Option Price Chain for 2007-04-04
compared to 4/03 & 3/28
$1MM, 4K contacts in May10 CALLS opened yesterday.
"Goofy volumes" in Apr20, 08Jan25, 08Jan30 Puts.
(by that, I mean volume >> greater than open interest,
with no expected change in open interest.
Prophet & Scheaffer do not confirm volumes.
MarketWatch and Yahoo show vol=58K on Apr20 Puts, CBOE shows zero. I believe the zero.
In fact, the CBOE live page cboe.com
doesn't een support the CBOE text download
for the 12004 July 20 puts. the live page shows zero.
Most of the time, it seems to me, these cases of
high volume "Deep In the Money" days are figments of a deranged computer database.
There is almost always agreement on open interest.
-Magrathea
Data From CBOE Download
Close = 12.86 +0.15
Close = 12.71 1-Day = 2007-04-04
Close = 13.08 5-Day = 2007-03-29
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 44428 -773 1414 .14
AMDDC 07 Apr 15.00 43035 -199 -3063 .05
WVVAD 08 Jan 20.00 33651 94 1739 .47 Vol= 11
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73053 0 1320 .11
AMDPS 07 Apr 12.50 69556 -4032 62601 .37
WVVMC 08 Jan 15.00 51713 -25 57 3.05
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDS 07 Apr 12.50 6709 885 3347 .75 4285
AMDDO 07 Apr 13.00 12666 710 12666 .48 2544
AMDGC 07 Jul 15.00 19220 61 1159 .51 1875
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSD 07 Jul 20.00 5829 -19 -473 7.15 12004
VVVMA 09 Jan 5.00 13074 -240 2225 .26 9925
WVVME 08 Jan 25.00 3430 0 -858 12.15 7004
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
AMDSD 07 Jul 20.00 5829 -19 -473 7.15 12004 6175
WVVME 08 Jan 25.00 3430 0 -858 12.15 7004 3574
WVVMF 08 Jan 30.00 3252 0 0 17.15 6604 3352
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
VVVAC 09 Jan 15.00 7839 153 585 2.50 1745 436
AMDDS 07 Apr 12.50 6709 885 3347 .75 4285 321
AMDDO 07 Apr 13.00 12666 710 12666 .48 2544 122
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3252 0 0 17.15 6604 11326
AMDSD 07 Jul 20.00 5829 -19 -473 7.15 12004 8583
WVVME 08 Jan 25.00 3430 0 -858 12.15 7004 8510
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEB 07 May 10.00 4018 3992 3997 2.86 Vol= 24
AMDDS 07 Apr 12.50 6709 885 3347 .75
AMDDO 07 Apr 13.00 12666 710 12666 .48
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDP 07 Apr 14.00 44428 -773 1414 .14
AMDGQ 07 Jul 16.00 12522 -261 -489 .32
AMDDC 07 Apr 15.00 43035 -199 -3063 .05
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQM 07 May 11.00 6702 6103 6361 .18 Vol= 3961
AMDPO 07 Apr 13.00 8200 2209 8200 .66
AMDPM 07 Apr 11.00 1213 803 1213 .09
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPS 07 Apr 12.50 69556 -4032 62601 .37
AMDPP 07 Apr 14.00 25880 -374 -755 1.28
AMDPQ 07 Apr 16.00 9663 -279 -1151 3.20
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDO 07 Apr 13.00 12666 710 12666 .48
AMDEP 07 May 14.00 13945 163 4849 .34
AMDEO 07 May 13.00 5241 -115 4552 .74
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDC 07 Apr 15.00 43035 -199 -3063 .05
AMDDQ 07 Apr 16.00 21217 -142 -1231 .03
AMDGW 07 Jul 17.50 15105 32 -645 .16
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPS 07 Apr 12.50 69556 -4032 62601 .37
VVVMB 09 Jan 10.00 40286 -161 10006 1.20
AMDPO 07 Apr 13.00 8200 2209 8200 .66
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPW 07 Apr 17.50 4391 12 -4481 4.80 Vol= 10
WVVMX 08 Jan 22.50 1953 -176 -1338 9.65
AMDPC 07 Apr 15.00 21619 -30 -1164 2.18
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDEB 07 May 10.00 4018 3992 2.86 $1142K Vol= 0
AMDDM 07 Apr 11.00 825 485 1.85 $90K
AMDDS 07 Apr 12.50 6709 885 0.75 $66K
Top 3 $ Decrease in Call Open Interest
AMDGB 07 Jul 10.00 361 -48 3.15 -$15K
AMDDP 07 Apr 14.00 44428 -773 0.14 -$11K
AMDEO 07 May 13.00 5241 -115 0.74 -$9K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPO 07 Apr 13.00 8200 2209 0.66 $146K
AMDQM 07 May 11.00 6702 6103 0.18 $110K Vol= 3961
AMDVC 07 Oct 15.00 2399 162 2.84 $46K Vol= 52
Top 3 $ Decrease in Put Open Interest
QZAQG 07 May 35.00 0 -87 22.80 -$198K
LDYMT 08 Jan 100.00 17 -20 87.15 -$174K
VVVMF 09 Jan 30.00 5 -100 17.17 -$172K
Close = 12.86 +0.15
Close = 12.71 1-Day = 2007-04-04
Close = 13.08 5-Day = 2007-03-29
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 2.88 .00 0 468 -4 448 -1 | AMDPB 0.01 .02 0 1326 0 1098 0
(07 Apr 11.00)AMDDM 1.85 .05 39 825 485 825 90 | AMDPM 0.09 .00 840 1213 803 1213 7
(07 Apr 12.50)AMDDS .75 .10 4285 6709 885 3347 66 | AMDPS 0.37 -.04 4731 69556 -4032 62601 -149
12.86 Current
(07 Apr 13.00)AMDDO .48 .05 2544 12666 710 12666 34 | AMDPO 0.66 -.02 2232 8200 2209 8200 146
(07 Apr 14.00)AMDDP .14 .02 1823 44428 -773 1414 -11 | AMDPP 1.28 -.12 2855 25880 -374 -755 -48
(07 Apr 15.00)AMDDC .05 .00 1181 43035 -199 -3063 -1 | AMDPC 2.18 -.11 142 21619 -30 -1164 -7
(07 Apr 16.00)AMDDQ .03 .00 98 21217 -142 -1231 0 | AMDPQ 3.20 -.10 123 9663 -279 -1151 -89
(07 Apr 17.50)AMDDW .01 .00 10 19302 60 -3 0 | AMDPW 4.80 .05 10 4391 12 -4481 6
(07 Apr 19.00)AMDDT .00 .00 0 9886 0 -2 0 | AMDPT 6.10 -.05 0 329 0 -4 0
(07 Apr 20.00)AMDDD .00 .00 0 9720 0 -48 0 | AMDPD 7.10 .20 0 9338 0 -30 0
(07 Apr 22.50)AMDDU .00 .00 0 25687 0 -5 0 | AMDPU 9.60 .20 0 46 0 -175 0
(07 Apr 25.00)AMDDE .00 .00 0 17402 0 -16 0 | AMDPE 12.10 .20 0 1101 0 -149 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 0 0 | AMDPY 14.60 -.35 0 1 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7368 0 -1 0 | AMDPF 17.10 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 19.60 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 22.10 2.85 0 0 -10 -10 -22
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 24.60 -.90 0 0 -10 -10 -25
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 27.10 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 29.60 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 32.15 -.10 28 10 0 10 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 3.90 .00 0 1 0 0 0 | AMDQL 0.02 .00 0 4 0 0 0
(07 May 10.00)AMDEB 2.86 -.01 24 4018 3992 3997 1142 | AMDQB 0.06 .01 0 310 3 38 0
(07 May 11.00)AMDEM 2.07 .00 0 345 1 90 0 | AMDQM 0.18 .00 3961 6702 6103 6361 110
12.86 Current
(07 May 13.00)AMDEO .74 .08 474 5241 -115 4552 -9 | AMDQO 0.82 -.04 318 7065 27 1089 2
(07 May 14.00)AMDEP .34 -.01 232 13945 163 4849 6 | AMDQP 1.52 -.05 131 1696 -8 233 -1
(07 May 15.00)AMDEC .19 .04 555 6756 -50 1679 -1 | AMDQC 2.31 -.07 27 500 25 164 6
(07 May 15.00)QZAEC .08 -.02 365 6619 -8 15 0 | QZAQC 2.63 .17 0 2796 0 -19 0
(07 May 16.00)AMDEQ .08 .00 0 1607 0 94 0 | AMDQQ 3.15 .55 0 142 0 10 0
(07 May 17.00)AMDEH .05 -.03 10 254 0 1 0 | AMDQH 4.10 .00 0 12 0 0 0
(07 May 17.50)QZAEW .03 .00 0 4908 -10 -10 0 | QZAQW 5.30 .10 19 412 -10 -352 -5
(07 May 18.00)AMDEI .02 .00 0 220 194 194 0 | AMDQI 5.10 .00 0 0 -20 -20 -10
(07 May 19.00)AMDET .02 .00 0 0 0 0 0 | AMDQT 6.10 .00 0 0 0 0 0
(07 May 20.00)AMDED .01 .00 0 986 0 385 0 | AMDQD 7.10 .00 0 0 0 0 0
(07 May 20.00)QZAED .04 -.01 4 2052 0 0 0 | QZAQD 7.70 .10 300 1629 0 -26 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 10.10 .25 0 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 12.80 2.60 19 0 -8 -8 -10
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 17.60 -.15 0 0 -19 -19 -33
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 22.80 1.25 19 0 -87 -87 -198
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.15 .10 10 361 -48 70 -15 | AMDSB 0.25 .00 1307 7925 186 1916 5
(07 Jul 12.50)AMDGS 1.44 .04 101 2669 8 336 1 | AMDSS 0.95 -.06 468 13275 23 1726 2
12.86 Current
(07 Jul 14.00)AMDGP .81 .05 75 6846 -41 323 -3 | AMDSP 1.77 -.07 510 10940 -15 -42 -3
(07 Jul 15.00)AMDGC .51 .02 1875 19220 61 1159 3 | AMDSC 2.52 -.06 47 22390 23 -168 6
(07 Jul 16.00)AMDGQ .32 .00 571 12522 -261 -489 -8 | AMDSQ 3.40 .00 65 6193 37 -16 13
(07 Jul 17.50)AMDGW .16 .00 165 15105 32 -645 1 | AMDSW 4.65 -.20 105 10808 -11 -677 -5
(07 Jul 19.00)AMDGT .08 .00 0 4785 48 -27 0 | AMDST 6.15 .10 631 306 0 -820 0
(07 Jul 20.00)AMDGD .06 .00 0 13368 5 -42 0 | AMDSD 7.15 .20 12004 5829 -19 -473 -14
(07 Jul 22.50)AMDGU .02 .00 0 32633 0 100 0 | AMDSU 9.60 -.10 0 102 0 0 0
(07 Jul 25.00)AMDGE .01 .00 0 5385 0 -8 0 | AMDSE 12.10 -.30 0 0 -32 -32 -39
(07 Jul 27.50)AMDGY .00 .00 0 3218 0 0 0 | AMDSY 14.60 -.25 0 0 -9 -9 -13
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 17.10 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 22.10 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 27.10 .00 0 0 -1 -1 -3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 32.10 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 37.10 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 3.40 -.25 2 32 0 32 0 | AMDVB 0.45 -.01 2136 294 21 274 1
(07 Oct 11.00)AMDJM 2.77 -.02 100 168 4 8 1 | AMDVM 0.73 .00 2081 5797 83 2066 6
(07 Oct 12.00)AMDJN 2.25 .00 0 2243 36 1830 8 | AMDVN 1.10 -.02 1339 11554 -7 140 -1
12.86 Current
(07 Oct 13.00)AMDJO 1.70 .05 293 2466 51 1074 9 | AMDVO 1.57 -.05 92 8888 5 884 1
(07 Oct 14.00)AMDJP 1.28 .03 134 4849 263 1019 34 | AMDVP 2.26 .07 30 6015 27 29 6
(07 Oct 15.00)AMDJC .93 .00 198 5688 10 354 1 | AMDVC 2.84 .04 52 2399 162 176 46
(07 Oct 16.00)AMDJQ .71 .01 14 937 -2 7 0 | AMDVQ 3.50 .05 0 374 0 13 0
(07 Oct 17.00)AMDJH .55 .00 0 2962 10 198 1 | AMDVH 4.40 -.05 1 316 5 53 2
(07 Oct 18.00)AMDJI .40 -.03 3 5114 0 101 0 | AMDVI 5.20 .15 0 393 0 27 0
(07 Oct 20.00)AMDJD .23 .00 0 1590 9 -10 0 | AMDVD 7.10 -.06 0 368 0 -2 0
(07 Oct 22.50)AMDJU .12 .00 0 264 0 0 0 | AMDVU 9.60 .05 0 0 -17 -17 -16
(07 Oct 25.00)AMDJE .07 .00 0 1715 0 496 0 | AMDVE 12.10 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 1016 0 145 0 | AMDVF 17.10 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.05 .00 0 3078 0 13 0 | WVVMA 0.11 .03 1 73053 0 1320 0
(08 Jan 10.00)WVVAB 3.85 .15 282 4100 83 185 32 | WVVMB 0.64 .01 629 23589 168 892 11
(08 Jan 12.50)WVVAV 2.29 .04 175 9923 27 663 6 | WVVMV 1.54 -.04 2123 27358 20 1672 3
12.86 Current
(08 Jan 15.00)WVVAC 1.33 .03 397 27353 130 654 17 | WVVMC 3.05 .02 70 51713 -25 57 -8
(08 Jan 17.50)WVVAW .78 .04 229 19774 28 520 2 | WVVMW 5.00 .01 16 25068 1 66 1
(08 Jan 20.00)WVVAD .47 .01 11 33651 94 1739 4 | WVVMD 7.25 -.10 6 21057 -5 -98 -4
(08 Jan 22.50)WVVAX .27 -.02 69 21479 -18 23 0 | WVVMX 9.65 -.15 4004 1953 -176 -1338 -170
(08 Jan 25.00)WVVAE .19 .00 3 16223 10 165 0 | WVVME 12.15 .20 7004 3430 0 -858 0
(08 Jan 27.50)WVVAY .11 .00 0 10291 0 150 0 | WVVMY 14.60 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .10 -.01 10 21326 0 0 0 | WVVMF 17.15 -.10 6604 3252 0 0 0
(08 Jan 35.00)WVVAG .05 .00 0 12125 -10 -10 0 | WVVMG 22.15 .10 1028 505 -10 0 -22
(08 Jan 40.00)WVVAH .04 .00 252 7715 0 0 0 | WVVMH 27.10 1.05 0 13 0 0 0
(08 Jan 45.00)WVVAI .02 .00 0 3494 0 0 0 | WVVMI 32.10 -.37 0 0 -20 -20 -64
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 37.10 -.10 0 0 -40 -40 -148
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 47.05 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .02 .00 2 1542 0 0 0 | WVVMN 57.10 .00 0 0 -10 -10 -57
(08 Jan 80.00)LDYAP .00 .00 0 1276 0 0 0 | LDYMP 67.10 .07 0 0 -3 -3 -20
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 77.05 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 87.15 .00 101 17 -20 0 -174
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 8.50 .00 7 2638 14 68 12 | VVVMA 0.26 .04 9925 13074 -240 2225 -6
(09 Jan 10.00)VVVAB 4.60 -.20 10 1528 -2 269 -1 | VVVMB 1.20 .10 154 40286 -161 10006 -19
(09 Jan 12.50)VVVAV 3.50 .15 30 3868 26 216 9 | VVVMV 2.21 -.02 2110 10439 60 169 13
12.86 Current
(09 Jan 15.00)VVVAC 2.50 .05 1745 7839 153 585 38 | VVVMC 3.60 .00 130 24187 -69 15 -25
(09 Jan 17.50)VVVAW 1.75 -.05 50 5583 60 142 11 | VVVMW 5.35 .50 0 4284 -10 -10 -5
(09 Jan 20.00)VVVAD 1.41 .11 10 5515 43 316 6 | VVVMD 7.50 .10 2 2800 15 65 11
(09 Jan 25.00)VVVAE .76 .01 72 9008 0 76 0 | VVVME 12.20 -.05 5 1630 0 -228 0
(09 Jan 30.00)VVVAF .45 -.05 29 7724 0 -36 0 | VVVMF 17.17 .02 5 5 -100 -50 -172
(09 Jan 35.00)VVVAG .25 .00 0 6401 10 44 0 | VVVMG 22.05 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .20 -.03 4 9329 0 43 0 | VVVMH 27.05 1.05 0 5 0 0 0
(09 Jan 45.00)VVVAI .08 .00 0 916 0 0 0 | VVVMI 32.05 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .05 .00 0 2376 0 4 0 | VVVMJ 37.05 8.50 0 0 -10 -10 -37
(09 Jan 55.00)VVVAK .03 .00 0 549 0 5 0 | VVVMK 42.05 2.60 0 0 -10 -10 -42
(09 Jan 60.00)VVVAL .02 .00 0 493 0 0 0 | VVVML 47.05 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .02 .00 0 382 0 0 0 | VVVMM 52.05 .00 0 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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