Option Price Chain for 2007-04-02
compared to 3/30 & 3/26
(had to rebuild the last day, it is possible some errors crept in. )
top 3 $ cash flow exceed $110 MM total.
Apr20, 08Jan25, 08Jan30 puts.
Day traders opening and closing interests during the day?
At this hour, I'll leave analysis to others.
Close = 12.83 -0.23
Close = 13.06 1-Day = 2007-03-30
Close = 13.55 5-Day = 2007-03-26
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 44634 1797 3444 .15
AMDDC 07 Apr 15.00 43824 368 -1516 .07
WVVAD 08 Jan 20.00 33523 1059 1603 .45 Vol= 135
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 72853 100 1629 .07 Vol= 98
WVVMC 08 Jan 15.00 51625 -31 -383 2.96
VVVMB 09 Jan 10.00 30512 232 232 1.09 Vol= 0
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDP 07 Apr 14.00 44634 1797 3444 .15 7516
AMDEP 07 May 14.00 13320 2048 4405 .40 2804
AMDEC 07 May 15.00 5110 33 573 .18 2430
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDPD 07 Apr 20.00 9358 -10 -126 7.15 58078
AMDPS 07 Apr 12.50 10189 1639 3322 .37 53947
AMDSD 07 Jul 20.00 6294 -8 -750 7.15 45180
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDDB 07 Apr 10.00 25 5 25 2.90 444 419
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 9358 -10 -126 7.15 58078 48720
AMDPS 07 Apr 12.50 10189 1639 3322 .37 53947 43758
AMDSD 07 Jul 20.00 6294 -8 -750 7.15 45180 38886
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDDB 07 Apr 10.00 25 5 25 2.90 444 129
AMDDP 07 Apr 14.00 44634 1797 3444 .15 7516 113
AMDEP 07 May 14.00 13320 2048 4405 .40 2804 112
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDPD 07 Apr 20.00 9358 -10 -126 7.15 58078 41526
WVVMF 08 Jan 30.00 3252 0 0 17.15 22012 37751
WVVME 08 Jan 25.00 4288 0 -501 12.15 30156 36640
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEO 07 May 13.00 4878 3880 4434 .78 Vol= 663
AMDEP 07 May 14.00 13320 2048 4405 .40
AMDDP 07 Apr 14.00 44634 1797 3444 .15
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDGQ 07 Jul 16.00 12816 -195 64 .33
AMDDW 07 Apr 17.50 19244 -61 1089 .01
WVVAX 08 Jan 22.50 21426 -30 -36 .29
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
WVVMV 08 Jan 12.50 27721 2003 3148 1.50 Vol= 170
AMDPS 07 Apr 12.50 10189 1639 3322 .37
AMDVO 07 Oct 13.00 8821 817 919 1.55 Vol= 42
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 6860 -2012 -11798 4.60
AMDPC 07 Apr 15.00 22407 -376 -4927 2.16
QZAQW 07 May 17.50 512 -252 -1927 5.10
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEO 07 May 13.00 4878 3880 4434 .78 Vol= 663
AMDEP 07 May 14.00 13320 2048 4405 .40
AMDDP 07 Apr 14.00 44634 1797 3444 .15
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDC 07 Apr 15.00 43824 368 -1516 .07
AMDDQ 07 Apr 16.00 21496 -16 -906 .04
AMDGW 07 Jul 17.50 15355 -22 -297 .18
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDVM 07 Oct 11.00 5494 48 4691 .70
AMDPS 07 Apr 12.50 10189 1639 3322 .37
WVVMV 08 Jan 12.50 27721 2003 3148 1.50 Vol= 170
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 6860 -2012 -11798 4.60
AMDPC 07 Apr 15.00 22407 -376 -4927 2.16
QZAQW 07 May 17.50 512 -252 -1927 5.10
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDJN 07 Oct 12.00 2114 1701 2.23 $379K Vol= 850
AMDEO 07 May 13.00 4878 3880 0.78 $303K Vol= 399
AMDJO 07 Oct 13.00 2288 896 1.73 $155K Vol= 42
Top 3 $ Decrease in Call Open Interest
AMDGQ 07 Jul 16.00 12816 -195 0.33 -$6K
WVVAV 08 Jan 12.50 9396 -19 2.28 -$4K
AMDEB 07 May 10.00 16 -5 3.10 -$2K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
WVVMV 08 Jan 12.50 27721 2003 1.50 $300K Vol= 170
AMDVO 07 Oct 13.00 8821 817 1.55 $127K Vol= 42
VVVMF 09 Jan 30.00 105 50 17.15 $86K
Top 3 $ Decrease in Put Open Interest
AMDPW 07 Apr 17.50 6860 -2012 4.60 -$926K
QZAQG 07 May 35.00 0 -87 22.60 -$197K
WVVMJ 08 Jan 50.00 0 -40 37.10 -$148K
Close = 12.83 -0.23
Close = 13.06 1-Day = 2007-03-30
Close = 13.55 5-Day = 2007-03-26
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 2.90 -.15 444 25 5 25 1 | AMDPB 0.05 .02 845 693 65 665 0
(07 Apr 12.50)AMDDS .75 -.12 866 3932 570 606 43 | AMDPS 0.37 .08 53947 10189 1639 3322 61
12.83 Current
(07 Apr 14.00)AMDDP .15 -.08 7516 44634 1797 3444 27 | AMDPP 1.29 .12 2360 26937 -152 472 -20
(07 Apr 15.00)AMDDC .07 -.03 760 43824 368 -1516 3 | AMDPC 2.16 .16 1405 22407 -376 -4927 -81
(07 Apr 16.00)AMDDQ .04 .00 274 21496 -16 -906 0 | AMDPQ 3.20 .23 199 10696 -118 -170 -38
(07 Apr 17.50)AMDDW .01 .00 0 19244 -61 1089 0 | AMDPW 4.60 .10 13770 6860 -2012 -11798 -926
(07 Apr 19.00)AMDDT .00 .00 0 9889 1 1 0 | AMDPT 6.10 .25 658 329 -4 -83 -2
(07 Apr 20.00)AMDDD .03 .01 135 9725 -17 -53 0 | AMDPD 7.15 .20 58078 9358 -10 -126 -7
(07 Apr 22.50)AMDDU .00 .00 0 25692 0 0 0 | AMDPU 9.65 .20 1074 211 -10 -54 -10
(07 Apr 25.00)AMDDE .00 .00 0 17402 -16 -16 0 | AMDPE 12.15 .20 6754 1250 0 -21 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 -2 0 | AMDPY 14.55 -.35 0 1 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7368 -1 -1 0 | AMDPF 17.05 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 19.55 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 22.05 2.85 0 0 -10 -10 -22
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 24.60 -.90 0 0 -10 -10 -25
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 27.05 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 29.45 .00 10 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 32.05 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 3.90 .00 0 1 0 1 0 | AMDQL 0.02 .00 0 4 0 4 0
(07 May 10.00)AMDEB 3.10 -.10 12 16 -5 -4 -2 | AMDQB 0.08 .01 5 282 10 110 0
(07 May 11.00)AMDEM 2.11 -.29 44 260 5 10 1 | AMDQM 0.16 -.01 2 549 208 422 3
12.83 Current
(07 May 13.00)AMDEO .78 -.09 663 4878 3880 4434 303 | AMDQO 0.85 .10 399 6586 610 946 52
(07 May 14.00)AMDEP .40 -.09 2804 13320 2048 4405 82 | AMDQP 1.48 .13 84 1653 190 750 28
(07 May 15.00)AMDEC .18 -.07 2430 5110 33 573 1 | AMDQC 2.26 .15 126 364 8 72 2
(07 May 15.00)QZAEC .19 .01 20 6607 3 -259 0 | QZAQC 2.66 .17 4 2796 -19 -119 -5
(07 May 16.00)AMDEQ .10 -.04 2 1505 -8 52 0 | AMDQQ 3.21 .55 10 132 0 0 0
(07 May 17.00)AMDEH .05 .00 0 254 1 1 0 | AMDQH 4.10 .00 0 12 0 0 0
(07 May 17.50)QZAEW .02 .00 0 4918 0 74 0 | QZAQW 5.10 -.05 0 512 -252 -1927 -129
(07 May 18.00)AMDEI .03 .00 0 26 0 0 0 | AMDQI 5.00 .00 0 0 -20 0 -10
(07 May 19.00)AMDET .02 .00 0 0 0 0 0 | AMDQT 6.00 .00 0 0 0 0 0
(07 May 20.00)AMDED .01 .00 0 986 385 385 0 | AMDQD 7.05 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2052 0 0 0 | QZAQD 7.60 .05 0 1655 0 -57 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 10.10 .45 0 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 12.60 -.40 0 0 -8 -8 -10
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 17.60 -.15 0 0 -19 -19 -33
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 22.60 -.10 0 0 -87 -87 -197
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.15 -.20 13 364 73 79 23 | AMDSB 0.20 .00 0 6059 50 50 1
(07 Jul 12.50)AMDGS 1.45 -.14 235 2404 71 124 10 | AMDSS 0.95 .06 351 11670 37 1770 4
12.83 Current
(07 Jul 14.00)AMDGP .83 -.08 201 6793 270 362 22 | AMDSP 1.78 .12 68 10996 14 -247 2
(07 Jul 15.00)AMDGC .52 -.08 539 18305 244 365 13 | AMDSC 2.49 .15 223 22478 -80 -90 -20
(07 Jul 16.00)AMDGQ .33 -.04 60 12816 -195 64 -6 | AMDSQ 3.30 .15 40 6160 -10 -32 -3
(07 Jul 17.50)AMDGW .18 -.01 562 15355 -22 -297 0 | AMDSW 4.50 .35 11 11362 -123 -144 -55
(07 Jul 19.00)AMDGT .10 -.02 97 4803 -9 -3 0 | AMDST 6.15 .50 5227 1106 -20 -23 -12
(07 Jul 20.00)AMDGD .08 .00 52 13387 -23 -63 0 | AMDSD 7.15 .20 45180 6294 -8 -750 -6
(07 Jul 22.50)AMDGU .03 .00 70 32563 30 310 0 | AMDSU 9.65 .20 902 102 0 -14 0
(07 Jul 25.00)AMDGE .01 .00 0 5393 0 325 0 | AMDSE 12.10 -.30 0 0 -32 -32 -39
(07 Jul 27.50)AMDGY .00 .00 0 3218 0 115 0 | AMDSY 14.60 -.25 0 0 -9 -9 -13
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.95 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.95 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 -10 0 | AKDSH 26.95 .00 0 0 -1 -1 -3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.95 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.95 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 3.65 -.15 2 10 10 10 4 | AMDVB 0.45 .04 40 123 103 103 5
(07 Oct 11.00)AMDJM 2.83 .00 0 165 5 5 1 | AMDVM 0.70 .05 70 5494 48 4691 3
(07 Oct 12.00)AMDJN 2.23 -.17 42 2114 1701 1706 379 | AMDVN 1.09 .08 850 11417 18 1331 2
12.83 Current
(07 Oct 13.00)AMDJO 1.73 -.12 118 2288 896 1137 155 | AMDVO 1.55 .09 42 8821 817 919 127
(07 Oct 14.00)AMDJP 1.33 -.09 778 4046 216 261 29 | AMDVP 2.12 .01 0 5968 -18 -19 -4
(07 Oct 15.00)AMDJC 1.01 -.05 49 5645 311 376 31 | AMDVC 2.82 .11 54 2231 8 1501 2
(07 Oct 16.00)AMDJQ .73 .00 0 939 9 24 1 | AMDVQ 3.50 .05 10 364 3 7 1
(07 Oct 17.00)AMDJH .53 -.07 5 2927 163 245 9 | AMDVH 4.37 .27 81 284 21 36 9
(07 Oct 18.00)AMDJI .41 -.05 5 5058 45 45 2 | AMDVI 5.25 .15 2 391 25 44 13
(07 Oct 20.00)AMDJD .26 -.02 773 1589 -11 -8 0 | AMDVD 7.15 .50 27 370 0 0 0
(07 Oct 22.50)AMDJU .12 .00 0 264 0 0 0 | AMDVU 9.45 .05 0 0 -17 -17 -16
(07 Oct 25.00)AMDJE .07 .00 0 1715 496 849 3 | AMDVE 11.95 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 1016 145 165 0 | AMDVF 16.95 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.05 .00 0 3068 3 7 2 | WVVMA 0.07 .01 98 72853 100 1629 1
(08 Jan 10.00)WVVAB 3.85 -.15 55 3985 70 82 27 | WVVMB 0.62 .04 525 22809 112 1751 7
(08 Jan 12.50)WVVAV 2.28 -.19 174 9396 -19 -117 -4 | WVVMV 1.50 .08 170 27721 2003 3148 300
12.83 Current
(08 Jan 15.00)WVVAC 1.32 -.10 283 27045 346 755 46 | WVVMC 2.96 .11 200 51625 -31 -383 -9
(08 Jan 17.50)WVVAW .75 -.09 190 19417 163 1473 12 | WVVMW 5.00 .30 133 25028 15 47 8
(08 Jan 20.00)WVVAD .45 -.06 135 33523 1059 1603 48 | WVVMD 7.20 .15 83 21144 -11 -26 -8
(08 Jan 22.50)WVVAX .29 -.04 120 21426 -30 -36 -1 | WVVMX 9.65 .65 14502 3249 -42 -1083 -41
(08 Jan 25.00)WVVAE .20 -.02 25 16178 120 130 2 | WVVME 12.15 .20 30156 4288 0 -501 0
(08 Jan 27.50)WVVAY .12 .00 0 10261 120 120 1 | WVVMY 14.60 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .12 .01 18 21326 0 0 0 | WVVMF 17.15 .20 22012 3252 0 0 0
(08 Jan 35.00)WVVAG .05 .00 0 12135 0 475 0 | WVVMG 22.15 .20 3624 505 0 0 0
(08 Jan 40.00)WVVAH .03 .00 0 7715 0 0 0 | WVVMH 27.00 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .02 .00 0 3494 0 339 0 | WVVMI 32.10 -.37 0 0 -20 -20 -64
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 37.10 -.10 0 0 -40 -40 -148
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 46.95 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1542 0 0 0 | WVVMN 56.95 .00 0 0 -10 -10 -57
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 66.95 .07 0 0 -3 -3 -20
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.90 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.90 -.30 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 8.40 .00 0 2622 52 50 44 | VVVMA 0.20 .00 75 10849 0 0 0
(09 Jan 10.00)VVVAB 4.85 -.05 43 1508 249 259 121 | VVVMB 1.09 .05 0 30512 232 232 25
(09 Jan 12.50)VVVAV 3.40 -.30 88 3736 84 497 29 | VVVMV 2.00 -.13 10 10269 -1 180 0
12.83 Current
(09 Jan 15.00)VVVAC 2.45 -.15 156 7575 321 436 79 | VVVMC 3.50 .00 28 24210 38 728 13
(09 Jan 17.50)VVVAW 1.80 -.10 160 5517 76 86 14 | VVVMW 5.25 .10 0 4294 0 0 0
(09 Jan 20.00)VVVAD 1.30 -.11 95 5280 81 161 11 | VVVMD 7.40 .20 10 2735 0 0 0
(09 Jan 25.00)VVVAE .75 -.13 25 9008 76 85 6 | VVVME 12.25 .75 5 1809 -49 -331 -60
(09 Jan 30.00)VVVAF .43 -.07 8 7740 -20 -25 -1 | VVVMF 17.15 .15 354 105 50 50 86
(09 Jan 35.00)VVVAG .30 -.01 134 6357 0 0 0 | VVVMG 22.05 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .10 .00 0 9329 43 43 0 | VVVMH 27.10 1.05 10 5 0 0 0
(09 Jan 45.00)VVVAI .07 .00 0 916 0 0 0 | VVVMI 31.90 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .04 .00 0 2372 0 0 0 | VVVMJ 36.80 8.50 10 0 -10 -10 -37
(09 Jan 55.00)VVVAK .02 .00 0 544 0 0 0 | VVVMK 41.90 2.60 0 0 -10 -10 -42
(09 Jan 60.00)VVVAL .03 .00 0 493 0 0 0 | VVVML 46.80 .00 10 0 0 0 0
(09 Jan 65.00)VVVAM .02 .00 0 382 0 0 0 | VVVMM 51.80 .00 10 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1988 0 0 0 | VVVMN 57.05 .00 0 0 -8 -8 -46
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