CBOE Option Price Chain for 2007-04-19
AMD reported AH (lost $0.6 B, low of 12.99, went up to 15.11
before finishing at 14.65)
Excess volume not a problem.
$1.5 MM Calls opened, $0.6 MM Calls closed Wed. in the top 3.
$0.5 MM Puts opened, $0.25 MM Puts closed Wed. in top 3.
Biggest 1 day changes in O/I (a Wednesday event) were Apr14 Puts,
Closely followed by Apr14 Call, May14 Call, May15 Call
42K Apr15 Calls traded on O/I of 40K. (last 0.17 +0.10)
were they being written, traded, or closed?
32K Apr14 Puts traded on O/I of 39K (last 0.32 -0.9)
Changes O/I tomorrow ought to be interesting.
-Magrathea
Data From CBOE Download
Close = 14.28 +0.37
Close = 13.91 1-Day = 2007-04-18
Close = 13.66 5-Day = 2007-04-12
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 61675 7473 13980 .62
AMDDC 07 Apr 15.00 40543 88 -411 .17
WVVAD 08 Jan 20.00 34420 -350 113 .67
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73378 0 0 .07
AMDPS 07 Apr 12.50 73167 1073 -113 .06
WVVMC 08 Jan 15.00 52392 496 635 2.25
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDC 07 Apr 15.00 40543 88 -411 .17 42712
AMDDP 07 Apr 14.00 61675 7473 13980 .62 25952
AMDEC 07 May 15.00 16644 6169 8450 .49 14089
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDPP 07 Apr 14.00 38759 8207 12285 .32 31574
AMDQP 07 May 14.00 5798 1480 2140 .61 5779
AMDQN 07 May 12.00 12941 743 12941 .15 5457
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDDC 07 Apr 15.00 40543 88 -411 .17 42712 2169
AMDGS 07 Jul 12.50 5445 1577 2809 2.42 5705 260
AMDEH 07 May 17.00 546 115 231 .11 720 174
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDQC 07 May 15.00 1673 452 969 1.14 3175 1502
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)
AMDDP 07 Apr 14.00 61675 7473 13980 .62 25952 1609
AMDGS 07 Jul 12.50 5445 1577 2809 2.42 5705 1381
AMDDC 07 Apr 15.00 40543 88 -411 .17 42712 726
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDPP 07 Apr 14.00 38759 8207 12285 .32 31574 1010
AMDSQ 07 Jul 16.00 6150 -13 -12 2.23 3409 760
AMDPC 07 Apr 15.00 21896 813 570 .88 5373 473
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 61675 7473 13980 .62
AMDEP 07 May 14.00 27971 6750 10643 .96 Vol= 5413
AMDEC 07 May 15.00 16644 6169 8450 .49
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDO 07 Apr 13.00 16220 -1738 -3812 1.37
AMDDS 07 Apr 12.50 4228 -1253 -2236 1.81
AMDJO 07 Oct 13.00 2126 -544 -539 2.59
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPP 07 Apr 14.00 38759 8207 12285 .32
AMDPO 07 Apr 13.00 17214 1716 9329 .08
AMDSS 07 Jul 12.50 15218 1677 1553 .49 Vol= 611
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDQO 07 May 13.00 9652 -2669 628 .30
AMDQM 07 May 11.00 7806 -2552 -2511 .08
AMDPQ 07 Apr 16.00 5739 -815 -2150 1.85
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDP 07 Apr 14.00 61675 7473 13980 .62
AMDEP 07 May 14.00 27971 6750 10643 .96 Vol= 5413
AMDEC 07 May 15.00 16644 6169 8450 .49
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDO 07 Apr 13.00 16220 -1738 -3812 1.37
AMDDS 07 Apr 12.50 4228 -1253 -2236 1.81
AMDJO 07 Oct 13.00 2126 -544 -539 2.59
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQN 07 May 12.00 12941 743 12941 .15
AMDPP 07 Apr 14.00 38759 8207 12285 .32
AMDPO 07 Apr 13.00 17214 1716 9329 .08
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDPD 07 Apr 20.00 3546 0 -5792 5.73
AMDQM 07 May 11.00 7806 -2552 -2511 .08
AMDPQ 07 Apr 16.00 5739 -815 -2150 1.85
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDEP 07 May 14.00 27971 6750 0.96 $648K Vol= 5779
AMDDP 07 Apr 14.00 61675 7473 0.62 $463K
AMDGS 07 Jul 12.50 5445 1577 2.42 $382K Vol= 611
Top 3 $ Decrease in Call Open Interest
AMDDO 07 Apr 13.00 16220 -1738 1.37 -$238K
AMDDS 07 Apr 12.50 4228 -1253 1.81 -$227K
AMDJO 07 Oct 13.00 2126 -544 2.59 -$141K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDPP 07 Apr 14.00 38759 8207 0.32 $263K
QZAQG 07 May 35.00 87 87 21.20 $184K Vol= 0
WVVMJ 08 Jan 50.00 40 40 35.65 $143K Vol= 0
Top 3 $ Decrease in Put Open Interest
AMDPQ 07 Apr 16.00 5739 -815 1.85 -$151K
AMDVC 07 Oct 15.00 7471 -434 1.91 -$83K
AMDQO 07 May 13.00 9652 -2669 0.30 -$80K
Close = 14.28 +0.37
Close = 13.91 1-Day = 2007-04-18
Close = 13.66 5-Day = 2007-04-12
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 4.25 .00 0 487 0 0 0 | AMDPB 0.02 -.03 305 1326 0 0 0
(07 Apr 11.00)AMDDM 3.25 .25 22 1161 -2 276 -1 | AMDPM 0.03 -.01 26 2926 0 0 0
(07 Apr 12.50)AMDDS 1.81 .35 768 4228 -1253 -2236 -227 | AMDPS 0.06 .01 2472 73167 1073 -113 6
(07 Apr 13.00)AMDDO 1.37 .32 4203 16220 -1738 -3812 -238 | AMDPO 0.08 -.03 4864 17214 1716 9329 14
(07 Apr 14.00)AMDDP .62 .29 25952 61675 7473 13980 463 | AMDPP 0.32 -.09 31574 38759 8207 12285 263
14.28 Current
(07 Apr 15.00)AMDDC .17 .10 42712 40543 88 -411 1 | AMDPC 0.88 -.26 5373 21896 813 570 72
(07 Apr 16.00)AMDDQ .04 .03 2962 20623 -301 -328 -1 | AMDPQ 1.85 -.20 427 5739 -815 -2150 -151
(07 Apr 17.50)AMDDW .01 .00 531 19169 -37 -58 0 | AMDPW 3.20 .20 0 3590 0 -60 0
(07 Apr 19.00)AMDDT .00 .00 0 9876 0 -10 0 | AMDPT 4.65 -.60 0 324 0 0 0
(07 Apr 20.00)AMDDD .00 .00 0 9687 0 0 0 | AMDPD 5.73 -1.07 10 3546 0 -5792 0
(07 Apr 22.50)AMDDU .01 .00 4 25687 0 0 0 | AMDPU 8.15 -.40 0 46 0 0 0
(07 Apr 25.00)AMDDE .00 .00 0 17374 0 0 0 | AMDPE 10.65 -.45 0 500 0 0 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 0 0 | AMDPY 13.15 -.35 0 1 0 0 0
(07 Apr 30.00)AMDDF .00 .00 0 7368 0 0 0 | AMDPF 15.65 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 18.15 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 20.65 2.85 0 10 10 0 21
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 23.15 -.90 0 10 10 0 23
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 25.65 .95 0 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 28.15 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 30.65 -.10 0 10 10 0 31
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 5.30 .00 0 4 0 0 0 | AMDQL 0.02 .00 0 164 135 160 0
(07 May 10.00)AMDEB 4.50 .35 10 4052 20 20 9 | AMDQB 0.05 .02 70 311 0 0 0
(07 May 11.00)AMDEM 3.35 .25 80 750 250 378 84 | AMDQM 0.08 -.01 35 7806 -2552 -2511 -20
(07 May 12.00)AMDEN 2.47 .36 397 1566 510 1566 126 | AMDQN 0.15 .00 5457 12941 743 12941 11
(07 May 13.00)AMDEO 1.67 .39 1725 9536 908 2028 152 | AMDQO 0.30 -.05 2889 9652 -2669 628 -80
(07 May 14.00)AMDEP .96 .26 5413 27971 6750 10643 648 | AMDQP 0.61 -.09 5779 5798 1480 2140 90
14.28 Current
(07 May 15.00)AMDEC .49 .16 14089 16644 6169 8450 302 | AMDQC 1.14 -.22 3175 1673 452 969 52
(07 May 15.00)QZAEC .32 .09 1320 6598 -26 -34 -1 | QZAQC 1.48 -.46 32 2856 38 68 6
(07 May 16.00)AMDEQ .23 .07 984 1700 -179 -30 -4 | AMDQQ 1.90 -.27 397 409 134 191 25
(07 May 17.00)AMDEH .11 .03 720 546 115 231 1 | AMDQH 2.47 -.58 60 229 199 199 49
(07 May 17.50)QZAEW .01 .00 0 4908 0 0 0 | QZAQW 3.80 -.65 34 247 0 -165 0
(07 May 18.00)AMDEI .06 .03 252 220 0 0 0 | AMDQI 3.65 .00 0 20 20 0 7
(07 May 19.00)AMDET .00 .00 0 0 0 0 0 | AMDQT 4.50 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 5.65 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2052 0 0 0 | QZAQD 6.20 .00 0 1304 0 -310 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 8.70 -.45 0 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.20 2.60 0 8 8 0 9
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.20 -.15 0 19 19 0 31
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.20 1.25 0 87 87 0 184
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.55 .36 206 413 -23 65 -10 | AMDSB 0.14 -.01 108 7998 26 298 0
(07 Jul 12.50)AMDGS 2.42 .22 5705 5445 1577 2809 382 | AMDSS 0.49 -.02 611 15218 1677 1553 82
(07 Jul 14.00)AMDGP 1.42 .22 805 8676 -3 1374 0 | AMDSP 1.00 -.10 685 13487 125 1439 13
14.28 Current
(07 Jul 15.00)AMDGC .98 .18 1478 23694 204 2960 20 | AMDSC 1.49 -.15 833 24251 35 1936 5
(07 Jul 16.00)AMDGQ .58 .09 1335 13667 654 1301 38 | AMDSQ 2.23 -.07 3409 6150 -13 -12 -3
(07 Jul 17.50)AMDGW .30 .07 1328 14994 182 159 5 | AMDSW 3.15 -.50 5 10565 -8 -11 -3
(07 Jul 19.00)AMDGT .15 .02 517 4605 48 -28 1 | AMDST 4.70 .15 0 303 -19 -3 -9
(07 Jul 20.00)AMDGD .09 .01 341 13356 0 -6 0 | AMDSD 5.37 -.63 5 5713 0 15 0
(07 Jul 22.50)AMDGU .05 .01 11 32823 0 200 0 | AMDSU 8.15 -.50 0 102 0 0 0
(07 Jul 25.00)AMDGE .02 .01 20 5399 0 48 0 | AMDSE 10.65 -.30 0 32 32 0 34
(07 Jul 27.50)AMDGY .00 .00 0 3182 -2 -2 0 | AMDSY 13.15 -.25 0 9 9 0 12
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.65 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.65 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.65 .00 0 1 1 0 3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.65 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.65 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 4.80 .00 0 57 10 24 5 | AMDVB 0.29 -.02 160 2922 12 405 0
(07 Oct 11.00)AMDJM 4.20 .60 33 622 -6 385 -3 | AMDVM 0.45 -.02 164 8738 20 919 1
(07 Oct 12.00)AMDJN 3.30 .25 322 2540 -27 313 -9 | AMDVN 0.68 -.05 232 12844 29 58 2
(07 Oct 13.00)AMDJO 2.59 .26 1107 2126 -544 -539 -141 | AMDVO 1.01 -.07 57 9514 503 519 51
(07 Oct 14.00)AMDJP 2.03 .26 274 6535 -21 7 -4 | AMDVP 1.43 -.10 183 6386 12 73 2
14.28 Current
(07 Oct 15.00)AMDJC 1.54 .19 450 7886 3 2047 0 | AMDVC 1.91 -.10 133 7471 -434 5049 -83
(07 Oct 16.00)AMDJQ 1.19 .17 198 1378 22 -25 3 | AMDVQ 2.66 .01 24 409 -20 30 -5
(07 Oct 17.00)AMDJH .90 .13 233 3123 138 146 12 | AMDVH 3.50 -.45 65 326 0 0 0
(07 Oct 18.00)AMDJI .67 .07 86 5195 61 95 4 | AMDVI 4.00 -.30 20 393 0 0 0
(07 Oct 20.00)AMDJD .36 .05 43 1709 -15 50 -1 | AMDVD 5.50 -.85 31 470 10 79 6
(07 Oct 22.50)AMDJU .18 .02 43 421 20 35 0 | AMDVU 8.15 .05 0 17 17 0 14
(07 Oct 25.00)AMDJE .11 .02 10 1765 0 50 0 | AMDVE 10.65 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 1031 0 0 0 | AMDVF 15.65 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 9.45 .20 40 3097 -15 -5 -14 | WVVMA 0.07 -.01 20 73378 0 0 0
(08 Jan 10.00)WVVAB 5.15 .25 51 4285 -62 -85 -32 | WVVMB 0.43 -.03 488 27504 35 3474 2
(08 Jan 12.50)WVVAV 3.30 .30 375 10104 -54 195 -18 | WVVMV 1.06 -.07 344 27652 76 -163 8
14.28 Current
(08 Jan 15.00)WVVAC 2.00 .25 2979 28918 783 1059 157 | WVVMC 2.25 -.11 2050 52392 496 635 112
(08 Jan 17.50)WVVAW 1.16 .13 405 19696 39 -176 5 | WVVMW 3.90 -.15 64 25173 43 127 17
(08 Jan 20.00)WVVAD .67 .10 2857 34420 -350 113 -23 | WVVMD 5.80 -.30 14 21351 0 213 0
(08 Jan 22.50)WVVAX .44 .10 895 19429 -57 -18 -3 | WVVMX 8.20 -.10 0 1610 0 89 0
(08 Jan 25.00)WVVAE .27 .03 87 16249 5 139 0 | WVVME 10.65 -.50 0 2716 0 0 0
(08 Jan 27.50)WVVAY .17 .02 54 10291 0 0 0 | WVVMY 13.15 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .12 .02 4 21375 -1 -31 0 | WVVMF 15.65 -.50 0 3252 0 0 0
(08 Jan 35.00)WVVAG .06 .00 0 12245 0 0 0 | WVVMG 20.65 -.50 0 500 0 0 0
(08 Jan 40.00)WVVAH .03 .00 0 7713 0 0 0 | WVVMH 25.65 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .02 .00 0 4006 0 430 0 | WVVMI 30.65 -.37 0 20 20 0 61
(08 Jan 50.00)WVVAJ .01 .00 0 6314 0 0 0 | WVVMJ 35.65 -.10 0 40 40 0 143
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 45.65 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 55.65 .00 0 10 10 0 56
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 65.65 .07 0 3 3 0 20
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 75.65 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 85.60 -.30 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 10.20 .47 56 2700 0 39 0 | VVVMA 0.22 .02 241 23304 270 -262 6
(09 Jan 10.00)VVVAB 6.00 .30 90 1567 17 40 10 | VVVMB 0.93 -.09 121 40703 30 161 3
(09 Jan 12.50)VVVAV 4.60 .28 103 4094 21 27 10 | VVVMV 1.77 -.08 34 13537 -3 41 -1
14.28 Current
(09 Jan 15.00)VVVAC 3.31 .21 454 9231 -125 525 -41 | VVVMC 2.98 -.17 380 24452 43 38 13
(09 Jan 17.50)VVVAW 2.50 .15 55 5549 0 -30 0 | VVVMW 4.59 -.11 5 4289 0 5 0
(09 Jan 20.00)VVVAD 1.76 .04 928 5616 42 103 7 | VVVMD 6.10 -.70 1 2826 -50 -40 -31
(09 Jan 25.00)VVVAE .97 -.03 226 9821 245 473 24 | VVVME 10.60 -.40 209 1635 0 0 0
(09 Jan 30.00)VVVAF .56 .03 295 7748 3 5 0 | VVVMF 15.65 .02 0 10 0 0 0
(09 Jan 35.00)VVVAG .40 .04 55 6371 0 1 0 | VVVMG 20.65 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .24 .00 16 9461 0 0 0 | VVVMH 25.65 -.74 0 5 0 0 0
(09 Jan 45.00)VVVAI .16 .00 50 906 0 -1 0 | VVVMI 30.65 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .08 .00 0 2633 0 0 0 | VVVMJ 35.65 8.50 0 10 10 0 36
(09 Jan 55.00)VVVAK .05 .00 0 549 0 0 0 | VVVMK 40.65 2.60 0 10 10 0 41
(09 Jan 60.00)VVVAL .01 .00 0 503 10 10 0 | VVVML 45.65 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .02 .00 0 382 0 0 0 | VVVMM 50.65 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1993 5 5 0 | VVVMN 55.65 .00 0 8 8 0 45
|
