High Volume |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | BAC | JAN07 45 Call | BACAI.X | 9.2 | 0.300001 (3.4%) | 343224 | 343104 (285920.0%) | 30111 | -9193 (-23.4%) |
2 | BAC | JAN07 40 Call | BACAH.X | 14.2 | - | 310208 | - | 21378 | - |
3 | BAC | JAN07 42.5 Call | BACAV.X | 11.7 | 0.300001 (2.6%) | 166804 | 166794 (1667940.0%) | 13129 | -2000 (-13.2%) |
4 | MAT | JAN07 15 Call | MATAC.X | 7.35 | - | 145579 | - | 6325 | - |
5 | IWM | DEC06 77 Put | IOWXY.X | 1.15 | -0.175 (-13.2%) | 91672 | 67312 (276.3%) | 264053 | 9076 (3.6%) |
6 | TXU | JAN07 30 Call | TXUAF.X | 26 | - | 75266 | - | 5131 | - |
7 | BAC | JAN07 47.5 Call | BACAW.X | 6.7 | 0.3 (4.7%) | 71117 | 70957 (44348.1%) | 27478 | -1712 (-5.9%) |
8 | YHOO | JAN07 35 Put | YHQMG.X | 8 | 0.25 (3.2%) | 56998 | 44984 (374.4%) | 11248 | -250 (-2.2%) |
9 | IWM | DEC06 75 Put | IOWXW.X | 0.5 | -0.1 (-16.7%) | 55770 | 46531 (503.6%) | 101857 | 4139 (4.2%) |
10 | MAT | JAN07 17.5 Call | MATAW.X | 4.85 | 0.05 (1.0%) | 39956 | 39952 (998800.0%) | 1484 | - |
11 | MAT | JAN07 20 Call | MATAD.X | 2.35 | 0.15 (6.8%) | 38561 | 38531 (128436.7%) | 2085 | -1 (-0.0%) |
12 | IWM | JAN07 79 Call | IOWAA.X | 1.35 | 0.05 (3.8%) | 36727 | 32772 (828.6%) | 29634 | 3740 (14.4%) |
13 | EMC | JAN07 12.5 Call | EMCAV.X | 0.725 | -2.98023e-08 (-0.0%) | 35513 | 31306 (744.1%) | 74500 | 1722 (2.4%) |
14 | EMC | JAN07 12.5 Put | EMCMV.X | 0.25 | -0.025 (-9.1%) | 35100 | 32150 (1089.8%) | 57998 | 2441 (4.4%) |
15 | ORCL | JAN07 19 Call | ORQAT.X | 0.925 | 0.05 (5.7%) | 34041 | 33117 (3584.1%) | 15338 | 65 (0.4%) |
16 | IWM | JAN07 73 Put | IOWMU.X | 0.85 | -0.1 (-10.5%) | 32864 | 12478 (61.2%) | 37268 | 10503 (39.2%) |
17 | AAPL | DEC06 95 Call | QAALS.X | 1.425 | 0.2 (16.3%) | 31887 | 2187 (7.4%) | 29811 | 6284 (26.7%) |
18 | CBS | MAR07 30 Put | CBSOF.X | 1.35 | - | 30870 | - | 798 | - |
19 | MSFT | JAN07 30 Call | MSQAK.X | 0.575 | -0.0999999 (-14.8%) | 30726 | 18302 (147.3%) | 388658 | 6100 (1.6%) |
20 | PFE | JAN07 30 Put | PFEMF.X | 2.975 | -0.0749999 (-2.5%) | 29208 | 29190 (162166.7%) | 9715 | -191 (-1.9%) |
Unusually High Volume* |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | BAC | JAN07 42.5 Call | BACAV.X | 11.7 | 0.300001 (2.6%) | 166804 | 166794 (1667940.0%) | 13129 | -2000 (-13.2%) |
2 | MAT | JAN07 17.5 Call | MATAW.X | 4.85 | 0.05 (1.0%) | 39956 | 39952 (998800.0%) | 1484 | - |
3 | BAC | JAN07 45 Call | BACAI.X | 9.2 | 0.300001 (3.4%) | 343224 | 343104 (285920.0%) | 30111 | -9193 (-23.4%) |
4 | DVA | JAN07 55 Call | DVAAK.X | 0.95 | -0.325 (-25.5%) | 2564 | 2561 (85366.7%) | 3489 | 3 (0.1%) |
5 | MAT | JAN07 20 Call | MATAD.X | 2.35 | 0.15 (6.8%) | 38561 | 38531 (128436.7%) | 2085 | -1 (-0.0%) |
6 | SPY | FEB07 143 Call | SFBBM.X | 1.475 | 0.0749999 (5.4%) | 2275 | 2272 (75733.3%) | 264 | 1 (0.4%) |
7 | MRVL | JAN09 30 Call | OZLAF.X | 3.2 | -0.0500001 (-1.5%) | 1678 | 1675 (55833.3%) | 1969 | 2 (0.1%) |
8 | BAC | JAN07 47.5 Call | BACAW.X | 6.7 | 0.3 (4.7%) | 71117 | 70957 (44348.1%) | 27478 | -1712 (-5.9%) |
9 | GDP | DEC06 40 Put | GDPXH.X | 1.2 | -0.625 (-34.2%) | 4598 | 4588 (45880.0%) | 6186 | - |
10 | CXW | MAR07 50 Call | CXWCJ.X | 1.375 | -0.075 (-5.2%) | 2123 | 2118 (42360.0%) | 381 | - |
11 | DD | JAN08 50 Call | WDDAJ.X | 3.5 | 0.2 (6.1%) | 2037 | 2032 (40640.0%) | 4849 | -2 (-0.0%) |
12 | TYC | JAN08 25 Call | WPAAE.X | 6.4 | -0.0999999 (-1.5%) | 8071 | 8052 (42378.9%) | 23183 | 12 (0.1%) |
13 | BAC | DEC06 50 Call | BACLJ.X | 4.2 | 0.3 (7.7%) | 3834 | 3825 (42500.0%) | 302 | 4 (1.3%) |
14 | IWM | MAY07 73 Put | IOWQU.X | 2.425 | -0.05 (-2.0%) | 3861 | 3851 (38510.0%) | 13885 | - |
15 | SANM | JAN08 5 Call | YNSAA.X | 0.325 | 0.025 (8.3%) | 3928 | 3918 (39180.0%) | 4502 | - |
16 | BEAV | JAN07 30 Call | BQVAF.X | 0.375 | -0.125 (-25.0%) | 923 | 920 (30666.7%) | 556 | - |
17 | LPX | DEC06 20 Put | LPXXD.X | 0.325 | -0.325 (-50.0%) | 2375 | 2368 (33828.6%) | 499 | 6 (1.2%) |
18 | CAL | DEC06 22.5 Put | CALXX.X | 0.075 | 0.05 (200.0%) | 3095 | 3085 (30850.0%) | 2562 | -8 (-0.3%) |
19 | POZN | JAN07 17.5 Call | QKZAW.X | 0.5 | 0.175 (53.8%) | 1000 | 996 (24900.0%) | 165 | - |
20 | HPQ | MAY07 30 Put | HPQQF.X | 0.375 | - | 1000 | 996 (24900.0%) | 385 | 4 (1.0%) |
High Open Interest |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | LU | JAN07 5 Call | LUAA.X | 0.025 | - | 200 | -10 (-4.8%) | 619148 | -200 (-0.0%) |
2 | MSFT | JAN07 30 Call | MSQAK.X | 0.575 | -0.0999999 (-14.8%) | 30726 | 18302 (147.3%) | 388658 | 6100 (1.6%) |
3 | MSFT | JAN08 30 Call | WMFAF.X | 2.675 | -1.19209e-07 (-0.0%) | 1336 | -96 (-6.7%) | 322587 | 43 (0.0%) |
4 | F | JAN08 10 Put | WFOMB.X | 2.35 | 1.19209e-07 (0.0%) | 128 | -942 (-88.0%) | 270680 | 681 (0.3%) |
5 | F | JAN08 5 Put | WFOMA.X | 0.4 | - | 36 | - | 264542 | - |
6 | IWM | DEC06 77 Put | IOWXY.X | 1.15 | -0.175 (-13.2%) | 91672 | 67312 (276.3%) | 264053 | 9076 (3.6%) |
7 | WMT | JAN08 40 Call | WWTAH.X | 9.2 | 0.0999999 (1.1%) | 9 | -1094 (-99.2%) | 252309 | -827 (-0.3%) |
8 | ORCL | JAN07 15 Call | ORQAC.X | 4.05 | -2.38419e-07 (-0.0%) | 73 | -1982 (-96.4%) | 249221 | -1029 (-0.4%) |
9 | INTC | JAN07 22.5 Call | NQAX.X | 0.425 | -1.49012e-08 (-0.0%) | 14128 | -8594 (-37.8%) | 242124 | 411 (0.2%) |
10 | LU | JAN08 5 Call | YXLAA.X | 0.025 | - | 125 | 68 (119.3%) | 238734 | 20 (0.0%) |
11 | LU | JAN08 2.5 Call | YXLAZ.X | 0.425 | 0.05 (13.3%) | 670 | 273 (68.8%) | 234508 | 225 (0.1%) |
12 | INTC | JAN07 20 Call | NQAD.X | 1.575 | -0.05 (-3.1%) | 1738 | -1739 (-50.0%) | 233594 | 174 (0.1%) |
13 | SUNW | JAN07 5 Call | SUQAA.X | 0.475 | -0.025 (-5.0%) | 1609 | -117 (-6.8%) | 231564 | -270 (-0.1%) |
14 | PFE | JAN07 30 Call | PFEAF.X | 0.075 | -1.86265e-09 (-0.0%) | 178 | -24 (-11.9%) | 222970 | 30 (0.0%) |
15 | MSFT | JAN07 29.5 Call | MSQAT.X | 0.85 | -0.05 (-5.6%) | 1197 | -1136 (-48.7%) | 214499 | 778 (0.4%) |
16 | IWM | DEC06 76 Put | IOWXX.X | 0.8 | -0.1 (-11.1%) | 16982 | -89348 (-84.0%) | 208111 | 50408 (32.0%) |
17 | MSFT | JAN07 27 Call | MSQAS.X | 2.7 | -0.075 (-2.7%) | 223 | -1494 (-87.0%) | 205255 | 1488 (0.7%) |
18 | GM | JAN07 20 Put | GMMD.X | 0.175 | 0.05 (40.0%) | 1200 | -300 (-20.0%) | 203156 | 1500 (0.7%) |
19 | INTC | JAN07 20 Put | NQMD.X | 0.475 | 0.05 (11.8%) | 7108 | -10006 (-58.5%) | 200241 | -1459 (-0.7%) |
20 | MSFT | JAN08 25 Call | WMFAE.X | 6 | -0.0500002 (-0.8%) | 1331 | 1020 (328.0%) | 190169 | -46 (-0.0%) |
Price Increase (Calls) |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | DIVX | DEC06 30 Call | QDWLF.X | 2.55 | 1.8 (240.0%) | 319 | 292 (1081.5%) | 237 | -2 (-0.8%) |
2 | LPX | DEC06 20 Call | LPXLD.X | 1.2 | 0.825 (220.0%) | 4140 | 4122 (22900.0%) | 749 | 4 (0.5%) |
3 | FMCN | DEC06 70 Call | QOHLN.X | 3.3 | 2.2 (200.0%) | 47 | 26 (123.8%) | 110 | -20 (-15.4%) |
4 | SPN | DEC06 30 Call | SPNLF.X | 2.025 | 1.2 (145.5%) | 197 | 17 (9.4%) | 1889 | 86 (4.8%) |
5 | NTY | DEC06 35 Call | NTYLG.X | 1.8 | 1.05 (140.0%) | 47 | 26 (123.8%) | 764 | 15 (2.0%) |
6 | OMNI | FEB07 10 Call | QOCBB.X | 1.125 | 0.65 (136.8%) | 11 | 8 (266.7%) | 350 | - |
7 | LPX | JAN07 20 Call | LPXAD.X | 1.625 | 0.875 (116.7%) | 773 | 533 (222.1%) | 1733 | -150 (-8.0%) |
8 | SVM | APR07 12.5 Call | SVMDV.X | 1.4 | 0.75 (115.4%) | 413 | 393 (1965.0%) | 353 | 20 (6.0%) |
9 | SYY | DEC06 35 Call | SYYLG.X | 1.275 | 0.675 (112.5%) | 15 | -37 (-71.2%) | 2394 | -33 (-1.4%) |
10 | OIS | DEC06 30 Call | OISLF.X | 1.475 | 0.775 (110.7%) | 5 | -54 (-91.5%) | 976 | 1 (0.1%) |
11 | TPX | DEC06 20 Call | TPXLD.X | 1.05 | 0.55 (110.0%) | 11 | -9 (-45.0%) | 626 | 6 (1.0%) |
12 | NRMX | DEC06 22.5 Call | KQMLX.X | 2.175 | 1.125 (107.1%) | 10 | 5 (100.0%) | 808 | -5 (-0.6%) |
13 | VTAL | DEC06 30 Call | HXQLF.X | 1.75 | 0.875 (100.0%) | 21 | 1 (5.0%) | 129 | 4 (3.2%) |
14 | WLL | DEC06 45 Call | WLLLI.X | 1.85 | 0.925 (100.0%) | 48 | -46 (-48.9%) | 1283 | 41 (3.3%) |
15 | FMCN | DEC06 65 Call | QOHLM.X | 6.85 | 3.4 (98.6%) | 630 | 433 (219.8%) | 1234 | 61 (5.2%) |
16 | CSCO | DEC06 25 Call | CYQLE.X | 2.125 | 1.05 (97.7%) | 15266 | 4428 (40.9%) | 46585 | 3862 (9.0%) |
17 | VSE | DEC06 22.5 Call | VSELX.X | 2.25 | 1.1 (95.7%) | 58 | 17 (41.5%) | 1530 | 10 (0.7%) |
18 | HET | DEC06 80 Call | HETLP.X | 1.075 | 0.525 (95.5%) | 10301 | 7791 (310.4%) | 22172 | 1127 (5.4%) |
19 | KWK | DEC06 40 Call | KWKLH.X | 2.425 | 1.175 (94.0%) | 195 | 149 (323.9%) | 2353 | -5 (-0.2%) |
20 | NBL | DEC06 50 Call | NBLLJ.X | 1.775 | 0.85 (91.9%) | 240 | 173 (258.2%) | 2086 | 67 (3.3%) |
Price Increase (Puts) |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | FRO | DEC06 35 Put | FROXG.X | 2.675 | 1.95 (269.0%) | 1199 | 1022 (577.4%) | 1063 | -22 (-2.0%) |
2 | PALM | DEC06 15 Put | UPYXC.X | 1.025 | 0.65 (173.3%) | 981 | 568 (137.5%) | 3709 | 280 (8.2%) |
3 | FRO | JAN07 35 Put | FROMG.X | 3.05 | 1.65 (117.9%) | 1408 | 1339 (1940.6%) | 220 | 59 (36.6%) |
4 | OSG | DEC06 60 Put | OSGXL.X | 1.95 | 1.05 (116.7%) | 31 | -9 (-22.5%) | 259 | -21 (-7.5%) |
5 | PD | JAN07 95 Put | DPBMS.X | 1.475 | 0.775 (110.7%) | 2241 | 2063 (1159.0%) | 7225 | 23 (0.3%) |
6 | SNP | JAN07 70 Put | SNPMN.X | 1.05 | 0.525 (100.0%) | 701 | 351 (100.3%) | 650 | 48 (8.0%) |
7 | PWEI | DEC06 35 Put | UULXG.X | 1.575 | 0.775 (96.9%) | 553 | 537 (3356.2%) | 7340 | 13 (0.2%) |
8 | PD | JAN07 100 Put | DPBMT.X | 1.95 | 0.95 (95.0%) | 2499 | 2402 (2476.3%) |