SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : Advanced Micro Devices - Moderated (AMD) -- Ignore unavailable to you. Want to Upgrade?


To: Magrathea who wrote (230140)4/17/2007 6:46:35 PM
From: MagratheaRead Replies (1) | Respond to of 275872
 
CBOE Option Price Chain for 2007-04-17. INTC reports AH.

Huge excess volumes in Jul20, 08Jan30, 08Jan25 Puts. (from CBOE Download).
NOT confirmed on CBOE's live website, (http://cboe.com/DelayedQuote/QuoteTable.aspx
It shows up only if you click on all exchange option quotes

Nor does Prophet show such volume.
(althought Prophet shows 08Jan30 has 7 days in past month with >10K contracts traded.)

I am skeptical that these volumes are real today.


Data From CBOE Download

Close = 13.47 -0.05
Close = 13.52 1-Day = 2007-04-16
Close = 13.27 5-Day = 2007-04-10

Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 54830 263 8818 .13
AMDDC 07 Apr 15.00 40986 -16 -1379 .04
WVVAD 08 Jan 20.00 34968 126 1184 .53

Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73378 0 200 .07
AMDPS 07 Apr 12.50 72597 15 -859 .07
WVVMC 08 Jan 15.00 51902 -173 219 2.59

Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGC 07 Jul 15.00 20846 14 1782 .60 3731
AMDGP 07 Jul 14.00 7713 33 674 .94 3025
AMDDP 07 Apr 14.00 54830 263 8818 .13 2719

Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSD 07 Jul 20.00 5693 0 -5 6.57 38796
WVVMF 08 Jan 30.00 3252 0 0 16.50 25012
WVVME 08 Jan 25.00 2716 0 -2 11.50 20868

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 5693 0 -5 6.57 38796 33103
WVVMF 08 Jan 30.00 3252 0 0 16.50 25012 21760
WVVME 08 Jan 25.00 2716 0 -2 11.50 20868 18152

Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDGP 07 Jul 14.00 7713 33 674 .94 3025 284
AMDGS 07 Jul 12.50 2699 108 19 1.78 1532 273
AMDGC 07 Jul 15.00 20846 14 1782 .60 3731 224

Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3252 0 0 16.50 25012 41270
AMDSD 07 Jul 20.00 5693 0 -5 6.57 38796 25489
WVVME 08 Jan 25.00 2716 0 -2 11.50 20868 23998

Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEC 07 May 15.00 10388 282 2360 .20 Vol= 270
AMDDP 07 Apr 14.00 54830 263 8818 .13
AMDDS 07 Apr 12.50 5675 162 -795 1.05
Top 3 1-Day Decrease in Call Open Interest Contracts
WVVAW 08 Jan 17.50 19727 -212 9 .88
AMDDO 07 Apr 13.00 17422 -187 1410 .64
AMDEP 07 May 14.00 21083 -113 6383 .45

Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQN 07 May 12.00 12089 652 12089 .20 Vol= 321
VVVMA 09 Jan 5.00 23271 237 1237 .18 Vol= 0
AMDQO 07 May 13.00 11091 177 2315 .46
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDPQ 07 Apr 16.00 9096 -1006 90 2.55
AMDPO 07 Apr 13.00 15133 -745 5890 .18
AMDPC 07 Apr 15.00 21193 -211 -302 1.56


Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 54830 263 8818 .13
AMDEP 07 May 14.00 21083 -113 6383 .45
AMDEO 07 May 13.00 8116 130 2548 .97
Top 3 5-Day Decrease in Call Open Interest Contracts
WVVAX 08 Jan 22.50 19491 20 -1998 .32
AMDDC 07 Apr 15.00 40986 -16 -1379 .04
AMDDS 07 Apr 12.50 5675 162 -795 1.05


Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQN 07 May 12.00 12089 652 12089 .20 Vol= 321
AMDPO 07 Apr 13.00 15133 -745 5890 .18
AMDVC 07 Oct 15.00 6382 28 3985 2.36
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 3556 0 -5782 6.50
AMDPS 07 Apr 12.50 72597 15 -859 .07
AMDPE 07 Apr 25.00 500 0 -601 11.50


Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDEM 07 May 11.00 480 113 2.58 $29K Vol= 45
AMDGS 07 Jul 12.50 2699 108 1.78 $19K
AMDDS 07 Apr 12.50 5675 162 1.05 $17K
Top 3 $ Decrease in Call Open Interest
WVVAW 08 Jan 17.50 19727 -212 0.88 -$19K
AMDDO 07 Apr 13.00 17422 -187 0.64 -$12K
AMDDM 07 Apr 11.00 1163 -42 2.43 -$10K


Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
LDYMT 08 Jan 100.00 24 7 86.50 $61K
WVVMD 08 Jan 20.00 21351 50 6.60 $33K Vol= 0
VVVMV 09 Jan 12.50 13555 83 2.05 $17K Vol= 20
Top 3 $ Decrease in Put Open Interest
AMDPQ 07 Apr 16.00 9096 -1006 2.55 -$257K
WVVMC 08 Jan 15.00 51902 -173 2.59 -$45K
AMDPC 07 Apr 15.00 21193 -211 1.56 -$33K

Close = 13.47 -0.05
Close = 13.52 1-Day = 2007-04-16
Close = 13.27 5-Day = 2007-04-10


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 .25 4 487 0 -41 0 | AMDPB 0.00 .02 0 1326 0 0 0
(07 Apr 11.00)AMDDM 2.43 .00 0 1163 -42 298 -10 | AMDPM 0.00 -.01 0 2926 0 10 0
(07 Apr 12.50)AMDDS 1.05 -.01 753 5675 162 -795 17 | AMDPS 0.07 -.02 910 72597 15 -859 0
(07 Apr 13.00)AMDDO .64 -.06 1953 17422 -187 1410 -12 | AMDPO 0.18 .00 1320 15133 -745 5890 -13
13.47 Current
(07 Apr 14.00)AMDDP .13 -.05 2719 54830 263 8818 3 | AMDPP 0.69 .03 1659 30040 -127 3091 -9
(07 Apr 15.00)AMDDC .04 .00 943 40986 -16 -1379 0 | AMDPC 1.56 .00 653 21193 -211 -302 -33
(07 Apr 16.00)AMDDQ .02 .00 4 20926 0 -99 0 | AMDPQ 2.55 .02 1043 9096 -1006 90 -257
(07 Apr 17.50)AMDDW .00 .00 0 19206 -1 -86 0 | AMDPW 4.00 .20 0 3591 -58 -158 -23
(07 Apr 19.00)AMDDT .00 .00 0 9876 0 -10 0 | AMDPT 5.50 .05 0 324 0 0 0
(07 Apr 20.00)AMDDD .00 .00 0 9687 0 0 0 | AMDPD 6.50 -.40 0 3556 0 -5782 0
(07 Apr 22.50)AMDDU .00 .00 0 25687 0 0 0 | AMDPU 9.00 -.40 0 46 0 0 0
(07 Apr 25.00)AMDDE .00 .00 0 17374 0 0 0 | AMDPE 11.50 -.45 0 500 0 -601 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 0 0 | AMDPY 14.00 -.35 0 1 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7368 0 0 0 | AMDPF 16.50 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 19.00 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.50 2.85 0 0 0 -10 0
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 24.00 -.90 0 0 0 -10 0
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.50 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 29.00 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 31.50 -.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 4.45 .00 0 4 0 3 0 | AMDQL 0.03 .00 25 4 0 0 0
(07 May 10.00)AMDEB 3.50 .00 0 4032 0 0 0 | AMDQB 0.02 -.02 0 311 0 40 0
(07 May 11.00)AMDEM 2.58 -.08 40 480 113 132 29 | AMDQM 0.08 -.01 45 10333 10 164 0
(07 May 12.00)AMDEN 1.69 -.09 207 999 0 999 0 | AMDQN 0.20 .00 321 12089 652 12089 13
(07 May 13.00)AMDEO .97 -.03 1785 8116 130 2548 13 | AMDQO 0.46 .00 1436 11091 177 2315 8
13.47 Current
(07 May 14.00)AMDEP .45 -.06 1102 21083 -113 6383 -5 | AMDQP 0.97 .04 249 4138 155 1563 15
(07 May 15.00)AMDEC .20 -.02 270 10388 282 2360 6 | AMDQC 1.71 .07 52 1203 40 716 7
(07 May 15.00)QZAEC .10 .00 0 6624 -25 -38 0 | QZAQC 2.10 .11 0 2818 0 24 0
(07 May 16.00)AMDEQ .08 .00 0 1879 0 169 0 | AMDQQ 2.58 .06 0 275 47 79 12
(07 May 17.00)AMDEH .03 .00 0 431 0 116 0 | AMDQH 3.50 .15 0 30 0 18 0
(07 May 17.50)QZAEW .02 .00 0 4908 0 0 0 | QZAQW 4.50 -.85 0 347 0 -65 0
(07 May 18.00)AMDEI .02 .00 0 220 0 0 0 | AMDQI 4.50 .00 0 0 0 -20 0
(07 May 19.00)AMDET .00 .00 0 0 0 0 0 | AMDQT 5.35 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 6.50 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2052 0 0 0 | QZAQD 7.00 .00 0 1614 0 -15 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.50 -.45 0 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 12.00 2.60 0 0 0 -8 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 17.00 -.15 0 0 0 -19 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 22.00 1.25 0 0 0 -87 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 3.70 .00 0 436 10 93 4 | AMDSB 0.17 .02 255 7953 22 292 0
(07 Jul 12.50)AMDGS 1.78 -.08 1532 2699 108 19 19 | AMDSS 0.66 -.03 116 13559 36 176 2
13.47 Current
(07 Jul 14.00)AMDGP .94 -.09 3025 7713 33 674 3 | AMDSP 1.33 -.03 2190 12072 16 127 2
(07 Jul 15.00)AMDGC .60 -.05 3731 20846 14 1782 1 | AMDSC 2.01 .03 2115 22385 56 53 11
(07 Jul 16.00)AMDGQ .37 -.05 121 13021 5 712 0 | AMDSQ 2.75 -.01 51 6163 0 12 0
(07 Jul 17.50)AMDGW .18 -.02 106 14818 0 -27 0 | AMDSW 4.05 .00 0 10573 1 -155 0
(07 Jul 19.00)AMDGT .09 .00 105 4507 -8 -215 0 | AMDST 5.50 .15 0 323 17 17 9
(07 Jul 20.00)AMDGD .06 -.03 5 13361 0 -7 0 | AMDSD 6.57 .07 38796 5693 0 -5 0
(07 Jul 22.50)AMDGU .02 .00 0 32823 0 200 0 | AMDSU 9.00 .00 710 102 0 0 0
(07 Jul 25.00)AMDGE .01 .00 180 5399 48 14 0 | AMDSE 11.50 -.30 0 0 0 -32 0
(07 Jul 27.50)AMDGY .00 .00 0 3184 0 -34 0 | AMDSY 14.00 -.25 0 0 0 -9 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.50 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.50 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 26.50 .00 0 0 0 -1 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.50 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.50 .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 4.05 .00 0 47 0 14 0 | AMDVB 0.36 -.01 82 2828 25 391 1
(07 Oct 11.00)AMDJM 3.40 .03 43 590 30 380 10 | AMDVM 0.57 .02 3 8715 0 895 0
(07 Oct 12.00)AMDJN 2.64 -.04 207 2367 0 130 0 | AMDVN 0.87 .00 57 12789 10 9 1
(07 Oct 13.00)AMDJO 2.08 -.17 200 2670 0 14 0 | AMDVO 1.25 .00 75 9001 0 -32 0
13.47 Current
(07 Oct 14.00)AMDJP 1.53 -.07 35 6550 7 69 1 | AMDVP 1.71 -.06 30 6374 1 300 0
(07 Oct 15.00)AMDJC 1.15 -.04 54 7833 11 2032 1 | AMDVC 2.36 .00 1035 6382 28 3985 7
(07 Oct 16.00)AMDJQ .84 -.06 18 1341 -49 395 -4 | AMDVQ 3.05 -.29 0 429 20 55 6
(07 Oct 17.00)AMDJH .62 .00 0 2985 0 13 0 | AMDVH 3.80 -.10 0 326 0 0 0
(07 Oct 18.00)AMDJI .46 .00 0 5134 34 28 2 | AMDVI 4.70 .15 0 393 0 0 0
(07 Oct 20.00)AMDJD .26 .00 0 1724 18 135 0 | AMDVD 6.60 .05 19 441 12 73 8
(07 Oct 22.50)AMDJU .14 .00 0 401 15 137 0 | AMDVU 9.00 .05 0 0 0 -17 0
(07 Oct 25.00)AMDJE .08 .00 0 1765 50 50 0 | AMDVE 11.50 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 1031 0 15 0 | AMDVF 16.50 .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 .00 0 3112 0 17 0 | WVVMA 0.07 -.01 0 73378 0 200 0

(08 Jan 10.00)WVVAB 4.35 -.05 41 4329 -6 9 -3 | WVVMB 0.53 .02 6139 24061 1 80 0
(08 Jan 12.50)WVVAV 2.77 .02 56 10126 26 260 7 | WVVMV 1.28 .00 90 27641 1 -98 0
13.47 Current
(08 Jan 15.00)WVVAC 1.57 -.04 304 28137 56 415 9 | WVVMC 2.59 -.01 16 51902 -173 219 -45
(08 Jan 17.50)WVVAW .88 -.04 112 19727 -212 9 -19 | WVVMW 4.45 .00 16 25140 -2 97 -1
(08 Jan 20.00)WVVAD .53 .00 323 34968 126 1184 7 | WVVMD 6.60 -.05 0 21351 50 294 33
(08 Jan 22.50)WVVAX .32 .00 105 19491 20 -1998 1 | WVVMX 9.00 -.10 4004 1611 0 188 0
(08 Jan 25.00)WVVAE .21 -.01 11 16234 0 8 0 | WVVME 11.50 .00 20868 2716 0 -2 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 .09 -.01 36 21406 0 0 0 | WVVMF 16.50 .00 25012 3252 0 0 0
(08 Jan 35.00)WVVAG .05 .00 0 12245 0 0 0 | WVVMG 21.50 .00 4004 500 0 0 0
(08 Jan 40.00)WVVAH .04 .00 2 7713 0 0 0 | WVVMH 26.50 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .03 .00 1 4006 0 518 0 | WVVMI 31.50 -.37 0 0 0 -20 0
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 36.45 -.10 0 0 0 -40 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 .01 .00 0 1540 0 0 0 | WVVMN 56.40 .00 0 0 0 -10 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 321 0 | LDYMP 66.40 .07 0 0 0 -3 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.40 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.50 -.30 104 24 7 -9 61




Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.30 -.05 35 2665 0 6 0 | VVVMA 0.18 .00 0 23271 237 1237 4
(09 Jan 10.00)VVVAB 5.30 -.05 22 1533 -4 -20 -2 | VVVMB 1.07 -.04 5 40673 11 371 1
(09 Jan 12.50)VVVAV 4.00 .00 1 4072 0 71 0 | VVVMV 2.05 .05 20 13555 83 1008 17
13.47 Current
(09 Jan 15.00)VVVAC 2.86 -.04 189 9223 -3 598 -1 | VVVMC 3.30 .13 0 24409 -9 91 -3
(09 Jan 17.50)VVVAW 2.15 .07 40 5569 0 3 0 | VVVMW 5.01 -.19 5 4284 0 0 0
(09 Jan 20.00)VVVAD 1.54 -.05 18 5564 12 21 2 | VVVMD 6.90 .07 0 2876 10 32 7
(09 Jan 25.00)VVVAE .90 .05 10 9566 11 495 1 | VVVME 11.50 -.70 0 1635 0 0 0
(09 Jan 30.00)VVVAF .50 .00 0 7745 2 2 0 | VVVMF 16.50 .02 0 10 0 0 0
(09 Jan 35.00)VVVAG .36 .01 1 6370 0 -5 0 | VVVMG 21.50 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .19 .00 0 9461 0 0 0 | VVVMH 26.50 -.35 0 5 0 0 0
(09 Jan 45.00)VVVAI .16 .05 1 906 -1 -1 0 | VVVMI 31.50 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .06 .00 0 2633 0 207 0 | VVVMJ 36.50 8.50 0 0 0 -10 0
(09 Jan 55.00)VVVAK .04 .00 0 549 0 0 0 | VVVMK 41.50 2.60 0 0 0 -10 0
(09 Jan 60.00)VVVAL .05 .00 0 493 0 0 0 | VVVML 46.50 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .02 .00 0 382 0 0 0 | VVVMM 51.50 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1988 0 0 0 | VVVMN 56.50 .00 0 0 0 -8 0