Data From CBOE Download
(2 Day changes. No Download for Thursday)
$5.3MM in Jul20 Puts (AMDSD) 12K closed out in past two days.
Two days ago, 14K were written
Perhaps the writers think they won't get any cheaper.
Maybe this is a captured instance of the "day-trading" in Jul20 where the position wasn't closed out at the end of the day.
Modest Excess Volume in Jan16, Jan14, and Jan100 (!) Puts. and Jan14 Calls
They look real.
Option Price Chain 2007-05-19
Data From CBOE Download
Close = 15.59 +0.01 2007-05-19 15:34 ET
Close = 15.58 1-Day = 2007-05-16
Close = 14.05 5-Day = 2007-05-10
All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 25529 17576 1417 2.9
All Puts 17185 3682 -3509 2.0
Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAC 08 Jan 15.00 71556 843 10178 2.65 Vol= 208
AMDAD 08 Jan 20.00 38929 635 2616 .77 Vol= 326
AMDAW 08 Jan 17.50 38509 268 10209 1.54
Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMA 08 Jan 5.00 78445 0 1200 .07
VVVMB 09 Jan 10.00 65476 288 1832 .95 Vol= 0
AMDMC 08 Jan 15.00 59338 2282 6978 1.62 Vol= 227
Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDEC 07 May 15.00 27379 -4322 2851 .59 4661
AMDFQ 07 Jun 16.00 17127 3789 14057 .49 3272
AMDFC 07 Jun 15.00 15921 10 5188 1.01 2475
Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDMQ 08 Jan 16.00 284 0 284 2.08 2550
AMDQQ 07 May 16.00 2065 297 1957 .40 1760
AMDVC 07 Oct 15.00 14962 2454 4721 1.27 1353
Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDAP 08 Jan 14.00 12 0 12 3.30 121 109
0 0 0 .00 0 0
0 0 0 .00 0 0
Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDMQ 08 Jan 16.00 284 0 284 2.08 2550 2266
AMDMP 08 Jan 14.00 20 0 20 1.28 100 80
AKDMT 08 Jan 100.00 59 42 59 84.50 99 40
Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDJC 07 Oct 15.00 11219 241 303 2.17 1567 340
VVVAD 09 Jan 20.00 16721 856 3014 1.97 1534 302
AMDEC 07 May 15.00 27379 -4322 2851 .59 4661 275
Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AKDMT 08 Jan 100.00 59 42 59 84.50 99 837
AMDMQ 08 Jan 16.00 284 0 284 2.08 2550 530
AMDVC 07 Oct 15.00 14962 2454 4721 1.27 1353 172
Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDJH 07 Oct 17.00 23435 3918 15026 1.23 Vol= 138
AMDFQ 07 Jun 16.00 17127 3789 14057 .49 Vol= 3272
AMDFH 07 Jun 17.00 13524 3582 9318 .18 Vol= 1401
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDEC 07 May 15.00 27379 -4322 2851 .59
AMDGP 07 Jul 14.00 29027 -990 10279 2.07
AMDEP 07 May 14.00 34978 -836 -3915 1.60
Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRC 07 Jun 15.00 6927 2833 3959 .39 Vol= 1159
AMDVC 07 Oct 15.00 14962 2454 4721 1.27 Vol= 1353
AMDMC 08 Jan 15.00 59338 2282 6978 1.62 Vol= 227
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDSD 07 Jul 20.00 7904 -12056 2462 4.40
AMDMW 08 Jan 17.50 28475 -661 3287 2.95
AMDQP 07 May 14.00 15071 -355 2213 .00
Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDJH 07 Oct 17.00 23435 3918 15026 1.23 Vol= 138
AMDFQ 07 Jun 16.00 17127 3789 14057 .49 Vol= 3272
AMDGP 07 Jul 14.00 29027 -990 10279 2.07
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDEO 07 May 13.00 9895 -222 -5148 2.57
AMDEP 07 May 14.00 34978 -836 -3915 1.60
AMDGC 07 Jul 15.00 36123 -568 -3682 1.40
Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDMR 08 Jan 7.50 19305 0 19305 .14 <-New Option or my mistake on symbol change?
AMDMC 08 Jan 15.00 59338 2282 6978 1.62 Vol= 227
AMDVO 07 Oct 13.00 16355 90 5808 .63
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDQO 07 May 13.00 17186 -106 -535 .02
AMDSS 07 Jul 12.50 14064 -10 -523 .15
AMDVH 07 Oct 17.00 319 -16 -45 2.32
Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDJH 07 Oct 17.00 23435 3918 1.23 $482K Vol= 0
AMDGQ 07 Jul 16.00 25177 3474 0.85 $295K Vol= 132
AMDAC 08 Jan 15.00 71556 843 2.65 $223K Vol= 227
Top 3 $ Decrease in Call Open Interest
AMDEC 07 May 15.00 27379 -4322 0.59 -$255K
AMDGP 07 Jul 14.00 29027 -990 2.07 -$205K
AMDEP 07 May 14.00 34978 -836 1.60 -$134K
Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDMC 08 Jan 15.00 59338 2282 1.62 $370K Vol= 227
AKDMT 08 Jan 100.00 59 42 84.50 $355K
AMDVC 07 Oct 15.00 14962 2454 1.27 $312K Vol= 1353
Top 3 $ Decrease in Put Open Interest
AMDSD 07 Jul 20.00 7904 -12056 4.40 -$5305K <--14K opened two days ago.
AMDMW 08 Jan 17.50 28475 -661 2.95 -$195K
AMDVN 07 Oct 12.00 14191 -204 0.42 -$9K
Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
AMDQH 07 May 17.00 174 275 0 275 .00 0K
QZAQF 07 May 30.00 0 190 0 190 .00 0K
QZAQX 07 May 22.50 53 160 0 160 .00 0K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
QZAQD 07 May 20.00 1260 1404 0 1404 4.95 695K
AKDMG 08 Jan 35.00 500 1201 0 1201 19.35 2324K
AMDSU 07 Jul 22.50 96 1105 0 1105 6.85 757K
Close = 15.59 +0.01 2007-05-19 15:34 ET
Close = 15.58 1-Day = 2007-05-16
Close = 14.05 5-Day = 2007-05-10
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 May 9.00) AMDEL 6.50 .00 0 1 0 0 0 | AMDQL 0.00 -.01 0 193 0 0 0
(07 May 10.00)AMDEB 5.50 1.85 20 3724 0 -10 0 | AMDQB 0.00 -.02 0 574 0 0 0
(07 May 11.00)AMDEM 4.55 .25 40 1290 -4 -54 -2 | AMDQM 0.00 .01 0 8879 0 0 0
(07 May 12.00)AMDEN 3.55 -.05 120 2638 -84 -124 -30 | AMDQN 0.00 .00 0 13800 -25 153 0
(07 May 13.00)AMDEO 2.57 .07 153 9895 -222 -5148 -57 | AMDQO 0.02 .01 45 17186 -106 -535 0
(07 May 14.00)AMDEP 1.60 .18 1457 34978 -836 -3915 -134 | AMDQP 0.00 -.02 0 15071 -355 2213 0
(07 May 15.00)AMDEC .59 .13 4661 27379 -4322 2851 -255 | AMDQC 0.01 -.01 32 9556 726 5384 1
(07 May 15.00)QZAEC .01 -.03 1054 5830 -226 -953 0 | QZAQC 0.04 -.01 259 620 245 417 1
15.59 Current
(07 May 16.00)AMDEQ .01 -.01 525 7212 744 2294 1 | AMDQQ 0.40 -.14 1760 2065 297 1957 12
(07 May 17.00)AMDEH .00 .00 0 3642 482 482 0 | AMDQH 1.40 -.21 30 174 0 134 0
(07 May 17.50)QZAEW .00 .00 0 4688 -224 -220 0 | QZAQW 2.78 -.05 10 249 0 0 0
(07 May 18.00)AMDEI .00 .00 0 623 0 0 0 | AMDQI 2.39 -2.21 0 10 0 10 0
(07 May 19.00)AMDET .00 .00 0 2 0 0 0 | AMDQT 3.35 .00 0 1 0 1 0
(07 May 20.00)AMDED .00 .00 0 986 0 0 0 | AMDQD 4.35 .00 0 0 0 0 0
(07 May 20.00)QZAED .00 .00 0 2042 0 0 0 | QZAQD 4.95 -.08 0 1260 0 0 0
(07 May 22.50)QZAEX .00 .00 0 2910 0 0 0 | QZAQX 7.45 1.40 0 53 0 0 0
(07 May 25.00)QZAEE .00 .00 0 2107 0 0 0 | QZAQE 9.95 .70 0 0 0 0 0
(07 May 30.00)QZAEF .00 .00 0 958 0 0 0 | QZAQF 14.95 -.15 0 0 0 0 0
(07 May 35.00)QZAEG .00 .00 0 609 0 0 0 | QZAQG 19.95 -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 5.55 .00 0 90 0 0 0 | AMDRB 0.01 -.01 0 19 15 19 0
(07 Jun 11.00)AMDFM 4.61 2.34 20 115 0 0 0 | AMDRM 0.01 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 3.65 -.05 70 1933 28 90 10 | AMDRN 0.05 .00 1 1766 -30 4 0
(07 Jun 13.00)AMDFO 2.73 .18 67 3644 -14 -1513 -4 | AMDRO 0.06 -.02 2 12377 -30 2007 0
(07 Jun 14.00)AMDFP 1.82 .17 1313 11295 113 2527 21 | AMDRP 0.17 -.01 678 8685 34 1290 1
(07 Jun 15.00)AMDFC 1.01 .09 2475 15921 10 5188 1 | AMDRC 0.39 -.07 1159 6927 2833 3959 110
15.59 Current
(07 Jun 16.00)AMDFQ .49 .07 3272 17127 3789 14057 186 | AMDRQ 0.83 -.12 314 3362 1937 3274 161
(07 Jun 17.00)AMDFH .18 -.01 1401 13524 3582 9318 64 | AMDRH 1.54 -.14 51 722 66 705 10
Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 5.65 -.15 50 486 -4 -24 -2 | AMDSB 0.03 -.01 0 7637 0 -44 0
(07 Jul 12.50)AMDGS 3.45 .20 61 3540 -42 -935 -14 | AMDSS 0.15 -.02 144 14064 -10 -523 0
(07 Jul 14.00)AMDGP 2.07 .05 397 29027 -990 10279 -205 | AMDSP 0.37 -.07 1027 13890 528 829 20
(07 Jul 15.00)AMDGC 1.40 .07 381 36123 -568 -3682 -80 | AMDSC 0.70 -.02 551 28722 1574 1672 110
15.59 Current
(07 Jul 16.00)AMDGQ .85 .03 1064 25177 3474 9391 295 | AMDSQ 1.16 -.04 132 10372 1703 2088 198
(07 Jul 17.50)AMDGW .37 .01 513 18090 1778 3871 66 | AMDSW 2.17 -.13 5 10419 -7 -35 -2
(07 Jul 19.00)AMDGT .17 -.01 113 4885 -60 -68 -1 | AMDST 3.45 .15 0 159 15 108 5
(07 Jul 20.00)AMDGD .10 .00 435 14739 1065 1463 11 | AMDSD 4.40 .15 21 7904 -12056 2462 -5305
(07 Jul 22.50)AMDGU .02 .00 0 33061 40 50 0 | AMDSU 6.85 -1.80 0 96 0 0 0
(07 Jul 25.00)AMDGE .02 .00 40 5374 0 0 0 | AMDSE 9.35 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3182 0 0 0 | AMDSY 11.85 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 14.35 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 19.35 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 24.35 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 29.35 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 34.35 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 5.90 -.35 194 895 11 20 6 | AMDVB 0.17 -.01 0 5510 5 113 0
(07 Oct 11.00)AMDJM 5.05 .00 0 822 -6 -6 -3 | AMDVM 0.29 -.01 7 13652 11 4173 0
(07 Oct 12.00)AMDJN 4.25 .00 0 2740 0 19 0 | AMDVN 0.42 .03 0 14191 -204 1 -9
(07 Oct 13.00)AMDJO 3.45 -.05 19 5671 -65 54 -22 | AMDVO 0.63 -.05 401 16355 90 5808 6
(07 Oct 14.00)AMDJP 2.85 .09 177 10563 2 -289 1 | AMDVP 0.92 -.04 269 7740 894 1119 82
(07 Oct 15.00)AMDJC 2.17 .04 1567 11219 241 303 52 | AMDVC 1.27 -.10 1353 14962 2454 4721 312
15.59 Current
(07 Oct 16.00)AMDJQ 1.64 .00 220 7772 736 4257 121 | AMDVQ 1.75 -.02 0 744 24 236 4
(07 Oct 17.00)AMDJH 1.23 -.02 138 23435 3918 15026 482 | AMDVH 2.32 -.20 0 319 -16 -45 -4
(07 Oct 18.00)AMDJI .90 .02 68 6993 314 1181 28 | AMDVI 2.99 -.15 0 518 -3 86 -1
(07 Oct 20.00)AMDJD .49 .01 15 2785 348 780 17 | AMDVD 4.65 -.05 10 427 32 133 15
(07 Oct 22.50)AMDJU .18 -.02 20 1442 -19 682 0 | AMDVU 6.85 -.20 0 0 0 0 0
(07 Oct 25.00)AMDJE .08 -.02 11 2164 120 229 1 | AMDVE 9.35 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .01 .00 0 1031 0 0 0 | AMDVF 14.35 .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) AMDAA 10.70 .00 0 3270 -25 -53 -27 | AMDMA 0.07 .00 0 78445 0 1200 0
(08 Jan 7.50) AMDAR 8.35 .00 0 2782 156 2782 130 | AMDMR 0.14 .01 0 19305 0 19305 0
(08 Jan 10.00)AMDAB 6.09 -.11 100 4171 -19 74 -12 | AMDMB 0.36 .02 93 34934 13 133 0
(08 Jan 14.00)AMDAP 3.30 .05 121 12 0 12 0 | AMDMP 1.28 .02 100 20 0 20 0
(08 Jan 15.00)AMDAC 2.65 .04 208 71556 843 10178 223 | AMDMC 1.62 -.03 227 59338 2282 6978 370
15.59 Current
(08 Jan 16.00)AMDAQ 2.10 -.02 82 142 0 142 0 | AMDMQ 2.08 -.06 2550 284 0 284 0
(08 Jan 17.50)AMDAW 1.54 .03 390 38509 268 10209 41 | AMDMW 2.95 -.05 25 28475 -661 3287 -195
(08 Jan 19.00)AMDAT 1.01 -.04 3 111 0 111 0 | AMDMT 3.90 -.25 0 40 0 40 0
(08 Jan 20.00)AMDAD .77 -.03 326 38929 635 2616 49 | AMDMD 4.70 -.35 0 21136 7 28 3
(08 Jan 25.00)AMDAE .21 -.01 304 15468 28 -731 1 | AMDME 9.35 .05 0 2273 15 15 14
(08 Jan 27.50)AMDAY .10 -.03 32 10399 -221 -52 -2 | AMDMY 11.85 .00 0 50 0 0 0
(08 Jan 30.00)AMDAF .07 .00 12 21803 199 288 1 | AMDMF 14.35 .02 0 2264 6 6 9
(08 Jan 35.00)AKDAG .01 .00 0 12324 7 102 0 | AKDMG 19.35 -.10 0 500 0 0 0
(08 Jan 40.00)AKDAH .00 .00 0 7928 0 0 0 | AKDMH 24.35 .00 0 10 0 0 0
(08 Jan 45.00)AKDAI .00 .00 0 4004 0 -2 0 | AKDMI 29.30 .00 0 0 0 0 0
(08 Jan 50.00)AKDAJ .00 .00 0 6319 0 0 0 | AKDMJ 34.30 .00 0 0 0 0 0
(08 Jan 60.00)AKDAL .00 .00 0 9334 0 18 0 | AKDML 44.35 .00 0 0 0 0 0
(08 Jan 70.00)AKDAN .00 .00 0 1540 0 0 0 | AKDMN 54.35 .00 0 0 0 0 0
(08 Jan 80.00)AKDAP .00 .00 0 1597 0 1597 0 | AKDMP 64.35 .00 0 0 0 0 0
(08 Jan 90.00)AKDAR .00 .00 0 2303 0 2303 0 | AKDMR 74.25 .00 0 0 0 0 0
(08 Jan 100.00AKDAT .00 .00 0 2311 0 2311 0 | AKDMT 84.50 .00 99 59 42 59 355
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 .00 0 2764 -2 -75 -2 | VVVMA 0.30 .08 250 26739 0 0 0
(09 Jan 10.00)VVVAB 7.20 .00 2 1542 43 -8 31 | VVVMB 0.95 .08 0 65476 288 1832 27
(09 Jan 12.50)VVVAV 5.50 .10 131 4415 13 -120 7 | VVVMV 1.50 -.14 40 27622 838 3324 126
(09 Jan 15.00)VVVAC 3.95 -.05 77 11409 329 685 130 | VVVMC 2.50 -.07 50 26239 204 2299 51
15.59 Current
(09 Jan 17.50)VVVAW 2.81 -.01 129 7327 50 527 14 | VVVMW 3.55 .00 10 5136 0 998 0
(09 Jan 20.00)VVVAD 1.97 -.03 1534 16721 856 3014 169 | VVVMD 5.30 .05 1 2756 7 -21 4
(09 Jan 25.00)VVVAE .99 .04 38 19521 1031 3759 102 | VVVME 9.25 -.95 0 14 0 -3 0
(09 Jan 30.00)VVVAF .40 -.08 23 8412 50 311 2 | VVVMF 14.25 .02 0 5 0 0 0
(09 Jan 35.00)VVVAG .30 .05 30 6490 200 319 6 | VVVMG 19.25 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .12 .00 0 8797 0 185 0 | VVVMH 24.20 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 0 0 0 | VVVMI 29.20 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2633 0 0 0 | VVVMJ 34.25 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 39.30 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 0 0 | VVVML 44.25 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 49.25 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 2315 26 162 0 | VVVMN 54.20 6.00 0 0 0 0 0
|
