Option Price Chain 2007-05-14
Data From CBOE Download
Things are a bit of a mess today.
CBOE has shifted WVV to AMD and VVV to AKD.
Marketwatch is behind. Changes between days are hard to match up automatically.
So take the numbers with a grain of salt. (Let's face it, its a big mess for 08Jan. I'll see if I can fix it later.)
Close = 15.36 +0.68 2007-05-14 19:49 ET
Close = 14.68 1-Day = 2007-05-11
Close = 13.53 5-Day = 2007-05-04
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls ---------------------- 12.5
All Puts ---------------------- 4.1
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDGC 07 Jul 15.00 43092 -2400 8160 1.37
AMDEP 07 May 14.00 42627 546 3493 1.42
AMDGU 07 Jul 22.50 33011 0 0 .04
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 63887 194 63887 1.01
AMDSC 07 Jul 15.00 26791 -315 -403 .88
VVVMA 09 Jan 5.00 26739 0 26739 .22
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDEC 07 May 15.00 32393 8230 7545 .50 13428
AMDGC 07 Jul 15.00 43092 -2400 8160 1.37 12335
AMDEP 07 May 14.00 42627 546 3493 1.42 11926
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDQC 07 May 15.00 6000 1684 1520 .14 7061
AMDMC 08 Jan 15.00 0 -52341 -53361 1.67 5497
AMDQP 07 May 14.00 17477 1619 3628 .04 2804
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDFQ 07 Jun 16.00 3261 179 241 .48 11489 8228
AMDAC 08 Jan 15.00 0 -61145 -40650 2.48 3279 3279
AMDFH 07 Jun 17.00 4346 93 193 .21 6989 2643
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDMC 08 Jan 15.00 0 -52341 -53361 1.67 5497 5497
188 80 -856 .71 1296 1108
6000 1684 1520 .14 7061 1061
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDEP 07 May 14.00 42627 546 3493 1.42 11926 1693
AMDGC 07 Jul 15.00 43092 -2400 8160 1.37 12335 1690
AMDEO 07 May 13.00 13276 -108 583 2.34 6896 1614
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMC 08 Jan 15.00 0 -52341 -53361 1.67 5497 918
VVVMW 09 Jan 17.50 4200 0 4200 3.80 2050 779
VVVMC 09 Jan 15.00 24031 3 24031 2.58 2180 562
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDEC 07 May 15.00 32393 8230 7545 .50
AMDJH 07 Oct 17.00 15478 6946 7101 1.17 Vol= 4545
AMDFC 07 Jun 15.00 15279 4751 6396 1.00
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAC 08 Jan 15.00 0 -61145 -40650 2.48
AMDAD 08 Jan 20.00 0 -36580 -36430 .74
AMDAW 08 Jan 17.50 0 -28346 -28180 1.38
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDVO 07 Oct 13.00 18101 7293 7589 .69 Vol= 379
AMDQC 07 May 15.00 6000 1684 1520 .14
AMDQP 07 May 14.00 17477 1619 3628 .04
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDMA 08 Jan 5.00 0 -78345 -77235 .06
AMDMA 08 Jan 5.00 0 -78345 -77235 .06
AMDMC 08 Jan 15.00 0 -52341 -53361 1.67
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
VVVAE 09 Jan 25.00 17793 278 17793 .91 Vol= 65
AMDGP 07 Jul 14.00 29454 -2169 16270 2.00
VVVAD 09 Jan 20.00 13683 -20 13683 1.89
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDAC 08 Jan 15.00 0 -61145 -40650 2.48
AMDAD 08 Jan 20.00 0 -36580 -36430 .74
AMDAW 08 Jan 17.50 0 -28346 -28180 1.38
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 63887 194 63887 1.01
VVVMA 09 Jan 5.00 26739 0 26739 .22
VVVMV 09 Jan 12.50 26085 1500 26085 1.68 Vol= 761
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDMA 08 Jan 5.00 0 -78345 -77235 .06
AMDMA 08 Jan 5.00 0 -78345 -77235 .06
AMDMC 08 Jan 15.00 0 -52341 -53361 1.67
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDJH 07 Oct 17.00 15478 6946 1.17 $813K Vol= 100
AMDFC 07 Jun 15.00 15279 4751 1.00 $475K Vol= 1250
AMDEC 07 May 15.00 32393 8230 0.50 $412K Vol= 7061
Top 3 $ Decrease in Call Open Interest
AMDAC 08 Jan 15.00 0 -61145 2.48-$15164K
AMDAW 08 Jan 17.50 0 -28346 1.38 -$3912K
AMDAA 08 Jan 5.00 0 -3323 10.25 -$3406K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDVO 07 Oct 13.00 18101 7293 0.69 $503K Vol= 379
VVVMV 09 Jan 12.50 26085 1500 1.68 $252K Vol= 761
AMDQC 07 May 15.00 6000 1684 0.14 $24K
Top 3 $ Decrease in Put Open Interest
AMDMD 08 Jan 20.00 0 -21113 4.85-$10240K
AMDMC 08 Jan 15.00 0 -52341 1.67 -$8741K
AMDMW 08 Jan 17.50 0 -25196 2.99 -$7534K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
QZAQF 07 May 30.00 0 190 0 190 .00 0K
QZAQX 07 May 22.50 53 160 0 160 .00 0K
AMDSF 07 Jul 30.00 0 135 0 135 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
AMDSD 07 Jul 20.00 5442 4004 0 4004 4.60 1842K
QZAQD 07 May 20.00 1260 1404 0 1404 5.15 723K
AMDQM 07 May 11.00 8879 850 0 850 .00 0K
Close = 15.36 +0.68 2007-05-14 19:49 ET
Close = 14.68 1-Day = 2007-05-11
Close = 13.53 5-Day = 2007-05-04
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 6.25 .00 0 1 0 0 0 | AMDQL 0.00 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 5.30 .00 0 3724 0 -10 0 | AMDQB 0.00 -.02 0 574 0 0 0
(07 May 11.00)AMDEM 4.30 .00 0 1344 0 -45 0 | AMDQM 0.00 .01 0 8879 0 0 0
(07 May 12.00)AMDEN 3.25 .66 81 2791 -73 -119 -24 | AMDQN 0.01 .00 100 13825 275 -1073 0
(07 May 13.00)AMDEO 2.34 .68 6896 13276 -108 583 -25 | AMDQO 0.01 -.01 561 17461 -212 -216 0
(07 May 14.00)AMDEP 1.42 .65 11926 42627 546 3493 78 | AMDQP 0.04 -.05 2804 17477 1619 3628 6
(07 May 15.00)AMDEC .50 .34 13428 32393 8230 7545 412 | AMDQC 0.14 -.36 7061 6000 1684 1520 24
(07 May 15.00)QZAEC .10 .08 1466 6840 52 57 1 | QZAQC 0.40 -.69 210 203 0 -3263 0
15.36 Current
(07 May 16.00)AMDEQ .10 .06 2117 4988 66 106 1 | AMDQQ 0.71 -.80 1296 188 80 -856 6
(07 May 17.00)AMDEH .01 .00 0 3160 0 0 0 | AMDQH 1.60 .55 0 40 0 -68 0
(07 May 17.50)QZAEW .00 .00 0 4908 0 22 0 | QZAQW 2.83 -1.27 2 249 0 0 0
(07 May 18.00)AMDEI .01 .00 10 623 0 0 0 | AMDQI 2.60 .00 0 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 3.55 .00 0 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 4.55 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 5.15 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 7.65 1.40 0 53 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 10.15 .70 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 15.15 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 20.15 -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 5.35 .00 0 90 0 10 0 | AMDRB 0.01 .00 0 0 0 0 0
(07 Jun 11.00)AMDFM 4.35 .00 0 115 0 60 0 | AMDRM 0.01 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 3.40 .65 30 1922 109 241 37 | AMDRN 0.06 -.02 854 1827 -50 1364 0
(07 Jun 13.00)AMDFO 2.46 .56 4525 5215 -148 3626 -36 | AMDRO 0.12 -.07 325 12541 150 5265 2
(07 Jun 14.00)AMDFP 1.71 .58 1727 11538 -4 3234 -1 | AMDRP 0.25 -.19 1717 8060 -371 1607 -9
(07 Jun 15.00)AMDFC 1.00 .39 5335 15279 4751 6396 475 | AMDRC 0.53 -.34 1250 3157 148 638 8
15.36 Current
(07 Jun 16.00)AMDFQ .48 .21 11489 3261 179 241 9 | AMDRQ 1.07 -.53 565 234 121 151 13
(07 Jun 17.00)AMDFH .21 .09 6989 4346 93 193 2 | AMDRH 1.84 -.73 147 116 51 99 9
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 5.10 .80 30 528 0 31 0 | AMDSB 0.07 .00 510 7654 -27 -166 0
(07 Jul 12.50)AMDGS 3.15 .55 438 4152 -332 -199 -105 | AMDSS 0.22 -.12 882 14370 -196 383 -4
(07 Jul 14.00)AMDGP 2.00 .50 2023 29454 -2169 16270 -434 | AMDSP 0.54 -.22 1187 13197 108 311 6
(07 Jul 15.00)AMDGC 1.37 .35 12335 43092 -2400 8160 -329 | AMDSC 0.88 -.34 2426 26791 -315 -403 -28
15.36 Current
(07 Jul 16.00)AMDGQ .89 .29 2605 20463 2828 4577 252 | AMDSQ 1.36 -.55 680 8282 -5 378 -1
(07 Jul 17.50)AMDGW .42 .13 4028 14569 300 152 13 | AMDSW 2.45 -.54 37 10452 2 -2 0
(07 Jul 19.00)AMDGT .20 .06 173 5041 88 280 2 | AMDST 3.70 .50 0 51 0 -251 0
(07 Jul 20.00)AMDGD .13 .07 382 13309 33 13 0 | AMDSD 4.60 -.40 0 5442 0 0 0
(07 Jul 22.50)AMDGU .04 .01 30 33011 0 0 0 | AMDSU 7.05 -.40 0 96 0 -6 0
(07 Jul 25.00)AMDGE .01 .00 0 5374 0 -5 0 | AMDSE 9.55 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 12.05 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 14.55 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 19.55 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 24.55 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 29.55 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 34.55 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 5.85 .85 53 865 0 31 0 | AMDVB 0.20 -.04 120 5397 0 -52 0
(07 Oct 11.00)AMDJM 4.60 1.00 1 828 0 218 0 | AMDVM 0.31 -.09 144 13497 0 4057 0
(07 Oct 12.00)AMDJN 3.70 .25 5 2728 7 86 3 | AMDVN 0.46 -.10 627 14201 -1 6 0
(07 Oct 13.00)AMDJO 3.35 .68 51 5657 61 74 20 | AMDVO 0.69 -.13 379 18101 7293 7589 503
(07 Oct 14.00)AMDJP 2.66 .51 263 10619 -285 34 -76 | AMDVP 1.04 -.14 334 6841 221 309 23
(07 Oct 15.00)AMDJC 2.05 .49 982 11282 376 459 77 | AMDVC 1.39 -.29 1561 10227 -64 915 -9
15.36 Current
(07 Oct 16.00)AMDJQ 1.57 .36 754 6717 362 3381 57 | AMDVQ 1.90 -1.10 356 508 0 17 0
(07 Oct 17.00)AMDJH 1.17 .32 4545 15478 6946 7101 813 | AMDVH 2.51 -1.39 100 364 0 10 0
(07 Oct 18.00)AMDJI .85 .24 234 6368 491 539 42 | AMDVI 3.30 -.85 1 532 0 124 0
(07 Oct 20.00)AMDJD .45 .12 262 2016 11 43 0 | AMDVD 4.75 -.40 0 395 11 -54 5
(07 Oct 22.50)AMDJU .16 .04 12 830 50 70 1 | AMDVU 7.05 -.20 0 0 0 0 0
(07 Oct 25.00)AMDJE .10 .02 126 1935 0 0 0 | AMDVE 9.55 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .01 .00 0 1031 0 0 0 | AMDVF 14.55 .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) AMDAA 10.25 1.95 6 0 -3323 -3313 -3406 | AMDMA 0.06 .00 0 0 -78345 -77235 -470
(08 Jan 5.00) AMDAA 10.25 1.95 6 0 -3323 -3313 -3406 | AMDMA 0.06 -.01 0 0 -78345 -77235 -470
(08 Jan 7.50) AMDAR 8.20 1.30 69 0 0 0 0 | AMDMR 0.12 -.02 792 0 0 0 0
(08 Jan 10.00)AMDAB 5.99 1.09 174 0 -4127 -3921 -2472 | AMDMB 0.31 -.01 160 0 -34844 -32873 -1080
(08 Jan 12.50)AMDAV .00 .00 0 0 -11264 -10265 0 | AMDMV 0.00 -.19 0 0 -36782 -33128 0
(08 Jan 15.00)AMDAC 2.48 .63 3279 0 -61145 -40650 -15164 | AMDMC 1.67 -.37 5497 0 -52341 -53361 -8741
(08 Jan 15.00)AMDAC 2.48 .63 3279 0 -61145 -40650 -15164 | AMDMC 1.67 -.04 5497 0 -52341 -53361 -8741
15.36 Current
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(08 Jan 17.50)AMDAW 1.38 .33 1887 0 -28346 -28180 -3912 | AMDMW 2.99 -.26 1034 0 -25196 -25275 -7534
(08 Jan 20.00)AMDAD .74 .19 1284 0 -36580 -36430 -2707 | AMDMD 4.85 -.20 15 0 -21113 -21218 -10240
(08 Jan 22.50)AMDAU .00 .00 0 0 0 0 0 | AMDMX 0.00 .00 0 0 -1105 0 0
(08 Jan 25.00)AMDAE .22 .02 133 0 -16209 -16134 -357 | AMDME 9.50 .00 0 0 -2258 -2262 -2145
(08 Jan 27.50)AMDAY .12 .00 10 0 -10453 -10438 -125 | AMDMY 12.00 .00 0 0 -50 -50 -60
(08 Jan 30.00)AMDAF .06 .00 0 0 0 -21507 0 | AMDMF 14.50 .00 0 0 0 -2258 0
(08 Jan 35.00)AKDAG .01 .00 0 0 0 0 0 | AKDMG 19.50 .00 0 0 0 0 0
(08 Jan 40.00)AKDAH .00 .00 0 0 0 0 0 | AKDMH 24.50 .00 0 0 0 0 0
(08 Jan 45.00)AKDAI .00 .00 0 0 0 0 0 | AKDMI 29.50 .00 0 0 0 0 0
(08 Jan 50.00)AKDAJ .00 .00 0 0 0 0 0 | AKDMJ 34.50 .00 0 0 0 0 0
(08 Jan 60.00)AKDAL .00 .00 0 0 0 0 0 | AKDML 44.50 .00 0 0 0 0 0
(08 Jan 70.00)AKDAN .00 .00 0 0 0 0 0 | AKDMN 54.50 .00 0 0 0 0 0
(08 Jan 80.00)AKDAP .00 .00 0 0 0 0 0 | AKDMP 64.50 .00 0 0 0 0 0
(08 Jan 90.00)AKDAR .00 .00 0 0 0 0 0 | AKDMR 74.50 .00 0 0 0 0 0
(08 Jan 100.00LDYAT .00 .00 0 0 -2311 -2311 0 | AKDMR 74.50 -.10 0 0 0 -17 0
(08 Jan 100.00AKDAT .00 .00 0 0 0 0 0 | AKDMT 84.50 .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
(09 Jan 5.00) VVVAA 11.00 1.05 61 2840 0 2840 0 | VVVMA 0.22 -.05 30 26739 0 26739 0
(09 Jan 10.00)VVVAB 7.10 .75 34 1514 -21 1514 -15 | VVVMB 1.01 .00 1788 63887 194 63887 20
(09 Jan 12.50)VVVAV 5.25 .65 291 4603 68 4603 36 | VVVMV 1.68 -.02 761 26085 1500 26085 252
(09 Jan 15.00)VVVAC 3.85 .65 734 10912 186 10912 72 | VVVMC 2.58 -.17 2180 24031 3 24031 1
15.36 Current
(09 Jan 17.50)VVVAW 2.66 .38 99 7131 309 7131 82 | VVVMW 3.80 -1.10 2050 4200 0 4200 0
(09 Jan 20.00)VVVAD 1.89 .34 1491 13683 -20 13683 -4 | VVVMD 5.60 -1.25 38 2768 0 2768 0
(09 Jan 25.00)VVVAE .91 .18 65 17793 278 17793 25 | VVVME 9.45 -.95 0 14 -3 14 -3
(09 Jan 30.00)VVVAF .40 -.02 93 8199 163 8199 7 | VVVMF 14.45 .02 0 5 0 5 0
(09 Jan 35.00)VVVAG .31 .11 7 6283 0 6283 0 | VVVMG 19.45 -.35 0 2 0 2 0
(09 Jan 40.00)VVVAH .15 .00 5 8797 185 8797 3 | VVVMH 24.45 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .12 .02 2 931 0 931 0 | VVVMI 29.45 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 2633 0 | VVVMJ 34.45 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 549 0 | VVVMK 39.45 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 501 0 | VVVML 44.45 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 382 0 | VVVMM 49.45 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 136 2153 0 2153 0 | VVVMN 54.45 6.00 0 0 0 0 0
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