CBOE Option Price Chain for 2007-04-20
Option Expiration. Day after AMD reported.
Yesterday
17800 contracts for Apr15 Calls written.
Mostly written from 12:00 on for 0.07 to 0.20. (<$340K)
8791 contracts written for Apr14 Puts 0.16 to 0.31. ($200K)
(on volume of 31K, most of it after 12:00).
Biggest Open interests expiring today:
Apr14 Put 47550 OI with Vol 20K worthless
(Prophet shows only 4K on chart mostly around 12:00)
Apr14 Calls 56625 OI with vol 25K worthless (<0.25 in the money)
Apr15 Calls 58368 OI with vol 3.6K worthless
Apr12.5 Puts 73167 OI with vol 0.5K worthless
(50K written on 4/2 appearing 4/3, Price 0.35-0.42 = $2MM
13K written on 4/3 appearing 4/4)
(AMD warns Fri 4/5 and gaps up 4/9)
Apr15 Puts 23810 OI with vol 5.6K (in the money)
Apr13 Calls 15255 OI with vol 2.7K (in the money)
Jul16 puts: OI +3152 for $702K.
total volume yesterday 3402.
bulk of volume yest. at 2:10, price 2.15 when AMD=14.25.
Excess volume not suspicious. Calls OK.
May14 Puts: 10K traded on 8K O/I. Maybe more written today.
(Prophet shows 7797 traded, but volume charts account only for about 500 contracts)
$2MM cash flow in top 3 put Price*vol. 08Jan12.5, Jul15, May 14.
$2MM cash flow in top 3 calls P*V: 08Jan17.5, May14, 08Jan10.
Rather tame given the expiration and Report, I'd say.
The infamous Apr20 puts "day trading deep in the money putts"
had volume of 20, an OI 3556, and a last price of 5.95 +0.22
Prophet shows volumes only on April 10 and April 2, Mar 29, Mar 27. (and when you switch to daily volume, the 4/10, 3/29, 3/27 disappears) with 3/20 and 3/13 appearing as >20K days.
-Magrathea
Close = 14.16 -0.12
Close = 14.28 1-Day = 2007-04-19
Close = 13.57 5-Day = 2007-04-15
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 58368 17825 17417 .01 Vol= 3676
AMDDP 07 Apr 14.00 56625 -5050 1787 .11
WVVAD 08 Jan 20.00 35969 1549 1175 .59
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73378 0 0 .07
AMDPS 07 Apr 12.50 73167 0 467 .01
WVVMC 08 Jan 15.00 52574 182 715 2.26
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDDP 07 Apr 14.00 56625 -5050 1787 .11 25409
AMDEP 07 May 14.00 30295 2324 9002 .67 10644
AMDEC 07 May 15.00 22750 6106 12716 .30 8086
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDPP 07 Apr 14.00 47550 8791 18116 .01 20586
AMDQP 07 May 14.00 8612 2814 4680 .53 10469
WVVMV 08 Jan 12.50 27679 27 39 1.07 7135
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
AMDQP 07 May 14.00 8612 2814 4680 .53 10469 1857
AKDPG 07 Apr 35.00 0 -10 0 21.10 50 50
AKDPG 07 Apr 35.00 0 -10 0 21.10 50 50
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVAW 08 Jan 17.50 19779 83 -93 1.04 7891 821
AMDEP 07 May 14.00 30295 2324 9002 .67 10644 713
WVVAB 08 Jan 10.00 4293 8 -21 4.90 1081 530
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMV 08 Jan 12.50 27679 27 39 1.07 7135 763
AMDSC 07 Jul 15.00 23994 -257 1675 1.56 4545 709
AMDQP 07 May 14.00 8612 2814 4680 .53 10469 555
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 58368 17825 17417 .01 Vol= 3676
AMDEC 07 May 15.00 22750 6106 12716 .30
AMDEP 07 May 14.00 30295 2324 9002 .67
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDDP 07 Apr 14.00 56625 -5050 1787 .11
AMDDO 07 Apr 13.00 15255 -965 -2371 1.10
AMDGS 07 Jul 12.50 4734 -711 2139 2.21
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPP 07 Apr 14.00 47550 8791 18116 .01
AMDQN 07 May 12.00 17602 4661 17602 .10 Vol= 2940
AMDSQ 07 Jul 16.00 9302 3152 3142 2.23 Vol= 247
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDSC 07 Jul 15.00 23994 -257 1675 1.56
VVVMC 09 Jan 15.00 24247 -205 -167 3.05
QZAQG 07 May 35.00 0 -87 0 21.65
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDDC 07 Apr 15.00 58368 17825 17417 .01 Vol= 3676
AMDEC 07 May 15.00 22750 6106 12716 .30
AMDEP 07 May 14.00 30295 2324 9002 .67
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDDO 07 Apr 13.00 15255 -965 -2371 1.10
AMDJC 07 Oct 15.00 8119 233 -1592 1.38
AMDDS 07 Apr 12.50 4228 0 -1162 1.59
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDPP 07 Apr 14.00 47550 8791 18116 .01
AMDQN 07 May 12.00 17602 4661 17602 .10 Vol= 2940
AMDPO 07 Apr 13.00 20149 2935 12099 .01 Vol= 717
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDQM 07 May 11.00 7779 -27 -2544 .05
AMDPQ 07 Apr 16.00 5926 187 -1953 1.90
QZAQD 07 May 20.00 1304 0 -310 6.35
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 30748 1830 1.84 $337K Vol= 1122
AMDJO 07 Oct 13.00 3195 1069 2.35 $251K Vol= 112
AMDEC 07 May 15.00 22750 6106 0.30 $183K Vol= 2148
Top 3 $ Decrease in Call Open Interest
AMDGS 07 Jul 12.50 4734 -711 2.21 -$157K
AMDDO 07 Apr 13.00 15255 -965 1.10 -$106K
VVVAC 09 Jan 15.00 9007 -224 3.28 -$73K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDSQ 07 Jul 16.00 9302 3152 2.23 $703K Vol= 247
AMDPC 07 Apr 15.00 23810 1914 0.90 $172K
AMDQC 07 May 15.00 3059 1386 1.11 $154K
Top 3 $ Decrease in Put Open Interest
QZAQG 07 May 35.00 0 -87 21.65 -$188K
WVVMJ 08 Jan 50.00 0 -40 35.80 -$143K
VVVMC 09 Jan 15.00 24247 -205 3.05 -$63K
Close = 14.16 -0.12
Close = 14.28 1-Day = 2007-04-19
Close = 13.57 5-Day = 2007-04-15
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Apr 10.00)AMDDB 4.10 .00 0 487 0 0 0 | AMDPB 0.00 -.03 0 1631 305 305 0
(07 Apr 11.00)AMDDM 3.10 .00 0 1151 -10 -54 -3 | AMDPM 0.01 -.02 257 2947 21 21 0
(07 Apr 12.50)AMDDS 1.59 -.22 771 4228 0 -1162 0 | AMDPS 0.01 -.05 477 73167 0 467 0
(07 Apr 13.00)AMDDO 1.10 -.27 2659 15255 -965 -2371 -106 | AMDPO 0.01 -.07 717 20149 2935 12099 3
(07 Apr 14.00)AMDDP .11 -.51 25409 56625 -5050 1787 -56 | AMDPP 0.01 -.31 20586 47550 8791 18116 9
14.16 Current
(07 Apr 15.00)AMDDC .01 -.16 3676 58368 17825 17417 18 | AMDPC 0.90 .02 5610 23810 1914 2436 172
(07 Apr 16.00)AMDDQ .01 -.03 78 22317 1694 1391 2 | AMDPQ 1.90 .05 623 5926 187 -1953 36
(07 Apr 17.50)AMDDW .00 .00 0 19353 184 146 0 | AMDPW 3.40 -.65 94 3590 0 -60 0
(07 Apr 19.00)AMDDT .01 .00 6 9876 0 -10 0 | AMDPT 4.85 -.35 20 324 0 0 0
(07 Apr 20.00)AMDDD .01 -.02 5 9687 0 0 0 | AMDPD 5.95 .22 20 3556 10 0 6
(07 Apr 22.50)AMDDU .00 .00 0 25685 -2 -2 0 | AMDPU 8.40 -.85 16 46 0 0 0
(07 Apr 25.00)AMDDE .01 .00 10 17374 0 0 0 | AMDPE 10.80 -.45 0 500 0 0 0
(07 Apr 27.50)AMDDY .00 .00 0 12991 0 0 0 | AMDPY 13.30 -.35 0 0 -1 -1 -1
(07 Apr 30.00)AMDDF .00 .00 0 7368 0 0 0 | AMDPF 15.80 2.75 0 0 0 0 0
(07 Apr 32.50)AKDDZ .00 .00 0 2119 0 0 0 | AKDPZ 18.30 -.35 0 0 0 0 0
(07 Apr 35.00)AKDDG .00 .00 0 2435 0 0 0 | AKDPG 21.10 1.20 50 0 -10 0 -21
(07 Apr 37.50)AKDDU .00 .00 0 410 0 0 0 | AKDPU 23.30 -.90 0 0 -10 0 -23
(07 Apr 40.00)AKDDH .00 .00 0 1284 0 0 0 | AKDPH 26.10 1.25 50 0 0 0 0
(07 Apr 42.50)AKDDV .00 .00 0 963 0 0 0 | AKDPV 28.30 .00 0 0 0 0 0
(07 Apr 45.00)AKDDI .00 .00 0 372 0 0 0 | AKDPI 30.80 -.10 0 0 -10 0 -31
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 5.05 .00 0 4 0 0 0 | AMDQL 0.02 -.01 4 164 0 160 0
(07 May 10.00)AMDEB 4.15 .00 0 4042 -10 10 -4 | AMDQB 0.04 -.01 75 381 70 70 0
(07 May 11.00)AMDEM 3.10 -.25 31 818 68 456 21 | AMDQM 0.05 -.01 166 7779 -27 -2544 0
(07 May 12.00)AMDEN 2.24 -.23 375 1627 61 1627 14 | AMDQN 0.10 .00 2940 17602 4661 17602 47
(07 May 13.00)AMDEO 1.34 -.33 1208 9546 10 1937 1 | AMDQO 0.22 -.08 3652 11786 2134 1901 47
(07 May 14.00)AMDEP .67 -.29 10644 30295 2324 9002 156 | AMDQP 0.53 -.08 10469 8612 2814 4680 149
14.16 Current
(07 May 15.00)AMDEC .30 -.19 8086 22750 6106 12716 183 | AMDQC 1.11 -.03 2148 3059 1386 1917 154
(07 May 15.00)QZAEC .17 -.15 411 6500 -98 -108 -2 | QZAQC 1.50 .02 174 2869 13 61 2
(07 May 16.00)AMDEQ .13 -.10 1193 2323 623 460 8 | AMDQQ 1.90 .00 344 626 217 398 41
(07 May 17.00)AMDEH .05 -.06 347 1230 684 799 3 | AMDQH 2.87 -.58 0 289 60 259 17
(07 May 17.50)QZAEW .01 .00 0 4908 0 0 0 | QZAQW 4.15 -.65 19 249 2 -141 1
(07 May 18.00)AMDEI .01 -.05 5 463 243 243 0 | AMDQI 3.80 .00 0 0 -20 0 -8
(07 May 19.00)AMDET .00 .00 0 0 0 0 0 | AMDQT 4.70 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 5.80 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2052 0 0 0 | QZAQD 6.35 .00 0 1304 0 -310 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 8.85 -.45 0 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.65 -1.15 19 0 -8 0 -9
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.35 -.15 0 0 -19 0 -31
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.65 -1.15 19 0 -87 0 -188
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.20 -.35 67 482 69 66 29 | AMDSB 0.09 -.05 126 8084 86 172 1
(07 Jul 12.50)AMDGS 2.21 -.21 265 4734 -711 2139 -157 | AMDSS 0.46 -.03 728 15513 295 1933 14
(07 Jul 14.00)AMDGP 1.22 -.20 1268 8596 -80 1104 -10 | AMDSP 1.00 .00 791 13677 190 1626 19
14.16 Current
(07 Jul 15.00)AMDGC .77 -.21 6171 24017 323 3509 25 | AMDSC 1.56 .07 4545 23994 -257 1675 -40
(07 Jul 16.00)AMDGQ .48 -.10 3107 14442 775 1918 37 | AMDSQ 2.23 .00 247 9302 3152 3142 703
(07 Jul 17.50)AMDGW .21 -.09 337 14955 -39 137 -1 | AMDSW 3.55 .40 44 10560 -5 -12 -2
(07 Jul 19.00)AMDGT .09 .00 0 4910 305 395 3 | AMDST 4.85 .15 0 303 0 -3 0
(07 Jul 20.00)AMDGD .07 -.02 49 13562 206 201 1 | AMDSD 5.85 -.63 0 5713 0 20 0
(07 Jul 22.50)AMDGU .03 -.02 10 32833 10 10 0 | AMDSU 8.35 -.50 0 102 0 0 0
(07 Jul 25.00)AMDGE .00 .00 0 5379 -20 28 0 | AMDSE 10.80 -.30 0 0 -32 0 -35
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 -2 0 | AMDSY 13.30 -.25 0 0 -9 0 -12
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.80 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.80 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.80 .00 0 0 -1 0 -3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.80 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.80 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 4.60 .15 20 57 0 11 0 | AMDVB 0.28 -.01 185 3082 160 299 4
(07 Oct 11.00)AMDJM 3.80 -.40 93 620 -2 110 -1 | AMDVM 0.44 -.01 75 8870 132 212 6
(07 Oct 12.00)AMDJN 3.05 -.25 203 2512 -28 155 -9 | AMDVN 0.68 .00 181 12973 129 203 9
(07 Oct 13.00)AMDJO 2.35 -.24 239 3195 1069 526 251 | AMDVO 1.03 .02 112 9569 55 568 6
(07 Oct 14.00)AMDJP 1.85 -.18 529 6522 -13 -15 -2 | AMDVP 1.43 .00 195 6483 97 167 14
14.16 Current
(07 Oct 15.00)AMDJC 1.38 -.16 420 8119 233 -1592 32 | AMDVC 2.09 .18 190 7569 98 1303 20
(07 Oct 16.00)AMDJQ 1.02 -.17 166 1414 36 11 4 | AMDVQ 2.68 .02 45 414 5 5 1
(07 Oct 17.00)AMDJH .75 -.15 22 3325 202 335 15 | AMDVH 3.32 -.18 155 360 34 34 11
(07 Oct 18.00)AMDJI .55 -.12 83 5251 56 151 3 | AMDVI 4.05 -.30 20 411 18 18 7
(07 Oct 20.00)AMDJD .31 -.05 60 1752 43 46 1 | AMDVD 6.10 .60 40 501 31 97 19
(07 Oct 22.50)AMDJU .15 -.03 200 464 43 78 1 | AMDVU 8.50 -.30 12 0 -17 0 -14
(07 Oct 25.00)AMDJE .07 .00 0 1775 10 60 0 | AMDVE 10.80 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .03 .00 0 1031 0 0 0 | AMDVF 15.85 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 9.15 -.30 4 3081 -16 -31 -15 | WVVMA 0.07 -.01 797 73378 0 0 0
(08 Jan 10.00)WVVAB 4.90 -.25 1081 4293 8 -21 4 | WVVMB 0.43 .00 162 27615 111 3559 5
(08 Jan 12.50)WVVAV 3.10 -.20 658 9904 -200 -99 -62 | WVVMV 1.07 .01 7135 27679 27 39 3
14.16 Current
(08 Jan 15.00)WVVAC 1.84 -.16 920 30748 1830 2855 337 | WVVMC 2.26 .01 1122 52574 182 715 41
(08 Jan 17.50)WVVAW 1.04 -.12 7891 19779 83 -93 9 | WVVMW 4.00 .10 154 25177 4 67 2
(08 Jan 20.00)WVVAD .59 -.08 1554 35969 1549 1175 91 | WVVMD 6.00 .20 18 21358 7 87 4
(08 Jan 22.50)WVVAX .33 -.11 2055 20184 755 737 25 | WVVMX 8.35 -.10 0 1610 0 89 0
(08 Jan 25.00)WVVAE .21 -.06 620 16270 21 75 0 | WVVME 10.80 -.50 0 2716 0 0 0
(08 Jan 27.50)WVVAY .14 -.03 85 10295 4 4 0 | WVVMY 13.30 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .11 -.01 21 21379 4 -27 0 | WVVMF 15.95 -.05 5 3252 0 0 0
(08 Jan 35.00)WVVAG .05 .00 0 12245 0 0 0 | WVVMG 20.80 -.50 0 500 0 0 0
(08 Jan 40.00)WVVAH .05 .01 3 7713 0 0 0 | WVVMH 25.80 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .01 .00 0 4006 0 430 0 | WVVMI 30.80 -.37 0 0 -20 0 -62
(08 Jan 50.00)WVVAJ .02 .00 5 6314 0 0 0 | WVVMJ 35.80 -.10 0 0 -40 0 -143
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 45.80 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 55.80 .00 0 0 -10 0 -56
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 65.80 .07 0 0 -3 0 -20
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 75.80 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 85.90 -.60 10 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 9.75 -.45 55 2700 0 35 0 | VVVMA 0.20 -.02 362 23275 -29 -80 -1
(09 Jan 10.00)VVVAB 5.75 -.25 450 1624 57 87 33 | VVVMB 0.96 .03 3435 40655 -48 417 -5
(09 Jan 12.50)VVVAV 4.40 -.20 629 4125 31 105 14 | VVVMV 1.74 -.08 2 13526 -11 66 -2
14.16 Current
(09 Jan 15.00)VVVAC 3.28 -.03 394 9007 -224 285 -73 | VVVMC 3.05 .07 19 24247 -205 -167 -63
(09 Jan 17.50)VVVAW 2.39 -.11 78 5535 -14 -34 -3 | VVVMW 4.45 -.14 717 4289 0 5 0
(09 Jan 20.00)VVVAD 1.72 -.04 742 6189 573 650 99 | VVVMD 6.45 .35 30 2827 1 -39 1
(09 Jan 25.00)VVVAE 1.00 .03 3 9941 120 386 12 | VVVME 10.85 -.40 0 1621 -14 -14 -15
(09 Jan 30.00)VVVAF .58 .02 5 7718 -30 -25 -2 | VVVMF 15.80 .02 0 5 -5 -5 -8
(09 Jan 35.00)VVVAG .34 -.06 4 6391 20 21 1 | VVVMG 20.80 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .20 .00 0 9471 10 10 0 | VVVMH 25.80 -.74 0 0 -5 -5 -13
(09 Jan 45.00)VVVAI .10 .00 0 906 0 -1 0 | VVVMI 30.80 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .06 .00 0 2633 0 0 0 | VVVMJ 35.80 8.50 0 0 -10 0 -36
(09 Jan 55.00)VVVAK .04 .00 0 549 0 0 0 | VVVMK 40.80 2.60 0 0 -10 0 -41
(09 Jan 60.00)VVVAL .03 .00 0 503 0 10 0 | VVVML 45.80 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .02 .00 0 382 0 0 0 | VVVMM 50.80 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1993 0 5 0 | VVVMN 55.80 .00 0 0 -8 0 -45
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