Option Price Chain 2007-05-09
Data From CBOE Download
Of note:
High $ Volume in Puts. $9.5MM. (check that!)
Open Interest chantes reflect the last two days (Unable to download yesterday).
09Jan25 Puts: 800 contracts (97% of them) closed for $928K.
High Put volumes are questionable. No Excess Volume, but
but Jul20 Put volume of 4004 is a suspeciously familiar number.
The 08Jan30 Volume of 1509 and $2.49MM is possible (O/I down 999 in 5 days)
BIG increases in O/I for 08Jan15 CALLS, up 20K in 2 days.
$3.333MM, even for two days, that's unusual opening interest.
-Magrathea
Close = 13.57 +0.29 2007-05-09 23:21 ET
Close = 13.28 1-Day = 2007-05-07
Close = 13.54 5-Day = 2007-05-01
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 34149 30551 4780 2.4
All Puts 10516 1785 -894 9.5
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 61315 20448 22929 1.63 Vol= 368
AMDEP 07 May 14.00 38265 -832 -652 .15
AMDGC 07 Jul 15.00 36504 1600 1871 .52
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 77245 10 231 .08 Vol= 0
VVVMB 09 Jan 10.00 63481 599 2555 1.25 Vol= 347
WVVMC 08 Jan 15.00 52358 -986 -655 2.70
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGC 07 Jul 15.00 36504 1600 1871 .52 5595
AMDGP 07 Jul 14.00 14944 1757 2959 .89 4508
AMDEP 07 May 14.00 38265 -832 -652 .15 3319
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSD 07 Jul 20.00 5442 0 -1 6.45 4004
AMDQN 07 May 12.00 14600 -298 -814 .02 2274
WVVMF 08 Jan 30.00 2253 0 -999 16.45 1509
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
AMDSU 07 Jul 22.50 96 -6 -6 8.95 104 8
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)
AMDGP 07 Jul 14.00 14944 1757 2959 .89 4508 401
VVVAC 09 Jan 15.00 9797 59 123 2.92 1086 317
AMDGC 07 Jul 15.00 36504 1600 1871 .52 5595 291
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDSD 07 Jul 20.00 5442 0 -1 6.45 4004 2583
WVVMF 08 Jan 30.00 2253 0 -999 16.45 1509 2482
WVVME 08 Jan 25.00 2257 0 0 11.45 1505 1723
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 61315 20448 22929 1.63 Vol= 368
AMDFO 07 Jun 13.00 4806 3171 3451 1.06 Vol= 1597
AMDEO 07 May 13.00 15715 2841 4943 .70 Vol= 1625
Top 3 1-Day Decrease in Call Open Interest Contracts
VVVAH 09 Jan 40.00 8612 -1452 -1199 .15
VVVAG 09 Jan 35.00 6169 -884 25 .25
AMDEP 07 May 14.00 38265 -832 -652 .15
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRO 07 Jun 13.00 10113 2622 9636 .43 Vol= 517
WVVMV 08 Jan 12.50 35870 2322 2590 1.30 Vol= 1224
WVVMB 08 Jan 10.00 34712 1592 7072 .57 Vol= 214
Top 3 1-Day Decrease in Put Open Interest Contracts
QZAQC 07 May 15.00 213 -3246 -3253 1.91
AMDQP 07 May 14.00 12638 -1054 -1567 .59
WVVMC 08 Jan 15.00 52358 -986 -655 2.70
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 61315 20448 22929 1.63 Vol= 368
AMDEO 07 May 13.00 15715 2841 4943 .70 Vol= 1625
AMDFP 07 Jun 14.00 8509 -20 4562 .52
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 25279 76 -2273 .04
VVVAH 09 Jan 40.00 8612 -1452 -1199 .15
VVVAB 09 Jan 10.00 1550 -21 -759 5.35
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRO 07 Jun 13.00 10113 2622 9636 .43 Vol= 517
WVVMB 08 Jan 10.00 34712 1592 7072 .57 Vol= 214
AMDQO 07 May 13.00 18210 566 2674 .10
Top 3 5-Day Decrease in Put Open Interest Contracts
QZAQC 07 May 15.00 213 -3246 -3253 1.91
AMDQP 07 May 14.00 12638 -1054 -1567 .59
VVVME 09 Jan 25.00 14 -800 -1420 11.60
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
WVVAC 08 Jan 15.00 61315 20448 1.63 $3333K Vol= 7
AMDFO 07 Jun 13.00 4806 3171 1.06 $336K Vol= 517
VVVAV 09 Jan 12.50 4535 637 4.00 $255K Vol= 427
Top 3 $ Decrease in Call Open Interest
VVVAG 09 Jan 35.00 6169 -884 0.25 -$22K
VVVAH 09 Jan 40.00 8612 -1452 0.15 -$22K
AMDEP 07 May 14.00 38265 -832 0.15 -$12K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
VVVMV 09 Jan 12.50 24041 1505 2.10 $316K Vol= 427
WVVMV 08 Jan 12.50 35870 2322 1.30 $302K Vol= 1224
QZAQG 07 May 35.00 87 87 21.90 $191K Vol= 0
Top 3 $ Decrease in Put Open Interest
VVVME 09 Jan 25.00 14 -800 11.60 -$928K
QZAQC 07 May 15.00 213 -3246 1.91 -$620K
WVVMC 08 Jan 15.00 52358 -986 2.70 -$266K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
AMDQB 07 May 10.00 574 1077 0 1077 3.50 377K
WVVMI 08 Jan 45.00 20 730 0 730 .00 0K
AMDVE 07 Oct 25.00 0 436 0 436 .04 2K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
QZAQD 07 May 20.00 1260 1404 0 1404 6.90 969K
VVVMW 09 Jan 17.50 4138 999 0 999 4.85 485K
AMDQM 07 May 11.00 8879 850 0 850 .00 0K
Paste to Web
Close = 13.57 +0.29 2007-05-09 23:21 ET
Close = 13.28 1-Day = 2007-05-07 (2 days)
Close = 13.54 5-Day = 2007-05-01 (6 days)
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 4.55 .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 2.32 .24 17 1344 -45 316 -10 | AMDQM 0.00 .01 0 8879 0 0 0
(07 May 12.00)AMDEN 1.56 .33 1314 3471 561 1469 88 | AMDQN 0.02 .00 2274 14600 -298 -814 -1
(07 May 13.00)AMDEO .70 .30 1625 15715 2841 4943 199 | AMDQO 0.10 -.15 1377 18210 566 2674 6
13.57 Current
(07 May 14.00)AMDEP .15 .08 3319 38265 -832 -652 -12 | AMDQP 0.59 -.29 1222 12638 -1054 -1567 -62
(07 May 15.00)AMDEC .04 .01 1358 25279 76 -2273 0 | AMDQC 1.43 -.46 274 4098 -193 -624 -28
(07 May 15.00)QZAEC .01 .00 0 6783 0 120 0 | QZAQC 1.91 .31 0 213 -3246 -3253 -620
(07 May 16.00)AMDEQ .01 .00 32 4918 -24 17 0 | AMDQQ 2.45 -.43 9 100 -944 -1033 -231
(07 May 17.00)AMDEH .00 .00 0 3160 0 466 0 | AMDQH 3.35 .55 0 40 -30 -249 -10
(07 May 17.50)QZAEW .00 .00 0 4908 0 22 0 | QZAQW 4.40 -.15 0 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 0 6 0 | AMDQI 4.35 .00 0 20 20 20 9
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 5.35 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 6.35 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 6.90 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 9.40 1.40 0 53 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 11.90 .70 0 8 8 8 10
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 16.90 -.15 0 19 19 19 32
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 21.90 -1.15 0 87 87 87 191
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jun 10.00)AMDFB 3.40 -.15 5 90 10 10 3 | AMDRB 0.03 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 2.67 .00 0 115 60 95 16 | AMDRM 0.07 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 1.78 .33 44 1844 63 806 11 | AMDRN 0.18 -.05 251 1722 84 1445 2
(07 Jun 13.00)AMDFO 1.06 .29 1597 4806 3171 3451 336 | AMDRO 0.43 -.14 517 10113 2622 9636 113
13.57 Current
(07 Jun 14.00)AMDFP .52 .18 2054 8509 -20 4562 -1 | AMDRP 0.93 -.19 1019 6673 32 834 3
(07 Jun 15.00)AMDFC .22 .09 1452 9380 420 2011 9 | AMDRC 1.75 -.17 244 2754 -13 798 -2
(07 Jun 16.00)AMDFQ .09 .02 73 3020 0 163 0 | AMDRQ 2.71 .58 6 83 0 30 0
(07 Jun 17.00)AMDFH .04 .00 52 4198 60 0 0 | AMDRH 3.35 .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 .15 10 510 0 13 0 | AMDSB 0.09 .04 0 7681 -139 -337 -1
(07 Jul 12.50)AMDGS 1.76 .34 117 4474 96 193 17 | AMDSS 0.54 -.11 381 14489 445 -147 24
13.57 Current
(07 Jul 14.00)AMDGP .89 .20 4508 14944 1757 2959 156 | AMDSP 1.30 -.15 91 13040 146 -428 19
(07 Jul 15.00)AMDGC .52 .11 5595 36504 1600 1871 83 | AMDSC 1.86 -.29 86 27057 -129 -145 -24
(07 Jul 16.00)AMDGQ .30 .08 120 15804 -12 -80 0 | AMDSQ 2.82 -.16 452 7891 2 -23 1
(07 Jul 17.50)AMDGW .12 .04 167 14274 -143 -112 -2 | AMDSW 3.95 -.56 0 10454 0 0 0
(07 Jul 19.00)AMDGT .06 .01 34 4961 200 174 1 | AMDST 5.35 .50 0 51 -251 -252 -134
(07 Jul 20.00)AMDGD .03 .00 5 13276 -20 -57 0 | AMDSD 6.45 -.40 4004 5442 0 -1 0
(07 Jul 22.50)AMDGU .03 .01 3 33011 0 70 0 | AMDSU 8.95 -.40 104 96 -6 -6 -5
(07 Jul 25.00)AMDGE .00 .00 0 5374 -5 -5 0 | AMDSE 11.40 -.30 0 32 32 32 36
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 13.90 -.25 0 9 9 9 13
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 16.35 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 21.35 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 26.40 .00 0 1 1 1 3
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 31.40 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 36.40 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 4.05 .35 1 875 0 41 0 | AMDVB 0.37 -.02 10 5397 -52 -20 -2
(07 Oct 11.00)AMDJM 3.30 .00 0 828 218 213 72 | AMDVM 0.55 -.05 20 9461 -39 451 -2
(07 Oct 12.00)AMDJN 2.45 .12 91 2666 24 55 6 | AMDVN 0.85 -.07 82 14201 14 487 1
(07 Oct 13.00)AMDJO 1.90 .13 32 5597 14 25 3 | AMDVO 1.22 -.12 41 10515 -1 421 0
13.57 Current
(07 Oct 14.00)AMDJP 1.53 .23 69 10821 205 -700 31 | AMDVP 1.66 -.18 95 6650 -2 317 0
(07 Oct 15.00)AMDJC 1.06 .10 302 10762 -73 174 -8 | AMDVC 2.45 -.07 10 10243 177 1130 43
(07 Oct 16.00)AMDJQ .80 .12 119 3411 -25 129 -2 | AMDVQ 2.94 .30 0 508 17 38 5
(07 Oct 17.00)AMDJH .52 .05 19 8419 -19 77 -1 | AMDVH 3.90 -.20 6 364 10 10 4
(07 Oct 18.00)AMDJI .38 .03 52 5854 6 70 0 | AMDVI 4.80 1.10 27 408 0 0 0
(07 Oct 20.00)AMDJD .19 .02 110 1966 -7 -6 0 | AMDVD 6.40 .55 0 294 -155 -155 -99
(07 Oct 22.50)AMDJU .08 .00 0 760 0 0 0 | AMDVU 8.85 -.20 0 21 21 21 19
(07 Oct 25.00)AMDJE .04 .00 0 1935 0 0 0 | AMDVE 11.35 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .00 .00 0 1031 0 0 0 | AMDVF 16.35 .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 8.60 .00 0 3323 10 127 9 | WVVMA 0.08 .03 0 77245 10 231 0
(08 Jan 10.00)WVVAB 4.45 .35 142 3969 43 57 19 | WVVMB 0.57 -.04 214 34712 1592 7072 91
(08 Jan 12.50)WVVAV 2.79 .31 814 10834 -15 979 -4 | WVVMV 1.30 -.11 1224 35870 2322 2590 302
13.57 Current
(08 Jan 15.00)WVVAC 1.63 .23 368 61315 20448 22929 3333 | WVVMC 2.70 -.10 7 52358 -986 -655 -266
(08 Jan 17.50)WVVAW .88 .15 83 28290 124 280 11 | WVVMW 4.40 -.35 60 25198 -101 -98 -44
(08 Jan 20.00)WVVAD .50 .09 153 36225 55 210 3 | WVVMD 6.50 .55 0 21108 -110 -120 -72
(08 Jan 22.50)WVVAX .29 .04 5 21706 105 249 3 | WVVMX 8.95 -.40 1004 1105 0 -230 0
(08 Jan 25.00)WVVAE .16 .00 12 16188 54 96 1 | WVVME 11.45 -.40 1505 2257 0 0 0
(08 Jan 27.50)WVVAY .11 .00 8 10443 0 8 0 | WVVMY 13.85 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .08 .02 10 21506 -1 158 0 | WVVMF 16.45 -.40 1509 2253 0 -999 0
(08 Jan 35.00)WVVAG .03 .00 40 12222 0 8 0 | WVVMG 21.45 -.40 404 500 0 0 0
(08 Jan 40.00)WVVAH .02 .00 0 7928 0 0 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 20 20 20 63
(08 Jan 50.00)WVVAJ .00 .00 0 6319 0 0 0 | WVVMJ 36.35 -.10 0 40 40 40 145
(08 Jan 60.00)WVVAL .00 .00 0 9316 0 15 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 10 10 10 56
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 66.35 .07 0 3 3 3 20
(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 9.15 .20 10 2829 12 32 11 | VVVMA 0.25 -.03 0 26739 68 113 2
(09 Jan 10.00)VVVAB 5.35 .00 0 1550 -21 -759 -11 | VVVMB 1.25 -.05 347 63481 599 2555 75
(09 Jan 12.50)VVVAV 4.00 .20 16 4535 637 508 255 | VVVMV 2.10 -.10 427 24041 1505 1685 316
13.57 Current
(09 Jan 15.00)VVVAC 2.92 .18 1086 9797 59 123 17 | VVVMC 3.30 -.20 27 23939 2 16 1
(09 Jan 17.50)VVVAW 2.06 .21 31 6810 255 272 53 | VVVMW 4.85 .20 0 4138 -132 -132 -64
(09 Jan 20.00)VVVAD 1.43 .19 1022 13234 886 2622 127 | VVVMD 6.85 -.10 1 2778 -50 -14 -34
(09 Jan 25.00)VVVAE .70 .02 283 15582 12 280 1 | VVVME 11.60 .10 6 14 -800 -1420 -928
(09 Jan 30.00)VVVAF .35 .00 4 8121 67 81 2 | VVVMF 16.30 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .25 -.04 2 6169 -884 25 -22 | VVVMG 21.25 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 .00 0 8612 -1452 -1199 -22 | VVVMH 26.30 -.74 0 5 5 5 13
(09 Jan 45.00)VVVAI .05 .00 0 931 0 25 0 | VVVMI 31.30 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 36.30 8.50 0 10 10 10 36
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 41.30 2.60 0 10 10 10 41
(09 Jan 60.00)VVVAL .00 .00 0 501 0 0 0 | VVVML 46.30 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 51.25 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .00 .00 0 2153 0 160 0 | VVVMN 56.25 6.00 0 8 8 8 45
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