Option Price Chain for 2007-03-15
with comparisons to two weeks and six weeks ago
I've been a bad boy in not keeping up with this. Been busy.
I don't see unusual changes in open interest.
the "1-Day" view is a two week comparison.
and the NET change in in open interests in the past two weeks is not particularly remarkable compared to real 1-day changes a few months ago.
09Jan 10 Puts have an increase in open interest of 11,000, but that is only just over $1million at current prices.
<edit> OK, the 68K open interest in $5 08Jan puts is high, but it has grown by only 20K in the past six weeks and at a price of 0.07 it is peanuts to the writers.
There are 51K of the 08Jan 15 Puts, but only 6K in the past six weeks.
OTOH: 28K in the 07Apr 15 Puts, with 2/3 of them in the past six weeks. More Net activity over the short term. Which runs counter to the hypothesis.</edit>
Here is the data. Maybe someone can spot a smoking gun.
Data From CBOE Download
Close = 13.93 -0.25 2007-03-15
Close = 14.18 1D = 2007-03-03 (two weeks ago)
Close = 15.69 5D = 2007-02-02 (six weeks ago)
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
WVVAD 08 Jan 20.00 34535 3089 14396 .76 Vol= 120
AMDDC 07 Apr 15.00 33909 3770 32622 .38 Vol= 2457
AMDGU 07 Jul 22.50 32309 361 -128 .10 Vol= 179
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 68056 7692 20206 .07 Vol= 2010
WVVMC 08 Jan 15.00 51190 577 6338 2.42 Vol= 105
AMDPC 07 Apr 15.00 28185 1045 19899 1.34 Vol= 980
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDCP 07 Mar 14.00 9436 3246 8643 .09 4276
VVVAF 09 Jan 30.00 5199 1017 2167 .60 3179
AMDJI 06 Oct 18.00 366 141 366 .76 2548
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
WVVMF 08 Jan 30.00 3252 -1000 -1028 16.00 14508
AMDVO 06 Oct 13.00 2612 2054 2612 1.22 5465
AMDPE 07 Apr 25.00 1271 -125 -414 11.05 5084
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDJI 06 Oct 18.00 366 141 366 .76 2548 2182
AMDGB 07 Jul 10.00 15 0 15 4.40 42 27
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
WVVMF 08 Jan 30.00 3252 -1000 -1028 16.00 14508 11256
AMDPE 07 Apr 25.00 1271 -125 -414 11.05 5084 3813
AMDPU 07 Apr 22.50 268 -5109 -7815 8.53 4004 3736
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDJI 06 Oct 18.00 366 141 366 .76 2548 194
VVVAF 09 Jan 30.00 5199 1017 2167 .60 3179 191
VVVAE 09 Jan 25.00 8312 89 4329 1.05 1618 170
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3252 -1000 -1028 16.00 14508 23213
AMDPE 07 Apr 25.00 1271 -125 -414 11.05 5084 5618
WVVMG 08 Jan 35.00 505 0 -35 21.00 2414 5069
Top 3 1D(Two Week) Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 25125 9706 15498 2.00 Vol= 131
AMDGC 07 Jul 15.00 15408 6131 13972 1.08 Vol= 550
AMDGQ 07 Jul 16.00 11339 6065 7861 .81 Vol= 271
Top 3 1D(Two Week) Decrease in Call Open Interest Contracts
AMDCQ 07 Mar 16.00 19008 -1710 13719 .01
AMDGW 07 Jul 17.50 13517 -634 2836 .45
AMDCH 07 Mar 17.00 16120 -372 12287 .00
Top 3 1D(Two Week) Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 25312 11319 17855 .95 Vol= 0
AMDPP 07 Apr 14.00 20629 10446 19874 .74 Vol= 1371
WVVMA 08 Jan 5.00 68056 7692 20206 .07 Vol= 2010
Top 3 1D(Two Week) Decrease in Put Open Interest Contracts
AMDPU 07 Apr 22.50 268 -5109 -7815 8.53
WVVME 08 Jan 25.00 4784 -4926 -7712 10.98
AMDPW 07 Apr 17.50 23055 -3505 -2040 3.45
Top 3 5D(Six week) Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 33909 3770 32622 .38 Vol= 2457
AMDCC 07 Mar 15.00 28750 2205 27059 .01 Vol= 424
AMDDP 07 Apr 14.00 17969 4703 17831 .75 Vol= 487
Top 3 5D(Six week) Decrease in Call Open Interest Contracts
WVVAY 08 Jan 27.50 10119 -72 -1321 .20
AMDDY 07 Apr 27.50 12993 0 -167 .00
AMDGU 07 Jul 22.50 32309 361 -128 .10 Vol= 179
Top 3 5D(Six week) Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 68056 7692 20206 .07 Vol= 2010
AMDPC 07 Apr 15.00 28185 1045 19899 1.34 Vol= 980
AMDPP 07 Apr 14.00 20629 10446 19874 .74 Vol= 1371
Top 3 5D(Six week) Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 18936 -2622 -9697 5.90
AMDPU 07 Apr 22.50 268 -5109 -7815 8.53
WVVME 08 Jan 25.00 4784 -4926 -7712 10.98
Top 3 $ Increase in Call Open Interest - 1D(two weeks)
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 25125 9706 2.00 $1941K Vol= 105
AMDGC 07 Jul 15.00 15408 6131 1.08 $662K Vol= 613
VVVAV 09 Jan 12.50 2747 1254 4.35 $545K Vol= 0
Top 3 $ Decrease in Call Open Interest
AMDGW 07 Jul 17.50 13517 -634 0.45 -$29K
VVVAB 09 Jan 10.00 1141 -6 5.70 -$3K
AMDGT 07 Jul 19.00 4983 -82 0.27 -$2K
Top 3 $ Increase in Put Open Interest - 1D(two weeks)
OpInt, CChg1D, Last, Change in $K
VVVMB 09 Jan 10.00 25312 11319 0.95 $1075K Vol= 0
AMDPP 07 Apr 14.00 20629 10446 0.74 $773K Vol= 1371
AMDVN 06 Oct 12.00 6537 5668 0.85 $482K Vol= 67
Top 3 $ Decrease in Put Open Interest
WVVME 08 Jan 25.00 4784 -4926 10.98 -$5409K
AMDPU 07 Apr 22.50 268 -5109 8.53 -$4358K
WVVMF 08 Jan 30.00 3252 -1000 16.00 -$1600K
Close = 13.93 -0.25
Close = 14.18 1-Day = 2007-03-03 (two weeks)
Close = 15.69 5-Day = 2007-02-02 (six weeks)
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Mar 12.00)AMDCN 2.10 .29 4 1046 152 1046 32 | AMDON 0.00 .02 0 659 509 659 0
(07 Mar 13.00)AMDCO .98 -.17 163 3039 641 2941 63 | AMDOO 0.01 .00 9 7922 4234 7842 4
13.93 Current
(07 Mar 14.00)AMDCP .09 -.18 4276 9436 3246 8643 29 | AMDOP 0.14 .01 1754 12360 3459 11817 48
(07 Mar 15.00)AMDCC .01 .00 424 28750 2205 27059 2 | AMDOC 1.04 .18 653 16847 128 14524 13
(07 Mar 16.00)AMDCQ .01 -.01 107 19008 -1710 13719 -2 | AMDOQ 2.04 .16 206 2992 -3056 -1235 -623
(07 Mar 17.00)AMDCH .00 .00 0 16120 -372 12287 0 | AMDOH 3.04 -.16 29 976 -2106 -1713 -640
(07 Mar 18.00)AMDCI .00 .00 0 5092 -53 434 0 | AMDOI 4.00 .10 0 251 -2580 -2391 -1032
(07 Mar 19.00)AMDCT .01 -.02 27 2550 0 870 0 | AMDOT 5.00 .25 0 66 66 -155 33
(07 Mar 20.00)AMDCD .00 .00 0 1460 -2 496 0 | AMDOD 6.00 .30 0 4 0 -106 0
(07 Mar 22.50)AMDCU .00 .00 0 1127 0 271 0 | AMDOU 8.50 .00 0 0 0 0 0
(07 Mar 25.00)AMDCE .00 .00 0 221 0 220 0 | AMDOE 11.00 .00 0 0 0 0 0
(07 Mar 35.00)AKDCG .00 .00 0 0 0 0 0 | AKDOG 21.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 1.70 -.17 56 2516 950 1818 162 | AMDPS 0.20 .00 622 5061 1416 3823 28
13.93 Current
(07 Apr 14.00)AMDDP .75 -.13 487 17969 4703 17831 353 | AMDPP 0.74 .09 1371 20629 10446 19874 773
(07 Apr 15.00)AMDDC .38 -.09 2457 33909 3770 32622 143 | AMDPC 1.34 .07 980 28185 1045 19899 140
(07 Apr 16.00)AMDDQ .20 -.03 131 21945 720 16551 14 | AMDPQ 2.14 .13 196 10935 -500 -206 -107
(07 Apr 17.50)AMDDW .08 -.03 30 18005 2349 4972 19 | AMDPW 3.45 -.25 30 23055 -3505 -2040 -1209
(07 Apr 19.00)AMDDT .05 .00 1 9917 389 697 2 | AMDPT 5.05 -.25 11 3438 -764 -661 -386
(07 Apr 20.00)AMDDD .04 .01 20 9514 344 906 1 | AMDPD 5.90 -.20 51 18936 -2622 -9697 -1547
(07 Apr 22.50)AMDDU .01 .00 0 25672 148 2359 0 | AMDPU 8.53 .13 4004 268 -5109 -7815 -4358
(07 Apr 25.00)AMDDE .00 .00 0 17429 194 1041 0 | AMDPE 11.05 -.05 5084 1271 -125 -414 -138
(07 Apr 27.50)AMDDY .00 .00 0 12993 0 -167 0 | AMDPY 13.50 -.35 0 5 0 -194 0
(07 Apr 30.00)AMDDF .00 .00 0 7369 0 -36 0 | AMDPF 16.00 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2121 0 21 0 | AKDPZ 18.50 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 58 0 | AKDPG 21.00 2.85 0 10 10 10 21
(07 Apr 37.50)AKDDU .00 .00 0 410 0 -2 0 | AKDPU 23.50 -.90 0 10 10 0 24
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.00 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 28.50 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.00 .00 0 0 0 0 0
13.93 Current
(07 May 15.00)QZAEC .47 -.02 91 3983 1194 3434 56 | QZAQC 1.90 -.10 56 2632 214 1672 41
(07 May 17.50)QZAEW .13 .00 0 4654 51 1688 1 | QZAQW 4.00 -.20 10 2302 -4 555 -2
(07 May 20.00)QZAED .05 .00 0 2072 40 881 0 | QZAQD 6.55 .35 0 1738 -705 -790 -462
(07 May 22.50)QZAEX .03 .00 0 2910 279 426 1 | QZAQX 9.05 -.10 0 700 -214 -185 -194
(07 May 25.00)QZAEE .02 .00 0 2107 -130 -100 0 | QZAQE 11.55 -.40 0 8 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 300 0 | QZAQF 16.55 -.15 163 19 19 19 31
(07 May 35.00)QZAEG .00 .00 0 609 0 179 0 | QZAQG 21.55 -.10 130 87 87 87 187
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.40 .05 42 15 0 15 0 | AMDSB 0.17 .01 0 199 0 199 0
(07 Jul 12.50)AMDGS 2.37 -.13 154 1899 637 1028 151 | AMDSS 0.69 -.02 190 5968 1066 4489 74
13.93 Current
(07 Jul 14.00)AMDGP 1.51 -.12 239 3542 2841 3451 429 | AMDSP 1.33 .10 2155 9910 3277 8466 436
(07 Jul 15.00)AMDGC 1.08 -.12 550 15408 6131 13972 662 | AMDSC 1.90 .10 613 22087 1116 12016 212
(07 Jul 16.00)AMDGQ .81 -.04 271 11339 6065 7861 491 | AMDSQ 2.54 .09 29 6250 25 438 6
(07 Jul 17.50)AMDGW .45 -.05 119 13517 -634 2836 -29 | AMDSW 3.80 -.20 16 11497 -538 611 -204
(07 Jul 19.00)AMDGT .27 .02 218 4983 -82 1670 -2 | AMDST 4.90 -.15 3 1178 47 275 23
(07 Jul 20.00)AMDGD .20 .00 7 13893 997 4088 20 | AMDSD 6.05 -.25 1270 11523 -176 568 -106
(07 Jul 22.50)AMDGU .10 .00 179 32309 361 -128 4 | AMDSU 8.50 .10 404 126 -808 -6687 -687
(07 Jul 25.00)AMDGE .03 .00 0 5056 45 1406 0 | AMDSE 11.00 .35 0 32 0 -308 0
(07 Jul 27.50)AMDGY .01 .00 0 3003 98 368 0 | AMDSY 13.50 -.25 0 9 9 -9 12
(07 Jul 30.00)AMDGF .01 .00 0 2094 122 308 0 | AMDSF 16.00 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 120 0 | AKDSG 21.00 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 485 0 47 0 | AKDSH 26.00 .00 0 1 1 0 3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 70 0 | AKDSI 31.00 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(06 Oct 11.00)AMDJM 3.80 .00 0 100 1 100 0 | AMDVM 0.56 .04 200 681 514 681 29
(06 Oct 12.00)AMDJN 3.10 .00 0 353 170 353 53 | AMDVN 0.85 -.01 67 6537 5668 6537 482
(06 Oct 13.00)AMDJO 2.53 .00 0 200 147 200 37 | AMDVO 1.22 .04 5465 2612 2054 2612 251
13.93 Current
(06 Oct 14.00)AMDJP 2.06 .16 8 3491 2641 3491 544 | AMDVP 1.69 -.05 15 5865 1489 5865 252
(06 Oct 15.00)AMDJC 1.62 -.04 21 994 850 994 138 | AMDVC 2.24 .02 72 539 110 539 25
(06 Oct 16.00)AMDJQ 1.26 .00 0 512 49 512 6 | AMDVQ 2.83 -.17 11 287 199 287 56
(06 Oct 17.00)AMDJH 1.00 .03 20 2328 2169 2328 217 | AMDVH 3.60 -.05 0 104 59 104 21
(06 Oct 18.00)AMDJI .76 .05 2548 366 141 366 11 | AMDVI 4.45 .10 16 321 36 321 16
(06 Oct 20.00)AMDJD .45 .00 0 1402 193 1402 9 | AMDVD 6.20 .15 29 199 83 199 51
(06 Oct 22.50)AMDJU .25 -.02 6 267 26 267 1 | AMDVU 8.50 .05 0 256 227 256 193
(06 Oct 25.00)AMDJE .16 .00 50 500 160 500 3 | AMDVE 11.00 .00 0 0 0 0 0
(06 Oct 30.00)AMDJF .07 .00 261 271 251 271 2 | AMDVF 16.00 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 9.15 .00 0 3032 255 491 233 | WVVMA 0.07 -.02 2010 68056 7692 20206 54
(08 Jan 10.00)WVVAB 4.95 -.10 9 3457 403 503 199 | WVVMB 0.51 .00 78 20895 513 7249 26
(08 Jan 12.50)WVVAV 3.25 .15 52 8537 284 1201 92 | WVVMV 1.27 .02 57 23558 3613 10340 459
13.93 Current
(08 Jan 15.00)WVVAC 2.00 -.10 131 25125 9706 15498 1941 | WVVMC 2.42 -.06 105 51190 577 6338 140
(08 Jan 17.50)WVVAW 1.23 -.03 120 17539 363 5984 45 | WVVMW 4.20 -.05 15 24992 20 529 8
(08 Jan 20.00)WVVAD .76 -.07 120 34535 3089 14396 235 | WVVMD 6.30 -.20 1281 19676 141 311 89
(08 Jan 22.50)WVVAX .50 -.02 4 20906 342 6302 17 | WVVMX 8.45 .05 9 10739 177 494 150
(08 Jan 25.00)WVVAE .30 -.02 62 14938 217 2821 7 | WVVME 10.98 -.28 10 4784 -4926 -7712 -5409
(08 Jan 27.50)WVVAY .20 .00 0 10119 -72 -1321 -1 | WVVMY 13.50 1.25 0 50 -153 -258 -207
(08 Jan 30.00)WVVAF .15 .00 115 21299 15 1981 0 | WVVMF 16.00 .10 14508 3252 -1000 -1028 -1600
(08 Jan 35.00)WVVAG .07 .00 0 11640 -58 52 0 | WVVMG 21.00 .10 2414 505 0 -35 0
(08 Jan 40.00)WVVAH .05 .00 0 7447 -25 348 0 | WVVMH 26.00 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .03 .00 361 3013 0 -54 0 | WVVMI 31.00 -.37 0 20 20 0 62
(08 Jan 50.00)WVVAJ .02 .00 0 6314 66 462 0 | WVVMJ 36.00 .35 0 40 0 0 0
(08 Jan 60.00)WVVAL .01 .00 50 9351 -5 352 0 | WVVML 46.00 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1542 0 4 0 | WVVMN 56.00 .00 0 10 10 0 56
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 66.00 .07 0 3 3 3 20
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.00 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 102 0 | LDYMT 86.00 -.30 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.45 .00 0 2437 446 529 421 | VVVMA 0.14 -.03 0 10849 263 418 4
(09 Jan 10.00)VVVAB 5.70 .00 0 1141 -6 506 -3 | VVVMB 0.95 .00 0 25312 11319 17855 1075
(09 Jan 12.50)VVVAV 4.35 .05 21 2747 1254 1777 545 | VVVMV 1.81 -.01 0 9877 1074 1773 194
13.93 Current
(09 Jan 15.00)VVVAC 3.20 -.20 7 6230 434 3049 139 | VVVMC 3.10 .12 0 23379 329 2650 102
(09 Jan 17.50)VVVAW 2.45 -.10 30 5302 1515 2237 371 | VVVMW 4.80 .20 10 4185 1 326 0
(09 Jan 20.00)VVVAD 1.87 .06 25 4952 381 2020 71 | VVVMD 6.60 .10 4 2543 25 396 17
(09 Jan 25.00)VVVAE 1.05 -.12 1618 8312 89 4329 9 | VVVME 11.10 .15 19 2156 12 -6 13
(09 Jan 30.00)VVVAF .60 -.10 3179 5199 1017 2167 61 | VVVMF 16.00 .94 0 61 -628 -701 -1005
(09 Jan 35.00)VVVAG .45 -.02 38 6378 55 542 2 | VVVMG 21.00 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .25 .00 0 9281 24 281 1 | VVVMH 26.00 .30 0 5 0 0 0
(09 Jan 45.00)VVVAI .24 -.02 38 823 0 58 0 | VVVMI 31.00 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .16 -.04 10 2362 -30 8 0 | VVVMJ 36.00 -.80 0 10 10 0 36
(09 Jan 55.00)VVVAK .07 .00 0 544 0 100 0 | VVVMK 41.00 2.60 0 10 10 0 41
(09 Jan 60.00)VVVAL .10 -.05 10 503 0 39 0 | VVVML 46.00 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .06 .00 0 382 0 57 0 | VVVMM 51.00 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .03 .00 0 1988 -4 -12 0 | VVVMN 56.00 .00 0 8 8 0 45
-Magrathea
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