SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Technology Stocks : Advanced Micro Devices - Moderated (AMD) -- Ignore unavailable to you. Want to Upgrade?


To: Magrathea who wrote (233554)6/7/2007 9:56:07 AM
From: MagratheaRead Replies (1) | Respond to of 275872
 
Option Price Chain 2007-05-30 (been busy, catching up).
Data From CBOE Download

Close = 14.37 -0.84 2007-05-30 23:17 ET
Close = 15.21 1-Day = 2007-05-25
Close = 15.40 5-Day = 2007-05-15

All Open Interest Changes reflect activity on the prior day.
Total Chain Opened OI Chg1D, Chg $K, V*P $MM)
All Calls 15841 9634 350 1.7
All Puts 9622 4694 418 8.6


Top 3 Call Open Int. (Contrcts,CChg1D, CChg5D, Last)
AMDAC 08 Jan 15.00 69999 256 -592 1.80 Vol= 151
AMDAW 08 Jan 17.50 39373 761 9877 .94 Vol= 169
AMDAD 08 Jan 20.00 37635 -1531 -729 .46

Top 3 Put Open Int.(Contracts, PChg1D, PChg5D, Last)
AMDMA 08 Jan 5.00 78625 180 180 .08 Vol= 30
VVVMB 09 Jan 10.00 65477 1 475 .95
AMDMC 08 Jan 15.00 56882 9 -129 2.03

Top 3 Call Volumes. (Contrcts,CChg1D, CChg5D, Last, Volume)
AMDGP 07 Jul 14.00 27863 -1418 -2477 1.12 3963
AMDAQ 08 Jan 16.00 1102 809 1102 1.37 3507
AMDFP 07 Jun 14.00 12100 1005 1016 .68 2688

Top 3 Put Volumes.(Contracts, PChg1D, PChg5D, Last, Volume)
AMDRC 07 Jun 15.00 13584 2022 9825 .83 4213
AMDRP 07 Jun 14.00 9658 57 1018 .30 2707
AMDSC 07 Jul 15.00 33574 4057 6573 1.18 2654

Top 3 Call Excess Vol.(Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AMDAQ 08 Jan 16.00 1102 809 1102 1.37 3507 2405
AMDAP 08 Jan 14.00 173 37 173 2.31 200 27
0 0 0 .00 0 0

Top 3 Put Excess Vol. (Contrs,CChg1D, CChg5D, Last, Volume, Vol-OpInt
AKDMT 08 Jan 100.00 9 0 -8 85.75 28 19
AKDMG 08 Jan 35.00 500 0 0 20.75 504 4
0 0 0 .00 0 0

Top 3 Call Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDAQ 08 Jan 16.00 1102 809 1102 1.37 3507 480
AMDGP 07 Jul 14.00 27863 -1418 -2477 1.12 3963 444
AMDFP 07 Jun 14.00 12100 1005 1016 .68 2688 183

Top 3 Put Vol*Last (Contrcts,CChg1D, CChg5D, Last, Vol, V*P $K)
AMDMF 08 Jan 30.00 2253 -11 -5 15.75 1510 2378
AMDME 08 Jan 25.00 2254 -2 -4 10.75 1504 1617
AMDSD 07 Jul 20.00 2576 -68 -2866 5.75 2004 1152

Top 3 1-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDFC 07 Jun 15.00 19478 4049 2747 .22 Vol= 2613
AMDGW 07 Jul 17.50 21528 2787 5210 .11 Vol= 24
AMDFQ 07 Jun 16.00 22215 1395 10893 .07 Vol= 711
Top 3 1-Day Decrease in Call Open Interest Contracts
AMDJH 07 Oct 17.00 23312 -2105 6019 .65
AMDAD 08 Jan 20.00 37635 -1531 -729 .46
AMDGP 07 Jul 14.00 27863 -1418 -2477 1.12

Top 3 1-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDSC 07 Jul 15.00 33574 4057 6573 1.18 Vol= 2654
AMDRC 07 Jun 15.00 13584 2022 9825 .83
AMDRQ 07 Jun 16.00 5181 919 4624 1.73
Top 3 1-Day Decrease in Put Open Interest Contracts
AMDVO 07 Oct 13.00 15946 -2272 -220 .88
AMDVP 07 Oct 14.00 7601 -1623 753 1.25
AMDVN 07 Oct 12.00 14019 -490 -391 .57


Top 3 5-Day Increase in Call Open Interest Contracts
(Contracts, CChg1D, CChg5D, Last)
AMDFQ 07 Jun 16.00 22215 1395 10893 .07 Vol= 711
AMDAW 08 Jan 17.50 39373 761 9877 .94 Vol= 169
AMDJH 07 Oct 17.00 23312 -2105 6019 .65
Top 3 5-Day Decrease in Call Open Interest Contracts
AMDGC 07 Jul 15.00 35998 -588 -12927 .65
AMDGP 07 Jul 14.00 27863 -1418 -2477 1.12
AMDAD 08 Jan 20.00 37635 -1531 -729 .46


Top 3 5-Day Increase in Put Open Interest Put Contracts
(Contracts, PChg1D, PChg5D, Last)
AMDRC 07 Jun 15.00 13584 2022 9825 .83
AMDSC 07 Jul 15.00 33574 4057 6573 1.18 Vol= 2654
AMDVC 07 Oct 15.00 16985 173 5759 1.76
Top 3 5-Day Decrease in Put Open Interest Contracts
AMDSD 07 Jul 20.00 2576 -68 -2866 5.75
VVVMW 09 Jan 17.50 5161 5 -997 4.20 Vol= 0
AMDMW 08 Jan 17.50 28502 0 -642 3.70


Top 3 $ Increase in Call Open Interest
OpInt, CChg1D, Last, Change in $K
AMDJN 07 Oct 12.00 3240 500 3.10 $155K Vol= 74
AMDAQ 08 Jan 16.00 1102 809 1.37 $111K Vol= 0
AMDFC 07 Jun 15.00 19478 4049 0.22 $89K
Top 3 $ Decrease in Call Open Interest
AMDGP 07 Jul 14.00 27863 -1418 1.12 -$159K
AMDJH 07 Oct 17.00 23312 -2105 0.65 -$137K
AMDAD 08 Jan 20.00 37635 -1531 0.46 -$70K


Top 3 $ Increase in Put Open Interest
OpInt, CChg1D, Last, Change in $K
AMDSC 07 Jul 15.00 33574 4057 1.18 $479K Vol= 2654
AMDRC 07 Jun 15.00 13584 2022 0.83 $168K
AMDRQ 07 Jun 16.00 5181 919 1.73 $159K
Top 3 $ Decrease in Put Open Interest
AMDVP 07 Oct 14.00 7601 -1623 1.25 -$203K
AMDVO 07 Oct 13.00 15946 -2272 0.88 -$200K
AMDRH 07 Jun 17.00 646 -234 2.61 -$61K

Top 3 Busts in Call Volumes: (MarketWatch-CBOE)
OpInt, MWVol,CBOEvol, DiffV, Last, Err$K
VVVME 09 Jan 25.00 11 2510 260 2250 .71 160K
AMDRQ 07 Jun 16.00 5181 2225 711 1514 .07 11K
AMDSP 07 Jul 14.00 15147 5426 3963 1463 1.12 164K
Top 3 Busts in Put Volumes: (MarketWatch-CBOE)
AMDME 08 Jan 25.00 2254 11514 1504 10010 10.75 10761K
AKDMG 08 Jan 35.00 500 4004 504 3500 20.75 7262K
VVVMA 09 Jan 5.00 26739 250 0 250 .19 5K


Close = 14.37 -0.84 2007-05-30 23:17 ET
Close = 15.21 1-Day = 2007-05-25
Close = 15.40 5-Day = 2007-05-15



Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jun 10.00)AMDFB 4.35 .00 0 90 0 0 0 | AMDRB 0.01 -.01 0 19 0 19 0
(07 Jun 11.00)AMDFM 3.35 .00 0 115 0 0 0 | AMDRM 0.00 -.01 0 81 0 0 0
(07 Jun 12.00)AMDFN 2.33 -.18 15 1925 0 6 0 | AMDRN 0.03 .00 32 1766 0 -70 0
(07 Jun 13.00)AMDFO 1.39 -.22 445 3539 -45 -109 -6 | AMDRO 0.10 .02 165 13889 496 1547 5
(07 Jun 14.00)AMDFP .68 -.17 2688 12100 1005 1016 68 | AMDRP 0.30 -.01 2707 9658 57 1018 2
14.81 Current
(07 Jun 15.00)AMDFC .22 -.08 2613 19478 4049 2747 89 | AMDRC 0.83 .04 4213 13584 2022 9825 168
(07 Jun 16.00)AMDFQ .07 -.02 711 22215 1395 10893 10 | AMDRQ 1.73 .08 2148 5181 919 4624 159
(07 Jun 17.00)AMDFH .02 .00 0 14574 302 4255 1 | AMDRH 2.61 .04 5 646 -234 486 -61




Option CALLS Last Chg Vol OpInt CChg1D CChg5D COI1$K | Puts Last Chg Vol OpInt PChg1D PChg5D POI1$K
(07 Jul 10.00)AMDGB 4.45 -.15 21 493 5 -15 2 | AMDSB 0.04 -.01 0 7642 5 5 0
(07 Jul 11.00)AMDGM 3.50 .00 0 0 0 0 0 | AMDSM 0.08 .00 0 0 0 0 0

(07 Jul 12.50)AMDGS 2.12 -.22 307 4329 -60 510 -13 | AMDSS 0.25 .00 1129 14045 -49 -143 -1

(07 Jul 14.00)AMDGP 1.12 -.11 3963 27863 -1418 -2477 -159 | AMDSP 0.69 -.01 387 15147 745 1640 51
14.81 Current
(07 Jul 15.00)AMDGC .65 -.07 1314 35998 -588 -12927 -38 | AMDSC 1.18 .02 2654 33574 4057 6573 479
(07 Jul 16.00)AMDGQ .32 -.07 475 25156 1012 3611 32 | AMDSQ 1.95 .02 2046 10649 177 2112 35

(07 Jul 17.50)AMDGW .11 -.04 24 21528 2787 5210 31 | AMDSW 3.15 .14 0 10609 198 181 62

(07 Jul 19.00)AMDGT .06 -.08 40 5032 0 36 0 | AMDST 4.60 .15 15 137 -39 86 -18
(07 Jul 20.00)AMDGD .02 .00 0 15159 -22 1815 0 | AMDSD 5.75 .30 2004 2576 -68 -2866 -39
(07 Jul 22.50)AMDGU .01 .00 0 33061 0 50 0 | AMDSU 8.05 -.05 0 96 0 0 0
(07 Jul 25.00)AMDGE .03 .01 1 5430 16 56 0 | AMDSE 10.55 -.30 0 0 0 0 0
(07 Jul 27.50)AMDGY .00 .00 0 3171 -11 -11 0 | AMDSY 13.05 -.25 0 0 0 0 0
(07 Jul 30.00)AMDGF .00 .00 0 2094 0 0 0 | AMDSF 15.55 .13 0 0 0 0 0
(07 Jul 35.00)AKDGG .00 .00 0 1322 0 0 0 | AKDSG 20.55 .62 0 0 0 0 0
(07 Jul 40.00)AKDGH .00 .00 0 475 0 0 0 | AKDSH 25.55 .00 0 0 0 0 0
(07 Jul 45.00)AKDGI .00 .00 0 557 0 0 0 | AKDSI 30.55 .00 0 0 0 0 0
(07 Jul 50.00)AKDGJ .00 .00 0 176 0 0 0 | AKDSJ 35.55 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 4.70 -.69 5 1127 103 243 48 | AMDVB 0.23 .01 25 5606 75 131 2
(07 Oct 11.00)AMDJM 3.90 -.20 11 843 21 15 8 | AMDVM 0.36 .02 103 13664 22 23 1
(07 Oct 12.00)AMDJN 3.10 .00 0 3240 500 512 155 | AMDVN 0.57 .06 74 14019 -490 -391 -28
(07 Oct 13.00)AMDJO 2.40 -.16 30 5639 -25 -66 -6 | AMDVO 0.88 .02 60 15946 -2272 -220 -200
(07 Oct 14.00)AMDJP 1.82 -.11 41 11794 -281 1259 -51 | AMDVP 1.25 .00 219 7601 -1623 753 -203
14.81 Current
(07 Oct 15.00)AMDJC 1.32 -.11 81 13042 154 1800 20 | AMDVC 1.76 .03 314 16985 173 5759 30
(07 Oct 16.00)AMDJQ .94 -.09 97 8027 102 1108 10 | AMDVQ 2.31 .18 0 802 50 29 12
(07 Oct 17.00)AMDJH .65 -.07 63 23312 -2105 6019 -137 | AMDVH 3.10 -.07 10 315 -4 -31 -1
(07 Oct 18.00)AMDJI .42 -.08 110 7251 96 650 4 | AMDVI 3.80 .05 0 508 0 -24 0
(07 Oct 20.00)AMDJD .21 .00 0 2915 73 688 2 | AMDVD 5.60 -.05 0 421 0 26 0
(07 Oct 22.50)AMDJU .09 .00 0 1464 20 627 0 | AMDVU 8.05 -.20 0 0 0 0 0
(07 Oct 25.00)AMDJE .03 .00 0 2175 0 139 0 | AMDVE 10.55 .00 0 0 0 0 0
(07 Oct 30.00)AMDJF .00 .00 0 1061 0 30 0 | AMDVF 15.55 .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 9.40 .00 0 3240 0 -80 0 | AMDMA 0.08 .00 30 78625 180 180 1
(08 Jan 7.50) AMDAR 7.10 .00 0 2856 0 200 0 | AMDMR 0.17 -.04 861 19305 0 10 0

(08 Jan 10.00)AMDAB 5.05 -.27 5 4244 37 54 19 | AMDMB 0.41 .03 199 35398 244 617 10

(08 Jan 14.00)AMDAP 2.31 -.08 200 173 37 173 9 | AMDMP 1.52 .10 0 2955 80 2955 12
14.81 Current
(08 Jan 15.00)AMDAC 1.80 -.16 151 69999 256 -592 46 | AMDMC 2.03 .02 617 56882 9 -129 2
(08 Jan 16.00)AMDAQ 1.37 -.14 3507 1102 809 1102 111 | AMDMQ 2.60 .20 0 2966 51 2966 13
(08 Jan 17.50)AMDAW .94 -.06 169 39373 761 9877 72 | AMDMW 3.70 .30 181 28502 0 -642 0
(08 Jan 19.00)AMDAT .61 .00 0 779 500 779 31 | AMDMT 4.80 .20 0 62 0 62 0
(08 Jan 20.00)AMDAD .46 -.02 335 37635 -1531 -729 -70 | AMDMD 5.75 .30 50 21122 -5 -2 -3

(08 Jan 25.00)AMDAE .12 .00 0 16109 566 503 7 | AMDME 10.75 .30 1504 2254 -2 -4 -2
(08 Jan 27.50)AMDAY .06 .00 0 10439 40 -187 0 | AMDMY 13.05 .00 0 50 0 0 0
(08 Jan 30.00)AMDAF .03 .00 0 22190 416 586 1 | AMDMF 15.75 -.20 1510 2253 -11 -5 -17
(08 Jan 35.00)AKDAG .01 .00 0 12668 350 446 0 | AKDMG 20.75 .30 504 500 0 0 0
(08 Jan 40.00)AKDAH .00 .00 0 7928 0 0 0 | AKDMH 25.55 .00 0 10 0 0 0
(08 Jan 45.00)AKDAI .00 .00 0 4004 0 0 0 | AKDMI 30.55 .20 0 0 -10 0 -31
(08 Jan 50.00)AKDAJ .00 .00 0 6319 0 0 0 | AKDMJ 35.55 .00 0 0 0 0 0
(08 Jan 60.00)AKDAL .00 .00 0 9334 0 0 0 | AKDML 45.55 .00 0 0 0 0 0
(08 Jan 70.00)AKDAN .00 .00 0 1540 0 0 0 | AKDMN 55.55 .00 0 0 0 0 0
(08 Jan 80.00)AKDAP .00 .00 0 1597 0 0 0 | AKDMP 65.55 .00 0 0 0 0 0
(08 Jan 90.00)AKDAR .00 .00 0 2303 0 0 0 | AKDMR 75.60 .00 0 0 0 0 0
(08 Jan 100.00AKDAT .00 .00 0 2311 0 0 0 | AKDMT 85.75 .30 28 9 0 -8 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 9.89 -.06 2 2752 -14 -28 -14 | VVVMA 0.19 .08 0 26739 0 0 0
(09 Jan 10.00)VVVAB 5.95 -.30 10 1567 37 52 22 | VVVMB 0.95 -.05 332 65477 1 475 0
(09 Jan 12.50)VVVAV 4.45 -.06 141 4433 11 -25 5 | VVVMV 1.69 -.11 0 27519 -93 802 -16
14.81 Current
(09 Jan 15.00)VVVAC 3.25 -.20 8 11562 80 492 26 | VVVMC 2.75 .05 10 26375 56 321 15
(09 Jan 17.50)VVVAW 2.20 .03 10 7421 44 257 10 | VVVMW 4.20 .35 0 5161 5 -997 2
(09 Jan 20.00)VVVAD 1.45 -.01 16 18515 79 3747 11 | VVVMD 6.10 -.20 281 2745 -20 -4 -12
(09 Jan 25.00)VVVAE .71 -.04 260 19413 -107 1238 -8 | VVVME 10.55 -.95 0 11 -3 -3 -3
(09 Jan 30.00)VVVAF .30 .00 0 8568 59 276 2 | VVVMF 15.55 -2.07 0 0 -5 -5 -8
(09 Jan 35.00)VVVAG .15 -.05 105 6618 60 328 1 | VVVMG 20.55 -.35 0 2 0 0 0
(09 Jan 40.00)VVVAH .05 .00 0 8853 56 56 0 | VVVMH 25.55 -.74 0 0 0 0 0
(09 Jan 45.00)VVVAI .05 .00 0 931 0 0 0 | VVVMI 30.55 2.60 0 0 0 0 0
(09 Jan 50.00)VVVAJ .00 .00 0 2627 0 -6 0 | VVVMJ 35.55 8.50 0 0 0 0 0
(09 Jan 55.00)VVVAK .00 .00 0 549 0 0 0 | VVVMK 40.55 2.60 0 0 0 0 0
(09 Jan 60.00)VVVAL .00 .00 0 501 0 0 0 | VVVML 45.55 .00 0 0 0 0 0
(09 Jan 65.00)VVVAM .00 .00 0 382 0 0 0 | VVVMM 50.55 .00 0 0 0 0 0
(09 Jan 70.00)VVVAN .02 .00 0 2318 3 29 0 | VVVMN 55.55 6.00 0 0 0 0 0





To: Magrathea who wrote (233554)6/7/2007 10:19:50 AM
From: MagratheaRespond to of 275872
 
The 5-Day Change in AMDSU (Jul 20 Puts) is a bad number (-17,000).

Cannot account for it except fallout from the change in symbols for the leaps.

-Magrathea