Option Price Chain for 2007-03-21
with comparisons to 3/20 and 2 weeks ago 3/03
Yesterday Large volumes in 08Apr 25 and 30 Puts did NOT show up in Open Interest today.
AMD went from 13.50 to 14.05 from 10:30 to 10:55 (about the time of rumors of $1B convertable bond for 2Q.
Jeez! another bout of squirly volumes....
Apr 14 Call volume
CBOE: 32453
Prophet: 3663 (and peak price of 0.72 was at 10am not 11am.)
YHOO: Doesn't show 14 Strike!
MktWatch: 32103.
Scheaffer: 50453.
Does anyone have an intraday on AMDDP? Prophet's intraday chart makes sense only if it is an hour off, and it's volume numbers are way out of line with the others.
Data From CBOE Download
Close = 13.60 +0.19
Close = 13.41 1-Day = 2007-03-20
Close = 14.18 5-Day = 2007-03-03
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 43896 2078 13757 .23
AMDGU 07 Jul 22.50 32193 -31 245 .07
WVVAD 08 Jan 20.00 31733 -393 287 .63
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 70824 205 10460 .07 Vol= 200
WVVMC 08 Jan 15.00 51934 -2 1321 2.45
AMDPC 07 Apr 15.00 28237 -235 1097 1.50
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDP 07 Apr 14.00 21928 1543 8662 .53 32453
AMDDC 07 Apr 15.00 43896 2078 13757 .23 18535
QZAEC 07 May 15.00 11571 0 8782 .35 9782
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
WVVME 08 Jan 25.00 4788 -3 -4922 11.30 13005
WVVMF 08 Jan 30.00 3252 0 -1000 16.30 8004
AMDPP 07 Apr 14.00 22939 678 12756 .85 4880
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDDP 07 Apr 14.00 21928 1543 8662 .53 32453 10525
AMDEP 07 May 14.00 612 193 612 .80 8314 7702
AMDEC 07 May 15.00 585 200 585 .46 3587 3002
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
WVVME 08 Jan 25.00 4788 -3 -4922 11.30 13005 8217
WVVMF 08 Jan 30.00 3252 0 -1000 16.30 8004 4752
AMDPE 07 Apr 25.00 1271 0 -125 11.30 3004 1733
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDDP 07 Apr 14.00 21928 1543 8662 .53 32453 1720
AMDEP 07 May 14.00 612 193 612 .80 8314 665
AMDDC 07 Apr 15.00 43896 2078 13757 .23 18535 426
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVME 08 Jan 25.00 4788 -3 -4922 11.30 13005 14696
WVVMF 08 Jan 30.00 3252 0 -1000 16.30 8004 13047
AMDPE 07 Apr 25.00 1271 0 -125 11.30 3004 3395
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 43896 2078 13757 .23
AMDDP 07 Apr 14.00 21928 1543 8662 .53
AMDGW 07 Jul 17.50 14375 664 224 .34 Vol= 261
Top 3 1-Day Decrease in Call Open Interest Contracts
WVVAX 08 Jan 22.50 21742 -1167 1178 .40
WVVAD 08 Jan 20.00 31733 -393 287 .63
AMDDW 07 Apr 17.50 17701 -102 2045 .05
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQO 07 May 13.00 2481 2192 2481 .60
AMDQN 07 May 12.00 2267 1132 2267 .30 Vol= 718
AMDVO 07 Oct 13.00 8661 789 8103 1.28 Vol= 155
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 10284 -2287 -11274 6.35
WVVMX 08 Jan 22.50 7856 -2267 -2706 8.70
AMDSD 07 Jul 20.00 7588 -2192 -4111 6.20
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 43896 2078 13757 .23
WVVAC 08 Jan 15.00 25931 222 10512 1.77
QZAEC 07 May 15.00 11571 0 8782 .35
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDGT 07 Jul 19.00 4909 0 -156 .20
QZAEE 07 May 25.00 2107 0 -130 .00
WVVAY 08 Jan 27.50 10119 0 -72 .17
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPP 07 Apr 14.00 22939 678 12756 .85
VVVMB 09 Jan 10.00 25301 1 11308 1.03
WVVMA 08 Jan 5.00 70824 205 10460 .07 Vol= 200
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 10284 -2287 -11274 6.35
AMDPW 07 Apr 17.50 20231 -1440 -6329 3.70
AMDPU 07 Apr 22.50 268 0 -5109 8.80
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDDP 07 Apr 14.00 21928 1543 0.53 $82K
WVVAB 08 Jan 10.00 3879 152 4.60 $70K Vol= 126
AMDDC 07 Apr 15.00 43896 2078 0.23 $48K
Top 3 $ Decrease in Call Open Interest
WVVAX 08 Jan 22.50 21742 -1167 0.40 -$47K
WVVAD 08 Jan 20.00 31733 -393 0.63 -$25K
VVVAF 09 Jan 30.00 7775 -47 0.54 -$3K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDQO 07 May 13.00 2481 2192 0.60 $132K
AMDVO 07 Oct 13.00 8661 789 1.28 $101K Vol= 155
QZAQW 07 May 17.50 2452 150 4.35 $65K Vol= 0
Top 3 $ Decrease in Put Open Interest
WVVMX 08 Jan 22.50 7856 -2267 8.70 -$1972K
AMDPD 07 Apr 20.00 10284 -2287 6.35 -$1452K
AMDSD 07 Jul 20.00 7588 -2192 6.20 -$1359K
Close = 13.60 +0.19
Close = 13.41 1-Day = 2007-03-20
Close = 14.18 5-Day = 2007-03-03
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 12.50)AMDDS 1.45 .23 1208 2711 82 1145 12 | AMDPS 0.23 -.03 1192 6737 755 3092 17
13.6 Current
(07 Apr 14.00)AMDDP .53 .13 32453 21928 1543 8662 82 | AMDPP 0.85 -.10 4880 22939 678 12756 58
(07 Apr 15.00)AMDDC .23 .04 18535 43896 2078 13757 48 | AMDPC 1.50 -.19 2110 28237 -235 1097 -35
(07 Apr 16.00)AMDDQ .11 .01 3793 22351 32 1126 0 | AMDPQ 2.37 -.20 93 11247 -29 -188 -7
(07 Apr 17.50)AMDDW .05 -.01 392 17701 -102 2045 -1 | AMDPW 3.70 -.35 515 20231 -1440 -6329 -533
(07 Apr 19.00)AMDDT .04 .02 165 9772 0 244 0 | AMDPT 5.35 .25 0 1620 -117 -2582 -63
(07 Apr 20.00)AMDDD .02 -.01 337 9566 0 396 0 | AMDPD 6.35 -.20 8 10284 -2287 -11274 -1452
(07 Apr 22.50)AMDDU .00 .00 0 25692 0 168 0 | AMDPU 8.80 -.25 752 268 0 -5109 0
(07 Apr 25.00)AMDDE .01 .00 20 17428 0 193 0 | AMDPE 11.30 -.25 3004 1271 0 -125 0
(07 Apr 27.50)AMDDY .00 .00 0 12993 0 0 0 | AMDPY 13.85 -.35 0 5 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7369 0 0 0 | AMDPF 16.35 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2123 0 2 0 | AKDPZ 18.85 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.35 2.85 0 10 0 10 0
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 23.85 -.90 0 10 0 10 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.35 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 28.85 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.65 .00 0 0 0 0 0 | AMDQL 0.01 .00 0 0 0 0 0
(07 May 10.00)AMDEB 3.90 .30 10 15 15 15 6 | AMDQB 0.05 -.02 25 47 25 47 0
(07 May 11.00)AMDEM 3.20 .55 110 0 0 0 0 | AMDQM 0.14 .00 3 4 4 4 0
(07 May 12.00)AMDEN 2.10 .29 77 251 191 251 40 | AMDQN 0.30 .00 718 2267 1132 2267 34
(07 May 13.00)AMDEO 1.34 .17 190 267 151 267 20 | AMDQO 0.60 -.02 3355 2481 2192 2481 132
13.6 Current
(07 May 14.00)AMDEP .80 .12 8314 612 193 612 15 | AMDQP 1.07 -.10 175 787 313 787 33
(07 May 15.00)AMDEC .46 .06 3587 585 200 585 9 | AMDQC 1.63 -.22 45 145 114 145 19
(07 May 15.00)QZAEC .35 .11 9782 11571 0 8782 0 | QZAQC 1.81 -.44 5 2875 124 457 22
(07 May 16.00)AMDEQ .26 .05 2354 89 30 89 1 | AMDQQ 2.57 .14 4 101 101 101 26
(07 May 17.00)AMDEH .14 -.04 231 5 0 5 0 | AMDQH 3.60 .00 12 0 0 0 0
(07 May 17.50)QZAEW .10 .00 114 4844 200 241 2 | QZAQW 4.35 .60 0 2452 150 146 65
(07 May 18.00)AMDEI .09 .00 10 0 0 0 0 | AMDQI 4.35 .00 0 0 0 0 0
(07 May 19.00)AMDET .04 .00 0 0 0 0 0 | AMDQT 5.15 .00 0 0 0 0 0
(07 May 20.00)AMDED .04 .00 194 72 50 72 0 | AMDQD 6.35 .00 0 0 0 0 0
(07 May 20.00)QZAED .01 -.02 10 2062 -10 30 0 | QZAQD 6.85 .43 0 1712 -26 -731 -18
(07 May 22.50)QZAEX .01 .00 0 2910 0 279 0 | QZAQX 8.80 -.83 1504 688 -12 -226 -11
(07 May 25.00)QZAEE .00 .00 0 2107 0 -130 0 | QZAQE 11.85 -.40 0 8 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.85 -.15 0 19 0 19 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.85 -.10 0 87 0 87 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.85 -.25 3 276 0 276 0 | AMDSB 0.18 -.02 40 1062 713 1062 13
(07 Jul 12.50)AMDGS 2.05 .13 234 2140 55 878 11 | AMDSS 0.74 -.03 374 6397 160 1495 12
13.6 Current
(07 Jul 14.00)AMDGP 1.25 .09 337 3790 19 3089 2 | AMDSP 1.42 -.10 129 10892 54 4259 8
(07 Jul 15.00)AMDGC .90 .12 2245 16132 315 6855 28 | AMDSC 2.01 -.07 1048 22071 83 1100 17
(07 Jul 16.00)AMDGQ .60 .08 274 11787 84 6513 5 | AMDSQ 2.73 -.11 69 6236 10 11 3
(07 Jul 17.50)AMDGW .34 .05 261 14375 664 224 23 | AMDSW 4.00 -.15 84 11586 -21 -449 -8
(07 Jul 19.00)AMDGT .20 .01 41 4909 0 -156 0 | AMDST 5.35 .35 0 1129 -69 -2 -37
(07 Jul 20.00)AMDGD .13 .01 80 13066 13 170 0 | AMDSD 6.20 -.30 209 7588 -2192 -4111 -1359
(07 Jul 22.50)AMDGU .07 .01 10 32193 -31 245 0 | AMDSU 8.80 -.25 304 116 -10 -818 -9
(07 Jul 25.00)AMDGE .04 .00 2 5068 12 57 0 | AMDSE 11.30 -.30 136 32 0 0 0
(07 Jul 27.50)AMDGY .02 -.01 100 3003 0 98 0 | AMDSY 13.85 -.25 0 9 0 9 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 122 0 | AMDSF 16.35 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.35 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 485 0 0 0 | AKDSH 26.35 .00 0 1 0 1 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.35 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.35 .00 0 0 0 0 0
(07 Oct 11.00)AMDJM 3.60 -.10 61 100 0 1 0 | AMDVM 0.58 -.03 15 784 54 617 3
(07 Oct 12.00)AMDJN 2.79 .00 0 387 19 204 5 | AMDVN 0.85 -.08 28 9908 453 9039 39
(07 Oct 13.00)AMDJO 2.28 .12 1065 247 47 194 11 | AMDVO 1.28 -.08 155 8661 789 8103 101
13.6 Current
(07 Oct 14.00)AMDJP 1.82 .12 60 3735 26 2885 5 | AMDVP 1.75 -.12 42 5944 47 1568 8
(07 Oct 15.00)AMDJC 1.40 .10 2028 1415 132 1271 18 | AMDVC 2.44 -.01 73 622 12 193 3
(07 Oct 16.00)AMDJQ 1.05 .07 40 883 90 420 9 | AMDVQ 3.00 .03 0 319 0 231 0
(07 Oct 17.00)AMDJH .80 .03 99 2686 334 2527 27 | AMDVH 3.55 -.35 10 248 105 203 37
(07 Oct 18.00)AMDJI .64 .05 2043 3304 405 3079 26 | AMDVI 4.60 .10 0 347 0 62 0
(07 Oct 20.00)AMDJD .35 .00 112 1428 40 219 1 | AMDVD 6.30 .15 1 350 0 234 0
(07 Oct 22.50)AMDJU .20 -.05 6 268 0 27 0 | AMDVU 8.80 .05 17 20 0 -9 0
(07 Oct 25.00)AMDJE .09 .00 0 594 44 254 0 | AMDVE 11.35 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 661 30 641 0 | AMDVF 16.35 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.80 .00 0 3032 0 255 0 | WVVMA 0.07 -.02 200 70824 205 10460 1
(08 Jan 10.00)WVVAB 4.60 .20 466 3879 152 825 70 | WVVMB 0.50 -.05 126 21034 130 652 7
(08 Jan 12.50)WVVAV 2.92 .17 66 8929 78 676 23 | WVVMV 1.26 -.04 83 24213 426 4268 54
13.6 Current
(08 Jan 15.00)WVVAC 1.77 .12 345 25931 222 10512 39 | WVVMC 2.45 -.25 213 51934 -2 1321 0
(08 Jan 17.50)WVVAW 1.05 .08 69 17917 102 741 11 | WVVMW 4.40 -.10 18 24970 -13 -2 -6
(08 Jan 20.00)WVVAD .63 .02 262 31733 -393 287 -25 | WVVMD 6.35 -.35 3 20934 9 1399 6
(08 Jan 22.50)WVVAX .40 .01 50 21742 -1167 1178 -47 | WVVMX 8.70 -.20 49 7856 -2267 -2706 -1972
(08 Jan 25.00)WVVAE .28 .03 101 15932 95 1211 3 | WVVME 11.30 -.25 13005 4788 -3 -4922 -3
(08 Jan 27.50)WVVAY .17 .00 0 10119 0 -72 0 | WVVMY 13.85 1.25 0 50 0 -153 0
(08 Jan 30.00)WVVAF .14 -.01 50 21307 0 23 0 | WVVMF 16.30 -.25 8004 3252 0 -1000 0
(08 Jan 35.00)WVVAG .07 -.02 40 11660 0 -38 0 | WVVMG 21.30 -.25 1504 505 0 0 0
(08 Jan 40.00)WVVAH .03 .00 0 7715 70 243 0 | WVVMH 26.30 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .02 .00 0 3155 -10 142 0 | WVVMI 31.30 -.37 0 20 0 20 0
(08 Jan 50.00)WVVAJ .00 .00 0 6314 0 66 0 | WVVMJ 36.30 -.30 152 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 -55 0 | WVVML 46.30 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1542 0 0 0 | WVVMN 56.30 .00 0 10 0 10 0
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 66.30 .07 0 3 0 3 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.25 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.30 -.30 76 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.50 .40 1 2437 5 446 5 | VVVMA 0.14 -.03 0 10849 0 263 0
(09 Jan 10.00)VVVAB 5.60 .35 23 1182 21 35 12 | VVVMB 1.03 -.02 28 25301 1 11308 0
(09 Jan 12.50)VVVAV 4.10 .20 302 2887 100 1394 41 | VVVMV 1.95 -.03 5 9887 0 1084 0
13.6 Current
(09 Jan 15.00)VVVAC 3.00 .10 283 6338 107 542 32 | VVVMC 3.20 -.12 21 23460 81 410 26
(09 Jan 17.50)VVVAW 2.25 .08 139 5352 89 1565 20 | VVVMW 5.00 .10 16 4288 103 104 52
(09 Jan 20.00)VVVAD 1.65 .12 313 5220 59 649 10 | VVVMD 6.60 -.20 210 2552 0 34 0
(09 Jan 25.00)VVVAE .98 .03 560 8670 -3 447 0 | VVVME 11.30 .00 0 2140 -2 -4 -2
(09 Jan 30.00)VVVAF .54 -.04 28 7775 -47 3593 -3 | VVVMF 16.30 .94 0 55 0 -634 0
(09 Jan 35.00)VVVAG .35 .00 0 6357 -60 34 -2 | VVVMG 21.30 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .14 .00 0 9286 5 29 0 | VVVMH 26.30 .30 0 5 0 0 0
(09 Jan 45.00)VVVAI .07 .00 0 861 0 38 0 | VVVMI 31.25 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .04 .00 0 2372 0 -20 0 | VVVMJ 36.30 -.80 0 10 0 10 0
(09 Jan 55.00)VVVAK .02 .00 0 544 0 0 0 | VVVMK 41.25 2.60 0 10 0 10 0
(09 Jan 60.00)VVVAL .01 .00 0 493 0 -10 0 | VVVML 46.30 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 51.30 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .00 .00 0 1988 0 -4 0 | VVVMN 56.30 .00 0 8 0 8 0
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