Option Price Chain 2007-05-16
Data From CBOE Download
Still working out the changes and bugs wrought by the switch of the Jan options to AMD prefix.
There are big excess Put Volumes today, but this is a late download and the excess volumes have a tendency to show up in them for some reason. Jul20, 08Jan25, 08Jan30 Puts as usual.
Close = 15.40 +0.04 2007-05-16 00:04 ET
Close = 15.36 1-Day = 2007-05-14
Close = 13.28 5-Day = 2007-05-07
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 57701* 24571* 2424* 5.1
All Puts 40837* 36608* 4059* 52.9
* might be a function of bad day-day comparison from changes in 08Jan prefix.
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAC 08 Jan 15.00 70591 9446 29724 2.52 Vol= 590
AMDGC 07 Jul 15.00 48925 5833 14021 1.37 Vol= 4609
AMDAD 08 Jan 20.00 38364 1784 2194 .75 Vol= 804
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMA 08 Jan 5.00 78445 100 1210 .06 Vol= 0
VVVMB 09 Jan 10.00 65002 1115 65002 .95 Vol= 256
AMDMC 08 Jan 15.00 57011 4670 3667 1.65 Vol= 534
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDAW 08 Jan 17.50 29496 1150 1330 1.46 9695
AMDFQ 07 Jun 16.00 11322 8061 8302 .48 6401
AMDEC 07 May 15.00 32781 388 7578 .50 6357
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDSD 07 Jul 20.00 5442 0 0 4.60 25419
AMDME 08 Jan 25.00 2258 0 1 9.60 13778
AMDMF 08 Jan 30.00 2258 0 5 14.60 13776
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDJU 07 Oct 22.50 837 7 77 .21 997 160
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDSD 07 Jul 20.00 5442 0 0 4.60 25419 19977
AMDME 08 Jan 25.00 2258 0 1 9.60 13778 11520
AMDMF 08 Jan 30.00 2258 0 5 14.60 13776 11518
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDAW 08 Jan 17.50 29496 1150 1330 1.46 9695 1415
AMDGC 07 Jul 15.00 48925 5833 14021 1.37 4609 631
AMDEC 07 May 15.00 32781 388 7578 .50 6357 318
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMF 08 Jan 30.00 2258 0 5 14.60 13776 20113
AMDME 08 Jan 25.00 2258 0 1 9.60 13778 13227
AMDSD 07 Jul 20.00 5442 0 0 4.60 25419 11693
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AKDAG 08 Jan 35.00 12222 12222 12222 .04 Vol= 100
AMDAC 08 Jan 15.00 70591 9446 29724 2.52 Vol= 590
AMDFQ 07 Jun 16.00 11322 8061 8302 .48 Vol= 6401
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDAE 08 Jan 25.00 15606 -20974 -528 .22
AMDEP 07 May 14.00 37058 -5569 -2039 1.42
AMDEO 07 May 13.00 10186 -3090 -2688 2.42
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDMR 08 Jan 7.50 19295 19295 19295 .13 Vol= 106
AMDMC 08 Jan 15.00 57011 4670 3667 1.65 Vol= 534
AMDMW 08 Jan 17.50 29144 3948 3845 3.05 Vol= 74
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDVO 07 Oct 13.00 16166 -1935 5650 .67
AMDQP 07 May 14.00 15784 -1693 2092 .02
AMDRO 07 Jun 13.00 12342 -199 4851 .11
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDAC 08 Jan 15.00 70591 9446 29724 2.52 Vol= 590
VVVAE 09 Jan 25.00 18175 382 18175 .99
AMDGP 07 Jul 14.00 30340 886 17153 2.02 Vol= 518
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEO 07 May 13.00 10186 -3090 -2688 2.42
AMDEP 07 May 14.00 37058 -5569 -2039 1.42
QZAEC 07 May 15.00 6177 -663 -606 .06
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
VVVMB 09 Jan 10.00 65002 1115 65002 .95 Vol= 256
VVVMA 09 Jan 5.00 26739 0 26739 .19
VVVMV 09 Jan 12.50 26717 632 26717 1.60 Vol= 183
Top 3 5-Day Decrease in Put Open Interest Contracts
QZAQC 07 May 15.00 375 172 -3084 .24 Vol= 0
AMDQN 07 May 12.00 13825 0 -1073 .01
AMDQO 07 May 13.00 17382 -79 -262 .01
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDAC 08 Jan 15.00 70591 9446 2.52 $2380K Vol= 534
AMDGC 07 Jul 15.00 48925 5833 1.37 $799K Vol= 1211
AMDFQ 07 Jun 16.00 11322 8061 0.48 $387K Vol= 1517
Top 3 $ Decrease in Call Open Interest
AMDEP 07 May 14.00 37058 -5569 1.42 -$791K
AMDEO 07 May 13.00 10186 -3090 2.42 -$748K
AMDAE 08 Jan 25.00 15606 -20974 0.22 -$461K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDMW 08 Jan 17.50 29144 3948 3.05 $1204K Vol= 74
AMDMC 08 Jan 15.00 57011 4670 1.65 $771K Vol= 534
VVVMW 09 Jan 17.50 6158 1958 3.55 $695K Vol= 46
Top 3 $ Decrease in Put Open Interest
AMDVO 07 Oct 13.00 16166 -1935 0.67 -$130K
VVVMD 09 Jan 20.00 2749 -19 5.20 -$10K
AMDSW 07 Jul 17.50 10428 -24 2.39 -$6K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
QZAQF 07 May 30.00 0 190 0 190 .00 0K
QZAQX 07 May 22.50 53 160 0 160 .00 0K
VVVMN 09 Jan 70.00 0 136 0 136 .02 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
QZAQD 07 May 20.00 1260 1404 0 1404 5.10 716K
AMDQM 07 May 11.00 8879 850 0 850 .00 0K
AMDQB 07 May 10.00 574 300 0 300 .00 0K
Close = 15.40 +0.04 2007-05-16 00:04 ET
Close = 15.36 1-Day = 2007-05-14
Close = 13.28 5-Day = 2007-05-07
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 6.30 .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 4.60 1.05 50 1344 0 -45 0 | AMDQM 0.00 .01 0 8879 0 0 0
(07 May 12.00)AMDEN 3.60 .35 40 2722 -69 -188 -25 | AMDQN 0.01 .00 10 13825 0 -1073 0
(07 May 13.00)AMDEO 2.42 .08 193 10186 -3090 -2688 -748 | AMDQO 0.01 -.01 62 17382 -79 -262 0
(07 May 14.00)AMDEP 1.42 .00 1546 37058 -5569 -2039 -791 | AMDQP 0.02 -.02 1207 15784 -1693 2092 -3
(07 May 15.00)AMDEC .50 .00 6357 32781 388 7578 19 | AMDQC 0.09 -.05 2374 7728 1728 3437 16
(07 May 15.00)QZAEC .06 -.04 943 6177 -663 -606 -4 | QZAQC 0.24 -.69 0 375 172 -3084 4
15.4 Current
(07 May 16.00)AMDEQ .06 -.04 2480 5461 473 519 3 | AMDQQ 0.66 -.05 801 1321 1133 277 75
(07 May 17.00)AMDEH .04 .03 80 3160 0 0 0 | AMDQH 1.61 -2.19 191 40 0 -30 0
(07 May 17.50)QZAEW .03 .02 8 4908 0 0 0 | QZAQW 2.63 -1.27 0 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 0 0 0 | AMDQI 2.34 -2.21 10 0 0 0 0
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 3.30 .00 2 0 0 0 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 4.50 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 5.10 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 7.60 1.40 0 53 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 10.10 .70 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 15.10 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 20.10 -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 0.02 .00 4 0 0 0 0
(07 Jun 11.00)AMDFM 4.40 .00 0 115 0 60 0 | AMDRM 0.01 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 3.70 .30 141 1919 -3 138 -1 | AMDRN 0.05 -.01 40 1836 9 198 0
(07 Jun 13.00)AMDFO 2.50 .04 357 3648 -1567 2013 -392 | AMDRO 0.11 -.01 84 12342 -199 4851 -2
(07 Jun 14.00)AMDFP 1.70 -.01 1637 11084 -454 2555 -77 | AMDRP 0.22 -.03 441 8640 580 1999 13
(07 Jun 15.00)AMDFC .97 -.03 2409 16731 1452 7771 141 | AMDRC 0.52 -.01 1077 3759 602 992 31
15.4 Current
(07 Jun 16.00)AMDFQ .48 .00 6401 11322 8061 8302 387 | AMDRQ 1.03 -.04 1517 557 323 474 33
(07 Jun 17.00)AMDFH .22 .01 235 10319 5973 6181 131 | AMDRH 1.75 -.09 616 160 44 143 8
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 5.70 .60 70 508 -20 -2 -11 | AMDSB 0.06 -.01 31 7637 -17 -183 0
(07 Jul 12.50)AMDGS 3.10 -.05 429 3819 -333 -559 -103 | AMDSS 0.21 -.01 80 14188 -182 144 -4
(07 Jul 14.00)AMDGP 2.02 .02 518 30340 886 17153 179 | AMDSP 0.48 -.06 471 13507 310 613 15
(07 Jul 15.00)AMDGC 1.37 .00 4609 48925 5833 14021 799 | AMDSC 0.84 -.04 1211 27001 210 -185 18
15.4 Current
(07 Jul 16.00)AMDGQ .87 -.02 718 21545 1082 5729 94 | AMDSQ 1.34 -.02 302 8537 255 648 34
(07 Jul 17.50)AMDGW .42 .00 437 16318 1749 1901 73 | AMDSW 2.39 -.06 66 10428 -24 -26 -6
(07 Jul 19.00)AMDGT .20 .00 197 4996 -45 235 -1 | AMDST 3.55 -2.30 93 51 0 -251 0
(07 Jul 20.00)AMDGD .12 -.01 438 13344 35 48 0 | AMDSD 4.60 -1.85 25419 5442 0 0 0
(07 Jul 22.50)AMDGU .05 .01 65 33011 0 0 0 | AMDSU 7.15 -1.80 1105 96 0 -6 0
(07 Jul 25.00)AMDGE .01 .00 0 5374 0 -5 0 | AMDSE 9.50 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 12.00 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 14.50 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 19.50 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 24.50 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 29.50 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 34.50 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 5.80 .00 0 884 19 9 11 | AMDVB 0.21 .01 30 5475 78 26 2
(07 Oct 11.00)AMDJM 4.90 .00 0 828 0 218 0 | AMDVM 0.30 -.01 30 13641 144 4141 4
(07 Oct 12.00)AMDJN 4.20 .50 17 2728 0 86 0 | AMDVN 0.44 -.02 25 14410 209 223 9
(07 Oct 13.00)AMDJO 3.25 -.10 32 5705 48 122 16 | AMDVO 0.67 -.02 349 16166 -1935 5650 -130
(07 Oct 14.00)AMDJP 2.62 -.04 80 10535 -84 -81 -22 | AMDVP 0.98 -.06 215 6848 7 196 1
(07 Oct 15.00)AMDJC 2.09 .04 886 11242 -40 407 -8 | AMDVC 1.36 -.03 2076 11226 999 1160 136
15.4 Current
(07 Oct 16.00)AMDJQ 1.58 .01 211 6919 202 3483 32 | AMDVQ 1.78 -.12 124 773 265 282 47
(07 Oct 17.00)AMDJH 1.17 .00 186 17293 1815 8855 212 | AMDVH 2.37 -.14 11 346 -18 -8 -4
(07 Oct 18.00)AMDJI .88 .03 83 6601 233 753 21 | AMDVI 3.05 -.25 36 532 0 124 0
(07 Oct 20.00)AMDJD .45 .00 362 2227 211 254 9 | AMDVD 4.70 -.40 0 395 0 -54 0
(07 Oct 22.50)AMDJU .21 .05 997 837 7 77 0 | AMDVU 7.00 -.20 0 0 0 0 0
(07 Oct 25.00)AMDJE .10 .00 36 2036 101 101 1 | AMDVE 9.50 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .01 .00 0 1031 0 0 0 | AMDVF 14.50 .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
(08 Jan 5.00) AMDAA 11.05 .80 26 3320 -3 7 -3 | AMDMA 0.06 .00 0 78445 100 1210 1
(08 Jan 7.50) AMDAR 8.40 .20 41 2656 -9 2656 -8 | AMDMR 0.13 .01 106 19295 19295 19295 251
(08 Jan 10.00)AMDAB 6.20 .21 6 4190 63 264 39 | AMDMB 0.35 .04 10 34781 -63 1661 -2
(08 Jan 15.00)AMDAC 2.52 .04 590 70591 9446 29724 2380 | AMDMC 1.65 -.02 534 57011 4670 3667 771
15.4 Current
(08 Jan 17.50)AMDAW 1.46 .08 9695 29496 1150 1330 168 | AMDMW 3.05 .06 74 29144 3948 3845 1204
(08 Jan 20.00)AMDAD .75 .01 804 38364 1784 2194 134 | AMDMD 4.95 .10 34 21124 11 -94 5
(08 Jan 25.00)AMDAE .22 .00 180 15606 -20974 -528 -461 | AMDME 9.60 -.05 13778 2258 0 1 0
(08 Jan 27.50)AMDAY .12 .00 23 10626 173 183 2 | AMDMY 12.00 .00 0 50 0 0 0
(08 Jan 30.00)AMDAF .06 .00 0 21604 89 97 1 | AMDMF 14.60 -.05 13776 2258 0 5 0
(08 Jan 35.00)AKDAG .04 .00 100 12222 12222 12222 49 | AKDMG 19.60 -.05 3002 500 0 500 0
(08 Jan 40.00)AKDAH .00 .00 0 7928 0 7928 0 | AKDMH 24.50 .00 0 10 0 10 0
(08 Jan 45.00)AKDAI .00 .00 0 4004 -2 4004 0 | AKDMI 29.50 .00 0 0 0 0 0
(08 Jan 50.00)AKDAJ .00 .00 0 6319 0 6319 0 | AKDMJ 34.50 .00 0 0 0 0 0
(08 Jan 60.00)AKDAL .00 .00 0 9334 0 9334 0 | AKDML 44.50 .00 0 0 0 0 0
(08 Jan 70.00)AKDAN .00 .00 0 1540 0 1540 0 | AKDMN 54.45 .00 0 0 0 0 0
(08 Jan 80.00)AKDAP .00 .00 0 1597 0 1597 0 | AKDMP 64.50 .00 0 0 0 0 0
(08 Jan 90.00)AKDAR .00 .00 0 2303 0 2303 0 | AKDMR 74.50 .00 0 0 0 0 0
(08 Jan 100.00AKDAT .00 .00 0 2311 2311 2311 0 | AKDMT 84.50 .00 0 17 17 17 144
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(09 Jan 5.00) VVVAA 11.20 .20 27 2780 -60 2780 -67 | VVVMA 0.19 -.05 0 26739 0 26739 0
(09 Jan 10.00)VVVAB 7.10 .00 20 1515 1 1515 1 | VVVMB 0.95 -.06 256 65002 1115 65002 106
(09 Jan 12.50)VVVAV 5.50 .25 157 4458 -145 4458 -80 | VVVMV 1.60 -.08 183 26717 632 26717 101
(09 Jan 15.00)VVVAC 4.10 .25 53 11070 158 11070 65 | VVVMC 2.46 -.12 81 26054 2023 26054 498
15.4 Current
(09 Jan 17.50)VVVAW 2.80 .14 220 7164 33 7164 9 | VVVMW 3.55 -.25 46 6158 1958 6158 695
(09 Jan 20.00)VVVAD 1.91 .02 1170 14768 1085 14768 207 | VVVMD 5.20 -1.25 0 2749 -19 2749 -10
(09 Jan 25.00)VVVAE .99 .08 530 18175 382 18175 38 | VVVME 9.40 -.95 0 14 0 14 0
(09 Jan 30.00)VVVAF .40 .00 70 8292 93 8292 4 | VVVMF 14.40 .02 0 5 0 5 0
(09 Jan 35.00)VVVAG .21 .00 0 6290 7 6290 0 | VVVMG 19.40 -.35 0 2 0 2 0
(09 Jan 40.00)VVVAH .12 .00 0 8797 0 8797 0 | VVVMH 24.40 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 0 931 0 | VVVMI 29.40 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 2633 0 | VVVMJ 34.40 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 549 0 | VVVMK 39.40 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 501 0 | VVVML 44.40 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 382 0 | VVVMM 49.40 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 2289 136 2289 0 | VVVMN 54.40 6.00 0 0 0 0 0
|
