CBOE Option Price Chain for 2007-04-16
No excess volume. Quietest day in weeks.
Largest money flow was 08Jan15 Puts at $140K
Open interest in Apr14 Calls up 10K in 5 days,
Open interest in Apr13 Puts up 8K in 1 day (doubling)
Apr16 Puts greatest $ increase in open interest.
Edit: May12 Puts and Calls: Change in open interest is data artifact. CBOE calls them AMDEN and AMDQN, MarketWatch calls them AMDEV and AMDQV. I use MarketWatch for Layout, but CBOE for the data.
Data From CBOE Download
Close = 13.52 -0.05
Close = 13.57 1-Day = 2007-04-15
Close = 13.53 5-Day = 2007-04-09
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 54567 -271 10305 .18
AMDDC 07 Apr 15.00 41002 51 -1246 .04
WVVAD 08 Jan 20.00 34842 48 1184 .53
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73378 0 325 .07
AMDPS 07 Apr 12.50 72582 -118 148 .09
WVVMC 08 Jan 15.00 52075 216 368 2.60
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDP 07 Apr 14.00 54567 -271 10305 .18 3222
AMDEP 07 May 14.00 21196 -97 7176 .51 1021
AMDDC 07 Apr 15.00 41002 51 -1246 .04 967
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDQN 07 May 12.00 11437 0 11437 .20 823
AMDQO 07 May 13.00 10914 1029 3580 .46 726
AMDPO 07 Apr 13.00 15878 7828 6837 .18 675
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
0 0 0 .00 0 0
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDDS 07 Apr 12.50 5513 123 -3629 1.06 649 69
AMDDP 07 Apr 14.00 54567 -271 10305 .18 3222 58
AMDEP 07 May 14.00 21196 -97 7176 .51 1021 52
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMC 08 Jan 15.00 52075 216 368 2.60 540 140
LDYMT 08 Jan 100.00 17 0 -16 86.50 7 61
AMDPC 07 Apr 15.00 21404 30 -141 1.56 380 59
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
VVVAC 09 Jan 15.00 9226 504 488 2.90 Vol= 98
AMDGQ 07 Jul 16.00 13016 492 814 .42 Vol= 12
WVVAI 08 Jan 45.00 4006 430 512 .02 Vol= 0
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDJC 07 Oct 15.00 7822 -1889 2079 1.19
AMDDP 07 Apr 14.00 54567 -271 10305 .18
AMDEP 07 May 14.00 21196 -97 7176 .51
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPO 07 Apr 13.00 15878 7828 6837 .18 Vol= 675
AMDPQ 07 Apr 16.00 10102 2223 1094 2.53 Vol= 49
AMDQO 07 May 13.00 10914 1029 3580 .46 Vol= 726
Top 3 1-Day Decrease in Put Open Interest Contracts
VVVMA 09 Jan 5.00 23034 -321 1005 .20
AMDPS 07 Apr 12.50 72582 -118 148 .09
AMDSS 07 Jul 12.50 13523 -57 91 .69
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 54567 -271 10305 .18
AMDEP 07 May 14.00 21196 -97 7176 .51
AMDDO 07 Apr 13.00 17609 -17 3058 .70
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDS 07 Apr 12.50 5513 123 -3629 1.06
WVVAX 08 Jan 22.50 19471 24 -2077 .32
AMDDC 07 Apr 15.00 41002 51 -1246 .04
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQN 07 May 12.00 11437 0 11437 .20
AMDPO 07 Apr 13.00 15878 7828 6837 .18 Vol= 675
AMDPP 07 Apr 14.00 30167 733 4332 .66 Vol= 580
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 3556 0 -5782 6.45
WVVME 08 Jan 25.00 2716 0 -714 11.45
AMDPE 07 Apr 25.00 500 0 -601 11.45
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
VVVAC 09 Jan 15.00 9226 504 2.90 $146K Vol= 15
AMDEO 07 May 13.00 7986 377 1.00 $38K
WVVAC 08 Jan 15.00 28081 188 1.61 $30K
Top 3 $ Decrease in Call Open Interest
AMDJC 07 Oct 15.00 7822 -1889 1.19 -$225K
AMDEP 07 May 14.00 21196 -97 0.51 -$5K
AMDDP 07 Apr 14.00 54567 -271 0.18 -$5K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPQ 07 Apr 16.00 10102 2223 2.53 $562K Vol= 49
AMDPO 07 Apr 13.00 15878 7828 0.18 $141K Vol= 675
WVVMX 08 Jan 22.50 1611 90 8.95 $81K Vol= 0
Top 3 $ Decrease in Put Open Interest
QZAQW 07 May 17.50 347 -43 4.45 -$19K
VVVMA 09 Jan 5.00 23034 -321 0.20 -$6K
AMDSS 07 Jul 12.50 13523 -57 0.69 -$4K
Close = 13.52 -0.05
Close = 13.57 1-Day = 2007-04-15
Close = 13.53 5-Day = 2007-04-09
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 3.45 .00 0 487 0 19 0 | AMDPB 0.00 .02 0 1326 0 0 0
(07 Apr 11.00)AMDDM 2.46 -.20 100 1205 0 341 0 | AMDPM 0.01 -.01 0 2926 0 1336 0
(07 Apr 12.50)AMDDS 1.06 -.14 649 5513 123 -3629 13 | AMDPS 0.09 -.01 324 72582 -118 148 -1
(07 Apr 13.00)AMDDO .70 -.05 419 17609 -17 3058 -1 | AMDPO 0.18 -.01 675 15878 7828 6837 141
13.52 Current
(07 Apr 14.00)AMDDP .18 -.03 3222 54567 -271 10305 -5 | AMDPP 0.66 .05 580 30167 733 4332 48
(07 Apr 15.00)AMDDC .04 -.02 967 41002 51 -1246 0 | AMDPC 1.56 .06 380 21404 30 -141 5
(07 Apr 16.00)AMDDQ .02 -.01 19 20926 0 -195 0 | AMDPQ 2.53 -.04 49 10102 2223 1094 562
(07 Apr 17.50)AMDDW .01 .00 1 19207 0 -85 0 | AMDPW 4.05 .20 10 3649 -1 -97 0
(07 Apr 19.00)AMDDT .00 .00 0 9876 -10 -10 0 | AMDPT 5.45 .05 0 324 0 0 0
(07 Apr 20.00)AMDDD .00 .00 0 9687 0 -33 0 | AMDPD 6.45 -.40 0 3556 0 -5782 0
(07 Apr 22.50)AMDDU .00 .00 0 25687 0 0 0 | AMDPU 8.95 -.40 0 46 0 0 0
(07 Apr 25.00)AMDDE .00 .00 0 17374 0 -28 0 | AMDPE 11.45 -.45 0 500 0 -601 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 0 0 | AMDPY 13.95 -.35 0 1 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7368 0 0 0 | AMDPF 16.45 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 18.95 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.45 2.85 0 0 0 0 0
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 23.95 -.90 0 0 0 0 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.45 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 28.95 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.45 -.10 0 0 0 -10 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.50 .00 0 4 0 3 0 | AMDQL 0.02 .00 0 4 0 0 0
(07 May 10.00)AMDEB 3.55 .00 0 4032 0 14 0 | AMDQB 0.03 -.02 2 311 0 1 0
(07 May 11.00)AMDEM 2.66 -.04 113 367 5 22 1 | AMDQM 0.09 .01 10 10323 0 154 0
(07 May 12.00)AMDEV 1.74 .00 0 999 0 999 0 | AMDQN 0.20 .00 823 11437 0 11437 0
(07 May 13.00)AMDEO 1.00 -.07 204 7986 377 2583 38 | AMDQO 0.46 .01 726 10914 1029 3580 47
13.52 Current
(07 May 14.00)AMDEP .51 -.03 1021 21196 -97 7176 -5 | AMDQP 0.93 .01 238 3983 51 2196 5
(07 May 15.00)AMDEC .22 -.03 345 10106 72 3043 2 | AMDQC 1.64 -.10 101 1163 21 651 3
(07 May 15.00)QZAEC .10 -.06 35 6649 41 -235 0 | QZAQC 2.07 .11 15 2818 10 22 2
(07 May 16.00)AMDEQ .10 .00 0 1879 16 272 0 | AMDQQ 2.56 .06 62 228 0 86 0
(07 May 17.00)AMDEH .04 .00 0 431 0 172 0 | AMDQH 3.45 .15 0 30 0 18 0
(07 May 17.50)QZAEW .02 .00 0 4908 0 0 0 | QZAQW 4.45 -.85 0 347 -43 -65 -19
(07 May 18.00)AMDEI .02 .00 0 220 0 0 0 | AMDQI 4.45 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 0 0 0 0 | AMDQT 5.40 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 6.45 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2052 0 0 0 | QZAQD 6.95 .00 0 1614 0 -15 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.45 -.45 0 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.95 2.60 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.95 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.95 1.25 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 3.85 .00 10 426 10 55 4 | AMDSB 0.15 -.02 22 7931 19 368 0
(07 Jul 12.50)AMDGS 1.86 .00 151 2591 -4 -123 -1 | AMDSS 0.69 .01 134 13523 -57 91 -4
13.52 Current
(07 Jul 14.00)AMDGP 1.03 -.03 254 7680 188 815 19 | AMDSP 1.36 .03 74 12056 5 919 1
(07 Jul 15.00)AMDGC .65 -.04 383 20832 324 994 21 | AMDSC 1.98 -.02 115 22329 10 -64 2
(07 Jul 16.00)AMDGQ .42 .02 12 13016 492 814 21 | AMDSQ 2.74 .11 0 6163 3 8 1
(07 Jul 17.50)AMDGW .20 -.05 35 14818 0 -246 0 | AMDSW 4.10 .00 3 10572 0 -164 0
(07 Jul 19.00)AMDGT .09 -.04 19 4515 0 -270 0 | AMDST 5.55 .15 17 306 0 1 0
(07 Jul 20.00)AMDGD .06 .00 0 13361 0 -7 0 | AMDSD 6.45 .10 0 5693 0 -6 0
(07 Jul 22.50)AMDGU .02 .00 0 32823 0 190 0 | AMDSU 8.95 .15 0 102 0 0 0
(07 Jul 25.00)AMDGE .01 -.02 48 5351 0 -34 0 | AMDSE 11.45 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3184 0 -34 0 | AMDSY 13.95 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.45 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.45 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 26.45 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.45 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.45 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 4.10 .00 0 47 1 14 0 | AMDVB 0.36 -.01 25 2803 20 373 1
(07 Oct 11.00)AMDJM 3.37 -.18 30 560 50 350 17 | AMDVM 0.55 -.02 0 8715 57 918 3
(07 Oct 12.00)AMDJN 2.65 .00 0 2367 10 124 3 | AMDVN 0.87 -.13 10 12779 9 41 1
(07 Oct 13.00)AMDJO 2.06 .00 0 2670 1 3 0 | AMDVO 1.25 .05 4 9001 0 87 0
13.52 Current
(07 Oct 14.00)AMDJP 1.60 .06 73 6543 6 1594 1 | AMDVP 1.77 -.03 2 6373 57 348 10
(07 Oct 15.00)AMDJC 1.19 -.04 62 7822 -1889 2079 -225 | AMDVC 2.36 -.04 45 6354 88 3942 21
(07 Oct 16.00)AMDJQ .90 .03 529 1390 -13 451 -1 | AMDVQ 2.97 -.29 20 409 0 35 0
(07 Oct 17.00)AMDJH .66 .00 0 2985 -5 23 0 | AMDVH 3.85 -.10 5 326 0 10 0
(07 Oct 18.00)AMDJI .49 -.01 38 5100 0 -14 0 | AMDVI 4.65 .15 0 393 0 0 0
(07 Oct 20.00)AMDJD .30 -.02 30 1706 0 116 0 | AMDVD 6.55 -.05 30 429 25 61 16
(07 Oct 22.50)AMDJU .15 -.02 15 386 0 122 0 | AMDVU 8.95 .05 0 0 0 0 0
(07 Oct 25.00)AMDJE .09 .00 50 1715 0 0 0 | AMDVE 11.45 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 1031 0 15 0 | AMDVF 16.45 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 8.70 .00 0 3112 0 34 0 | WVVMA 0.07 -.01 0 73378 0 325 0
(08 Jan 10.00)WVVAB 4.40 -.10 34 4335 21 142 9 | WVVMB 0.51 -.02 156 24060 4 62 0
(08 Jan 12.50)WVVAV 2.75 -.09 82 10100 97 225 27 | WVVMV 1.28 .03 63 27640 0 224 0
13.52 Current
(08 Jan 15.00)WVVAC 1.61 -.02 155 28081 188 529 30 | WVVMC 2.60 .00 540 52075 216 368 56
(08 Jan 17.50)WVVAW .92 .01 228 19939 67 86 6 | WVVMW 4.45 -.05 10 25142 32 69 14
(08 Jan 20.00)WVVAD .53 -.02 597 34842 48 1184 3 | WVVMD 6.60 -.05 69 21301 30 250 20
(08 Jan 22.50)WVVAX .32 -.01 83 19471 24 -2077 1 | WVVMX 8.95 .20 0 1611 90 195 81
(08 Jan 25.00)WVVAE .22 -.01 10 16234 39 10 1 | WVVME 11.45 .10 0 2716 0 -714 0
(08 Jan 27.50)WVVAY .14 .00 0 10291 0 0 0 | WVVMY 13.95 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .10 .00 0 21406 0 80 0 | WVVMF 16.45 .15 0 3252 0 0 0
(08 Jan 35.00)WVVAG .08 .01 1 12245 0 120 0 | WVVMG 21.45 .15 0 500 0 -5 0
(08 Jan 40.00)WVVAH .03 .00 0 7713 0 0 0 | WVVMH 26.45 1.05 0 10 0 -3 0
(08 Jan 45.00)WVVAI .02 .00 0 4006 430 512 1 | WVVMI 31.45 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 36.45 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 46.45 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 56.45 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 321 0 | LDYMP 66.45 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.45 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.50 -.30 7 17 0 -16 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.05 .00 0 2665 0 20 0 | VVVMA 0.20 .00 302 23034 -321 1005 -6
(09 Jan 10.00)VVVAB 5.35 -.05 14 1537 0 9 0 | VVVMB 1.11 .04 32 40662 424 360 47
(09 Jan 12.50)VVVAV 4.00 -.05 3 4072 52 184 21 | VVVMV 2.00 -.08 5 13472 12 3058 2
13.52 Current
(09 Jan 15.00)VVVAC 2.90 -.04 98 9226 504 488 146 | VVVMC 3.45 .13 15 24418 4 101 1
(09 Jan 17.50)VVVAW 2.08 -.09 24 5569 0 3 0 | VVVMW 4.95 -.20 0 4284 0 0 0
(09 Jan 20.00)VVVAD 1.59 -.05 15 5552 13 29 2 | VVVMD 6.97 .07 10 2866 0 64 0
(09 Jan 25.00)VVVAE .85 -.07 36 9555 0 547 0 | VVVME 11.45 -.70 0 1635 0 0 0
(09 Jan 30.00)VVVAF .57 .02 5 7743 0 19 0 | VVVMF 16.45 .02 0 10 0 0 0
(09 Jan 35.00)VVVAG .28 .00 0 6370 0 -31 0 | VVVMG 21.45 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .19 .00 0 9461 0 132 0 | VVVMH 26.45 -.35 0 5 0 0 0
(09 Jan 45.00)VVVAI .10 .00 0 907 0 -9 0 | VVVMI 31.45 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .07 .00 0 2633 0 257 0 | VVVMJ 36.45 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .05 .00 0 549 0 0 0 | VVVMK 41.45 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .05 .00 0 493 0 0 0 | VVVML 46.45 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .02 .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 56.45 .00 0 0 0 0 0
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