Option Price Chain for 2007-01-26
CBOE Date
Almost $2mm increase in 09 Jan 15 Puts
WVVMG, WVVMH Volume 2x higher than Open interest.
another case of anomalously high vols in the money puts from -P exchange.
-Magrathea
Close = 16.22 +0.17
Close = 16.05 1-Day = 2007-01-25
Close = 17.73 5-Day = 2007-01-19
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGU 07 Jul 22.50 32740 33 572 .50
AMDBD 07 Feb 20.00 26968 -44 4049 .05
AMDDU 07 Apr 22.50 23881 -10 -336 .15
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 43522 0 515 .10
AMDPW 07 Apr 17.50 33415 -2765 5730 1.95
AMDND 07 Feb 20.00 33066 -349 -2645 3.78
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDW 07 Apr 17.50 7588 2734 3297 .85 5348
AMDBH 07 Feb 17.00 10410 423 7571 .25 1809
AMDCH 07 Mar 17.00 1801 165 1801 .60 1419
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDNQ 07 Feb 16.00 14507 2744 10239 .40 6084
WVVMG 08 Jan 35.00 1291 -52 -252 18.80 2605
AMDNH 07 Feb 17.00 13708 -1341 3620 .95 1529
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDCP 07 Mar 14.00 185 61 185 2.55 240 55
AMDBO 07 Feb 13.00 5 0 5 3.22 20 15
rrent 0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
WVVMG 08 Jan 35.00 1291 -52 -252 18.80 2605 1314
WVVMH 08 Jan 40.00 513 -15 -15 23.80 1028 515
QZAQE 07 May 25.00 87 0 -1121 9.40 152 65
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDDW 07 Apr 17.50 7588 2734 3297 .85 5348 455
WVVAB 08 Jan 10.00 2514 -40 9 7.10 348 247
WVVAC 08 Jan 15.00 6891 440 584 3.60 641 231
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMG 08 Jan 35.00 1291 -52 -252 18.80 2605 4897
WVVMH 08 Jan 40.00 513 -15 -15 23.80 1028 2447
WVVMJ 08 Jan 50.00 40 0 0 33.80 104 352
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDW 07 Apr 17.50 7588 2734 3297 .85
VVVAW 09 Jan 17.50 2325 1054 1215 4.00 Vol= 274
AMDBQ 07 Feb 16.00 4887 855 4283 .65
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDBT 07 Feb 19.00 12136 -461 2395 .05
AMDDD 07 Apr 20.00 8654 -69 598 .35
AMDBD 07 Feb 20.00 26968 -44 4049 .05
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMC 09 Jan 15.00 20301 8212 8545 2.40 Vol= 36
AMDNQ 07 Feb 16.00 14507 2744 10239 .40
AMDPC 07 Apr 15.00 7434 2475 5426 .65 Vol= 636
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 33415 -2765 5730 1.95
AMDNH 07 Feb 17.00 13708 -1341 3620 .95
QZANX 07 Feb 22.50 1094 -630 -1934 6.80
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDBH 07 Feb 17.00 10410 423 7571 .25
AMDBI 07 Feb 18.00 8995 240 4599 .10
AMDBQ 07 Feb 16.00 4887 855 4283 .65
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDU 07 Apr 22.50 23881 -10 -336 .15
WVVAF 08 Jan 30.00 19348 -13 -211 .40
AMDDF 07 Apr 30.00 7408 0 -203 .00
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDNI 07 Feb 18.00 17557 105 11118 1.80
AMDNQ 07 Feb 16.00 14507 2744 10239 .40
VVVMC 09 Jan 15.00 20301 8212 8545 2.40 Vol= 36
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 4528 -12 -4296 13.70
AMDND 07 Feb 20.00 33066 -349 -2645 3.78
WVVME 08 Jan 25.00 12457 2 -2403 8.90
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
VVVAW 09 Jan 17.50 2325 1054 4.00 $422K Vol= 0
AMDDW 07 Apr 17.50 7588 2734 0.85 $232K Vol= 70
WVVAC 08 Jan 15.00 6891 440 3.60 $158K Vol= 149
Top 3 $ Decrease in Call Open Interest
WVVAB 08 Jan 10.00 2514 -40 7.10 -$28K
QZABV 07 Feb 12.50 205 -40 3.00 -$12K
WVVAX 08 Jan 22.50 14606 -30 1.15 -$3K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMC 09 Jan 15.00 20301 8212 2.40 $1971K Vol= 36
VVVMW 09 Jan 17.50 3448 1157 3.70 $428K Vol= 0
LDYMP 08 Jan 80.00 54 54 63.88 $345K Vol= 3
Top 3 $ Decrease in Put Open Interest
AMDPW 07 Apr 17.50 33415 -2765 1.95 -$539K
QZANX 07 Feb 22.50 1094 -630 6.80 -$428K
AKDSG 07 Jul 35.00 0 -122 18.70 -$228K
Close = 16.22 +0.17
Close = 16.05 1-Day = 2007-01-25
Close = 17.73 5-Day = 2007-01-19
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Feb 7.50) QZABU 8.00 .00 0 94 0 8 0 | QZANU 0.00 .00 0 0 0 0 0
(07 Feb 10.00)QZABB 5.50 .00 0 60 0 18 0 | QZANB 0.00 .00 0 370 0 0 0
(07 Feb 12.50)QZABV 3.00 .00 0 205 -40 100 -12 | QZANV 0.00 .00 0 2255 0 0 0
(07 Feb 13.00)AMDBO 3.22 .12 20 5 0 5 0 | AMDNO 0.00 .00 0 103 0 103 0
(07 Feb 14.00)AMDBP 2.29 .11 10 39 31 39 7 | AMDNP 0.05 -.05 60 574 35 574 0
(07 Feb 15.00)AMDBC 1.40 .16 262 2016 291 1615 41 | AMDNC 0.15 -.03 224 7194 62 1808 1
(07 Feb 15.00)QZABC .95 .05 30 1110 7 136 1 | QZANC 0.25 -.10 23 1811 92 358 2
(07 Feb 16.00)AMDBQ .65 .10 1275 4887 855 4283 56 | AMDNQ 0.40 -.10 6084 14507 2744 10239 110
16.22 Current
(07 Feb 17.00)AMDBH .25 .00 1809 10410 423 7571 11 | AMDNH 0.95 -.15 1529 13708 -1341 3620 -127
(07 Feb 17.50)AMDBW .00 .00 0 0 0 0 0 | AMDNW 0.00 .00 0 0 0 0 0
(07 Feb 17.50)QZABW .05 -.05 15 4209 60 2906 0 | QZANW 2.00 -.05 44 5379 20 996 4
(07 Feb 18.00)AMDBI .10 .00 374 8995 240 4599 2 | AMDNI 1.80 -.20 468 17557 105 11118 19
(07 Feb 19.00)AMDBT .05 .00 704 12136 -461 2395 -2 | AMDNT 2.75 -.05 505 5926 -9 -56 -2
(07 Feb 20.00)AMDBD .05 .00 155 26968 -44 4049 0 | AMDND 3.78 -.22 536 33066 -349 -2645 -132
(07 Feb 20.00)QZABD .00 .00 0 3485 0 959 0 | QZAND 4.30 1.10 0 1687 -412 -1467 -177
(07 Feb 22.50)AMDBU .05 .03 55 7345 0 594 0 | AMDNU 6.30 -.10 129 905 108 -779 68
(07 Feb 22.50)QZABX .00 .00 0 3296 0 -12 0 | QZANX 6.80 -.30 50 1094 -630 -1934 -428
(07 Feb 25.00)AMDBE .00 .00 0 2721 0 -5 0 | AMDNE 8.70 -.17 0 0 -10 -128 -9
(07 Feb 25.00)QZABE .00 .00 0 3543 0 0 0 | QZANE 9.30 .30 0 10 0 -10 0
(07 Feb 27.50)AMDBY .00 .00 0 3432 0 0 0 | AMDNY 11.20 2.00 0 0 -8 0 -9
(07 Feb 30.00)AMDBF .00 .00 0 123 0 0 0 | AMDNF 13.70 .30 0 0 -4 0 -5
(07 Feb 35.00)AKDBG .00 .00 0 0 0 0 0 | AKDNG 18.70 .10 0 1 0 0 0
(07 Feb 40.00)AKDBH .00 .00 0 0 0 0 0 | AKDNH 23.70 .00 0 0 0 0 0
(07 Feb 45.00)AKDBI .00 .00 0 0 0 0 0 | AKDNI 28.70 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 13.00)AMDCO 3.30 .00 0 19 0 19 0 | AMDOO 0.05 .00 0 15 15 15 0
(07 Mar 14.00)AMDCP 2.55 .20 240 185 61 185 16 | AMDOP 0.15 -.03 21 273 138 273 2
(07 Mar 15.00)AMDCC 1.70 .10 152 671 47 671 8 | AMDOC 0.35 -.05 141 903 51 903 2
(07 Mar 16.00)AMDCQ 1.05 .10 294 1229 502 1229 53 | AMDOQ 0.70 -.15 1478 2178 154 2178 11
16.22 Current
(07 Mar 17.00)AMDCH .60 .00 1419 1801 165 1801 10 | AMDOH 1.25 -.15 95 2725 -25 2725 -3
(07 Mar 18.00)AMDCI .35 .00 212 2552 74 2552 3 | AMDOI 2.05 -.15 27 2614 20 2614 4
(07 Mar 19.00)AMDCT .15 -.05 20 1519 12 1519 0 | AMDOT 2.90 -.10 31 220 20 220 6
(07 Mar 20.00)AMDCD .05 .00 0 924 -10 924 0 | AMDOD 3.83 .07 14 103 0 103 0
(07 Mar 22.50)AMDCU .00 .00 0 806 804 806 0 | AMDOU 6.20 .00 0 0 0 0 0
(07 Mar 25.00)AMDCE .00 .00 0 1 0 1 0 | AMDOE 8.70 .00 0 0 0 0 0
(07 Mar 35.00)AKDCG .00 .00 0 0 0 0 0 | AKDOG 18.70 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 4.09 .09 300 446 0 -16 0 | AMDPS 0.15 .05 0 618 7 135 0
(07 Apr 15.00)AMDDC 2.05 .05 333 817 17 207 3 | AMDPC 0.65 -.10 636 7434 2475 5426 161
(07 Apr 16.00)AMDDQ 1.55 .20 589 2190 713 1002 111 | AMDPQ 1.05 -.15 360 7305 731 1382 77
16.22 Current
(07 Apr 17.50)AMDDW .85 .05 5348 7588 2734 3297 232 | AMDPW 1.95 -.15 70 33415 -2765 5730 -539
(07 Apr 19.00)AMDDT .50 .00 50 10726 558 3431 28 | AMDPT 3.10 -.10 469 4176 -11 132 -3
(07 Apr 20.00)AMDDD .35 .04 428 8654 -69 598 -2 | AMDPD 4.00 -.08 99 30005 -211 -1259 -84
(07 Apr 22.50)AMDDU .15 .05 266 23881 -10 -336 0 | AMDPU 6.20 -.20 20 11243 -260 -1001 -161
(07 Apr 25.00)AMDDE .05 -.05 42 16128 -13 228 0 | AMDPE 8.80 -.10 20 2131 0 -1706 0
(07 Apr 27.50)AMDDY .05 .00 27 13171 -12 -195 0 | AMDPY 11.20 .20 0 199 -1 -172 -1
(07 Apr 30.00)AMDDF .00 .00 0 7408 0 -203 0 | AMDPF 13.70 .29 0 14 0 -14 0
(07 Apr 32.50)AKDDZ .00 .00 0 2100 0 0 0 | AKDPZ 16.20 -.35 0 0 -130 0 -211
(07 Apr 35.00)AKDDG .05 .04 10 2377 0 3 0 | AKDPG 18.70 1.95 0 25 0 -6 0
(07 Apr 37.50)AKDDU .00 .00 0 412 0 0 0 | AKDPU 21.20 -.90 0 10 0 10 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 23.70 4.90 0 0 -2 -2 -5
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 26.20 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 28.70 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 15.00)QZAEC 1.95 .15 32 483 10 231 2 | QZAQC 1.05 -.15 20 727 145 413 15
16.22 Current
(07 May 17.50)QZAEW .90 .10 25 1514 34 449 3 | QZAQW 2.50 .75 10 1595 0 172 0
(07 May 20.00)QZAED .40 .05 60 1181 40 245 2 | QZAQD 4.50 -.10 20 2593 280 510 126
(07 May 22.50)QZAEX .10 .00 0 2495 0 8 0 | QZAQX 6.80 .00 0 947 0 -10 0
(07 May 25.00)QZAEE .05 .00 0 2221 0 -11 0 | QZAQE 9.40 -.10 152 87 0 -1121 0
(07 May 30.00)QZAEF .00 .00 0 658 0 -20 0 | QZAQF 14.30 .00 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 430 0 0 0 | QZAQG 19.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 12.50)AMDGS 4.50 .26 54 772 0 153 0 | AMDSS 0.40 -.05 4 1112 35 653 1
(07 Jul 14.00)AMDGP 3.30 .00 0 72 0 72 0 | AMDSP 0.85 .05 5 981 606 981 52
(07 Jul 15.00)AMDGC 2.73 .13 31 869 -6 220 -2 | AMDSC 1.10 -.10 164 6323 203 1267 22
(07 Jul 16.00)AMDGQ 2.15 .10 34 784 150 667 32 | AMDSQ 1.60 -.05 173 3696 470 997 75
16.22 Current
(07 Jul 17.50)AMDGW 1.55 .08 194 9131 802 1536 124 | AMDSW 2.50 .00 35 10658 324 1401 81
(07 Jul 19.00)AMDGT 1.10 .10 85 2271 156 1332 17 | AMDST 3.60 .30 132 760 -4 247 -1
(07 Jul 20.00)AMDGD .85 .05 105 9334 84 953 7 | AMDSD 4.23 -.07 529 10424 56 -715 24
(07 Jul 22.50)AMDGU .50 .05 46 32740 33 572 2 | AMDSU 6.30 -.10 1 6840 -9 410 -6
(07 Jul 25.00)AMDGE .28 .08 105 3738 0 106 0 | AMDSE 8.70 .05 0 588 36 -204 31
(07 Jul 27.50)AMDGY .20 .05 1 2594 -6 40 0 | AMDSY 11.20 .20 0 212 -1 -709 -1
(07 Jul 30.00)AMDGF .05 .00 0 1787 0 28 0 | AMDSF 13.70 .13 0 0 -20 -15 -27
(07 Jul 35.00)AKDGG .00 .00 0 1202 26 26 0 | AKDSG 18.70 .62 0 0 -122 0 -228
(07 Jul 40.00)AKDGH .00 .00 0 438 0 0 0 | AKDSH 23.70 .00 0 1 0 1 0
(07 Jul 45.00)AKDGI .00 .00 0 487 0 0 0 | AKDSI 28.70 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 33.70 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 11.50 .00 0 2484 5 38 6 | WVVMA 0.10 .05 40 43522 0 515 0
(08 Jan 10.00)WVVAB 7.10 .10 348 2514 -40 9 -28 | WVVMB 0.40 .00 321 13544 -92 -1066 -4
(08 Jan 12.50)WVVAV 5.20 .10 161 3879 79 2433 41 | WVVMV 0.85 .00 22 8883 70 1767 6
(08 Jan 15.00)WVVAC 3.60 .10 641 6891 440 584 158 | WVVMC 1.75 .05 149 22780 285 3061 50
16.22 Current
(08 Jan 17.50)WVVAW 2.50 .20 273 10354 457 3801 114 | WVVMW 3.00 .00 297 23656 543 2050 163
(08 Jan 20.00)WVVAD 1.65 .05 221 15383 218 2747 36 | WVVMD 4.60 -.08 1 21405 81 199 37
(08 Jan 22.50)WVVAX 1.15 .15 125 14606 -30 1242 -3 | WVVMX 6.60 -.05 14 10266 -1 31 -1
(08 Jan 25.00)WVVAE .80 .05 1128 12337 71 43 6 | WVVME 8.90 -.10 10 12457 2 -2403 2
(08 Jan 27.50)WVVAY .55 .05 115 11509 0 731 0 | WVVMY 11.20 1.20 0 1323 -74 -300 -83
(08 Jan 30.00)WVVAF .40 .05 23 19348 -13 -211 -1 | WVVMF 13.70 -.10 17 4528 -12 -4296 -16
(08 Jan 35.00)WVVAG .25 .05 102 11552 31 229 1 | WVVMG 18.80 -.20 2605 1291 -52 -252 -98
(08 Jan 40.00)WVVAH .10 .00 0 7099 -1 88 0 | WVVMH 23.80 -.20 1028 513 -15 -15 -36
(08 Jan 45.00)WVVAI .05 .00 0 3067 -38 -63 0 | WVVMI 28.70 -.37 0 20 0 20 0
(08 Jan 50.00)WVVAJ .10 .05 10 5858 60 608 1 | WVVMJ 33.80 -.20 104 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 8999 0 0 0 | WVVML 43.70 .00 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1553 0 0 0 | WVVMN 53.70 .00 0 10 10 10 54
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 -20 0 | LDYMP 63.88 13.48 3 54 54 54 345
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 -20 0 | LDYMR 73.88 .00 5 30 0 30 0
(08 Jan 100.00LDYAT .00 .00 0 2209 0 -21 0 | LDYMT 83.88 1.70 3 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 11.80 .00 0 1907 8 113 9 | VVVMA 0.20 -.05 71 9566 70 775 1
(09 Jan 10.00)VVVAB 7.99 .19 15 594 0 32 0 | VVVMB 0.75 .05 16 6601 104 268 8
(09 Jan 12.50)VVVAV 6.30 .00 0 915 0 26 0 | VVVMV 1.40 .00 2 7941 587 1220 82
(09 Jan 15.00)VVVAC 5.08 .08 16 2816 169 482 86 | VVVMC 2.40 -.10 36 20301 8212 8545 1971
16.22 Current
(09 Jan 17.50)VVVAW 4.00 .10 274 2325 1054 1215 422 | VVVMW 3.70 .10 0 3448 1157 1628 428
(09 Jan 20.00)VVVAD 3.00 .00 214 2840 42 -150 13 | VVVMD 5.40 .10 118 2016 59 133 32
(09 Jan 25.00)VVVAE 1.90 -.05 85 3770 117 405 22 | VVVME 9.10 .04 0 2130 30 73 27
(09 Jan 30.00)VVVAF 1.30 .10 19 2966 3 182 0 | VVVMF 13.70 -.28 0 806 0 -224 0
(09 Jan 35.00)VVVAG .85 .00 12 5356 5 119 0 | VVVMG 18.70 2.00 0 63 0 -175 0
(09 Jan 40.00)VVVAH .50 .00 0 8991 13 2 1 | VVVMH 23.80 1.60 2 7 0 -6 0
(09 Jan 45.00)VVVAI .35 .00 0 805 0 2 0 | VVVMI 28.70 2.60 0 0 -20 -20 -57
(09 Jan 50.00)VVVAJ .20 .00 0 2341 0 24 0 | VVVMJ 33.70 -.80 0 10 0 10 0
(09 Jan 55.00)VVVAK .30 .05 10 418 20 20 1 | VVVMK 38.70 2.60 0 10 0 10 0
(09 Jan 60.00)VVVAL .15 .00 0 464 0 0 0 | VVVML 43.70 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .05 .00 0 325 0 -5 0 | VVVMM 48.70 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .05 .00 0 2000 0 0 0 | VVVMN 53.70 .00 0 8 0 8 0
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