CBOE Option Price Chain for 2007-04-24
First Day of trading after AMD announces $2B convertables.
AMD volume 137MM, from open low of 13.6 to 14.57 close near high.
Excess Put Volumes on Jul20, 08Jan30, 08Jan25.
Prophet confirms large trades on Jul20 (at 13:00) and 08Jan25 (13:58)
$3.2MM cashflow in top 3 Calls
$61.4MM cashflow in top 3 Puts
08Jan22.5 and 08Jan35 add another $15MM.
Data From CBOE Download
Close = 14.57 +0.53
Close = 14.04 1-Day = 2007-04-23
Close = 13.47 5-Day = 2007-04-17
All Open Interest Changes reflect activity on the prior day.
Total Chain OI Chg1D, Chg $K, V*P $MM)
All Calls 26780 3613 11.1
All Puts 10253 325 85.3
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDEP 07 May 14.00 38751 2212 17668 .93
WVVAD 08 Jan 20.00 35441 -83 473 .65
AMDGU 07 Jul 22.50 32833 0 10 .02
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73778 0 400 .07
WVVMC 08 Jan 15.00 52291 98 389 2.04
VVVMB 09 Jan 10.00 44085 1752 3412 .88
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDEC 07 May 15.00 28421 1302 18033 .40 12661
AMDEP 07 May 14.00 38751 2212 17668 .93 10482
WVVAC 08 Jan 15.00 30702 358 2565 2.09 8081
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSD 07 Jul 20.00 5708 0 15 5.40 28540
WVVMF 08 Jan 30.00 3253 -2 1 15.40 19763
WVVME 08 Jan 25.00 2636 -80 -80 10.40 14912
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDFC 07 Jun 15.00 867 867 867 .68 6200 5333
AMDJH 07 Oct 17.00 3367 42 382 .89 5365 1998
AMDFN 07 Jun 12.00 0 0 0 2.80 1325 1325
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDSD 07 Jul 20.00 5708 0 15 5.40 28540 22832
WVVMF 08 Jan 30.00 3253 -2 1 15.40 19763 16510
WVVME 08 Jan 25.00 2636 -80 -80 10.40 14912 12276
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVAC 08 Jan 15.00 30702 358 2565 2.09 8081 1689
AMDEP 07 May 14.00 38751 2212 17668 .93 10482 975
AMDGC 07 Jul 15.00 27429 812 6583 1.02 7294 744
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3253 -2 1 15.40 19763 30435
WVVME 08 Jan 25.00 2636 -80 -80 10.40 14912 15508
AMDSD 07 Jul 20.00 5708 0 15 5.40 28540 15412
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDJP 07 Oct 14.00 10379 3671 3829 2.13 Vol= 2108
VVVAD 09 Jan 20.00 9969 3156 4405 1.71 Vol= 3132
AMDFH 07 Jun 17.00 3003 3003 3003 .18 Vol= 400
Top 3 1-Day Decrease in Call Open Interest Contracts
WVVAD 08 Jan 20.00 35441 -83 473 .65
WVVAG 08 Jan 35.00 12231 -14 -14 .04
QZAED 07 May 20.00 2042 -10 -10 .00
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRP 07 Jun 14.00 2047 2047 2047 .53
AMDSC 07 Jul 15.00 26583 2024 4198 1.30 Vol= 521
AMDVB 07 Oct 10.00 5262 2000 2434 .24 Vol= 250
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVMX 08 Jan 22.50 1422 -188 -189 7.90
AMDVD 07 Oct 20.00 376 -145 -65 5.60
VVVMA 09 Jan 5.00 23246 -137 -25 .25
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEC 07 May 15.00 28421 1302 18033 .40
AMDEP 07 May 14.00 38751 2212 17668 .93
WVVAW 08 Jan 17.50 27378 113 7651 1.20
Top 3 5-Day Decrease in Call Open Interest Contracts
WVVAB 08 Jan 10.00 3667 3 -662 5.25
AMDGW 07 Jul 17.50 14274 154 -544 .30
WVVAV 08 Jan 12.50 9811 21 -315 3.53
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDQP 07 May 14.00 13452 793 9314 .32
AMDQN 07 May 12.00 17504 38 5415 .05
WVVMV 08 Jan 12.50 32941 46 5300 .97
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDQM 07 May 11.00 8098 197 -2235 .05
QZAQD 07 May 20.00 1370 66 -244 6.03
WVVMX 08 Jan 22.50 1422 -188 -189 7.90
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDJP 07 Oct 14.00 10379 3671 2.13 $782K Vol= 99
AMDJO 07 Oct 13.00 5472 2302 2.65 $610K Vol= 661
VVVAD 09 Jan 20.00 9969 3156 1.71 $540K Vol= 10
Top 3 $ Decrease in Call Open Interest
WVVAD 08 Jan 20.00 35441 -83 0.65 -$5K
VVVAB 09 Jan 10.00 1898 -7 6.20 -$4K
WVVAE 08 Jan 25.00 16267 -3 0.22 $0K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDSC 07 Jul 15.00 26583 2024 1.30 $263K Vol= 521
VVVMB 09 Jan 10.00 44085 1752 0.88 $154K
AMDRP 07 Jun 14.00 2047 2047 0.53 $108K
Top 3 $ Decrease in Put Open Interest
WVVMX 08 Jan 22.50 1422 -188 7.90 -$149K
LDYMT 08 Jan 100.00 17 -10 85.40 -$85K
WVVME 08 Jan 25.00 2636 -80 10.40 -$83K
Close = 14.57 +0.53
Close = 14.04 1-Day = 2007-04-23
Close = 13.47 5-Day = 2007-04-17
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 5.05 .05 3 4 0 0 0 | AMDQL 0.00 -.01 0 193 25 189 0
(07 May 10.00)AMDEB 4.53 .03 1077 4042 0 10 0 | AMDQB 0.01 -.01 0 456 0 145 0
(07 May 11.00)AMDEM 3.15 .05 185 848 0 368 0 | AMDQM 0.05 .01 850 8098 197 -2235 1
(07 May 12.00)AMDEN 2.50 .30 66 1910 12 911 3 | AMDQN 0.05 .00 1575 17504 38 5415 0
(07 May 13.00)AMDEO 1.71 .38 2076 10472 452 2356 77 | AMDQO 0.11 -.08 3811 14240 802 3149 9
(07 May 14.00)AMDEP .93 .34 10482 38751 2212 17668 206 | AMDQP 0.32 -.17 6253 13452 793 9314 25
14.57 Current
(07 May 15.00)AMDEC .40 .16 12661 28421 1302 18033 52 | AMDQC 0.80 -.32 3422 4490 211 3287 17
(07 May 15.00)QZAEC .25 .11 879 6458 13 -166 0 | QZAQC 1.29 -.25 201 3270 227 452 29
(07 May 16.00)AMDEQ .14 .05 1562 3223 333 1344 5 | AMDQQ 1.52 -.45 289 963 180 688 27
(07 May 17.00)AMDEH .06 .02 405 1966 506 1535 3 | AMDQH 2.49 .02 38 289 0 259 0
(07 May 17.50)QZAEW .04 .03 24 4908 0 0 0 | QZAQW 3.45 -.15 0 249 0 -98 0
(07 May 18.00)AMDEI .04 .02 10 607 146 387 1 | AMDQI 3.30 .00 0 0 0 0 0
(07 May 19.00)AMDET .01 .00 2 0 0 0 0 | AMDQT 4.25 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 5.35 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 -10 -10 0 | QZAQD 6.03 -.42 800 1370 66 -244 40
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 8.53 -.77 800 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 10.95 -1.15 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 15.95 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 20.95 -1.15 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jun 10.00)AMDFB 4.60 .00 65 0 0 0 0 | AMDRB 0.03 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 3.70 .00 0 0 0 0 0 | AMDRM 0.07 .00 81 0 0 0 0
(07 Jun 12.00)AMDFN 2.80 .65 1325 0 0 0 0 | AMDRN 0.17 .01 81 65 65 65 1
(07 Jun 13.00)AMDFO 1.90 .45 115 63 63 63 12 | AMDRO 0.25 -.08 316 103 103 103 3
(07 Jun 14.00)AMDFP 1.20 .37 1301 1856 1856 1856 223 | AMDRP 0.53 -.15 3684 2047 2047 2047 108
14.57 Current
(07 Jun 15.00)AMDFC .68 .25 6200 867 867 867 59 | AMDRC 1.05 -.30 2000 53 53 53 6
(07 Jun 16.00)AMDFQ .35 .15 727 130 130 130 5 | AMDRQ 1.74 -.48 38 0 0 0 0
(07 Jun 17.00)AMDFH .18 .08 400 3003 3003 3003 54 | AMDRH 2.48 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.70 .50 147 527 0 91 0 | AMDSB 0.07 -.03 265 8261 142 308 1
(07 Jul 12.50)AMDGS 2.61 .39 587 4595 58 1896 15 | AMDSS 0.35 -.12 949 15402 35 1843 1
(07 Jul 14.00)AMDGP 1.54 .33 1959 11653 2728 3940 420 | AMDSP 0.81 -.15 2937 13758 -34 1686 -3
14.57 Current
(07 Jul 15.00)AMDGC 1.02 .25 7294 27429 812 6583 83 | AMDSC 1.30 -.22 521 26583 2024 4198 263
(07 Jul 16.00)AMDGQ .63 .17 3136 14841 384 1820 24 | AMDSQ 1.87 -.28 4215 9292 -28 3129 -5
(07 Jul 17.50)AMDGW .30 .08 384 14274 154 -544 5 | AMDSW 3.05 -.40 52 10535 -48 -38 -15
(07 Jul 19.00)AMDGT .15 .05 101 4920 10 413 0 | AMDST 4.35 .15 0 303 0 -20 0
(07 Jul 20.00)AMDGD .08 .02 341 13553 0 192 0 | AMDSD 5.40 .03 28540 5708 0 15 0
(07 Jul 22.50)AMDGU .02 .00 0 32833 0 10 0 | AMDSU 7.90 -.60 758 102 0 0 0
(07 Jul 25.00)AMDGE .00 .00 0 5379 0 -20 0 | AMDSE 10.35 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 -2 0 | AMDSY 12.85 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.35 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.35 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.35 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.35 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.35 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 5.05 .45 873 42 0 -5 0 | AMDVB 0.24 -.01 250 5262 2000 2434 48
(07 Oct 11.00)AMDJM 3.85 .05 4 615 0 25 0 | AMDVM 0.38 -.03 46 8931 -3 216 0
(07 Oct 12.00)AMDJN 3.45 .35 60 2661 10 294 3 | AMDVN 0.58 -.04 293 13111 16 322 1
(07 Oct 13.00)AMDJO 2.65 .29 251 5472 2302 2802 610 | AMDVO 0.87 -.10 661 9606 3 605 0
(07 Oct 14.00)AMDJP 2.13 .35 2108 10379 3671 3829 782 | AMDVP 1.25 -.16 99 6527 25 153 3
14.57 Current
(07 Oct 15.00)AMDJC 1.60 .26 275 9459 1028 1626 164 | AMDVC 1.69 -.27 430 7415 -34 1033 -6
(07 Oct 16.00)AMDJQ 1.16 .19 389 1544 68 203 8 | AMDVQ 2.36 -.32 200 385 0 -44 0
(07 Oct 17.00)AMDJH .89 .19 5365 3367 42 382 4 | AMDVH 3.05 -.30 88 371 11 45 3
(07 Oct 18.00)AMDJI .67 .16 255 5449 136 315 9 | AMDVI 3.70 -.30 0 408 0 15 0
(07 Oct 20.00)AMDJD .35 .08 146 1865 63 141 2 | AMDVD 5.60 -.35 73 376 -145 -65 -81
(07 Oct 22.50)AMDJU .16 .03 134 659 0 258 0 | AMDVU 7.85 -.30 0 0 -12 0 -9
(07 Oct 25.00)AMDJE .07 .00 0 1879 104 114 1 | AMDVE 10.35 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .02 .00 0 1031 0 0 0 | AMDVF 15.35 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 9.70 .00 0 3081 0 -31 0 | WVVMA 0.07 -.01 275 73778 0 400 0
(08 Jan 10.00)WVVAB 5.25 .40 258 3667 3 -662 2 | WVVMB 0.40 -.01 675 27573 10 3512 0
(08 Jan 12.50)WVVAV 3.53 .45 75 9811 21 -315 7 | WVVMV 0.97 -.09 1132 32941 46 5300 4
14.57 Current
(08 Jan 15.00)WVVAC 2.09 .34 8081 30702 358 2565 75 | WVVMC 2.04 -.20 1274 52291 98 389 20
(08 Jan 17.50)WVVAW 1.20 .24 2699 27378 113 7651 14 | WVVMW 3.65 -.35 100 25283 0 143 0
(08 Jan 20.00)WVVAD .65 .14 696 35441 -83 473 -5 | WVVMD 5.55 -.45 128 21358 0 7 0
(08 Jan 22.50)WVVAX .37 .05 400 21505 50 2014 2 | WVVMX 7.90 -.50 10275 1422 -188 -189 -149
(08 Jan 25.00)WVVAE .22 .02 312 16267 -3 33 0 | WVVME 10.40 -.60 14912 2636 -80 -80 -83
(08 Jan 27.50)WVVAY .13 .00 71 10350 0 59 0 | WVVMY 12.85 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .10 -.01 6 21368 0 -38 0 | WVVMF 15.40 -.55 19763 3253 -2 1 -3
(08 Jan 35.00)WVVAG .04 -.01 217 12231 -14 -14 0 | WVVMG 20.40 -.60 3504 500 0 0 0
(08 Jan 40.00)WVVAH .03 -.02 210 7713 0 0 0 | WVVMH 25.35 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 30.35 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6309 0 -5 0 | WVVMJ 35.35 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 45.30 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 55.30 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 65.30 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 75.30 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 85.40 -.50 52 17 -10 -7 -85
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 10.00 .30 52 2751 1 86 1 | VVVMA 0.25 .07 3636 23246 -137 -25 -3
(09 Jan 10.00)VVVAB 6.20 .40 610 1898 -7 365 -4 | VVVMB 0.88 -.02 10160 44085 1752 3412 154
(09 Jan 12.50)VVVAV 4.60 .40 304 4354 100 282 46 | VVVMV 1.68 -.07 14596 13531 5 -24 1
14.57 Current
(09 Jan 15.00)VVVAC 3.40 .30 1651 9043 13 -180 4 | VVVMC 2.69 -.41 105 24248 0 -161 0
(09 Jan 17.50)VVVAW 2.40 .05 2136 5974 400 405 96 | VVVMW 4.35 -.10 101 4243 0 -41 0
(09 Jan 20.00)VVVAD 1.71 .07 3132 9969 3156 4405 540 | VVVMD 6.19 -.26 10 2822 0 -54 0
(09 Jan 25.00)VVVAE .84 -.06 1146 9966 22 400 2 | VVVME 10.30 -.40 0 1621 0 -14 0
(09 Jan 30.00)VVVAF .46 -.09 650 7728 10 -17 0 | VVVMF 15.30 .02 0 5 0 -5 0
(09 Jan 35.00)VVVAG .30 -.04 61 6481 90 111 3 | VVVMG 20.30 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .20 -.01 120 9566 95 105 2 | VVVMH 25.30 -.74 0 0 0 -5 0
(09 Jan 45.00)VVVAI .15 -.01 5 906 0 0 0 | VVVMI 30.30 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 35.30 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 40.30 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 503 0 10 0 | VVVML 45.30 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 50.30 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1993 0 5 0 | VVVMN 55.30 .00 0 0 0 0 0
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