Option Price Chain 2007-04-25
Data From CBOE Download
Excess volume not a big problem today.
modest Excess Volume exists in Jun16 Calls,
and deep in the money Puts of May22.5, 08Jan22.5, and May20
I would expect some increase in OI on the May's tomorrow.
Also trading in 08Jan25, 08Jan35, but volumes about size of OI
Biggest $ increases in OI are
09Jan12.5 Calls and 08Jan15 Puts, both over $1.2 MM
About equal # of Put and Calls opened,
but more money opening Calls.
Close = 14.65 +0.08 2007-04-25
Close = 14.57 1-Day = 2007-04-24
Close = 13.91 5-Day = 2007-04-18
All Open Interest Changes reflect activity on the prior day.
Total Chain OI Chg1D, Chg $K, V*P $MM)
All Calls 28586 4535 2.5
All Puts 28397 2544 8.1
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDEP 07 May 14.00 38930 179 17709 .95
WVVAC 08 Jan 15.00 36417 5715 8282 2.11 Vol= 459
WVVAD 08 Jan 20.00 35586 145 816 .66
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 73878 100 500 .08
VVVMB 09 Jan 10.00 53677 9592 13004 .95 Vol= 611
WVVMC 08 Jan 15.00 53034 743 1138 2.00 Vol= 131
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDEC 07 May 15.00 26287 -2134 15812 .41 5669
AMDEP 07 May 14.00 38930 179 17709 .95 4047
AMDFQ 07 Jun 16.00 720 590 720 .35 1687
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
WVVMA 08 Jan 5.00 73878 100 500 .08 5336
WVVME 08 Jan 25.00 2636 0 -80 10.95 2004
AMDVC 07 Oct 15.00 7445 30 -460 1.69 1743
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDFQ 07 Jun 16.00 720 590 720 .35 1687 967
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
QZAQX 07 May 22.50 688 0 0 8.45 1004 316
WVVMX 08 Jan 22.50 1427 5 -183 8.45 1691 264
QZAQD 07 May 20.00 1260 -110 -44 5.95 1404 144
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDEP 07 May 14.00 38930 179 17709 .95 4047 384
VVVAV 09 Jan 12.50 4350 -4 277 4.70 531 250
AMDEC 07 May 15.00 26287 -2134 15812 .41 5669 232
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVME 08 Jan 25.00 2636 0 -80 10.95 2004 2194
WVVMX 08 Jan 22.50 1427 5 -183 8.45 1691 1429
WVVMG 08 Jan 35.00 500 0 0 20.95 504 1056
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 36417 5715 8282 2.11 Vol= 459
AMDGC 07 Jul 15.00 32885 5456 9395 1.02 Vol= 982
AMDFC 07 Jun 15.00 5644 4777 5644 .69 Vol= 813
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 26287 -2134 15812 .41
AMDEB 07 May 10.00 3734 -308 -298 4.65
AMDGD 07 Jul 20.00 13294 -259 -62 .09
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMV 09 Jan 12.50 23416 9885 9876 1.69 Vol= 30
VVVMB 09 Jan 10.00 53677 9592 13004 .95 Vol= 611
VVVMA 09 Jan 5.00 26676 3430 3642 .15 Vol= 0
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDSQ 07 Jul 16.00 7963 -1329 1800 1.85
AMDQN 07 May 12.00 16279 -1225 4081 .05
AMDSP 07 Jul 14.00 13292 -466 -70 .76
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEP 07 May 14.00 38930 179 17709 .95
AMDEC 07 May 15.00 26287 -2134 15812 .41
AMDGC 07 Jul 15.00 32885 5456 9395 1.02 Vol= 982
Top 3 5-Day Decrease in Call Open Interest Contracts
WVVAB 08 Jan 10.00 3879 212 -468 5.35 Vol= 104
AMDGW 07 Jul 17.50 14446 172 -366 .30
WVVAV 08 Jan 12.50 9804 -7 -354 3.50
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 53677 9592 13004 .95 Vol= 611
VVVMV 09 Jan 12.50 23416 9885 9876 1.69 Vol= 30
AMDQP 07 May 14.00 13799 347 9481 .28
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDQM 07 May 11.00 8879 781 -1479 .02 Vol= 0
AMDVC 07 Oct 15.00 7445 30 -460 1.69
AMDSD 07 Jul 20.00 5473 -235 -240 5.30
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 36417 5715 2.11 $1206K Vol= 131
AMDGC 07 Jul 15.00 32885 5456 1.02 $557K Vol= 654
AMDJH 07 Oct 17.00 8087 4720 0.90 $425K Vol= 7
Top 3 $ Decrease in Call Open Interest
AMDEB 07 May 10.00 3734 -308 4.65 -$143K
AMDEC 07 May 15.00 26287 -2134 0.41 -$87K
AMDGS 07 Jul 12.50 4525 -70 2.63 -$18K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMV 09 Jan 12.50 23416 9885 1.69 $1671K Vol= 30
VVVMB 09 Jan 10.00 53677 9592 0.95 $911K Vol= 611
AMDRC 07 Jun 15.00 1821 1768 0.96 $170K Vol= 326
Top 3 $ Decrease in Put Open Interest
AMDSQ 07 Jul 16.00 7963 -1329 1.85 -$246K
VVVME 09 Jan 25.00 1424 -197 10.34 -$204K
AMDSD 07 Jul 20.00 5473 -235 5.30 -$125K
Close = 14.65 +0.08 2007-04-25
Close = 14.57 1-Day = 2007-04-24
Close = 13.91 5-Day = 2007-04-18
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 5.65 .00 0 1 -3 -3 -2 | AMDQL 0.01 -.01 0 193 0 164 0
(07 May 10.00)AMDEB 4.65 .00 0 3734 -308 -298 -143 | AMDQB 0.01 -.01 0 456 0 145 0
(07 May 11.00)AMDEM 3.65 .50 5 1033 185 533 68 | AMDQM 0.02 .01 0 8879 781 -1479 2
(07 May 12.00)AMDEN 2.72 .22 110 1960 50 904 14 | AMDQN 0.05 .00 255 16279 -1225 4081 -6
(07 May 13.00)AMDEO 1.79 .08 183 10657 185 2029 33 | AMDQO 0.11 .00 430 16273 2033 3952 22
(07 May 14.00)AMDEP .95 .02 4047 38930 179 17709 17 | AMDQP 0.28 -.04 1047 13799 347 9481 10
14.65 Current
(07 May 15.00)AMDEC .41 .01 5669 26287 -2134 15812 -87 | AMDQC 0.72 -.08 932 4603 113 3382 8
(07 May 15.00)QZAEC .25 .00 353 6770 312 146 8 | QZAQC 1.09 -.20 105 3446 176 628 19
(07 May 16.00)AMDEQ .15 .01 1534 4244 1021 2365 15 | AMDQQ 1.50 -.02 131 1002 39 727 6
(07 May 17.00)AMDEH .06 .00 244 2299 333 1868 2 | AMDQH 2.40 -.09 40 324 35 294 8
(07 May 17.50)QZAEW .01 .00 0 4886 -22 -22 0 | QZAQW 3.35 -.15 0 249 0 2 0
(07 May 18.00)AMDEI .01 .00 0 617 10 397 0 | AMDQI 3.25 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 0 0 0 0 | AMDQT 4.15 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 5.30 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 -10 0 | QZAQD 5.95 -.08 1404 1260 -110 -44 -65
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 8.45 -.08 1004 688 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 10.85 -1.15 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 15.85 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 20.85 -1.15 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jun 10.00)AMDFB 4.70 .00 0 65 65 65 31 | AMDRB 0.02 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 3.75 .00 0 0 0 0 0 | AMDRM 0.06 -.01 10 81 81 81 0
(07 Jun 12.00)AMDFN 2.85 .05 35 1002 1002 1002 286 | AMDRN 0.12 -.05 23 146 81 146 1
(07 Jun 13.00)AMDFO 2.04 .14 55 139 76 139 16 | AMDRO 0.24 -.01 10 355 252 355 6
(07 Jun 14.00)AMDFP 1.22 .02 1430 2207 351 2207 43 | AMDRP 0.49 -.04 1659 4153 2106 4153 103
14.65 Current
(07 Jun 15.00)AMDFC .69 .01 813 5644 4777 5644 330 | AMDRC 0.96 -.09 326 1821 1768 1821 170
(07 Jun 16.00)AMDFQ .35 .00 1687 720 590 720 21 | AMDRQ 1.64 -.10 15 38 38 38 6
(07 Jun 17.00)AMDFH .19 .01 640 3293 290 3293 6 | AMDRH 2.53 .00 10 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.80 .00 0 514 -13 78 -6 | AMDSB 0.07 -.03 0 8056 -205 84 -1
(07 Jul 12.50)AMDGS 2.63 .02 41 4525 -70 657 -18 | AMDSS 0.34 -.01 831 15116 -286 1575 -10
(07 Jul 14.00)AMDGP 1.55 .01 522 12065 412 3386 64 | AMDSP 0.76 -.05 57 13292 -466 -70 -35
14.65 Current
(07 Jul 15.00)AMDGC 1.02 .00 982 32885 5456 9395 557 | AMDSC 1.23 -.07 654 26584 1 2368 0
(07 Jul 16.00)AMDGQ .63 .00 1437 14748 -93 1735 -6 | AMDSQ 1.85 -.02 159 7963 -1329 1800 -246
(07 Jul 17.50)AMDGW .30 .00 225 14446 172 -366 5 | AMDSW 2.98 -.40 0 10495 -40 -78 -12
(07 Jul 19.00)AMDGT .13 -.02 87 4886 -34 329 0 | AMDST 4.35 .15 0 303 0 -19 0
(07 Jul 20.00)AMDGD .09 .01 71 13294 -259 -62 -2 | AMDSD 5.30 .03 0 5473 -235 -240 -125
(07 Jul 22.50)AMDGU .05 .02 1 32833 0 10 0 | AMDSU 8.45 .55 152 102 0 0 0
(07 Jul 25.00)AMDGE .02 .00 5 5379 0 -20 0 | AMDSE 10.30 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 -2 0 | AMDSY 12.80 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.30 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.30 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.30 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.30 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.25 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Oct 10.00)AMDJB 5.10 .00 0 834 792 787 404 | AMDVB 0.24 -.01 6 5410 148 2500 4
(07 Oct 11.00)AMDJM 4.25 .00 0 615 0 -13 0 | AMDVM 0.36 -.02 49 8961 30 243 1
(07 Oct 12.00)AMDJN 3.45 .00 20 2616 -45 49 -16 | AMDVN 0.53 -.05 26 13260 149 445 8
(07 Oct 13.00)AMDJO 2.81 .16 13 5582 110 2912 31 | AMDVO 0.83 -.04 163 9792 186 781 15
(07 Oct 14.00)AMDJP 2.22 .09 7 11534 1155 4978 256 | AMDVP 1.19 -.06 135 6606 79 232 9
14.65 Current
(07 Oct 15.00)AMDJC 1.62 .02 1399 9553 94 1670 15 | AMDVC 1.69 .00 1743 7445 30 -460 5
(07 Oct 16.00)AMDJQ 1.28 .12 1363 1770 226 414 29 | AMDVQ 2.22 -.32 0 498 113 69 25
(07 Oct 17.00)AMDJH .90 .01 51 8087 4720 5102 425 | AMDVH 3.00 -.05 7 358 -13 32 -4
(07 Oct 18.00)AMDJI .64 -.03 16 5657 208 523 13 | AMDVI 3.70 -.35 10 408 0 15 0
(07 Oct 20.00)AMDJD .35 .00 18 1896 31 172 1 | AMDVD 5.40 -.35 0 449 73 -11 39
(07 Oct 22.50)AMDJU .14 .00 0 760 101 359 1 | AMDVU 8.00 -.50 21 0 0 0 0
(07 Oct 25.00)AMDJE .08 .01 103 1879 0 114 0 | AMDVE 10.30 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .01 .00 0 1031 0 0 0 | AMDVF 15.30 .00 0 0 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 5.00) WVVAA 9.70 .00 0 3081 0 -31 0 | WVVMA 0.08 .01 5336 73878 100 500 1
(08 Jan 10.00)WVVAB 5.35 .10 104 3879 212 -468 113 | WVVMB 0.39 -.01 461 27471 -102 2 -4
(08 Jan 12.50)WVVAV 3.50 -.03 81 9804 -7 -354 -2 | WVVMV 0.96 -.01 313 33198 257 5622 25
14.65 Current
(08 Jan 15.00)WVVAC 2.11 .02 459 36417 5715 8282 1206 | WVVMC 2.00 -.04 131 53034 743 1138 149
(08 Jan 17.50)WVVAW 1.18 -.02 537 27619 241 7962 28 | WVVMW 3.52 -.13 60 25272 -11 142 -4
(08 Jan 20.00)WVVAD .66 .01 767 35586 145 816 10 | WVVMD 5.60 .05 512 21353 -5 2 -3
(08 Jan 22.50)WVVAX .38 .01 182 21437 -68 1951 -3 | WVVMX 8.45 .55 1691 1427 5 -183 4
(08 Jan 25.00)WVVAE .22 .00 235 16145 -122 -99 -3 | WVVME 10.95 .55 2004 2636 0 -80 0
(08 Jan 27.50)WVVAY .12 -.01 30 10350 0 59 0 | WVVMY 12.80 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .07 -.03 20 21368 0 -8 0 | WVVMF 15.95 .55 204 3252 -1 0 -2
(08 Jan 35.00)WVVAG .03 .00 0 12214 -17 -31 0 | WVVMG 20.95 .55 504 500 0 0 0
(08 Jan 40.00)WVVAH .01 .00 0 7908 195 195 0 | WVVMH 25.25 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 30.25 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6309 0 -5 0 | WVVMJ 35.25 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 45.25 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 55.25 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 65.25 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 75.25 .97 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 85.25 -.50 0 17 0 0 0
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 10.30 .30 51 2773 22 73 23 | VVVMA 0.15 .07 0 26676 3430 3642 51
(09 Jan 10.00)VVVAB 6.45 .25 33 2309 411 759 265 | VVVMB 0.95 .07 611 53677 9592 13004 911
(09 Jan 12.50)VVVAV 4.70 .10 531 4350 -4 277 -2 | VVVMV 1.69 .01 30 23416 9885 9876 1671
14.65 Current
(09 Jan 15.00)VVVAC 3.40 .00 225 9777 734 421 250 | VVVMC 2.74 .05 25 24202 -46 -207 -13
(09 Jan 17.50)VVVAW 2.45 .05 27 6460 486 911 119 | VVVMW 4.10 -.10 0 4250 7 -39 3
(09 Jan 20.00)VVVAD 1.71 .00 11 10698 729 5124 125 | VVVMD 5.99 -.20 5 2812 -10 -64 -6
(09 Jan 25.00)VVVAE .80 -.04 592 9955 -11 379 -1 | VVVME 10.34 -.26 10 1424 -197 -211 -204
(09 Jan 30.00)VVVAF .40 -.06 30 7753 25 8 1 | VVVMF 15.25 .02 0 5 0 -5 0
(09 Jan 35.00)VVVAG .25 -.05 70 6441 -40 70 -1 | VVVMG 20.25 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .10 .00 0 9584 18 123 0 | VVVMH 25.25 -.74 0 0 0 -5 0
(09 Jan 45.00)VVVAI .10 .00 0 906 0 0 0 | VVVMI 30.25 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 35.25 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 40.25 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 503 0 10 0 | VVVML 45.25 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 50.25 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1993 0 5 0 | VVVMN 55.25 .00 0 0 0 0 0
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