Option Price Chain for 2007-03-27
with comparisons to 3/26 & 3/20
If you believe the Volumes, not quiet.
Volume just nuts on Apr 20 Puts, Jul 20 Puts, 08Jan 20 Puts, 08Jan 30 Puts.
all of them over 4x open interest, heavily in the money.
If you believe the volumes (I don't), the money flow is gigantic: $38MM in 08Jan30put, $25MM in Apr20put.
I could accept the Apr20Put volumes except for two things:
1. All the other times high in-the-money volumes didn't show up in changes to open interest,
2. People are closing Apr in-the-money puts agressively.
One hypothesis I haven't considered until today, these high volume
deals are not window dressing.... they are just a great way to launder money (while taking someone to the cleaners).
[edit: Prophet shows zero vol for Apr20,
Yahoo, CBOE, Schaffer all give 38K. - probably comes from CBOE anyway.]
-Magrathea
Close = 13.50 -0.05
Close = 13.55 1-Day = 2007-03-26
Close = 13.41 5-Day = 2007-03-20
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 45521 181 3703 .17
AMDDP 07 Apr 14.00 42510 1320 22125 .40 Vol= 779
AMDGU 07 Jul 22.50 32393 140 169 .04 Vol= 110
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 71324 100 705 .07
WVVMC 08 Jan 15.00 51991 -17 55 2.60
VVVMB 09 Jan 10.00 30280 0 4980 .92
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
WVVAW 08 Jan 17.50 17953 9 138 1.00 1479
AMDDC 07 Apr 15.00 45521 181 3703 .17 801
AMDDP 07 Apr 14.00 42510 1320 22125 .40 779
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDPD 07 Apr 20.00 9454 -30 -3117 6.45 38914
AMDSD 07 Jul 20.00 6568 -476 -3212 6.45 27140
WVVMF 08 Jan 30.00 3252 0 0 16.50 23312
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
0 0 0 .00 0 0
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDPD 07 Apr 20.00 9454 -30 -3117 6.45 38914 29460
AMDSD 07 Jul 20.00 6568 -476 -3212 6.45 27140 20572
WVVMF 08 Jan 30.00 3252 0 0 16.50 23312 20060
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVAW 08 Jan 17.50 17953 9 138 1.00 1479 148
AMDDP 07 Apr 14.00 42510 1320 22125 .40 779 31
WVVAV 08 Jan 12.50 9415 -98 564 2.80 111 31
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3252 0 0 16.50 23312 38465
AMDPD 07 Apr 20.00 9454 -30 -3117 6.45 38914 25100
WVVME 08 Jan 25.00 4289 -500 -502 11.45 18582 21276
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 42510 1320 22125 .40 Vol= 779
WVVAI 08 Jan 45.00 3494 339 329 .02 Vol= 0
AMDGE 07 Jul 25.00 5268 200 212 .03
Top 3 1-Day Decrease in Call Open Interest Contracts
QZAEC 07 May 15.00 6650 -216 -4921 .22
WVVAV 08 Jan 12.50 9415 -98 564 2.80
WVVAD 08 Jan 20.00 31829 -91 -297 .59
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDSS 07 Jul 12.50 11495 1595 5258 .71 Vol= 95
WVVMB 08 Jan 10.00 22577 1519 1673 .54 Vol= 20
AMDVN 07 Oct 12.00 11313 1227 1858 .87 Vol= 0
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPC 07 Apr 15.00 22909 -4425 -5563 1.60
AMDPW 07 Apr 17.50 16215 -2443 -5456 3.95
WVVME 08 Jan 25.00 4289 -500 -502 11.45
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 42510 1320 22125 .40 Vol= 779
AMDEP 07 May 14.00 8935 20 8516 .69
AMDEC 07 May 15.00 4588 51 4203 .37
Top 3 5-Day Decrease in Call Open Interest Contracts
QZAEC 07 May 15.00 6650 -216 -4921 .22
WVVAX 08 Jan 22.50 21456 -6 -1453 .34
WVVAD 08 Jan 20.00 31829 -91 -297 .59
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDSB 07 Jul 10.00 6009 0 5660 .17
AMDQO 07 May 13.00 5630 -10 5341 .57
AMDSS 07 Jul 12.50 11495 1595 5258 .71 Vol= 95
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMX 08 Jan 22.50 4332 0 -5791 8.95
AMDPC 07 Apr 15.00 22909 -4425 -5563 1.60
AMDPW 07 Apr 17.50 16215 -2443 -5456 3.95
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDDP 07 Apr 14.00 42510 1320 0.40 $53K Vol= 498
AMDEO 07 May 13.00 606 162 1.20 $19K
AMDJC 07 Oct 15.00 5337 68 1.27 $9K
Top 3 $ Decrease in Call Open Interest
WVVAV 08 Jan 12.50 9415 -98 2.80 -$27K
WVVAD 08 Jan 20.00 31829 -91 0.59 -$5K
AMDDS 07 Apr 12.50 3285 -41 1.28 -$5K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMC 09 Jan 15.00 24212 730 3.20 $234K Vol= 0
AMDSS 07 Jul 12.50 11495 1595 0.71 $113K Vol= 95
AMDVN 07 Oct 12.00 11313 1227 0.87 $107K Vol= 0
Top 3 $ Decrease in Put Open Interest
AMDPW 07 Apr 17.50 16215 -2443 3.95 -$965K
AMDPC 07 Apr 15.00 22909 -4425 1.60 -$708K
WVVME 08 Jan 25.00 4289 -500 11.45 -$573K
Close = 13.50 -0.05
Close = 13.55 1-Day = 2007-03-26
Close = 13.41 5-Day = 2007-03-20
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 3.50 .00 0 0 0 0 0 | AMDPB 0.00 -.01 0 228 200 228 0
(07 Apr 12.50)AMDDS 1.28 -.02 72 3285 -41 656 -5 | AMDPS 0.20 .00 32 6904 37 922 1
13.5 Current
(07 Apr 14.00)AMDDP .40 -.03 779 42510 1320 22125 53 | AMDPP 0.83 -.03 498 26348 -117 4087 -10
(07 Apr 15.00)AMDDC .17 -.01 801 45521 181 3703 3 | AMDPC 1.60 .02 602 22909 -4425 -5563 -708
(07 Apr 16.00)AMDDQ .07 -.01 59 22415 13 96 0 | AMDPQ 2.51 -.08 35 10860 -6 -416 -2
(07 Apr 17.50)AMDDW .03 .00 4 18155 0 352 0 | AMDPW 3.95 -.05 24 16215 -2443 -5456 -965
(07 Apr 19.00)AMDDT .00 .00 0 9888 0 116 0 | AMDPT 5.45 -.15 1972 384 -28 -1353 -15
(07 Apr 20.00)AMDDD .01 .00 33 9778 0 212 0 | AMDPD 6.45 .05 38914 9454 -30 -3117 -19
(07 Apr 22.50)AMDDU .00 .00 0 25692 0 0 0 | AMDPU 9.00 -.05 2064 265 0 -3 0
(07 Apr 25.00)AMDDE .00 .00 0 17418 0 -10 0 | AMDPE 11.50 -.05 10088 1271 0 0 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 -2 -2 0 | AMDPY 13.95 -.35 0 1 0 -4 0
(07 Apr 30.00)AMDDF .00 .00 0 7369 0 0 0 | AMDPF 16.45 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 -4 0 | AKDPZ 18.95 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.45 2.85 0 10 0 0 0
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 23.95 -.90 0 10 0 0 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.45 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 28.95 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.45 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.55 .00 0 1 1 1 0 | AMDQL 0.03 .00 2 0 0 0 0
(07 May 10.00)AMDEB 3.60 .00 0 20 0 20 0 | AMDQB 0.03 .01 0 272 100 250 0
(07 May 11.00)AMDEM 2.68 .00 0 255 5 255 1 | AMDQM 0.13 -.01 140 201 74 201 1
(07 May 13.00)AMDEO 1.20 .00 7 606 162 490 19 | AMDQO 0.57 -.03 328 5630 -10 5341 -1
13.5 Current
(07 May 14.00)AMDEP .69 -.01 203 8935 20 8516 1 | AMDQP 1.09 -.01 55 941 38 467 4
(07 May 15.00)AMDEC .37 -.01 165 4588 51 4203 2 | AMDQC 1.75 -.06 10 304 12 273 2
(07 May 15.00)QZAEC .22 -.06 60 6650 -216 -4921 -5 | QZAQC 2.17 -.33 100 2915 0 164 0
(07 May 16.00)AMDEQ .20 -.02 6 1493 40 1434 1 | AMDQQ 2.57 .01 0 132 0 132 0
(07 May 17.00)AMDEH .09 .00 0 253 0 248 0 | AMDQH 3.45 .00 0 12 0 12 0
(07 May 17.50)QZAEW .08 -.16 150 4844 0 200 0 | QZAQW 4.45 -.05 0 2128 -311 -174 -138
(07 May 18.00)AMDEI .05 .00 0 26 0 26 0 | AMDQI 4.45 .00 10 0 0 0 0
(07 May 19.00)AMDET .03 .00 0 0 0 0 0 | AMDQT 5.30 .00 0 0 0 0 0
(07 May 20.00)AMDED .02 .00 0 601 0 579 0 | AMDQD 6.45 .00 0 0 0 0 0
(07 May 20.00)QZAED .01 .00 0 2052 0 -20 0 | QZAQD 7.00 -.20 3615 1712 0 -26 0
(07 May 22.50)QZAEX .01 .00 0 2910 0 0 0 | QZAQX 9.50 .70 200 688 0 -12 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.95 -.40 0 8 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.95 -.15 0 19 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.95 -.10 0 87 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.80 .00 0 291 6 15 2 | AMDSB 0.17 .01 100 6009 0 5660 0
(07 Jul 12.50)AMDGS 1.93 -.01 32 2280 0 195 0 | AMDSS 0.71 -.02 95 11495 1595 5258 113
13.5 Current
(07 Jul 14.00)AMDGP 1.15 .01 71 6477 46 2706 5 | AMDSP 1.40 -.01 75 10958 -285 120 -40
(07 Jul 15.00)AMDGC .78 .01 304 17908 -32 2091 -2 | AMDSC 2.03 .08 194 22481 -87 493 -18
(07 Jul 16.00)AMDGQ .50 .00 368 12829 77 1126 4 | AMDSQ 2.80 -.08 14 6203 11 -23 3
(07 Jul 17.50)AMDGW .26 .01 214 15642 -10 1931 0 | AMDSW 4.05 -.20 26 11506 0 -101 0
(07 Jul 19.00)AMDGT .14 -.01 30 4806 0 -103 0 | AMDST 5.45 .35 0 1129 0 -69 0
(07 Jul 20.00)AMDGD .10 .00 10 13430 -20 377 0 | AMDSD 6.45 -.15 27140 6568 -476 -3212 -307
(07 Jul 22.50)AMDGU .04 .00 110 32393 140 169 1 | AMDSU 9.00 .20 464 116 0 -10 0
(07 Jul 25.00)AMDGE .03 .01 250 5268 200 212 1 | AMDSE 11.45 -.30 0 32 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3218 115 215 0 | AMDSY 13.95 -.25 0 9 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.45 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.45 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 485 0 0 0 | AKDSH 26.45 .00 0 1 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.45 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.45 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 4.10 .00 0 0 0 0 0 | AMDVB 0.34 -.01 0 20 0 20 0
(07 Oct 11.00)AMDJM 3.35 .00 0 160 0 60 0 | AMDVM 0.56 -.01 2030 803 0 73 0
(07 Oct 12.00)AMDJN 2.72 .02 5 408 0 40 0 | AMDVN 0.87 -.01 0 11313 1227 1858 107
(07 Oct 13.00)AMDJO 2.13 .01 6 1151 0 951 0 | AMDVO 1.29 .00 152 7954 52 82 7
13.5 Current
(07 Oct 14.00)AMDJP 1.70 .05 7 3808 23 99 4 | AMDVP 1.80 -.05 4 5990 3 93 1
(07 Oct 15.00)AMDJC 1.27 -.03 7 5337 68 4054 9 | AMDVC 2.38 .01 2173 928 198 318 47
(07 Oct 16.00)AMDJQ .94 .00 0 915 0 122 0 | AMDVQ 3.05 .16 0 357 0 38 0
(07 Oct 17.00)AMDJH .73 .01 117 2692 10 340 1 | AMDVH 3.80 .35 0 248 0 105 0
(07 Oct 18.00)AMDJI .54 .00 0 5013 0 2114 0 | AMDVI 4.65 .10 0 347 0 0 0
(07 Oct 20.00)AMDJD .31 -.03 4 1597 0 209 0 | AMDVD 6.50 .35 0 370 0 20 0
(07 Oct 22.50)AMDJU .17 .00 0 264 0 -4 0 | AMDVU 8.95 .05 0 17 0 -3 0
(07 Oct 25.00)AMDJE .12 .01 208 959 93 409 1 | AMDVE 11.45 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .04 .00 0 871 20 240 0 | AMDVF 16.45 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.70 .00 0 3061 0 29 0 | WVVMA 0.07 -.02 340 71324 100 705 1
(08 Jan 10.00)WVVAB 4.40 .00 0 3907 4 180 2 | WVVMB 0.54 .00 20 22577 1519 1673 82
(08 Jan 12.50)WVVAV 2.80 -.04 111 9415 -98 564 -27 | WVVMV 1.31 .03 1869 24619 46 832 6
13.5 Current
(08 Jan 15.00)WVVAC 1.66 -.05 78 26324 34 615 6 | WVVMC 2.60 -.01 25 51991 -17 55 -4
(08 Jan 17.50)WVVAW 1.00 .05 1479 17953 9 138 1 | WVVMW 4.35 -.12 381 24981 0 -2 0
(08 Jan 20.00)WVVAD .59 -.01 8 31829 -91 -297 -5 | WVVMD 6.60 -.05 1 21161 -9 236 -6
(08 Jan 22.50)WVVAX .34 .00 0 21456 -6 -1453 0 | WVVMX 8.95 .10 8673 4332 0 -5791 0
(08 Jan 25.00)WVVAE .22 .00 0 16048 0 211 0 | WVVME 11.45 .15 18582 4289 -500 -502 -573
(08 Jan 27.50)WVVAY .15 .00 0 10141 0 22 0 | WVVMY 13.95 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .10 .00 0 21326 0 19 0 | WVVMF 16.50 -.05 23312 3252 0 0 0
(08 Jan 35.00)WVVAG .05 .00 0 11660 0 0 0 | WVVMG 21.50 -.05 4024 505 0 0 0
(08 Jan 40.00)WVVAH .03 .00 0 7715 0 70 0 | WVVMH 26.45 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .02 .00 0 3494 339 329 1 | WVVMI 31.45 -.37 0 20 0 0 0
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 36.45 -.10 0 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 46.45 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1542 0 0 0 | WVVMN 56.45 .00 0 10 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 66.45 .07 0 3 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.45 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.40 -.30 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.35 .40 5 2572 0 140 0 | VVVMA 0.18 -.03 0 10849 0 0 0
(09 Jan 10.00)VVVAB 5.30 -.05 10 1249 0 88 0 | VVVMB 0.92 -.03 0 30280 0 4980 0
(09 Jan 12.50)VVVAV 4.00 .05 15 3249 10 462 4 | VVVMV 1.85 .01 0 10089 0 202 0
13.5 Current
(09 Jan 15.00)VVVAC 2.85 -.05 87 7169 30 938 9 | VVVMC 3.20 -.10 0 24212 730 833 234
(09 Jan 17.50)VVVAW 2.15 .01 5 5431 0 168 0 | VVVMW 4.90 .10 0 4294 0 109 0
(09 Jan 20.00)VVVAD 1.56 .00 32 5170 51 9 8 | VVVMD 6.80 .50 0 2735 0 183 0
(09 Jan 25.00)VVVAE .86 .00 0 8922 -1 249 0 | VVVME 11.40 -.10 5 2102 -38 -40 -43
(09 Jan 30.00)VVVAF .53 -.01 95 7765 0 -57 0 | VVVMF 16.40 .94 0 55 0 0 0
(09 Jan 35.00)VVVAG .29 .00 0 6357 0 -60 0 | VVVMG 21.40 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 .00 0 9286 0 5 0 | VVVMH 26.40 .30 0 5 0 0 0
(09 Jan 45.00)VVVAI .10 .00 0 916 0 55 0 | VVVMI 31.40 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .05 .00 0 2372 0 0 0 | VVVMJ 36.40 -.80 0 10 0 0 0
(09 Jan 55.00)VVVAK .05 .00 0 544 0 0 0 | VVVMK 41.35 2.60 0 10 0 0 0
(09 Jan 60.00)VVVAL .03 .00 0 493 0 0 0 | VVVML 46.40 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .03 .00 0 382 0 0 0 | VVVMM 51.45 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1988 0 0 0 | VVVMN 56.35 .00 0 8 0 0 0
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