Option Price Chain 2007-05-04
Data From CBOE Download
Excess volume in Jun12 Put (this is real), but modest:
Only 1190 vol on 463 open interest. OI probably up 1000 on Monday.
MktWatch and Yahoo report Excess volume
in 08Jan 22.5, 25, and 30 puts which are NOT real (CBOE show zero).
More trades in the Calls than puts. More $ in OI in Calls than Puts.
A $1.3MM volume in 09Jan10 and 12.5 Calls.
These are "Deep in the Money" Calls.
1620 volume on 2363 OI up only 60 in 1 day and 54 in 5 days.
Will have to see it they show up as new OI.
Biggest incr in OI were 08Jan10 Puts. (vol and $)
09Jan20 Calls in $ and Jun14 Calls in vol
-Magrathea
Close = 13.53 -0.16 2007-05-04 18:28 ET
Close = 13.69 1-Day = 2007-05-03
Close = 14.32 5-Day = 2007-04-27
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 6590 4999 517 2.3
All Puts 6031 5384 341 1.2
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 40650 90 3940 1.55
AMDEP 07 May 14.00 39134 1082 742 .19
WVVAD 08 Jan 20.00 36430 739 424 .47 Vol= 400
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 77235 100 221 .06
VVVMB 09 Jan 10.00 62166 49 5296 1.19
WVVMC 08 Jan 15.00 53361 -88 279 2.46
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
VVVAB 09 Jan 10.00 2363 60 54 5.40 1620
VVVAH 09 Jan 40.00 9065 0 -519 .15 1544
VVVAV 09 Jan 12.50 4068 21 25 3.95 1406
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
VVVMB 09 Jan 10.00 62166 49 5296 1.19 3279
AMDRN 07 Jun 12.00 463 10 280 .18 1190
AMDVC 07 Oct 15.00 9312 202 226 2.29 1111
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
AMDRN 07 Jun 12.00 463 10 280 .18 1190 727
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
VVVAB 09 Jan 10.00 2363 60 54 5.40 1620 875
VVVAV 09 Jan 12.50 4068 21 25 3.95 1406 555
WVVAV 08 Jan 12.50 10265 135 464 2.74 1049 287
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
VVVMB 09 Jan 10.00 62166 49 5296 1.19 3279 390
AMDVC 07 Oct 15.00 9312 202 226 2.29 1111 254
WVVMV 08 Jan 12.50 33128 -36 -212 1.26 627 79
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDFP 07 Jun 14.00 8304 1481 4485 .50 Vol= 615
AMDEP 07 May 14.00 39134 1082 742 .19
AMDGP 07 Jul 14.00 13184 857 1511 .86 Vol= 191
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 24848 -945 -1970 .05
AMDEO 07 May 13.00 12693 -288 2056 .73
AMDFC 07 Jun 15.00 8883 -183 1912 .24
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
WVVMB 08 Jan 10.00 32873 4405 5216 .52 Vol= 462
AMDRC 07 Jun 15.00 2519 313 575 1.65
AMDVC 07 Oct 15.00 9312 202 226 2.29
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDQH 07 May 17.00 108 -166 -256 3.45
AMDQN 07 May 12.00 14898 -160 -1276 .05
AMDSS 07 Jul 12.50 13987 -120 -649 .54
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDFP 07 Jun 14.00 8304 1481 4485 .50 Vol= 615
WVVAC 08 Jan 15.00 40650 90 3940 1.55
VVVAE 09 Jan 25.00 15563 54 2082 .73 Vol= 25
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 24848 -945 -1970 .05
AMDJP 07 Oct 14.00 10585 59 -967 1.50 Vol= 54
VVVAH 09 Jan 40.00 9065 0 -519 .15
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRO 07 Jun 13.00 7276 121 6908 .45
VVVMB 09 Jan 10.00 62166 49 5296 1.19
WVVMB 08 Jan 10.00 32873 4405 5216 .52 Vol= 462
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDQN 07 May 12.00 14898 -160 -1276 .05
WVVMF 08 Jan 30.00 2258 0 -994 16.30
AMDQC 07 May 15.00 4480 116 -777 1.51
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
VVVAD 09 Jan 20.00 11419 788 1.29 $102K Vol= 10
AMDFN 07 Jun 12.00 1681 401 1.94 $78K
AMDFP 07 Jun 14.00 8304 1481 0.50 $74K Vol= 293
Top 3 $ Decrease in Call Open Interest
AMDEO 07 May 13.00 12693 -288 0.73 -$21K
AMDGS 07 Jul 12.50 4351 -30 1.82 -$5K
WVVAW 08 Jan 17.50 28180 -59 0.84 -$5K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
WVVMB 08 Jan 10.00 32873 4405 0.52 $229K Vol= 462
AMDRC 07 Jun 15.00 2519 313 1.65 $52K
AMDVC 07 Oct 15.00 9312 202 2.29 $46K
Top 3 $ Decrease in Put Open Interest
AMDQH 07 May 17.00 108 -166 3.45 -$57K
WVVMC 08 Jan 15.00 53361 -88 2.46 -$22K
WVVMW 08 Jan 17.50 25275 -21 4.40 -$9K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
AMDQB 07 May 10.00 574 1077 0 1077 3.50 377K
WVVMI 08 Jan 45.00 0 730 0 730 .00 0K
AMDVE 07 Oct 25.00 0 436 0 436 .04 2K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
WVVME 08 Jan 25.00 2262 2009 0 2009 11.30 2270K
WVVMF 08 Jan 30.00 2258 2009 0 2009 16.30 3275K
WVVMX 08 Jan 22.50 1335 1504 0 1504 8.80 1324K
Close = 13.53 -0.16 2007-05-04 18:28 ET
Close = 13.69 1-Day = 2007-05-03
Close = 14.32 5-Day = 2007-04-27
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 0 0 | AMDQL 0.00 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 3.50 .00 0 3734 0 0 0 | AMDQB 0.00 -.02 0 574 0 118 0
(07 May 11.00)AMDEM 2.53 .00 0 1389 0 361 0 | AMDQM 0.02 .01 0 8879 0 0 0
(07 May 12.00)AMDEN 1.65 -.10 9 2910 -6 946 -1 | AMDQN 0.05 .00 69 14898 -160 -1276 -1
(07 May 13.00)AMDEO .73 -.14 416 12693 -288 2056 -21 | AMDQO 0.17 .03 501 17677 169 1642 3
13.53 Current
(07 May 14.00)AMDEP .19 -.06 1237 39134 1082 742 21 | AMDQP 0.65 .13 728 13849 49 239 3
(07 May 15.00)AMDEC .05 -.03 600 24848 -945 -1970 -5 | AMDQC 1.51 .21 337 4480 116 -777 18
(07 May 15.00)QZAEC .01 .00 0 6783 0 122 0 | QZAQC 1.86 -.19 7 3466 0 -10 0
(07 May 16.00)AMDEQ .02 .00 60 4882 -2 32 0 | AMDQQ 2.47 -.18 0 1044 -18 -108 -4
(07 May 17.00)AMDEH .01 .00 0 3160 0 671 0 | AMDQH 3.45 -.25 0 108 -166 -256 -57
(07 May 17.50)QZAEW .01 -.03 76 4886 0 0 0 | QZAQW 4.45 -.15 0 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 0 6 0 | AMDQI 4.35 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 5.40 .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 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.45 -.08 0 53 0 0 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 3.55 .00 0 80 0 15 0 | AMDRB 0.03 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 2.64 .00 0 55 20 55 5 | AMDRM 0.07 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 1.94 .00 100 1681 401 646 78 | AMDRN 0.18 .02 1190 463 10 280 0
(07 Jun 13.00)AMDFO 1.03 -.12 219 1589 259 1115 27 | AMDRO 0.45 .05 399 7276 121 6908 5
13.53 Current
(07 Jun 14.00)AMDFP .50 -.11 615 8304 1481 4485 74 | AMDRP 0.91 .08 293 6453 60 823 5
(07 Jun 15.00)AMDFC .24 -.05 107 8883 -183 1912 -4 | AMDRC 1.65 .18 314 2519 313 575 52
(07 Jun 16.00)AMDFQ .11 -.06 10 3020 4 465 0 | AMDRQ 2.51 -.29 0 83 20 30 5
(07 Jun 17.00)AMDFH .05 -.01 15 4153 0 17 0 | AMDRH 3.45 .81 0 17 0 7 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 3.85 -.30 20 497 0 -17 0 | AMDSB 0.10 -.01 0 7820 0 -198 0
(07 Jul 12.50)AMDGS 1.82 -.03 27 4351 -30 -89 -5 | AMDSS 0.54 .06 210 13987 -120 -649 -6
13.53 Current
(07 Jul 14.00)AMDGP .86 -.10 191 13184 857 1511 74 | AMDSP 1.20 .12 434 12886 -22 -380 -3
(07 Jul 15.00)AMDGC .52 -.05 340 34932 349 1979 18 | AMDSC 1.83 .09 36 27194 -2 533 0
(07 Jul 16.00)AMDGQ .28 -.04 135 15886 -29 -130 -1 | AMDSQ 2.64 .15 50 7904 -5 -4 -1
(07 Jul 17.50)AMDGW .12 -.02 50 14417 22 34 0 | AMDSW 3.95 -.56 0 10454 0 -37 0
(07 Jul 19.00)AMDGT .05 .00 0 4761 -22 -73 0 | AMDST 5.45 -.15 0 302 0 -1 0
(07 Jul 20.00)AMDGD .02 -.02 30 13296 -12 -61 0 | AMDSD 6.45 -.25 0 5442 -1 -31 -1
(07 Jul 22.50)AMDGU .01 .00 0 33011 0 178 0 | AMDSU 8.95 -.15 0 102 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 16.40 .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 7.05 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 4.07 -.13 41 834 0 0 0 | AMDVB 0.32 -.01 0 5449 0 33 0
(07 Oct 11.00)AMDJM 3.30 -.30 22 610 -5 -5 -2 | AMDVM 0.50 -.04 60 9440 0 430 0
(07 Oct 12.00)AMDJN 2.57 .00 0 2642 11 39 3 | AMDVN 0.78 .05 18 14195 20 945 2
(07 Oct 13.00)AMDJO 1.97 .00 0 5583 0 6 0 | AMDVO 1.17 .16 52 10512 65 695 8
13.53 Current
(07 Oct 14.00)AMDJP 1.50 -.08 54 10585 59 -967 9 | AMDVP 1.65 .06 123 6532 155 161 26
(07 Oct 15.00)AMDJC 1.09 -.06 17 10823 27 403 3 | AMDVC 2.29 .12 1111 9312 202 226 46
(07 Oct 16.00)AMDJQ .80 -.08 110 3336 -3 156 0 | AMDVQ 2.96 -.03 0 491 6 -7 2
(07 Oct 17.00)AMDJH .59 .02 144 8377 0 259 0 | AMDVH 3.75 .65 0 354 0 -10 0
(07 Oct 18.00)AMDJI .41 -.04 19 5829 10 112 0 | AMDVI 4.60 -.35 0 408 0 0 0
(07 Oct 20.00)AMDJD .22 .01 30 1973 0 67 0 | AMDVD 6.45 .55 0 449 0 0 0
(07 Oct 22.50)AMDJU .09 .00 0 760 0 0 0 | AMDVU 8.95 -.20 0 0 0 -21 0
(07 Oct 25.00)AMDJE .04 .00 0 1935 0 0 0 | AMDVE 11.40 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .00 .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 8.70 .00 0 3313 0 207 0 | WVVMA 0.06 -.01 175 77235 100 221 1
(08 Jan 10.00)WVVAB 4.40 -.15 31 3921 0 20 0 | WVVMB 0.52 .05 462 32873 4405 5216 229
(08 Jan 12.50)WVVAV 2.74 -.08 1049 10265 135 464 37 | WVVMV 1.26 .08 627 33128 -36 -212 -5
13.53 Current
(08 Jan 15.00)WVVAC 1.55 -.10 265 40650 90 3940 14 | WVVMC 2.46 .13 103 53361 -88 279 -22
(08 Jan 17.50)WVVAW .84 -.03 153 28180 -59 315 -5 | WVVMW 4.40 .25 92 25275 -21 15 -9
(08 Jan 20.00)WVVAD .47 -.02 400 36430 739 424 35 | WVVMD 6.50 -.20 0 21218 3 -11 2
(08 Jan 22.50)WVVAX .27 .00 148 21459 -7 -3 0 | WVVMX 8.80 -.15 0 1335 0 -285 0
(08 Jan 25.00)WVVAE .14 .00 0 16134 10 31 0 | WVVME 11.30 -.15 0 2262 0 -374 0
(08 Jan 27.50)WVVAY .11 .01 10 10438 0 88 0 | WVVMY 13.80 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .06 .00 11 21507 70 159 0 | WVVMF 16.30 -.15 0 2258 0 -994 0
(08 Jan 35.00)WVVAG .02 .00 0 12222 0 8 0 | WVVMG 21.30 -.15 0 500 0 0 0
(08 Jan 40.00)WVVAH .01 .00 0 7928 0 0 0 | WVVMH 26.30 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 31.45 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6319 0 10 0 | WVVMJ 36.30 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .01 .00 15 9301 0 0 0 | WVVML 46.40 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 56.40 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 66.40 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.40 .45 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.40 -.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 9.10 .00 0 2817 15 27 14 | VVVMA 0.15 .05 0 26671 0 45 0
(09 Jan 10.00)VVVAB 5.40 -.10 1620 2363 60 54 32 | VVVMB 1.19 .19 3279 62166 49 5296 6
(09 Jan 12.50)VVVAV 3.95 -.10 1406 4068 21 25 8 | VVVMV 2.00 .02 97 22514 152 -540 30
13.53 Current
(09 Jan 15.00)VVVAC 2.93 .04 10 9745 8 66 2 | VVVMC 3.10 .25 10 23935 -8 -348 -2
(09 Jan 17.50)VVVAW 1.98 -.07 15 6540 6 2 1 | VVVMW 4.70 -.20 10 4270 0 0 0
(09 Jan 20.00)VVVAD 1.29 .01 1158 11419 788 747 102 | VVVMD 6.55 .15 10 2818 16 26 10
(09 Jan 25.00)VVVAE .73 .03 25 15563 54 2082 4 | VVVME 11.35 1.16 0 814 0 -620 0
(09 Jan 30.00)VVVAF .29 .00 0 8054 12 179 0 | VVVMF 16.35 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .29 .04 1291 6154 0 -326 0 | VVVMG 21.20 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 -.03 1544 9065 0 -519 0 | VVVMH 26.20 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 0 25 0 | VVVMI 31.20 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 36.20 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 41.30 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 0 0 | VVVML 46.20 .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 .00 .00 0 2153 0 160 0 | VVVMN 56.20 6.00 0 0 0 0 0
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