Option Price Chain for 2007-03-29
compared to 3/28 & 3/22
Apr20, 08Jan30, 08Jan25 Puts all reported volumes 5X greater than open interest. (but open interest is down past 5 days.)
$90MM traded in these options (if you belive it).
The $ change in open interest is in closing of the
Apr17.50 and May 17.50 puts.
What is so magical about Apr20 puts that they would trade
48124 contracts when Apr17.50 traded only 62, both with about the same open interest and Apr17.5 precisely $2.5 cheaper?
-Magrathea
Data From CBOE Download
Close = 13.08 -0.30
Close = 13.38 1-Day = 2007-03-28
Close = 13.35 5-Day = 2007-03-22
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 46098 208 131 .11
AMDDP 07 Apr 14.00 43014 182 4001 .25
AMDGU 07 Jul 22.50 32533 40 350 .06 Vol= 34
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 71733 109 709 .08
WVVMC 08 Jan 15.00 51656 -327 -381 2.92
VVVMB 09 Jan 10.00 30280 0 5004 1.05
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDC 07 Apr 15.00 46098 208 131 .11 6241
AMDEP 07 May 14.00 9096 28 385 .51 2360
AMDDP 07 Apr 14.00 43014 182 4001 .25 2319
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDPD 07 Apr 20.00 9368 -84 -122 6.95 48124
AMDSD 07 Jul 20.00 6302 0 -1469 6.95 33918
WVVME 08 Jan 25.00 4288 0 -501 11.95 23868
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDJN 07 Oct 12.00 413 5 26 2.44 1700 1287
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 9368 -84 -122 6.95 48124 38756
AMDSD 07 Jul 20.00 6302 0 -1469 6.95 33918 27616
WVVME 08 Jan 25.00 4288 0 -501 11.95 23868 19580
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDJN 07 Oct 12.00 413 5 26 2.44 1700 415
VVVAB 09 Jan 10.00 1259 10 54 4.90 378 185
AMDDS 07 Apr 12.50 3362 13 454 .91 1731 158
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDPD 07 Apr 20.00 9368 -84 -122 6.95 48124 33446
WVVMF 08 Jan 30.00 3252 0 0 16.95 17760 30103
WVVME 08 Jan 25.00 4288 0 -501 11.95 23868 28522
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDW 07 Apr 17.50 19305 1154 1484 .03 Vol= 77
AMDEC 07 May 15.00 5077 567 1366 .27 Vol= 490
WVVAG 08 Jan 35.00 12135 475 475 .05 Vol= 0
Top 3 1-Day Decrease in Call Open Interest Contracts
WVVAV 08 Jan 12.50 9260 -88 305 2.48
AMDGD 07 Jul 20.00 13410 -10 294 .08
AMDGD 07 Jul 20.00 13410 -10 294 .08
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDVM 07 Oct 11.00 3731 903 2932 .66
AMDQP 07 May 14.00 1463 558 596 1.36 Vol= 225
AMDPP 07 Apr 14.00 26635 217 2302 1.14
Top 3 1-Day Decrease in Put Open Interest Contracts
QZAQW 07 May 17.50 764 -1102 -1688 4.90
AMDPW 07 Apr 17.50 8872 -900 -10855 4.45
WVVMC 08 Jan 15.00 51656 -327 -381 2.92
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 43014 182 4001 .25
AMDGP 07 Jul 14.00 6523 10 2733 .91
AMDJC 07 Oct 15.00 5334 0 1903 1.08
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDQ 07 Apr 16.00 22448 15 -755 .05
WVVAX 08 Jan 22.50 21456 0 -249 .33
AMDGT 07 Jul 19.00 4812 -4 -80 .13
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 30280 0 5004 1.05
AMDSB 07 Jul 10.00 6009 0 4907 .20
AMDSS 07 Jul 12.50 11549 -27 4848 .85
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 8872 -900 -10855 4.45
AMDPC 07 Apr 15.00 22783 -157 -4708 1.96
WVVMX 08 Jan 22.50 3291 -144 -4596 9.35
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
VVVAV 09 Jan 12.50 3652 399 3.60 $144K Vol= 134
WVVAC 08 Jan 15.00 26699 378 1.40 $53K Vol= 254
AMDJO 07 Oct 13.00 1392 237 1.89 $45K Vol= 47
Top 3 $ Decrease in Call Open Interest
WVVAV 08 Jan 12.50 9260 -88 2.48 -$22K
VVVAA 09 Jan 5.00 2570 -7 8.60 -$6K
AMDGD 07 Jul 20.00 13410 -10 0.08 $0K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDQP 07 May 14.00 1463 558 1.36 $76K Vol= 225
AMDVM 07 Oct 11.00 3731 903 0.66 $60K
VVVMV 09 Jan 12.50 10270 181 2.13 $39K Vol= 134
Top 3 $ Decrease in Put Open Interest
QZAQW 07 May 17.50 764 -1102 4.90 -$540K
AMDPW 07 Apr 17.50 8872 -900 4.45 -$401K
WVVMX 08 Jan 22.50 3291 -144 9.35 -$135K
Close = 13.08 -0.30
Close = 13.38 1-Day = 2007-03-28
Close = 13.35 5-Day = 2007-03-22
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 3.10 -.40 3 20 20 20 6 | AMDPB 0.01 -.01 400 228 0 228 0
(07 Apr 12.50)AMDDS .91 -.29 1731 3362 13 454 1 | AMDPS 0.30 .08 4977 6955 30 445 1
13.08 Current
(07 Apr 14.00)AMDDP .25 -.11 2319 43014 182 4001 5 | AMDPP 1.14 .24 2162 26635 217 2302 25
(07 Apr 15.00)AMDDC .11 -.02 6241 46098 208 131 2 | AMDPC 1.96 .29 613 22783 -157 -4708 -31
(07 Apr 16.00)AMDDQ .05 -.01 957 22448 15 -755 0 | AMDPQ 3.00 .45 47 10814 -32 -451 -10
(07 Apr 17.50)AMDDW .03 .01 77 19305 1154 1484 3 | AMDPW 4.45 .40 62 8872 -900 -10855 -401
(07 Apr 19.00)AMDDT .00 .00 0 9888 0 116 0 | AMDPT 5.85 .25 4 333 0 -87 0
(07 Apr 20.00)AMDDD .02 .01 39 9768 0 13 0 | AMDPD 6.95 .35 48124 9368 -84 -122 -58
(07 Apr 22.50)AMDDU .00 .00 0 25692 0 0 0 | AMDPU 9.45 .35 1046 221 0 -44 0
(07 Apr 25.00)AMDDE .01 .00 9 17418 0 0 0 | AMDPE 11.95 .35 5504 1250 0 -21 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 -2 0 | AMDPY 14.35 -.35 0 1 0 -4 0
(07 Apr 30.00)AMDDF .00 .00 0 7369 0 0 0 | AMDPF 16.85 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 19.35 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.85 2.85 0 10 0 10 0
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 24.35 -.90 0 10 0 10 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.85 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 29.35 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.85 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.10 .00 0 1 0 1 0 | AMDQL 0.02 .00 0 4 2 4 0
(07 May 10.00)AMDEB 3.20 -.35 5 21 1 6 0 | AMDQB 0.07 .01 10 272 0 200 0
(07 May 11.00)AMDEM 2.40 -.40 5 255 0 205 0 | AMDQM 0.16 .03 163 341 0 334 0
(07 May 13.00)AMDEO .92 -.18 476 689 76 281 7 | AMDQO 0.75 .12 849 5976 45 891 3
13.08 Current
(07 May 14.00)AMDEP .51 -.13 2360 9096 28 385 1 | AMDQP 1.36 .22 225 1463 558 596 76
(07 May 15.00)AMDEC .27 -.08 490 5077 567 1366 15 | AMDQC 2.12 .33 97 336 32 161 7
(07 May 15.00)QZAEC .19 -.07 143 6604 3 656 0 | QZAQC 2.49 .32 22 2815 0 -60 0
(07 May 16.00)AMDEQ .14 -.04 30 1513 14 215 0 | AMDQQ 2.97 .01 0 132 0 27 0
(07 May 17.00)AMDEH .07 .00 0 253 0 25 0 | AMDQH 3.90 .00 0 12 0 0 0
(07 May 17.50)QZAEW .05 -.03 20 4918 0 74 0 | QZAQW 4.90 -.05 0 764 -1102 -1688 -540
(07 May 18.00)AMDEI .04 .00 0 26 0 16 0 | AMDQI 4.85 .00 0 20 10 20 5
(07 May 19.00)AMDET .02 .00 0 0 0 0 0 | AMDQT 5.80 .00 0 0 0 0 0
(07 May 20.00)AMDED .03 .01 302 601 0 335 0 | AMDQD 6.85 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2052 0 0 0 | QZAQD 7.45 .45 100 1655 0 -57 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 10.00 .45 1504 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 12.40 -.40 0 8 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 17.40 -.15 0 19 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 22.40 -.10 0 87 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.40 -.40 73 291 0 12 0 | AMDSB 0.20 .02 90 6009 0 4907 0
(07 Jul 12.50)AMDGS 1.62 -.24 592 2333 21 167 3 | AMDSS 0.85 .11 392 11549 -27 4848 -2
13.08 Current
(07 Jul 14.00)AMDGP .91 -.16 607 6523 10 2733 1 | AMDSP 1.68 .24 361 10982 -19 102 -3
(07 Jul 15.00)AMDGC .59 -.12 539 18061 144 695 8 | AMDSC 2.32 .22 60 22558 10 -60 2
(07 Jul 16.00)AMDGQ .40 -.07 175 13011 17 1068 1 | AMDSQ 3.19 .33 147 6209 6 20 2
(07 Jul 17.50)AMDGW .22 -.03 469 15750 4 1143 0 | AMDSW 4.45 .35 3 11485 -5 -52 -2
(07 Jul 19.00)AMDGT .13 -.02 23 4812 -4 -80 0 | AMDST 5.90 .35 0 1126 0 -3 0
(07 Jul 20.00)AMDGD .08 -.02 27 13410 -10 294 0 | AMDSD 6.95 .35 33918 6302 0 -1469 0
(07 Jul 22.50)AMDGU .06 .02 34 32533 40 350 0 | AMDSU 9.45 .35 356 102 0 -14 0
(07 Jul 25.00)AMDGE .02 -.01 4 5393 0 325 0 | AMDSE 11.90 -.30 0 32 0 32 0
(07 Jul 27.50)AMDGY .00 .00 0 3218 0 115 0 | AMDSY 14.35 -.25 0 9 0 9 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.85 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.85 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 -10 -10 0 | AKDSH 26.85 .00 0 1 0 1 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.85 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.85 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 3.75 .00 0 0 0 0 0 | AMDVB 0.42 .06 30 20 0 20 0
(07 Oct 11.00)AMDJM 3.10 -.25 6 160 0 -1 0 | AMDVM 0.66 .07 1718 3731 903 2932 60
(07 Oct 12.00)AMDJN 2.44 -.22 1700 413 5 26 1 | AMDVN 1.00 .08 20 11414 101 1479 10
(07 Oct 13.00)AMDJO 1.89 -.24 99 1392 237 241 45 | AMDVO 1.41 .12 47 8004 0 122 0
13.08 Current
(07 Oct 14.00)AMDJP 1.44 -.18 294 3830 15 75 2 | AMDVP 2.02 .19 70 5986 -8 81 -2
(07 Oct 15.00)AMDJC 1.08 -.18 402 5334 0 1903 0 | AMDVC 2.69 .24 18 2223 90 1551 24
(07 Oct 16.00)AMDJQ .80 -.15 99 930 15 17 1 | AMDVQ 3.35 .05 0 361 4 42 1
(07 Oct 17.00)AMDJH .62 -.11 17 2764 0 304 0 | AMDVH 4.10 .25 21 263 15 15 6
(07 Oct 18.00)AMDJI .46 -.09 25 5013 0 75 0 | AMDVI 5.15 .40 33 366 19 19 10
(07 Oct 20.00)AMDJD .31 .00 35 1600 0 110 0 | AMDVD 6.90 .35 0 370 0 19 0
(07 Oct 22.50)AMDJU .17 -.03 8 264 0 0 0 | AMDVU 9.40 .05 0 17 0 0 0
(07 Oct 25.00)AMDJE .09 -.02 504 1219 121 625 1 | AMDVE 11.95 .00 5 0 0 0 0
(07 Oct 30.00)AMDJF .04 .00 0 871 0 210 0 | AMDVF 16.85 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.65 -.05 3 3065 4 33 3 | WVVMA 0.08 .01 1020 71733 109 709 1
(08 Jan 10.00)WVVAB 4.00 -.40 130 3915 8 155 3 | WVVMB 0.60 .04 329 22697 100 1663 6
(08 Jan 12.50)WVVAV 2.48 -.27 278 9260 -88 305 -22 | WVVMV 1.45 .14 68 25686 -49 1440 -7
13.08 Current
(08 Jan 15.00)WVVAC 1.40 -.22 667 26699 378 649 53 | WVVMC 2.92 .25 254 51656 -327 -381 -95
(08 Jan 17.50)WVVAW .85 -.13 393 19254 85 1337 7 | WVVMW 4.55 .25 20 25002 0 31 0
(08 Jan 20.00)WVVAD .52 -.06 564 31912 92 28 5 | WVVMD 7.05 .35 21 21155 -6 221 -4
(08 Jan 22.50)WVVAX .33 -.02 444 21456 0 -249 0 | WVVMX 9.35 .05 0 3291 -144 -4596 -135
(08 Jan 25.00)WVVAE .22 -.02 122 16058 10 36 0 | WVVME 11.95 .35 23868 4288 0 -501 0
(08 Jan 27.50)WVVAY .15 -.03 100 10141 0 22 0 | WVVMY 14.35 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .11 .00 0 21326 0 8 0 | WVVMF 16.95 .35 17760 3252 0 0 0
(08 Jan 35.00)WVVAG .05 .00 0 12135 475 475 2 | WVVMG 21.95 .35 3119 505 0 0 0
(08 Jan 40.00)WVVAH .03 .00 0 7715 0 0 0 | WVVMH 26.85 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .02 .00 0 3494 0 339 0 | WVVMI 31.85 -.37 0 20 0 20 0
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 36.85 -.10 0 40 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 46.85 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1542 0 0 0 | WVVMN 56.85 .00 0 10 0 10 0
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 66.85 .07 0 3 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.85 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.85 -.30 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 8.60 -.25 52 2570 -7 133 -6 | VVVMA 0.18 -.03 0 10849 0 0 0
(09 Jan 10.00)VVVAB 4.90 -.40 378 1259 10 54 5 | VVVMB 1.05 .05 412 30280 0 5004 0
(09 Jan 12.50)VVVAV 3.60 -.30 71 3652 399 560 144 | VVVMV 2.13 .12 134 10270 181 388 39
13.08 Current
(09 Jan 15.00)VVVAC 2.65 -.20 331 7254 27 856 7 | VVVMC 3.50 .10 53 24172 -40 702 -14
(09 Jan 17.50)VVVAW 2.00 -.15 281 5441 5 77 1 | VVVMW 5.15 .10 0 4294 0 0 0
(09 Jan 20.00)VVVAD 1.50 -.13 202 5199 4 188 1 | VVVMD 7.20 .20 1 2735 0 -10 0
(09 Jan 25.00)VVVAE .80 -.06 152 8932 10 19 1 | VVVME 11.85 .10 0 1858 0 -277 0
(09 Jan 30.00)VVVAF .55 .04 30 7760 0 8 0 | VVVMF 17.00 1.16 50 55 0 0 0
(09 Jan 35.00)VVVAG .31 .00 2 6357 0 0 0 | VVVMG 21.85 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 .00 0 9286 0 0 0 | VVVMH 26.85 .30 0 5 0 0 0
(09 Jan 45.00)VVVAI .10 .00 0 916 0 55 0 | VVVMI 31.85 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .06 .00 0 2372 0 0 0 | VVVMJ 36.85 -.80 0 10 0 0 0
(09 Jan 55.00)VVVAK .05 .00 0 544 0 0 0 | VVVMK 41.80 2.60 0 10 0 0 0
(09 Jan 60.00)VVVAL .03 .00 0 493 0 0 0 | VVVML 46.80 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .02 .00 0 382 0 0 0 | VVVMM 51.80 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1988 0 0 0 | VVVMN 56.80 .00 0 8 0 0 0
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