Option Price Chain for 2007-03-20
with comparisons to 3/19 and 2 weeks ago 3/01
1st day of May AMD options.
There was some large "excess volume" in the 08 Jan 25 and 30 Puts.
Volume (29K for both) was several times the open interest and deep in the money.
On a Vol*Price basis, >$70 MM in these two Put Options alone.
07 Apr 20 not far behind them in volume.
CBOE shows both the -P and -X exchanges involved, about 60% -P.
IF the volume numbers are not a glitch, this a a major move.
-Magrathea
Close = 13.41 -0.31
Close = 13.72 1-Day = 2007-03-19
Close = 14.79 5-Day = 2007-03-01
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 41818 5690 15970 .19 Vol= 4069
AMDGU 07 Jul 22.50 32224 50 386 .06
WVVAD 08 Jan 20.00 32126 -2330 879 .61
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 70619 200 10358 .07
WVVMC 08 Jan 15.00 51936 18 1752 2.70
AMDPC 07 Apr 15.00 28472 -10 3994 1.69
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDP 07 Apr 14.00 20385 1571 10411 .40 4462
AMDDC 07 Apr 15.00 41818 5690 15970 .19 4069
AMDGU 07 Jul 22.50 32224 50 386 .06 2537
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
WVVME 08 Jan 25.00 4791 0 -4919 11.55 29590
WVVMF 08 Jan 30.00 3252 0 -1000 16.55 29016
AMDPD 07 Apr 20.00 12571 -6283 -9165 6.55 25142
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDEN 07 May 12.00 60 60 60 1.81 249 189
AMDEO 07 May 13.00 116 116 116 1.17 180 64
AMDED 07 May 20.00 22 22 22 .04 75 53
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
WVVMF 08 Jan 30.00 3252 0 -1000 16.55 29016 25764
WVVME 08 Jan 25.00 4791 0 -4919 11.55 29590 24799
AMDPD 07 Apr 20.00 12571 -6283 -9165 6.55 25142 12571
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDDP 07 Apr 14.00 20385 1571 10411 .40 4462 178
WVVAB 08 Jan 10.00 3727 266 683 4.40 255 112
WVVAC 08 Jan 15.00 25709 292 11202 1.65 657 108
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3252 0 -1000 16.55 29016 48021
WVVME 08 Jan 25.00 4791 0 -4919 11.55 29590 34176
AMDPD 07 Apr 20.00 12571 -6283 -9165 6.55 25142 16468
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 41818 5690 15970 .19 Vol= 4069
WVVAX 08 Jan 22.50 22909 2183 2385 .39 Vol= 1652
AMDDP 07 Apr 14.00 20385 1571 10411 .40
Top 3 1-Day Decrease in Call Open Interest Contracts
WVVAD 08 Jan 20.00 32126 -2330 879 .61
AMDGD 07 Jul 20.00 13053 -782 146 .12
AMDGT 07 Jul 19.00 4909 -17 -68 .14
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQN 07 May 12.00 1135 1135 1135 .30
AMDPP 07 Apr 14.00 22261 653 13150 .95
AMDQP 07 May 14.00 474 474 474 1.17 Vol= 445
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 12571 -6283 -9165 6.55
AMDPT 07 Apr 19.00 1737 -1355 -2476 5.50
AMDPW 07 Apr 17.50 21671 -1302 -4902 4.05
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 41818 5690 15970 .19 Vol= 4069
WVVAC 08 Jan 15.00 25709 292 11202 1.65
AMDDP 07 Apr 14.00 20385 1571 10411 .40
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDGW 07 Jul 17.50 13711 189 -431 .29
QZAEE 07 May 25.00 2107 0 -130 .01
WVVAY 08 Jan 27.50 10119 0 -72 .15
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPP 07 Apr 14.00 22261 653 13150 .95
VVVMB 09 Jan 10.00 25300 7 11307 1.05
WVVMA 08 Jan 5.00 70619 200 10358 .07
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 12571 -6283 -9165 6.55
AMDPU 07 Apr 22.50 268 0 -5109 9.05
WVVME 08 Jan 25.00 4791 0 -4919 11.55
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAB 08 Jan 10.00 3727 266 4.40 $117K Vol= 249
AMDDC 07 Apr 15.00 41818 5690 0.19 $108K Vol= 1015
WVVAX 08 Jan 22.50 22909 2183 0.39 $85K Vol= 18
Top 3 $ Decrease in Call Open Interest
WVVAD 08 Jan 20.00 32126 -2330 0.61 -$142K
AMDGD 07 Jul 20.00 13053 -782 0.12 -$9K
VVVAA 09 Jan 5.00 2432 -5 9.10 -$5K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
QZAQG 07 May 35.00 87 87 22.05 $192K Vol= 0
WVVMI 08 Jan 45.00 20 20 31.50 $63K Vol= 0
AMDPP 07 Apr 14.00 22261 653 0.95 $62K
Top 3 $ Decrease in Put Open Interest
AMDPD 07 Apr 20.00 12571 -6283 6.55 -$4115K
AMDPT 07 Apr 19.00 1737 -1355 5.50 -$745K
WVVMX 08 Jan 22.50 10123 -616 8.90 -$548K
Close = 13.41 -0.31
Close = 13.72 1-Day = 2007-03-19
Close = 14.79 5-Day = 2007-03-01
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 1.22 -.26 284 2629 12 1188 1 | AMDPS 0.26 .06 1067 5982 91 2636 2
13.41 Current
(07 Apr 14.00)AMDDP .40 -.16 4462 20385 1571 10411 63 | AMDPP 0.95 .15 1090 22261 653 13150 62
(07 Apr 15.00)AMDDC .19 -.08 4069 41818 5690 15970 108 | AMDPC 1.69 .18 1015 28472 -10 3994 -2
(07 Apr 16.00)AMDDQ .10 -.02 1047 22319 328 1179 3 | AMDPQ 2.57 .20 89 11276 -158 -150 -41
(07 Apr 17.50)AMDDW .06 .01 591 17803 0 2274 0 | AMDPW 4.05 .20 448 21671 -1302 -4902 -527
(07 Apr 19.00)AMDDT .02 .00 0 9772 -10 244 0 | AMDPT 5.50 .25 0 1737 -1355 -2476 -745
(07 Apr 20.00)AMDDD .01 .00 0 9566 -1 398 0 | AMDPD 6.55 .35 25142 12571 -6283 -9165 -4115
(07 Apr 22.50)AMDDU .02 .00 10 25692 0 168 0 | AMDPU 9.05 .52 2040 268 0 -5109 0
(07 Apr 25.00)AMDDE .00 .00 0 17428 -1 192 0 | AMDPE 11.55 .50 8550 1271 0 -125 0
(07 Apr 27.50)AMDDY .00 .00 0 12993 0 0 0 | AMDPY 14.00 -.35 0 5 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7369 0 0 0 | AMDPF 16.50 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2123 2 2 0 | AKDPZ 19.00 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.50 2.85 0 10 10 10 22
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 24.00 -.90 0 10 10 10 24
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.50 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 29.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.50 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.45 .00 0 0 0 0 0 | AMDQL 0.01 .00 0 0 0 0 0
(07 May 10.00)AMDEB 3.60 .00 15 0 0 0 0 | AMDQB 0.07 .01 25 22 22 22 0
(07 May 11.00)AMDEM 2.60 .00 0 0 0 0 0 | AMDQM 0.13 .00 4 0 0 0 0
(07 May 12.00)AMDEN 1.81 -.29 249 60 60 60 11 | AMDQN 0.30 .02 1172 1135 1135 1135 34
(07 May 13.00)AMDEO 1.17 -.21 180 116 116 116 14 | AMDQO 0.62 .06 2230 289 289 289 18
13.41 Current
(07 May 14.00)AMDEP .68 -.16 194 419 419 419 28 | AMDQP 1.17 .15 445 474 474 474 55
(07 May 15.00)AMDEC .40 -.08 228 385 385 385 15 | AMDQC 1.85 .25 114 31 31 31 6
(07 May 15.00)QZAEC .24 -.09 74 11571 22 7814 1 | QZAQC 2.25 .19 144 2751 -65 353 -15
(07 May 16.00)AMDEQ .21 -.06 30 59 59 59 1 | AMDQQ 2.65 .14 101 0 0 0 0
(07 May 17.00)AMDEH .12 .00 0 5 5 5 0 | AMDQH 3.60 .00 0 0 0 0 0
(07 May 17.50)QZAEW .10 .00 200 4644 0 71 0 | QZAQW 4.60 .60 171 2302 0 -4 0
(07 May 18.00)AMDEI .07 .00 0 0 0 0 0 | AMDQI 4.55 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 0 0 0 0 | AMDQT 5.35 .00 0 0 0 0 0
(07 May 20.00)AMDED .04 -.01 75 22 22 22 0 | AMDQD 6.50 .00 0 0 0 0 0
(07 May 20.00)QZAED .03 -.03 10 2072 0 90 0 | QZAQD 7.13 .43 1218 1738 0 -710 0
(07 May 22.50)QZAEX .02 .00 0 2910 0 279 0 | QZAQX 9.63 1.63 1000 700 0 -214 0
(07 May 25.00)QZAEE .01 .00 0 2107 0 -130 0 | QZAQE 12.05 -.40 0 8 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 17.05 -.15 0 19 19 19 32
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 22.05 -.10 0 87 87 87 192
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.75 .00 0 276 109 276 41 | AMDSB 0.20 .02 876 349 139 349 3
(07 Jul 12.50)AMDGS 1.92 -.24 255 2085 26 838 5 | AMDSS 0.77 .07 293 6237 349 1412 27
13.41 Current
(07 Jul 14.00)AMDGP 1.16 -.14 285 3771 51 3114 6 | AMDSP 1.52 .14 236 10838 213 4448 32
(07 Jul 15.00)AMDGC .78 -.13 1286 15817 230 6510 18 | AMDSC 2.08 .08 835 21988 43 1044 9
(07 Jul 16.00)AMDGQ .52 -.08 257 11703 226 6465 12 | AMDSQ 2.84 .13 10 6226 -4 12 -1
(07 Jul 17.50)AMDGW .29 -.07 1123 13711 189 -431 5 | AMDSW 4.20 .30 56 11607 59 -428 25
(07 Jul 19.00)AMDGT .14 .00 0 4909 -17 -68 0 | AMDST 5.65 .35 4 1198 20 167 11
(07 Jul 20.00)AMDGD .12 -.02 74 13053 -782 146 -9 | AMDSD 6.50 .45 10 9780 -743 -1919 -483
(07 Jul 22.50)AMDGU .06 -.01 2537 32224 50 386 0 | AMDSU 9.05 .55 1282 126 0 -907 0
(07 Jul 25.00)AMDGE .04 -.01 20 5056 0 46 0 | AMDSE 11.60 .45 64 32 0 0 0
(07 Jul 27.50)AMDGY .01 .00 0 3003 0 98 0 | AMDSY 14.00 -.25 0 9 9 9 13
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 122 0 | AMDSF 16.50 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.50 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 485 0 0 0 | AKDSH 26.50 .00 0 1 1 1 3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.50 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.50 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 11.00)AMDJM 3.30 .00 0 100 0 1 0 | AMDVM 0.61 .05 84 730 20 563 1
(07 Oct 12.00)AMDJN 2.75 -.19 19 368 15 185 4 | AMDVN 0.93 .08 481 9455 70 8586 7
(07 Oct 13.00)AMDJO 2.16 -.21 54 200 0 150 0 | AMDVO 1.36 .12 839 7872 0 7314 0
13.41 Current
(07 Oct 14.00)AMDJP 1.70 -.12 207 3709 43 2859 7 | AMDVP 1.87 .10 133 5897 16 1676 3
(07 Oct 15.00)AMDJC 1.30 -.11 222 1283 235 1147 31 | AMDVC 2.45 .14 12 610 40 296 10
(07 Oct 16.00)AMDJQ .98 -.13 115 793 166 340 16 | AMDVQ 3.15 .03 0 319 -3 231 -1
(07 Oct 17.00)AMDJH .77 -.12 367 2352 4 2261 0 | AMDVH 3.90 .30 105 143 40 98 16
(07 Oct 18.00)AMDJI .59 -.05 405 2899 5 2674 0 | AMDVI 4.75 .10 0 347 0 221 0
(07 Oct 20.00)AMDJD .35 -.03 40 1388 -11 276 0 | AMDVD 6.60 -.05 0 350 80 235 53
(07 Oct 22.50)AMDJU .16 .00 0 268 0 116 0 | AMDVU 9.00 .05 0 20 20 -9 18
(07 Oct 25.00)AMDJE .11 -.05 68 550 0 370 0 | AMDVE 11.50 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .04 -.02 30 631 0 611 0 | AMDVF 16.50 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.60 .00 0 3032 0 295 0 | WVVMA 0.07 -.02 409 70619 200 10358 1
(08 Jan 10.00)WVVAB 4.40 -.20 255 3727 266 683 117 | WVVMB 0.55 .04 249 20904 0 522 0
(08 Jan 12.50)WVVAV 2.75 -.20 153 8851 38 518 10 | WVVMV 1.30 .04 1501 23787 43 3932 6
13.41 Current
(08 Jan 15.00)WVVAC 1.65 -.15 657 25709 292 11202 48 | WVVMC 2.70 .14 177 51936 18 1752 5
(08 Jan 17.50)WVVAW .97 -.11 291 17815 70 614 7 | WVVMW 4.50 .30 80 24983 0 13 0
(08 Jan 20.00)WVVAD .61 -.04 126 32126 -2330 879 -142 | WVVMD 6.70 .30 36 20925 -20 1394 -13
(08 Jan 22.50)WVVAX .39 .01 1652 22909 2183 2385 85 | WVVMX 8.90 .35 18 10123 -616 -439 -548
(08 Jan 25.00)WVVAE .25 .00 106 15837 842 1116 21 | WVVME 11.55 .32 29590 4791 0 -4919 0
(08 Jan 27.50)WVVAY .15 .00 0 10119 0 -72 0 | WVVMY 14.00 1.25 0 50 0 -153 0
(08 Jan 30.00)WVVAF .10 .00 0 21307 0 18 0 | WVVMF 16.55 .30 29016 3252 0 -1000 0
(08 Jan 35.00)WVVAG .06 .00 0 11660 0 -38 0 | WVVMG 21.55 .50 5228 505 0 0 0
(08 Jan 40.00)WVVAH .05 .00 70 7645 198 173 1 | WVVMH 26.50 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .03 .00 12 3165 0 152 0 | WVVMI 31.50 -.37 0 20 20 20 63
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 66 0 | WVVMJ 36.60 .45 80 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 -55 0 | WVVML 46.50 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1542 0 0 0 | WVVMN 56.45 .00 0 10 10 10 56
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 66.45 .07 0 3 3 3 20
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.50 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.60 .80 34 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.10 -.20 5 2432 -5 441 -5 | VVVMA 0.14 -.03 0 10849 0 263 0
(09 Jan 10.00)VVVAB 5.25 -.30 29 1161 20 14 11 | VVVMB 1.05 .00 21 25300 7 11307 1
(09 Jan 12.50)VVVAV 3.90 -.20 102 2787 15 1314 6 | VVVMV 1.98 .13 20 9887 10 1104 2
13.41 Current
(09 Jan 15.00)VVVAC 2.90 -.10 169 6231 0 548 0 | VVVMC 3.32 .15 101 23379 0 322 0
(09 Jan 17.50)VVVAW 2.17 -.08 172 5263 21 1543 5 | VVVMW 4.90 .10 105 4185 0 1 0
(09 Jan 20.00)VVVAD 1.53 -.17 64 5161 103 630 16 | VVVMD 6.90 .10 0 2552 5 32 3
(09 Jan 25.00)VVVAE .95 -.15 124 8673 0 450 0 | VVVME 11.50 .00 0 2142 0 -2 0
(09 Jan 30.00)VVVAF .58 -.07 52 7822 10 3688 1 | VVVMF 16.50 .94 0 55 0 -634 0
(09 Jan 35.00)VVVAG .35 -.05 120 6417 0 94 0 | VVVMG 21.50 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .25 -.05 5 9281 0 35 0 | VVVMH 26.50 .30 0 5 0 0 0
(09 Jan 45.00)VVVAI .12 .00 0 861 0 38 0 | VVVMI 31.50 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .08 .00 0 2372 0 -20 0 | VVVMJ 36.50 -.80 0 10 10 10 37
(09 Jan 55.00)VVVAK .06 .00 0 544 0 0 0 | VVVMK 41.50 2.60 0 10 10 10 42
(09 Jan 60.00)VVVAL .04 .00 0 493 0 -10 0 | VVVML 46.50 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .03 .00 0 382 0 0 0 | VVVMM 51.50 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1988 0 -4 0 | VVVMN 56.50 .00 0 8 8 8 45
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