Option Price Chain 2007-05-11
Data From CBOE Download
30K Calls opened yesterday for $3.4MM, Jul14+Jul15+May14 = 20K
$2MM in Jul14 calls opened yesterday (unusually large)
12K Puts opened for 0.5MM, Oct11+May14+Jun13 = 12K
Biggest cash flows:
08Jan15 Call @ $3MM
08Jan17.5 Put @ $1.6MM
Close = 14.68 +0.63 2007-05-11 23:54 ET
Close = 14.05 1-Day = 2007-05-10
Close = 13.69 5-Day = 2007-05-03
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 32189 29538 3417 9.1
All Puts 12705 12506 533 5.1
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 61145 -233 20585 2.02
AMDGC 07 Jul 15.00 45492 5687 10909 1.02 Vol= 3210
AMDEP 07 May 14.00 42081 3188 4029 .77
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
WVVMA 08 Jan 5.00 78345 1100 1210 .07 Vol= 100
VVVMB 09 Jan 10.00 63693 49 1576 1.01
WVVMC 08 Jan 15.00 52341 -19 -1108 1.93
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
WVVAC 08 Jan 15.00 61145 -233 20585 2.02 15249
AMDEC 07 May 15.00 24163 -365 -1630 .16 14419
AMDFC 07 Jun 15.00 10528 -205 1462 .61 9116
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDVO 07 Oct 13.00 10808 261 361 .82 7985
WVVMC 08 Jan 15.00 52341 -19 -1108 1.93 5053
WVVMW 08 Jan 17.50 25196 8 -100 3.45 4627
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
AMDRQ 07 Jun 16.00 113 25 50 1.60 132 19
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 61145 -233 20585 2.02 15249 3080
AMDJH 07 Oct 17.00 8532 123 155 .85 7410 630
AMDFC 07 Jun 15.00 10528 -205 1462 .61 9116 556
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
WVVMW 08 Jan 17.50 25196 8 -100 3.45 4627 1596
WVVMC 08 Jan 15.00 52341 -19 -1108 1.93 5053 975
AMDVO 07 Oct 13.00 10808 261 361 .82 7985 655
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDGP 07 Jul 14.00 31623 12875 19296 1.50 Vol= 1376
AMDGC 07 Jul 15.00 45492 5687 10909 1.02 Vol= 3210
AMDEP 07 May 14.00 42081 3188 4029 .77
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDEO 07 May 13.00 13384 -1659 403 1.66
AMDEC 07 May 15.00 24163 -365 -1630 .16
WVVAC 08 Jan 15.00 61145 -233 20585 2.02
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDVM 07 Oct 11.00 13497 4018 4057 .40 Vol= 20
AMDQP 07 May 14.00 15858 3000 2058 .09
AMDRO 07 Jun 13.00 12391 2021 5236 .19 Vol= 638
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDQN 07 May 12.00 13550 -97 -1508 .02
AMDQO 07 May 13.00 17673 -48 165 .02
AMDSS 07 Jul 12.50 14566 -21 459 .34
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
WVVAC 08 Jan 15.00 61145 -233 20585 2.02
AMDGP 07 Jul 14.00 31623 12875 19296 1.50 Vol= 1376
AMDGC 07 Jul 15.00 45492 5687 10909 1.02 Vol= 3210
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 24163 -365 -1630 .16
VVVAB 09 Jan 10.00 1535 -15 -768 6.35
VVVAH 09 Jan 40.00 8612 0 -453 .15
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
WVVMB 08 Jan 10.00 34844 43 6376 .40
AMDRO 07 Jun 13.00 12391 2021 5236 .19 Vol= 638
AMDVM 07 Oct 11.00 13497 4018 4057 .40 Vol= 20
Top 3 5-Day Decrease in Put Open Interest Contracts
QZAQC 07 May 15.00 203 0 -3263 1.09
AMDQN 07 May 12.00 13550 -97 -1508 .02
WVVMC 08 Jan 15.00 52341 -19 -1108 1.93
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDGP 07 Jul 14.00 31623 12875 1.50 $1931K Vol= 359
AMDGC 07 Jul 15.00 45492 5687 1.02 $580K Vol= 2598
AMDJQ 07 Oct 16.00 6355 2840 1.21 $344K Vol= 0
Top 3 $ Decrease in Call Open Interest
AMDEO 07 May 13.00 13384 -1659 1.66 -$275K
WVVAC 08 Jan 15.00 61145 -233 2.02 -$47K
AMDFC 07 Jun 15.00 10528 -205 0.61 -$13K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDVM 07 Oct 11.00 13497 4018 0.40 $161K Vol= 20
AMDVD 07 Oct 20.00 384 90 5.55 $50K Vol= 11
VVVMV 09 Jan 12.50 24585 287 1.70 $49K
Top 3 $ Decrease in Put Open Interest
VVVMD 09 Jan 20.00 2768 -9 5.70 -$5K
WVVMC 08 Jan 15.00 52341 -19 1.93 -$4K
AMDSW 07 Jul 17.50 10450 -4 2.99 -$1K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
AMDVE 07 Oct 25.00 0 436 0 436 .04 2K
QZAQF 07 May 30.00 0 190 0 190 .00 0K
LDYMR 08 Jan 90.00 0 180 0 180 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
AMDSD 07 Jul 20.00 5442 4004 0 4004 5.25 2102K
WVVMF 08 Jan 30.00 2258 1509 0 1509 15.25 2301K
WVVME 08 Jan 25.00 2258 1505 0 1505 10.25 1543K
Close = 14.68 +0.63 2007-05-11 23:54 ET
Close = 14.05 1-Day = 2007-05-10
Close = 13.69 5-Day = 2007-05-03
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 5.60 .00 0 1 0 0 0 | AMDQL 0.00 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 4.60 .00 0 3724 -10 -10 -5 | AMDQB 0.00 -.02 0 574 0 0 0
(07 May 11.00)AMDEM 3.55 1.23 50 1344 0 -45 0 | AMDQM 0.00 .01 0 8879 0 0 0
(07 May 12.00)AMDEN 2.59 .43 117 2864 102 -52 26 | AMDQN 0.02 .00 756 13550 -97 -1508 0
(07 May 13.00)AMDEO 1.66 .51 491 13384 -1659 403 -275 | AMDQO 0.02 -.03 397 17673 -48 165 0
(07 May 14.00)AMDEP .77 .42 5799 42081 3188 4029 245 | AMDQP 0.09 -.17 4552 15858 3000 2058 27
14.68 Current
(07 May 15.00)AMDEC .16 .09 14419 24163 -365 -1630 -6 | AMDQC 0.50 -.45 4212 4316 144 -48 7
(07 May 15.00)QZAEC .02 -.02 135 6788 5 5 0 | QZAQC 1.09 -1.29 6 203 0 -3263 0
(07 May 16.00)AMDEQ .04 .03 487 4922 4 38 0 | AMDQQ 1.51 -.94 80 108 0 -954 0
(07 May 17.00)AMDEH .01 .00 4 3160 0 0 0 | AMDQH 2.31 .55 0 40 0 -234 0
(07 May 17.50)QZAEW .00 .00 0 4908 0 22 0 | QZAQW 3.35 .10 0 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 0 0 0 | AMDQI 3.25 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 4.25 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 5.25 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 5.85 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 8.35 1.40 0 53 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 10.85 .70 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 15.85 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 20.85 -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 4.65 .00 0 90 0 10 0 | AMDRB 0.02 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 3.70 .00 0 115 0 80 0 | AMDRM 0.02 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 2.75 .50 158 1813 -30 533 -8 | AMDRN 0.08 -.04 96 1877 115 1424 1
(07 Jun 13.00)AMDFO 1.90 .46 2042 5363 206 4033 39 | AMDRO 0.19 -.09 638 12391 2021 5236 38
(07 Jun 14.00)AMDFP 1.13 .34 4147 11542 2774 4719 313 | AMDRP 0.44 -.18 1739 8431 1036 2038 46
14.68 Current
(07 Jun 15.00)AMDFC .61 .24 9116 10528 -205 1462 -13 | AMDRC 0.87 -.35 776 3009 41 803 4
(07 Jun 16.00)AMDFQ .27 .13 602 3082 12 66 0 | AMDRQ 1.60 -.62 132 113 25 50 4
(07 Jun 17.00)AMDFH .12 .04 95 4253 47 100 1 | AMDRH 2.57 -.37 60 65 48 48 12
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 0 528 18 31 8 | AMDSB 0.07 -.07 35 7681 0 -139 0
(07 Jul 12.50)AMDGS 2.60 .48 943 4484 9 103 2 | AMDSS 0.34 -.07 508 14566 -21 459 -1
(07 Jul 14.00)AMDGP 1.50 .31 1376 31623 12875 19296 1931 | AMDSP 0.76 -.18 359 13089 28 181 2
14.68 Current
(07 Jul 15.00)AMDGC 1.02 .28 3210 45492 5687 10909 580 | AMDSC 1.22 -.34 2598 27106 56 -90 7
(07 Jul 16.00)AMDGQ .60 .17 4497 17635 1849 1720 111 | AMDSQ 1.91 -.30 294 8287 3 378 1
(07 Jul 17.50)AMDGW .29 .10 1447 14269 50 -126 1 | AMDSW 2.99 -.91 22 10450 -4 -4 -1
(07 Jul 19.00)AMDGT .14 .08 277 4953 0 170 0 | AMDST 4.30 .50 0 51 0 -251 0
(07 Jul 20.00)AMDGD .06 .01 105 13276 0 -32 0 | AMDSD 5.25 -.40 0 5442 0 -1 0
(07 Jul 22.50)AMDGU .02 .00 0 33011 0 0 0 | AMDSU 7.75 -.40 0 96 0 -6 0
(07 Jul 25.00)AMDGE .00 .00 0 5374 0 -5 0 | AMDSE 10.25 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 12.75 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.25 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.25 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.25 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.25 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.25 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 5.00 .50 7 865 -10 31 -5 | AMDVB 0.24 -.02 10 5397 0 -52 0
(07 Oct 11.00)AMDJM 4.20 .00 0 828 0 213 0 | AMDVM 0.40 -.04 20 13497 4018 4057 161
(07 Oct 12.00)AMDJN 3.45 .40 35 2721 0 90 0 | AMDVN 0.56 -.12 297 14202 12 27 1
(07 Oct 13.00)AMDJO 2.67 .32 87 5596 -21 13 -6 | AMDVO 0.82 -.19 7985 10808 261 361 21
(07 Oct 14.00)AMDJP 2.15 .32 594 10904 52 378 11 | AMDVP 1.18 -.27 852 6620 -1 243 0
14.68 Current
(07 Oct 15.00)AMDJC 1.56 .20 1247 10906 -10 110 -2 | AMDVC 1.68 -.31 351 10291 50 1181 8
(07 Oct 16.00)AMDJQ 1.21 .21 951 6355 2840 3016 344 | AMDVQ 2.22 -.30 0 508 0 23 0
(07 Oct 17.00)AMDJH .85 .14 7410 8532 123 155 10 | AMDVH 2.88 -.20 0 364 0 10 0
(07 Oct 18.00)AMDJI .61 .11 625 5877 65 58 4 | AMDVI 3.60 -.65 0 532 100 124 36
(07 Oct 20.00)AMDJD .33 .08 19 2005 0 32 0 | AMDVD 5.55 -.40 11 384 90 -65 50
(07 Oct 22.50)AMDJU .12 .01 50 780 20 20 0 | AMDVU 7.75 -.20 0 0 0 0 0
(07 Oct 25.00)AMDJE .04 .00 0 1935 0 0 0 | AMDVE 10.25 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .00 .00 0 1031 0 0 0 | AMDVF 15.25 .00 0 0 0 0 0
(08 Jan 5.00) WVVAA 9.65 .00 0 3323 0 10 0 | WVVMA 0.07 -.01 100 78345 1100 1210 8
(08 Jan 10.00)WVVAB 5.35 .45 126 4127 30 206 16 | WVVMB 0.40 -.67 161 34844 43 6376 2
(08 Jan 12.50)WVVAV 3.35 .37 1048 11264 -17 1134 -6 | WVVMV 0.92 -.19 4021 36782 15 3618 1
14.68 Current
(08 Jan 15.00)WVVAC 2.02 .17 15249 61145 -233 20585 -47 | WVVMC 1.93 -.37 5053 52341 -19 -1108 -4
(08 Jan 17.50)WVVAW 1.10 .05 4176 28346 46 107 5 | WVVMW 3.45 -.55 4627 25196 8 -100 3
(08 Jan 20.00)WVVAD .53 -.02 3675 36580 267 889 14 | WVVMD 5.60 -.45 21 21113 5 -102 3
(08 Jan 22.50)WVVAX .27 -.04 716 21699 -7 233 0 | WVVMX 7.80 -.40 0 1105 0 -230 0
(08 Jan 25.00)WVVAE .16 -.04 1204 16209 10 85 0 | WVVME 10.25 -.40 0 2258 0 -4 0
(08 Jan 27.50)WVVAY .09 -.03 850 10453 2 15 0 | WVVMY 12.75 1.25 0 50 0 0 0
(08 Jan 30.00)WVVAF .06 -.04 413 21515 0 78 0 | WVVMF 15.25 -.40 0 2258 0 0 0
(08 Jan 35.00)WVVAG .00 .00 0 12222 0 0 0 | WVVMG 20.25 -.40 0 500 0 0 0
(08 Jan 40.00)WVVAH .00 .00 0 7928 0 0 0 | WVVMH 25.25 1.05 0 10 0 0 0
(08 Jan 45.00)WVVAI .03 .00 4 4006 0 0 0 | WVVMI 30.25 -.37 0 0 0 0 0
(08 Jan 50.00)WVVAJ .00 .00 0 6319 0 0 0 | WVVMJ 35.25 -.10 0 0 0 0 0
(08 Jan 60.00)WVVAL .00 .00 0 9334 18 33 0 | WVVML 45.25 15.25 0 0 0 0 0
(08 Jan 70.00)WVVAN .00 .00 0 1540 0 0 0 | WVVMN 55.25 .00 0 0 0 0 0
(08 Jan 80.00)LDYAP .00 .00 0 1597 0 0 0 | LDYMP 65.25 .07 0 0 0 0 0
(08 Jan 90.00)LDYAR .00 .00 0 2303 0 0 0 | LDYMR 75.25 .45 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 2311 0 0 0 | LDYMT 85.25 -.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 10.20 .00 0 2840 1 38 1 | VVVMA 0.22 -.03 0 26739 0 68 0
(09 Jan 10.00)VVVAB 6.35 .55 21 1535 -15 -768 -10 | VVVMB 1.01 -.07 1221 63693 49 1576 5
(09 Jan 12.50)VVVAV 4.60 .20 135 4535 0 488 0 | VVVMV 1.70 -.18 1500 24585 287 2223 49
14.68 Current
(09 Jan 15.00)VVVAC 3.20 .05 271 10726 2 989 1 | VVVMC 2.75 -.35 57 24028 88 85 24
(09 Jan 17.50)VVVAW 2.28 -.02 448 6822 22 288 5 | VVVMW 3.90 .00 0 4200 62 -70 24
(09 Jan 20.00)VVVAD 1.55 .05 155 13703 -4 3072 -1 | VVVMD 5.70 -.10 0 2768 -9 -34 -5
(09 Jan 25.00)VVVAE .73 .03 396 17515 1753 2006 128 | VVVME 10.65 -.95 6 17 0 -797 0
(09 Jan 30.00)VVVAF .42 .02 170 8036 -65 -6 -3 | VVVMF 15.15 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .20 -.05 17 6283 112 129 2 | VVVMG 20.20 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .15 .00 260 8612 0 -453 0 | VVVMH 25.20 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 0 0 0 | VVVMI 30.20 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 35.15 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 40.20 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 0 0 | VVVML 45.20 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 50.20 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 2153 0 0 0 | VVVMN 55.20 6.00 0 0 0 0 0
|
