Option Price Chain 2007-05-07
Data From CBOE Download
No excess volume problem today (but busts in MktWatch and Yahoo volumes).
Cash flow up in both puts and calls ($2.6 MM today)
$1.6MM in 08Jan15 Calls. vol=11K
Close = 13.28 -0.25 2007-05-07 18:16 ET
Close = 13.53 1-Day = 2007-05-04
Close = 13.82 5-Day = 2007-04-30
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 5190 3797 -87 2.6
All Puts 4270 3558 191 2.8
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 40867 217 4151 1.46
AMDEP 07 May 14.00 39097 -37 417 .11
WVVAD 08 Jan 20.00 36170 -260 200 .47
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 77235 0 221 .09
VVVMB 09 Jan 10.00 62882 716 3133 1.25 Vol= 255
WVVMC 08 Jan 15.00 53344 -17 282 2.67
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
WVVAC 08 Jan 15.00 40867 217 4151 1.46 11103
AMDEP 07 May 14.00 39097 -37 417 .11 1218
AMDEO 07 May 13.00 12874 181 2237 .51 1062
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDRO 07 Jun 13.00 7491 215 7113 .50 4194
WVVMC 08 Jan 15.00 53344 -17 282 2.67 3268
WVVMB 08 Jan 10.00 33120 247 5301 .53 3050
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
0 0 0 .00 0 0
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)
WVVAC 08 Jan 15.00 40867 217 4151 1.46 11103 1621
WVVAV 08 Jan 12.50 10849 584 1011 2.60 491 128
VVVAD 09 Jan 20.00 12348 929 1726 1.27 998 127
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMC 08 Jan 15.00 53344 -17 282 2.67 3268 873
VVVMW 09 Jan 17.50 4270 0 0 4.90 999 490
VVVMV 09 Jan 12.50 22536 22 -518 2.22 1617 359
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
VVVAH 09 Jan 40.00 10064 999 297 .15 Vol= 18
VVVAD 09 Jan 20.00 12348 929 1726 1.27
VVVAG 09 Jan 35.00 7053 899 -641 .10 Vol= 0
Top 3 1-Day Decrease in Call Open Interest Contracts
VVVAB 09 Jan 10.00 1571 -792 -738 5.30
WVVAD 08 Jan 20.00 36170 -260 200 .47
VVVAV 09 Jan 12.50 3898 -170 -136 3.95
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRN 07 Jun 12.00 1638 1175 1431 .18 Vol= 10
AMDVC 07 Oct 15.00 10066 754 973 2.37 Vol= 436
VVVMB 09 Jan 10.00 62882 716 3133 1.25 Vol= 255
Top 3 1-Day Decrease in Put Open Interest Contracts
WVVMX 08 Jan 22.50 1105 -230 -321 9.10
AMDQC 07 May 15.00 4291 -189 -799 1.69
AMDQP 07 May 14.00 13692 -157 -517 .75
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDFP 07 Jun 14.00 8529 225 4603 .44 Vol= 173
WVVAC 08 Jan 15.00 40867 217 4151 1.46
AMDEO 07 May 13.00 12874 181 2237 .51
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 25203 355 -4612 .03 Vol= 198
AMDJP 07 Oct 14.00 10616 31 -936 1.48
VVVAB 09 Jan 10.00 1571 -792 -738 5.30
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRO 07 Jun 13.00 7491 215 7113 .50
WVVMB 08 Jan 10.00 33120 247 5301 .53
VVVMB 09 Jan 10.00 62882 716 3133 1.25 Vol= 255
Top 3 5-Day Decrease in Put Open Interest Contracts
WVVMF 08 Jan 30.00 2253 -5 -999 16.65
AMDQC 07 May 15.00 4291 -189 -799 1.69
VVVME 09 Jan 25.00 814 0 -620 11.60
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAV 08 Jan 12.50 10849 584 2.60 $152K Vol= 217
VVVAD 09 Jan 20.00 12348 929 1.27 $118K Vol= 50
WVVAC 08 Jan 15.00 40867 217 1.46 $32K
Top 3 $ Decrease in Call Open Interest
VVVAB 09 Jan 10.00 1571 -792 5.30 -$420K
VVVAV 09 Jan 12.50 3898 -170 3.95 -$67K
WVVAD 08 Jan 20.00 36170 -260 0.47 -$12K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDVC 07 Oct 15.00 10066 754 2.37 $179K Vol= 436
VVVMB 09 Jan 10.00 62882 716 1.25 $90K Vol= 255
WVVMV 08 Jan 12.50 33548 420 1.35 $57K Vol= 217
Top 3 $ Decrease in Put Open Interest
WVVMX 08 Jan 22.50 1105 -230 9.10 -$209K
AMDQC 07 May 15.00 4291 -189 1.69 -$32K
AMDQH 07 May 17.00 70 -38 3.70 -$14K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
VVVMG 09 Jan 35.00 2 1291 0 1291 .10 13K
AMDQB 07 May 10.00 574 1077 0 1077 3.25 350K
WVVMI 08 Jan 45.00 0 730 0 730 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
WVVME 08 Jan 25.00 2257 2009 0 2009 11.65 2340K
WVVMF 08 Jan 30.00 2253 2009 0 2009 16.65 3345K
WVVMX 08 Jan 22.50 1105 1504 0 1504 9.10 1369K
Close = 13.28 -0.25 2007-05-07 18:16 ET
Close = 13.53 1-Day = 2007-05-04
Close = 13.82 5-Day = 2007-04-30
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.25 .00 0 1 0 0 0 | AMDQL 0.00 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 3.25 .00 0 3734 0 0 0 | AMDQB 0.00 -.02 0 574 0 118 0
(07 May 11.00)AMDEM 2.52 -.26 60 1389 0 361 0 | AMDQM 0.01 .01 0 8879 0 0 0
(07 May 13.00)AMDEO .51 -.22 1062 12874 181 2237 9 | AMDQO 0.20 .03 1441 17644 -33 1992 -1
13.28 Current
(07 May 14.00)AMDEP .11 -.08 1218 39097 -37 417 0 | AMDQP 0.75 .10 1478 13692 -157 -517 -12
(07 May 15.00)AMDEC .03 -.02 198 25203 355 -4612 1 | AMDQC 1.69 .18 116 4291 -189 -799 -32
(07 May 15.00)QZAEC .01 .00 0 6783 0 96 0 | QZAQC 2.07 .21 3 3459 -7 -17 -1
(07 May 16.00)AMDEQ .02 .00 10 4942 60 131 0 | AMDQQ 2.46 .26 4 1044 0 -108 0
(07 May 17.00)AMDEH .01 .00 0 3160 0 646 0 | AMDQH 3.70 -.25 0 70 -38 -294 -14
(07 May 17.50)QZAEW .00 .00 0 4908 22 22 0 | QZAQW 4.70 -.15 0 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 0 6 0 | AMDQI 4.60 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 5.55 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 6.70 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 7.20 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.70 -.08 0 53 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 12.20 -1.15 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 17.20 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 22.20 -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 -.85 10 80 0 0 0 | AMDRB 0.03 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 2.41 .00 0 55 0 55 0 | AMDRM 0.08 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 1.60 -.34 87 1781 100 746 16 | AMDRN 0.18 .02 10 1638 1175 1431 21
(07 Jun 13.00)AMDFO .86 -.17 421 1635 46 320 4 | AMDRO 0.50 .05 4194 7491 215 7113 11
13.28 Current
(07 Jun 14.00)AMDFP .44 -.06 173 8529 225 4603 10 | AMDRP 0.98 .07 187 6641 188 837 18
(07 Jun 15.00)AMDFC .18 -.06 296 8960 77 1563 1 | AMDRC 1.82 .17 145 2767 248 830 45
(07 Jun 16.00)AMDFQ .07 .00 0 3020 0 173 0 | AMDRQ 2.73 -.29 0 83 0 30 0
(07 Jun 17.00)AMDFH .05 .00 10 4138 -15 -58 0 | AMDRH 3.70 .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 3.45 .00 0 510 13 -4 4 | AMDSB 0.10 -.01 136 7820 0 -198 0
(07 Jul 12.50)AMDGS 1.55 -.27 140 4378 27 97 4 | AMDSS 0.60 .06 350 14044 57 -589 3
13.28 Current
(07 Jul 14.00)AMDGP .76 -.10 986 13187 3 1446 0 | AMDSP 1.33 .13 716 12894 8 -598 1
(07 Jul 15.00)AMDGC .43 -.09 649 34904 -28 1939 -1 | AMDSC 2.00 .17 87 27186 -8 683 -2
(07 Jul 16.00)AMDGQ .25 -.03 135 15816 -70 -268 -2 | AMDSQ 2.84 .20 235 7889 -15 -22 -4
(07 Jul 17.50)AMDGW .10 -.02 953 14417 0 28 0 | AMDSW 4.20 -.56 0 10454 0 -22 0
(07 Jul 19.00)AMDGT .05 .00 0 4761 0 -26 0 | AMDST 5.70 -.15 0 302 0 -1 0
(07 Jul 20.00)AMDGD .04 .02 10 13296 0 -61 0 | AMDSD 6.65 -.25 0 5442 0 -31 0
(07 Jul 22.50)AMDGU .00 .00 0 33011 0 178 0 | AMDSU 9.20 -.15 0 102 0 0 0
(07 Jul 25.00)AMDGE .00 .00 0 5379 0 0 0 | AMDSE 11.70 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 14.20 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.60 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.70 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 26.70 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.70 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.70 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 3.80 .00 0 875 41 41 16 | AMDVB 0.34 .01 63 5449 0 33 0
(07 Oct 11.00)AMDJM 3.20 -.10 218 610 0 -5 0 | AMDVM 0.53 .03 34 9500 60 490 3
(07 Oct 12.00)AMDJN 2.50 -.25 100 2642 0 31 0 | AMDVN 0.78 .00 14 14187 -8 482 -1
(07 Oct 13.00)AMDJO 1.85 -.25 29 5583 0 5 0 | AMDVO 1.20 .03 14 10516 4 518 0
13.28 Current
(07 Oct 14.00)AMDJP 1.48 -.02 292 10616 31 -936 5 | AMDVP 1.73 .08 22 6652 120 288 21
(07 Oct 15.00)AMDJC 1.00 -.09 218 10835 12 104 1 | AMDVC 2.37 .08 436 10066 754 973 179
(07 Oct 16.00)AMDJQ .77 -.03 44 3436 100 217 8 | AMDVQ 3.00 .15 59 491 0 -7 0
(07 Oct 17.00)AMDJH .53 -.06 78 8438 61 107 3 | AMDVH 3.90 .65 0 354 0 -10 0
(07 Oct 18.00)AMDJI .40 -.01 11 5848 19 125 1 | AMDVI 4.80 -.35 0 408 0 0 0
(07 Oct 20.00)AMDJD .20 -.02 43 1973 0 0 0 | AMDVD 6.60 .55 0 449 0 0 0
(07 Oct 22.50)AMDJU .08 .00 0 760 0 0 0 | AMDVU 9.10 -.20 0 0 0 -21 0
(07 Oct 25.00)AMDJE .03 .00 0 1935 0 0 0 | AMDVE 11.65 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .00 .00 0 1031 0 0 0 | AMDVF 16.65 .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 8.50 .00 0 3313 0 207 0 | WVVMA 0.09 -.01 0 77235 0 221 0
(08 Jan 10.00)WVVAB 4.30 -.10 21 3926 5 15 2 | WVVMB 0.53 .01 3050 33120 247 5301 13
(08 Jan 12.50)WVVAV 2.60 -.14 491 10849 584 1011 152 | WVVMV 1.35 .09 217 33548 420 186 57
13.28 Current
(08 Jan 15.00)WVVAC 1.46 -.09 11103 40867 217 4151 32 | WVVMC 2.67 .21 3268 53344 -17 282 -5
(08 Jan 17.50)WVVAW .82 -.02 504 28166 -14 115 -1 | WVVMW 4.55 .15 83 25299 24 1 11
(08 Jan 20.00)WVVAD .47 .00 108 36170 -260 200 -12 | WVVMD 6.75 -.20 0 21218 0 -6 0
(08 Jan 22.50)WVVAX .26 -.01 103 21601 142 142 4 | WVVMX 9.10 -.15 0 1105 -230 -321 -209
(08 Jan 25.00)WVVAE .16 .00 60 16134 0 31 0 | WVVME 11.65 -.15 0 2257 -5 -376 -6
(08 Jan 27.50)WVVAY .09 .00 0 10443 5 93 0 | WVVMY 14.10 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .07 .00 0 21507 0 159 0 | WVVMF 16.65 -.15 0 2253 -5 -999 -8
(08 Jan 35.00)WVVAG .02 .00 0 12222 0 8 0 | WVVMG 21.65 -.15 0 500 0 0 0
(08 Jan 40.00)WVVAH .01 .00 0 7928 0 0 0 | WVVMH 26.45 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .00 .00 0 4006 0 0 0 | WVVMI 31.60 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6319 0 10 0 | WVVMJ 36.60 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9316 15 15 0 | WVVML 46.60 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 56.60 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 66.55 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 76.45 .45 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 86.55 -.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 9.00 .00 0 2817 0 20 0 | VVVMA 0.22 .05 0 26671 0 45 0
(09 Jan 10.00)VVVAB 5.30 -.10 94 1571 -792 -738 -420 | VVVMB 1.25 .06 255 62882 716 3133 90
(09 Jan 12.50)VVVAV 3.95 .00 272 3898 -170 -136 -67 | VVVMV 2.22 .22 1617 22536 22 -518 5
13.28 Current
(09 Jan 15.00)VVVAC 2.80 -.13 129 9738 -7 59 -2 | VVVMC 3.30 .20 41 23937 2 1 1
(09 Jan 17.50)VVVAW 2.04 .06 284 6555 15 17 3 | VVVMW 4.90 .20 999 4270 0 0 0
(09 Jan 20.00)VVVAD 1.27 -.02 998 12348 929 1726 118 | VVVMD 6.95 .40 50 2828 10 31 7
(09 Jan 25.00)VVVAE .70 .00 0 15570 7 243 0 | VVVME 11.60 1.16 0 814 0 -620 0
(09 Jan 30.00)VVVAF .22 .00 0 8054 0 179 0 | VVVMF 16.45 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .10 .00 0 7053 899 -641 9 | VVVMG 21.60 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 .00 18 10064 999 297 15 | VVVMH 26.60 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 0 25 0 | VVVMI 31.45 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 36.45 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 41.45 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 0 0 | VVVML 46.45 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 51.40 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .00 .00 0 2153 0 160 0 | VVVMN 56.60 6.00 0 0 0 0 0
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