Option Price Chain 2007-04-26
Data From CBOE Download
I don't know why it took me so long, but I added a new Top3 list to
look at the differences in the reported volumes between MarketWatch and CBOE.
For instance. Today MW and Yahoo reported 28540 contracts traded in
our familiar Jul20 "Deep in the Money" Puts. CBOE shows Zero.
What's $15.5MM difference in activity between friends?
It will be a lot quicker to spot busts like that now.
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
AMDQB 07 May 10.00 456 1077 0 1077 4.50 485K
AMDVB 07 Oct 10.00 5416 873 0 873 4.95 432K
WVVMI 08 Jan 45.00 0 730 0 730 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
AMDSD 07 Jul 20.00 5473 28540 0 28540 5.45 15554K
VVVMA 09 Jan 5.00 26676 3636 0 3636 .15 55K
QZAQD 07 May 20.00 1260 1404 0 1404 6.00 842K
These will be at the bottom of the 1st section.
Aside from the volume busts, it was a snoozer today.
Less than $1.5MM traded in Puts and Calls.
The biggest Cash flows were in the 09Jan25 Calls and 09Jan10 Puts.
These had changes in their OI, so the volumes look real.
Close = 14.50 -0.15 2007-04-26
Close = 14.65 1-Day = 2007-04-25
Close = 14.28 5-Day = 2007-04-19
All Open Interest Changes reflect activity on the prior day.
Total Chain OI Chg1D, Chg $K, V*P $MM)
All Calls 8711 471 1.1
All Puts 6055 -48 1.4
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDEP 07 May 14.00 39281 351 11310 .83
WVVAC 08 Jan 15.00 36539 122 7621 2.02
WVVAD 08 Jan 20.00 36006 420 1586 .60 Vol= 166
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 76714 2836 3336 .09 Vol= 60
VVVMB 09 Jan 10.00 53831 154 13128 .95
WVVMC 08 Jan 15.00 53134 100 742 2.07
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
VVVAE 09 Jan 25.00 10180 225 359 .75 3743
AMDEC 07 May 15.00 26563 276 9919 .31 1881
AMDFC 07 Jun 15.00 5940 296 5940 .60 1125
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
VVVMB 09 Jan 10.00 53831 154 13128 .95 4139
AMDQP 07 May 14.00 12541 -1258 6743 .28 2069
AMDQC 07 May 15.00 5067 464 3394 .79 601
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDFO 07 Jun 13.00 184 45 184 1.83 300 116
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
LDYMR 08 Jan 90.00 0 0 0 75.30 10 10
LDYMR 08 Jan 90.00 0 0 0 75.30 10 10
0 0 0 .00 0 0
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
VVVAE 09 Jan 25.00 10180 225 359 .75 3743 281
WVVAC 08 Jan 15.00 36539 122 7621 2.02 470 95
AMDEP 07 May 14.00 39281 351 11310 .83 1033 86
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
VVVMB 09 Jan 10.00 53831 154 13128 .95 4139 393
VVVMC 09 Jan 15.00 24195 -7 -257 2.75 463 127
WVVMX 08 Jan 22.50 1514 87 -96 8.00 122 98
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDFQ 07 Jun 16.00 2279 1559 2279 .30 Vol= 542
AMDJQ 07 Oct 16.00 3131 1361 1753 1.15 Vol= 49
AMDFP 07 Jun 14.00 3521 1314 3521 1.12 Vol= 426
Top 3 1-Day Decrease in Call Open Interest Contracts
VVVAV 09 Jan 12.50 3960 -390 -134 4.65
AMDGP 07 Jul 14.00 11869 -196 3193 1.45
VVVAC 09 Jan 15.00 9647 -130 416 3.35
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRP 07 Jun 14.00 7368 3215 7368 .52 Vol= 77
WVVMA 08 Jan 5.00 76714 2836 3336 .09 Vol= 60
AMDVC 07 Oct 15.00 9086 1641 1615 1.77 Vol= 1
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDQP 07 May 14.00 12541 -1258 6743 .28
QZAQX 07 May 22.50 53 -635 -635 8.50
AMDSS 07 Jul 12.50 14646 -470 -572 .36
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEP 07 May 14.00 39281 351 11310 .83
AMDEC 07 May 15.00 26563 276 9919 .31
AMDGC 07 Jul 15.00 32837 -48 9143 .94
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDGS 07 Jul 12.50 4447 -78 -998 2.48
AMDGW 07 Jul 17.50 14596 150 -398 .25
WVVAB 08 Jan 10.00 3921 42 -364 5.30 Vol= 30
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 53831 154 13128 .95
VVVMV 09 Jan 12.50 22983 -433 9446 1.68
AMDRP 07 Jun 14.00 7368 3215 7368 .52 Vol= 77
Top 3 5-Day Decrease in Put Open Interest Contracts
QZAQX 07 May 22.50 53 -635 -635 8.50
AMDSS 07 Jul 12.50 14646 -470 -572 .36
VVVMC 09 Jan 15.00 24195 -7 -257 2.75
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDJQ 07 Oct 16.00 3131 1361 1.15 $157K Vol= 10
AMDFP 07 Jun 14.00 3521 1314 1.12 $147K Vol= 77
AMDJC 07 Oct 15.00 10399 846 1.55 $131K Vol= 1
Top 3 $ Decrease in Call Open Interest
VVVAV 09 Jan 12.50 3960 -390 4.65 -$181K
VVVAC 09 Jan 15.00 9647 -130 3.35 -$44K
AMDGP 07 Jul 14.00 11869 -196 1.45 -$28K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDVC 07 Oct 15.00 9086 1641 1.77 $290K Vol= 1
AMDRP 07 Jun 14.00 7368 3215 0.52 $167K Vol= 77
WVVMX 08 Jan 22.50 1514 87 8.00 $70K
Top 3 $ Decrease in Put Open Interest
QZAQX 07 May 22.50 53 -635 8.50 -$540K
WVVMD 08 Jan 20.00 21165 -188 5.70 -$107K
VVVMV 09 Jan 12.50 22983 -433 1.68 -$73K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
AMDQB 07 May 10.00 456 1077 0 1077 4.50 485K
AMDVB 07 Oct 10.00 5416 873 0 873 4.95 432K
WVVMI 08 Jan 45.00 0 730 0 730 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
AMDSD 07 Jul 20.00 5473 28540 0 28540 5.45 15554K
VVVMA 09 Jan 5.00 26676 3636 0 3636 .15 55K
QZAQD 07 May 20.00 1260 1404 0 1404 6.00 842K
Paste to Web
Close = 14.50 -0.15 2007-04-26
Close = 14.65 1-Day = 2007-04-25
Close = 14.28 5-Day = 2007-04-19
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 5.50 .00 0 1 0 -3 0 | AMDQL 0.01 -.01 0 193 0 29 0
(07 May 10.00)AMDEB 4.50 .00 0 3734 0 -318 0 | AMDQB 0.01 -.01 0 456 0 145 0
(07 May 11.00)AMDEM 3.55 -.10 3 1028 -5 278 -2 | AMDQM 0.02 .01 0 8879 0 1073 0
(07 May 12.00)AMDEN 2.57 .00 0 1964 4 398 1 | AMDQN 0.05 .00 18 16174 -105 3233 -1
(07 May 13.00)AMDEO 1.60 -.19 189 10633 -24 1097 -4 | AMDQO 0.11 .00 366 16089 -184 6437 -2
(07 May 14.00)AMDEP .83 -.12 1033 39281 351 11310 29 | AMDQP 0.28 .00 2069 12541 -1258 6743 -35
14.5 Current
(07 May 15.00)AMDEC .31 -.10 1881 26563 276 9919 9 | AMDQC 0.79 .07 601 5067 464 3394 37
(07 May 15.00)QZAEC .25 .00 20 6661 -109 63 -3 | QZAQC 1.22 .13 39 3496 50 640 6
(07 May 16.00)AMDEQ .11 -.04 271 4777 533 3077 6 | AMDQQ 1.57 .07 87 1095 93 686 15
(07 May 17.00)AMDEH .03 .00 0 2489 190 1943 1 | AMDQH 2.50 -.09 0 364 40 135 10
(07 May 17.50)QZAEW .01 .00 0 4886 0 -22 0 | QZAQW 3.50 -.15 0 249 0 2 0
(07 May 18.00)AMDEI .01 .00 0 617 0 397 0 | AMDQI 3.45 .00 0 0 0 -20 0
(07 May 19.00)AMDET .00 .00 0 2 2 2 0 | AMDQT 4.45 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 5.45 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 -10 0 | QZAQD 6.00 -.08 0 1260 0 -44 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 8.50 -.08 0 53 -635 -635 -540
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.00 -1.15 0 0 0 -8 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.00 -.15 0 0 0 -19 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.00 -1.15 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 Jun 10.00)AMDFB 4.55 .00 0 65 0 65 0 | AMDRB 0.02 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 3.60 .00 0 0 0 0 0 | AMDRM 0.06 -.01 0 81 0 81 0
(07 Jun 12.00)AMDFN 2.68 .00 0 1035 33 1035 9 | AMDRN 0.12 -.05 24 159 13 159 0
(07 Jun 13.00)AMDFO 1.83 -.21 300 184 45 184 8 | AMDRO 0.25 .01 70 365 10 365 0
(07 Jun 14.00)AMDFP 1.12 -.10 426 3521 1314 3521 147 | AMDRP 0.52 .03 77 7368 3215 7368 167
14.5 Current
(07 Jun 15.00)AMDFC .60 -.09 1125 5940 296 5940 18 | AMDRC 1.00 .04 279 1876 55 1876 6
(07 Jun 16.00)AMDFQ .30 -.05 542 2279 1559 2279 47 | AMDRQ 1.70 -.10 0 53 15 53 3
(07 Jun 17.00)AMDFH .16 -.03 325 3813 520 3813 8 | AMDRH 2.56 .00 0 10 10 10 3
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.65 .00 0 514 0 101 0 | AMDSB 0.08 .01 44 8056 0 58 0
(07 Jul 12.50)AMDGS 2.48 -.15 22 4447 -78 -998 -19 | AMDSS 0.36 .02 48 14646 -470 -572 -17
(07 Jul 14.00)AMDGP 1.45 -.10 303 11869 -196 3193 -28 | AMDSP 0.81 .05 335 13283 -9 -204 -1
14.5 Current
(07 Jul 15.00)AMDGC .94 -.08 436 32837 -48 9143 -5 | AMDSC 1.30 .07 58 26649 65 2398 8
(07 Jul 16.00)AMDGQ .58 -.05 142 15975 1227 2308 71 | AMDSQ 1.90 .05 90 7920 -43 1770 -8
(07 Jul 17.50)AMDGW .25 -.05 415 14596 150 -398 4 | AMDSW 3.20 .15 34 10495 0 -70 0
(07 Jul 19.00)AMDGT .11 -.02 72 4886 0 281 0 | AMDST 4.45 .15 0 303 0 0 0
(07 Jul 20.00)AMDGD .05 .00 0 13357 63 1 0 | AMDSD 5.45 .03 0 5473 0 -240 0
(07 Jul 22.50)AMDGU .01 .00 0 32833 0 10 0 | AMDSU 7.95 .55 0 102 0 0 0
(07 Jul 25.00)AMDGE .00 .00 0 5379 0 -20 0 | AMDSE 10.40 -.30 0 0 0 -32 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 12.90 -.25 0 0 0 -9 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.40 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.40 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.40 .00 0 0 0 -1 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.40 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.40 .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 4.95 .00 0 834 0 777 0 | AMDVB 0.23 -.01 0 5416 6 2494 0
(07 Oct 11.00)AMDJM 4.10 .00 0 615 0 -7 0 | AMDVM 0.36 -.02 3 9010 49 272 2
(07 Oct 12.00)AMDJN 3.30 -.15 3 2604 -12 64 -4 | AMDVN 0.57 .04 6 13244 -16 400 -1
(07 Oct 13.00)AMDJO 2.64 -.17 16 5590 8 3464 2 | AMDVO 0.87 .04 45 9797 5 283 0
(07 Oct 14.00)AMDJP 2.02 -.20 70 11536 2 5001 0 | AMDVP 1.26 .07 475 6667 61 281 8
14.5 Current
(07 Oct 15.00)AMDJC 1.55 -.07 52 10399 846 2513 131 | AMDVC 1.77 .08 1 9086 1641 1615 290
(07 Oct 16.00)AMDJQ 1.15 -.13 49 3131 1361 1753 157 | AMDVQ 2.33 -.03 10 498 0 89 0
(07 Oct 17.00)AMDJH .81 -.09 7 8111 24 4988 2 | AMDVH 3.05 .05 1 365 7 39 2
(07 Oct 18.00)AMDJI .59 -.05 45 5673 16 478 1 | AMDVI 3.75 -.35 0 408 0 15 0
(07 Oct 20.00)AMDJD .30 .00 0 1910 14 201 0 | AMDVD 5.50 -.35 0 449 0 -21 0
(07 Oct 22.50)AMDJU .14 .00 0 760 0 339 0 | AMDVU 7.80 -.20 10 21 21 4 16
(07 Oct 25.00)AMDJE .08 .00 436 1779 -100 14 -1 | AMDVE 10.45 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .02 .00 0 1031 0 0 0 | AMDVF 15.45 .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 .55 25 3081 0 -16 0 | WVVMA 0.09 .01 60 76714 2836 3336 26
(08 Jan 10.00)WVVAB 5.30 -.05 30 3921 42 -364 22 | WVVMB 0.43 .04 226 27688 217 184 9
(08 Jan 12.50)WVVAV 3.35 -.15 14 9790 -14 -314 -5 | WVVMV 1.00 .04 173 33389 191 5737 19
14.5 Current
(08 Jan 15.00)WVVAC 2.02 -.09 470 36539 122 7621 25 | WVVMC 2.07 .07 221 53134 100 742 21
(08 Jan 17.50)WVVAW 1.09 -.09 330 27718 99 8022 11 | WVVMW 3.60 -.13 0 25260 -12 87 -4
(08 Jan 20.00)WVVAD .60 -.06 166 36006 420 1586 25 | WVVMD 5.70 .10 115 21165 -188 -186 -107
(08 Jan 22.50)WVVAX .35 -.03 30 21455 18 2026 1 | WVVMX 8.00 -.45 122 1514 87 -96 70
(08 Jan 25.00)WVVAE .18 .00 0 16153 8 -96 0 | WVVME 10.35 -.60 20 2636 0 -80 0
(08 Jan 27.50)WVVAY .12 .00 0 10350 0 59 0 | WVVMY 12.95 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .09 .02 3 21348 -20 -27 0 | WVVMF 15.45 -.50 15 3252 0 0 0
(08 Jan 35.00)WVVAG .04 .00 100 12214 0 -31 0 | WVVMG 20.45 .55 0 500 0 0 0
(08 Jan 40.00)WVVAH .02 -.01 20 7908 0 195 0 | WVVMH 25.45 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 30.45 -.37 0 0 0 -20 0
(08 Jan 50.00)WVVAJ .00 .00 0 6309 0 -5 0 | WVVMJ 35.45 -.10 0 0 0 -40 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 45.40 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 55.45 .00 0 0 0 -10 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 65.45 .07 0 0 0 -3 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 75.30 .45 10 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 85.30 -.10 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 10.00 -.30 5 2793 20 93 20 | VVVMA 0.15 .07 0 26676 0 3372 0
(09 Jan 10.00)VVVAB 6.10 .00 0 2309 0 742 0 | VVVMB 0.95 .00 4139 53831 154 13128 15
(09 Jan 12.50)VVVAV 4.65 -.05 103 3960 -390 -134 -181 | VVVMV 1.68 -.01 71 22983 -433 9446 -73
14.5 Current
(09 Jan 15.00)VVVAC 3.35 -.05 163 9647 -130 416 -44 | VVVMC 2.75 .01 463 24195 -7 -257 -2
(09 Jan 17.50)VVVAW 2.40 -.05 85 6454 -6 905 -1 | VVVMW 4.20 -.15 20 4250 0 -39 0
(09 Jan 20.00)VVVAD 1.62 -.09 50 10653 -45 5037 -7 | VVVMD 6.05 .06 20 2812 0 -14 0
(09 Jan 25.00)VVVAE .75 -.05 3743 10180 225 359 17 | VVVME 10.45 -.26 0 1434 10 -201 10
(09 Jan 30.00)VVVAF .40 .00 102 7783 30 35 1 | VVVMF 15.45 .02 0 5 0 -5 0
(09 Jan 35.00)VVVAG .30 .05 50 6511 70 140 2 | VVVMG 20.40 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 .00 0 9584 0 123 0 | VVVMH 25.40 -.74 0 0 0 -5 0
(09 Jan 45.00)VVVAI .10 .00 0 906 0 0 0 | VVVMI 30.40 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .03 .00 0 2633 0 0 0 | VVVMJ 35.40 8.50 0 0 0 -10 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 40.40 2.60 0 0 0 -10 0
(09 Jan 60.00)VVVAL .05 -.05 2 503 0 0 0 | VVVML 45.40 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 50.40 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1993 0 0 0 | VVVMN 55.30 6.00 10 0 0 -8 0
