 Jul 15.00)AMDGC 2.60 .05 23 875 152 227 40 | AMDSC 1.20 .05 292 6120 848 1078 102
(07 Jul 16.00)AMDGQ 2.05 .05 264 634 464 520 95 | AMDSQ 1.65 .00 739 3226 428 2196 71
16.05 Current
(07 Jul 17.50)AMDGW 1.47 .02 1003 8329 345 864 51 | AMDSW 2.50 .00 900 10334 44 6177 11
(07 Jul 19.00)AMDGT 1.00 .00 225 2115 923 1412 92 | AMDST 3.35 -.25 14 764 190 267 64
(07 Jul 20.00)AMDGD .80 .00 357 9250 300 3092 24 | AMDSD 4.30 -.10 107 10368 -446 -772 -192
(07 Jul 22.50)AMDGU .45 -.30 101 32707 274 1252 12 | AMDSU 6.40 -.10 15 6849 -15 2012 -10
(07 Jul 25.00)AMDGE .20 -.10 10 3738 -17 82 0 | AMDSE 8.90 .05 36 552 -224 -248 -199
(07 Jul 27.50)AMDGY .15 -.05 117 2600 0 -779 0 | AMDSY 10.00 .20 30 213 -873 -708 -873
(07 Jul 30.00)AMDGF .13 -.07 50 1787 28 28 0 | AMDSF 12.40 .13 33 20 0 16 0
(07 Jul 35.00)AKDGG .05 -.05 40 1176 0 0 0 | AKDSG 13.82 .62 75 122 122 122 169
(07 Jul 40.00)AKDGH .05 -.05 30 438 0 0 0 | AKDSH 0.00 .00 0 1 0 1 0
(07 Jul 45.00)AKDGI .10 .05 157 487 0 0 0 | AKDSI 23.20 .00 95 0 0 0 0
(07 Jul 50.00)AKDGJ .05 .00 20 176 0 0 0 | AKDSJ 28.20 .00 95 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 11.50 -.10 20 2479 0 33 0 | WVVMA 0.10 .05 1061 43522 510 520 5
(08 Jan 10.00)WVVAB 7.00 -1.40 112 2554 42 42 29 | WVVMB 0.35 .00 70 13636 -917 -974 -32
(08 Jan 12.50)WVVAV 5.10 .20 132 3800 2325 2355 1186 | WVVMV 0.85 .00 81 8813 1592 1697 135
(08 Jan 15.00)WVVAC 3.50 .04 519 6451 -331 8 -116 | WVVMC 1.70 -.05 374 22495 2830 3086 481
16.05 Current
(08 Jan 17.50)WVVAW 2.30 -.05 748 9897 2040 3329 469 | WVVMW 3.00 .00 872 23113 302 3539 91
(08 Jan 20.00)WVVAD 1.60 .05 582 15165 1696 2992 271 | WVVMD 4.68 -.02 246 21324 21 87 10
(08 Jan 22.50)WVVAX 1.00 .00 201 14636 1079 1376 108 | WVVMX 6.65 -.15 1 10267 14 34 9
(08 Jan 25.00)WVVAE .75 .05 217 12266 67 82 5 | WVVME 9.00 .00 36 12455 -2500 -2404 -2250
(08 Jan 27.50)WVVAY .50 -.25 10 11509 2 750 0 | WVVMY 11.30 1.20 2 1397 -225 -202 -254
(08 Jan 30.00)WVVAF .35 .00 33 19361 -153 -201 -5 | WVVMF 13.80 1.43 120 4540 -1022 -5017 -1410
(08 Jan 35.00)WVVAG .20 .05 118 11521 101 194 2 | WVVMG 19.00 1.40 6190 1343 0 -200 0
(08 Jan 40.00)WVVAH .14 -.01 12 7100 20 89 0 | WVVMH 24.00 .10 2660 528 0 0 0
(08 Jan 45.00)WVVAI .05 -.05 40 3105 0 -22 0 | WVVMI 19.53 -.37 20 20 0 20 0
(08 Jan 50.00)WVVAJ .05 -.05 38 5798 552 548 3 | WVVMJ 34.00 .10 284 40 0 0 0
(08 Jan 60.00)WVVAL .05 .05 78 8999 0 75 0 | WVVML 29.60 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .03 -.02 15 1553 0 0 0 | WVVMN 52.20 .00 0 0 -10 0 -52
(08 Jan 80.00)LDYAP .05 -.05 70 1276 0 -20 0 | LDYMP 50.40 .00 1 0 -54 0 -272
(08 Jan 90.00)LDYAR .05 -.10 180 2303 0 -20 0 | LDYMR 65.30 .00 100 30 0 30 0
(08 Jan 100.00LDYAT .05 -.05 85 2209 0 -21 0 | LDYMT 82.10 .10 72 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 11.80 -.10 8 1899 110 105 130 | VVVMA 0.20 -.05 150 9496 702 705 14
(09 Jan 10.00)VVVAB 7.80 -1.30 13 594 1 32 1 | VVVMB 0.70 -.09 210 6497 164 164 11
(09 Jan 12.50)VVVAV 6.04 -1.46 40 915 26 23 16 | VVVMV 1.40 .00 612 7354 608 633 85
(09 Jan 15.00)VVVAC 5.00 .10 250 2647 322 313 161 | VVVMC 2.50 .10 8298 12089 306 -1055 77
16.05 Current
(09 Jan 17.50)VVVAW 3.90 .00 1114 1271 105 167 41 | VVVMW 3.80 .10 1135 2291 -29 571 -11
(09 Jan 20.00)VVVAD 3.00 -.10 274 2798 27 -217 8 | VVVMD 5.30 .03 73 1957 43 74 23
(09 Jan 25.00)VVVAE 1.95 .10 174 3653 275 224 54 | VVVME 9.30 .04 34 2100 50 43 47
(09 Jan 30.00)VVVAF 1.20 .00 23 2963 22 179 3 | VVVMF 13.72 -.28 9 806 -224 -224 -307
(09 Jan 35.00)VVVAG .85 .05 6 5351 66 106 6 | VVVMG 17.00 2.00 13 63 -44 -175 -75
(09 Jan 40.00)VVVAH .50 .03 18 8978 -11 -11 -1 | VVVMH 23.90 1.60 56 7 -2 -6 -5
(09 Jan 45.00)VVVAI .45 -.15 16 805 3 2 0 | VVVMI 24.10 2.60 30 20 20 0 48
(09 Jan 50.00)VVVAJ .35 -.05 1 2341 0 24 0 | VVVMJ 28.30 -.80 20 10 0 10 0
(09 Jan 55.00)VVVAK .25 -.15 40 398 0 0 0 | VVVMK 34.10 2.60 10 10 0 10 0
(09 Jan 60.00)VVVAL .55 -.05 10 464 0 0 0 | VVVML 0.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .10 -.10 10 325 -5 -5 0 | VVVMM 0.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .25 -.04 20 2000 0 0 0 | VVVMN 44.60 .00 0 8 0 8 0
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