Option Price Chain 2007-05-01
Data From CBOE Download
Those d**n Excess Volume Puts are back: Jul20, 08Jan30, 08Jan25 to the tune of $73MM volume.
6, 7, 8 times open interest. They are not real. Open Interest is shrinking.
I think they correlate more to when I download CBOE. If it do it within a couple hours of close, the volumes are zero.
People closing 09Jan12.5 Puts, but opening 09Jan10 Puts.
Biggest Call Writes: 08Jan15, Jul15.
-Magrathea
Close = 13.54 -0.28 2007-05-01 22:14 ET
Close = 13.82 1-Day = 2007-04-30
Close = 14.57 5-Day = 2007-04-24
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 5020 629 394 2.1
All Puts 2235 -18 -572 96.7
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDEP 07 May 14.00 38917 237 166 .24
WVVAC 08 Jan 15.00 38386 1670 7684 1.53
WVVAD 08 Jan 20.00 36015 45 574 .44
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 77014 0 3236 .09
VVVMB 09 Jan 10.00 60926 1177 16841 1.01 Vol= 1167
WVVMC 08 Jan 15.00 53013 -49 722 2.58
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDEP 07 May 14.00 38917 237 166 .24 5921
WVVAC 08 Jan 15.00 38386 1670 7684 1.53 3205
AMDEC 07 May 15.00 27552 -2263 -869 .07 2876
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSD 07 Jul 20.00 5443 -30 -265 6.50 32776
WVVMF 08 Jan 30.00 3252 0 -1 16.50 23012
WVVME 08 Jan 25.00 2257 -376 -379 11.50 17032
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
AMDSD 07 Jul 20.00 5443 -30 -265 6.50 32776 27333
WVVMF 08 Jan 30.00 3252 0 -1 16.50 23012 19760
WVVME 08 Jan 25.00 2257 -376 -379 11.50 17032 14775
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVAC 08 Jan 15.00 38386 1670 7684 1.53 3205 490
AMDJP 07 Oct 14.00 11521 -31 1142 1.52 2856 434
AMDEO 07 May 13.00 10772 135 300 .76 1898 144
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMF 08 Jan 30.00 3252 0 -1 16.50 23012 37970
AMDSD 07 Jul 20.00 5443 -30 -265 6.50 32776 21304
WVVME 08 Jan 25.00 2257 -376 -379 11.50 17032 19587
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 38386 1670 7684 1.53
AMDGC 07 Jul 15.00 34633 1668 7204 .53 Vol= 515
AMDGP 07 Jul 14.00 11985 244 332 .90
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 27552 -2263 -869 .07
VVVAG 09 Jan 35.00 6144 -1550 -337 .25
AMDGQ 07 Jul 16.00 15884 -200 1043 .30
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 60926 1177 16841 1.01 Vol= 1167
AMDSC 07 Jul 15.00 27202 699 619 1.86 Vol= 115
AMDRO 07 Jun 13.00 477 99 374 .48
Top 3 1-Day Decrease in Put Open Interest Contracts
VVVMV 09 Jan 12.50 22356 -698 8825 1.98
WVVME 08 Jan 25.00 2257 -376 -379 11.50
AMDQC 07 May 15.00 4722 -368 232 1.55
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 38386 1670 7684 1.53
AMDGC 07 Jul 15.00 34633 1668 7204 .53 Vol= 515
AMDFC 07 Jun 15.00 7369 -28 6502 .25
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 27552 -2263 -869 .07
VVVAG 09 Jan 35.00 6144 -1550 -337 .25
VVVAV 09 Jan 12.50 4027 -7 -327 3.80
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 60926 1177 16841 1.01 Vol= 1167
VVVMV 09 Jan 12.50 22356 -698 8825 1.98
AMDRP 07 Jun 14.00 5839 35 3792 .96
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDQN 07 May 12.00 15414 0 -2090 .08
AMDSQ 07 Jul 16.00 7914 3 -1378 2.68
AMDSS 07 Jul 12.50 14636 3 -766 .56
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 38386 1670 1.53 $256K Vol= 455
AMDGC 07 Jul 15.00 34633 1668 0.53 $88K Vol= 115
WVVAA 08 Jan 5.00 3196 90 8.75 $79K Vol= 0
Top 3 $ Decrease in Call Open Interest
VVVAG 09 Jan 35.00 6144 -1550 0.25 -$39K
AMDEC 07 May 15.00 27552 -2263 0.07 -$16K
AMDJC 07 Oct 15.00 10588 -143 1.10 -$16K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDSC 07 Jul 15.00 27202 699 1.86 $130K Vol= 115
VVVMB 09 Jan 10.00 60926 1177 1.01 $119K Vol= 1167
AMDVO 07 Oct 13.00 10094 96 1.18 $11K
Top 3 $ Decrease in Put Open Interest
WVVME 08 Jan 25.00 2257 -376 11.50 -$432K
VVVMV 09 Jan 12.50 22356 -698 1.98 -$138K
WVVMX 08 Jan 22.50 1335 -91 9.00 -$82K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
VVVMH 09 Jan 40.00 0 1134 0 1134 .05 6K
AMDQB 07 May 10.00 456 1077 0 1077 3.50 377K
WVVMI 08 Jan 45.00 0 730 0 730 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
VVVMA 09 Jan 5.00 26626 3636 0 3636 .20 73K
QZAQD 07 May 20.00 1260 1404 0 1404 6.95 976K
QZAQX 07 May 22.50 53 1004 0 1004 9.45 949K
Paste to Web
Close = 13.54 -0.28 2007-05-01 22:14 ET
Close = 13.82 1-Day = 2007-04-30
Close = 14.57 5-Day = 2007-04-24
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.50 .00 0 1 0 -3 0 | AMDQL 0.01 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 3.50 .00 0 3734 0 -308 0 | AMDQB 0.02 -.02 300 456 0 0 0
(07 May 11.00)AMDEM 2.54 -1.01 210 1028 0 180 0 | AMDQM 0.04 .01 0 8879 0 781 0
(07 May 12.00)AMDEN 1.64 -.36 130 2002 0 92 0 | AMDQN 0.08 .00 119 15414 0 -2090 0
(07 May 13.00)AMDEO .76 -.28 1898 10772 135 300 10 | AMDQO 0.22 .07 2258 15536 -116 1296 -3
13.54 Current
(07 May 14.00)AMDEP .24 -.12 5921 38917 237 166 6 | AMDQP 0.68 .18 2103 14205 -4 753 0
(07 May 15.00)AMDEC .07 -.04 2876 27552 -2263 -869 -16 | AMDQC 1.55 .32 1054 4722 -368 232 -57
(07 May 15.00)QZAEC .07 -.03 201 6663 -24 205 0 | QZAQC 2.05 .48 10 3466 -10 196 -2
(07 May 16.00)AMDEQ .02 .00 0 4901 90 1678 0 | AMDQQ 2.46 .40 115 1133 -19 170 -5
(07 May 17.00)AMDEH .02 .00 600 2694 180 728 0 | AMDQH 3.50 1.10 20 289 -75 0 -26
(07 May 17.50)QZAEW .01 .00 0 4886 0 -22 0 | QZAQW 4.45 -.15 0 249 0 0 0
(07 May 18.00)AMDEI .01 -.03 20 617 0 10 0 | AMDQI 4.40 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 2 0 | AMDQT 5.35 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 6.45 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 6.95 -.08 0 1260 0 -110 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.45 -.08 0 53 0 -635 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.95 -1.15 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.95 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.95 -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 3.60 .00 0 80 0 80 0 | AMDRB 0.04 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 2.75 -.51 15 20 20 20 6 | AMDRM 0.09 -.01 0 81 0 81 0
(07 Jun 12.00)AMDFN 1.81 -.79 23 1038 3 1038 1 | AMDRN 0.21 .08 27 277 70 212 1
(07 Jun 13.00)AMDFO 1.03 -.27 178 1355 40 1292 4 | AMDRO 0.48 .12 234 477 99 374 5
13.54 Current
(07 Jun 14.00)AMDFP .57 -.10 1400 3947 21 2091 1 | AMDRP 0.96 .26 1193 5839 35 3792 3
(07 Jun 15.00)AMDFC .25 -.09 2049 7369 -28 6502 -1 | AMDRC 1.65 .31 267 1956 19 1903 3
(07 Jun 16.00)AMDFQ .14 -.08 562 2857 10 2727 0 | AMDRQ 2.48 .64 15 53 0 53 0
(07 Jun 17.00)AMDFH .05 .00 0 4198 2 1195 0 | AMDRH 3.45 .00 0 10 0 10 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 3.70 .00 0 497 -17 -30 -6 | AMDSB 0.11 .01 0 8018 0 -243 0
(07 Jul 12.50)AMDGS 1.73 -.20 171 4281 0 -314 0 | AMDSS 0.56 .09 3010 14636 3 -766 0
13.54 Current
(07 Jul 14.00)AMDGP .90 -.14 1306 11985 244 332 22 | AMDSP 1.24 .20 888 13468 -24 -290 -3
(07 Jul 15.00)AMDGC .53 -.10 515 34633 1668 7204 88 | AMDSC 1.86 .20 115 27202 699 619 130
(07 Jul 16.00)AMDGQ .30 -.09 258 15884 -200 1043 -6 | AMDSQ 2.68 .38 70 7914 3 -1378 1
(07 Jul 17.50)AMDGW .13 -.03 100 14386 -3 112 0 | AMDSW 4.00 .35 3 10454 -22 -81 -9
(07 Jul 19.00)AMDGT .06 -.04 24 4787 0 -133 0 | AMDST 5.50 -.05 1913 303 0 0 0
(07 Jul 20.00)AMDGD .05 .00 20 13333 -24 -220 0 | AMDSD 6.50 .70 32776 5443 -30 -265 -20
(07 Jul 22.50)AMDGU .03 .00 70 32941 108 108 0 | AMDSU 9.00 .55 610 102 0 0 0
(07 Jul 25.00)AMDGE .00 .00 0 5379 0 0 0 | AMDSE 11.45 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 13.95 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.45 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.45 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 26.45 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.45 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.45 .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
(07 Oct 10.00)AMDJB 4.10 -.70 3 834 0 792 0 | AMDVB 0.34 .08 11 5417 1 155 0
(07 Oct 11.00)AMDJM 3.30 .00 0 615 0 0 0 | AMDVM 0.52 -.02 0 9010 0 79 0
(07 Oct 12.00)AMDJN 2.60 -.27 16 2611 0 -50 0 | AMDVN 0.80 .09 77 13714 9 603 1
(07 Oct 13.00)AMDJO 2.03 -.18 25 5572 -6 100 -1 | AMDVO 1.18 .18 457 10094 96 488 11
13.54 Current
(07 Oct 14.00)AMDJP 1.52 -.14 2856 11521 -31 1142 -5 | AMDVP 1.67 .22 123 6333 -31 -194 -5
(07 Oct 15.00)AMDJC 1.10 -.15 106 10588 -143 1129 -16 | AMDVC 2.31 .25 22 9113 20 1698 5
(07 Oct 16.00)AMDJQ .80 -.11 25 3282 63 1738 5 | AMDVQ 2.96 .02 0 470 -28 85 -8
(07 Oct 17.00)AMDJH .57 -.07 106 8342 11 4975 1 | AMDVH 3.70 .65 26 354 -10 -17 -4
(07 Oct 18.00)AMDJI .41 -.03 42 5784 61 335 3 | AMDVI 4.60 -.35 0 408 0 0 0
(07 Oct 20.00)AMDJD .21 -.02 9 1972 -1 107 0 | AMDVD 6.45 .55 0 449 0 73 0
(07 Oct 22.50)AMDJU .10 -.06 2 760 0 101 0 | AMDVU 8.90 -.20 0 0 -21 0 -19
(07 Oct 25.00)AMDJE .04 .00 0 1935 0 56 0 | AMDVE 11.40 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .01 .00 0 1031 0 0 0 | AMDVF 16.40 .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
(08 Jan 5.00) WVVAA 8.75 -.35 121 3196 90 115 79 | WVVMA 0.09 .01 0 77014 0 3236 0
(08 Jan 10.00)WVVAB 4.40 -.50 3 3912 1 245 0 | WVVMB 0.53 .03 3218 27640 -179 67 -9
(08 Jan 12.50)WVVAV 2.72 -.19 225 9855 17 44 5 | WVVMV 1.28 .13 388 33280 -82 339 -10
13.54 Current
(08 Jan 15.00)WVVAC 1.53 -.17 3205 38386 1670 7684 256 | WVVMC 2.58 .41 455 53013 -49 722 -13
(08 Jan 17.50)WVVAW .84 -.09 425 28010 -41 632 -3 | WVVMW 4.35 .35 20 25296 -2 13 -1
(08 Jan 20.00)WVVAD .44 -.06 604 36015 45 574 2 | WVVMD 6.50 .35 0 21228 4 -130 3
(08 Jan 22.50)WVVAX .27 .01 14 21457 -2 -48 0 | WVVMX 9.00 .60 8009 1335 -91 -87 -82
(08 Jan 25.00)WVVAE .16 -.02 27 16092 -11 -175 0 | WVVME 11.50 .95 17032 2257 -376 -379 -432
(08 Jan 27.50)WVVAY .10 .00 3 10435 85 85 1 | WVVMY 13.90 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .07 -.02 83 21348 0 -20 0 | WVVMF 16.50 1.05 23012 3252 0 -1 0
(08 Jan 35.00)WVVAG .04 .00 24 12214 0 -17 0 | WVVMG 21.50 .55 3504 500 0 0 0
(08 Jan 40.00)WVVAH .01 .00 0 7928 0 215 0 | WVVMH 26.35 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 31.35 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6319 10 10 0 | WVVMJ 36.35 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9301 0 0 0 | WVVML 46.35 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 56.35 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 66.35 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.35 .45 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.35 -.10 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 9.30 -.90 2 2797 0 46 0 | VVVMA 0.20 .07 0 26626 0 3380 0
(09 Jan 10.00)VVVAB 5.40 -.65 67 2309 0 411 0 | VVVMB 1.01 .05 1167 60926 1177 16841 119
(09 Jan 12.50)VVVAV 3.80 -.40 49 4027 -7 -327 -3 | VVVMV 1.98 .18 16 22356 -698 8825 -138
13.54 Current
(09 Jan 15.00)VVVAC 2.80 -.17 280 9674 -5 631 -1 | VVVMC 3.10 .22 37 23923 -13 -325 -4
(09 Jan 17.50)VVVAW 1.90 -.22 2 6538 0 564 0 | VVVMW 4.90 .50 15 4270 0 27 0
(09 Jan 20.00)VVVAD 1.40 -.10 29 10612 -10 643 -1 | VVVMD 6.80 .70 10 2792 -5 -30 -3
(09 Jan 25.00)VVVAE .70 -.03 279 15302 -25 5336 -2 | VVVME 11.40 -.26 0 1434 0 -187 0
(09 Jan 30.00)VVVAF .30 .00 0 8040 165 312 5 | VVVMF 16.30 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .25 .05 10 6144 -1550 -337 -39 | VVVMG 21.35 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .05 .00 0 9811 44 245 0 | VVVMH 26.40 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .10 -.05 25 906 0 0 0 | VVVMI 31.40 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 36.40 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 41.40 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 -2 0 | VVVML 46.35 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 51.30 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 1993 0 0 0 | VVVMN 56.40 6.00 0 0 0 0 0
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