High Volume |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | BSX | DEC06 17.5 Call | BSXLW.X | 0.275 | 0.2 (266.7%) | 110545 | 105677 (2170.9%) | 22764 | 2987 (15.1%) |
2 | BSX | JAN07 17.5 Call | BSXAW.X | 0.625 | 0.25 (66.7%) | 78072 | 74053 (1842.6%) | 52760 | 3528 (7.2%) |
3 | F | JAN07 7.5 Put | FMU.X | 0.525 | 0.15 (40.0%) | 46656 | 37991 (438.4%) | 146702 | 2113 (1.5%) |
4 | IWM | FEB07 79 Put | IOWNA.X | 2.5 | 0.125 (5.3%) | 40035 | 39580 (8698.9%) | 9504 | 376 (4.1%) |
5 | IWM | FEB07 73 Put | IOWNU.X | 0.85 | 0.0249999 (3.0%) | 38100 | 38054 (82726.1%) | 101393 | 24 (0.0%) |
6 | F | DEC06 7.5 Call | FLU.X | 0.175 | -0.175 (-50.0%) | 36853 | 13969 (61.0%) | 58716 | 9636 (19.6%) |
7 | F | DEC06 7.5 Put | FXU.X | 0.325 | 0.2 (160.0%) | 34704 | 10536 (43.6%) | 56945 | 8117 (16.6%) |
8 | YHOO | DEC06 27.5 Call | YHQLY.X | 0.325 | -0.35 (-51.9%) | 32565 | 16861 (107.4%) | 90179 | -1961 (-2.1%) |
9 | PFE | MAR07 25 Put | PFEOE.X | 1.15 | -5.96046e-08 (-0.0%) | 30440 | 27406 (903.3%) | 110044 | 1414 (1.3%) |
10 | GM | JAN07 40 Put | GMMH.X | 10.6 | 0.7 (7.1%) | 30008 | 26098 (667.5%) | 24238 | -1081 (-4.3%) |
11 | PFE | JUN07 25 Put | PFERE.X | 1.55 | 0.025 (1.6%) | 29632 | 28231 (2015.1%) | 63383 | 466 (0.7%) |
12 | IWM | DEC06 78 Put | IOWXZ.X | 0.475 | 0.025 (5.6%) | 27485 | 20936 (319.7%) | 92951 | -5154 (-5.3%) |
13 | SPY | DEC06 141 Put | SFBXK.X | 0.8 | 0.025 (3.2%) | 25100 | 12396 (97.6%) | 33400 | 5356 (19.1%) |
14 | MOT | DEC06 22.5 Call | MOTLX.X | 0.125 | -0.05 (-28.6%) | 24146 | 22595 (1456.8%) | 31478 | 627 (2.0%) |
15 | YHOO | JAN07 35 Put | YHQMG.X | 8.2 | 0.65 (8.6%) | 23005 | -24391 (-51.5%) | 11246 | - |
16 | RAI | JAN07 50 Call | RAIAJ.X | 15.8 | - | 22472 | - | 1817 | - |
17 | KO | JAN09 50 Call | VKOAJ.X | 4.5 | 0.5 (12.5%) | 21305 | 21176 (16415.5%) | 39634 | 114 (0.3%) |
18 | HD | JAN07 40 Call | HDAH.X | 1.375 | 0.25 (22.2%) | 20384 | 17494 (605.3%) | 95793 | -86 (-0.1%) |
19 | OIH | DEC06 140 Put | OIHXH.X | 0.6 | -0.275 (-31.4%) | 19915 | 424 (2.2%) | 29864 | 7168 (31.6%) |
20 | VLO | DEC06 55 Call | VLOLK.X | 1.75 | 0.175 (11.1%) | 19407 | 11625 (149.4%) | 40896 | -116 (-0.3%) |
Unusually High Volume* |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | MSFT | JAN08 22.5 Put | WMFMX.X | 0.375 | 0.025 (7.1%) | 5000 | 4996 (124900.0%) | 82763 | 4 (0.0%) |
2 | LCC | JAN07 70 Call | LCCAN.X | 1.025 | 0.4 (64.0%) | 5033 | 5028 (100560.0%) | 11375 | 5 (0.0%) |
3 | BP | JUL07 70 Call | BPGN.X | 3.45 | -0.3 (-8.0%) | 7001 | 6982 (36747.4%) | 564 | - |
4 | DIA | FEB07 118 Put | DAWNN.X | 0.9 | 0.05 (5.9%) | 2150 | 2146 (53650.0%) | 178 | 4 (2.3%) |
5 | FAF | JAN08 50 Call | YOQAJ.X | 1.425 | 0.275 (23.9%) | 10883 | 10863 (54315.0%) | 153 | 10 (7.0%) |
6 | STLD | FEB07 25 Call | RQLBE.X | 10.35 | 0.5 (5.1%) | 9528 | 9516 (79300.0%) | 4304 | 12 (0.3%) |
7 | DE | DEC06 105 Call | DELA.X | 0.25 | 0.2 (400.0%) | 1680 | 1677 (55900.0%) | 925 | - |
8 | BOW | DEC06 20 Call | BOWLD.X | 2.475 | -0.25 (-9.2%) | 4268 | 4258 (42580.0%) | 1632 | - |
9 | KO | JAN09 50 Call | VKOAJ.X | 4.5 | 0.5 (12.5%) | 21305 | 21176 (16415.5%) | 39634 | 114 (0.3%) |
10 | SBUX | JUL07 32.5 Put | SQXSZ.X | 1.325 | -0.125 (-8.6%) | 3459 | 3449 (34490.0%) | 531 | 10 (1.9%) |
11 | HPQ | JAN07 32.5 Put | HPQMZ.X | 0.025 | - | 3132 | 3122 (31220.0%) | 12702 | - |
12 | RYL | APR07 40 Put | RYLPH.X | 0.7 | -0.1 (-12.5%) | 5007 | 4987 (24935.0%) | 6582 | 20 (0.3%) |
13 | BSX | FEB07 20 Call | BSXBD.X | 0.25 | 0.125 (100.0%) | 5004 | 4984 (24920.0%) | 2699 | -18 (-0.7%) |
14 | SYMC | APR07 20 Put | SYQPD.X | 1.3 | 0.2 (18.2%) | 2379 | 2329 (4658.0%) | 13927 | - |
15 | SWKS | JAN08 10 Call | LOKAB.X | 0.725 | -0.025 (-3.3%) | 5050 | 5030 (25150.0%) | 11550 | 20 (0.2%) |
16 | ICO | DEC06 5 Call | ICOLA.X | 0.375 | 0.25 (200.0%) | 1244 | 1238 (20633.3%) | 1442 | - |
17 | CMVT | APR07 17.5 Call | CQVDW.X | 3.45 | 0.05 (1.5%) | 3155 | 3142 (24169.2%) | 20334 | - |
18 | DELL | JAN07 32.5 Put | DLQMZ.X | 5.9 | 0.3 (5.4%) | 2504 | 2493 (22663.6%) | 1238 | 4 (0.3%) |
19 | EFA | DEC06 64 Call | EFALL.X | 9.2 | -0.099999 (-1.1%) | 1150 | 1144 (19066.7%) | 1474 | -6 (-0.4%) |
20 | FCX | MAY07 75 Call | FCXEO.X | 1.875 | -0.075 (-3.8%) | 5467 | 5455 (45458.3%) | 419 | 6 (1.5%) |
High Open Interest |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | MSFT | JAN07 30 Call | MSQAK.X | 0.425 | -0.05 (-10.5%) | 9195 | -2941 (-24.2%) | 385003 | -8184 (-2.1%) |
2 | MSFT | JAN08 30 Call | WMFAF.X | 2.475 | -0.025 (-1.0%) | 11941 | 11516 (2709.6%) | 331612 | 89 (0.0%) |
3 | F | JAN08 10 Put | WFOMB.X | 2.825 | 0.175 (6.6%) | 14353 | 13877 (2915.3%) | 276431 | 60 (0.0%) |
4 | F | JAN08 5 Put | WFOMA.X | 0.475 | 0.05 (11.8%) | 10022 | 5022 (100.4%) | 261189 | 4152 (1.6%) |
5 | WMT | JAN08 40 Call | WWTAH.X | 9.05 | - | 5 | - | 250892 | - |
6 | ORCL | JAN07 15 Call | ORQAC.X | 3.05 | -0.9 (-22.8%) | 1609 | 1490 (1252.1%) | 249209 | -13 (-0.0%) |
7 | INTC | JAN07 22.5 Call | NQAX.X | 0.325 | -0.1 (-23.5%) | 10957 | 5803 (112.6%) | 247079 | 4115 (1.7%) |
8 | INTC | JAN07 20 Call | NQAD.X | 1.425 | -0.2 (-12.3%) | 2775 | 1660 (148.9%) | 241906 | -428 (-0.2%) |
9 | SUNW | JAN07 5 Call | SUQAA.X | 0.625 | 0.05 (8.7%) | 495 | -1243 (-71.5%) | 230047 | -1412 (-0.6%) |
10 | PFE | JAN07 30 Call | PFEAF.X | 0.025 | - | 238 | -42 (-15.0%) | 220331 | -3 (-0.0%) |
11 | MSFT | JAN07 29.5 Call | MSQAT.X | 0.625 | -0.05 (-7.4%) | 7075 | 3685 (108.7%) | 215060 | -1228 (-0.6%) |
12 | IWM | DEC06 77 Put | IOWXY.X | 0.275 | 0.025 (10.0%) | 402 | -10043 (-96.2%) | 213063 | 6668 (3.2%) |
13 | INTC | JAN07 20 Put | NQMD.X | 0.425 | 0.05 (13.3%) | 2178 | 1643 (307.1%) | 211188 | 681 (0.3%) |
14 | GM | JAN07 20 Put | GMMD.X | 0.125 | 3.72529e-09 (0.0%) | 18 | -402 (-95.7%) | 205369 | 2 (0.0%) |
15 | IWM | DEC06 76 Put | IOWXX.X | 0.15 | -3.72529e-09 (-0.0%) | 689 | -374 (-35.2%) | 203560 | 151 (0.1%) |
16 | MSFT | JAN07 27 Call | MSQAS.X | 2.3 | -0.15 (-6.1%) | 742 | 476 (178.9%) | 201690 | -79 (-0.0%) |
17 | MSFT | JAN08 25 Call | WMFAE.X | 5.65 | -0.1 (-1.7%) | 2199 | 1924 (699.6%) | 188775 | 90 (0.0%) |
18 | CSCO | JAN07 20 Call | CYQAD.X | 7.15 | 2.38419e-07 (0.0%) | 86 | 7 (8.9%) | 188591 | -27 (-0.0%) |
19 | INTC | JAN07 25 Call | INQAE.X | 0.075 | -1.86265e-09 (-0.0%) | 380 | 8 (2.2%) | 184981 | 20 (0.0%) |
20 | F | JAN08 7.5 Put | WFOMU.X | 1.25 | 0.05 (4.2%) | 6553 | 6247 (2041.5%) | 184054 | 105 (0.1%) |
Price Increase (Calls) |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | TRGL | DEC06 25 Call | QBKLE.X | 2.275 | 2.025 (810.0%) | 82 | 72 (720.0%) | 490 | 10 (2.1%) |
2 | MNST | DEC06 45 Call | BSQLI.X | 1.525 | 1.25 (454.5%) | 446 | 436 (4360.0%) | 1623 | - |
3 | PGR | DEC06 22.5 Call | PGRLX.X | 1.35 | 1.05 (350.0%) | 890 | 549 (161.0%) | 1687 | 93 (5.8%) |
4 | AMAG | DEC06 65 Call | AVMLM.X | 1.775 | 1.35 (317.6%) | 1150 | 968 (531.9%) | 921 | 162 (21.3%) |
5 | ITG | DEC06 40 Call | ITGLH.X | 1.725 | 1.275 (283.3%) | 347 | 298 (608.2%) | 485 | 43 (9.7%) |
6 | DE | DEC06 100 Call | DELT.X | 1.05 | 0.75 (250.0%) | 9866 | 9658 (4643.3%) | 3453 | 91 (2.7%) |
7 | ISPH | DEC06 5 Call | JPULA.X | 1.275 | 0.9 (240.0%) | 21 | -25 (-54.3%) | 600 | 32 (5.6%) |
8 | PRU | DEC06 85 Call | PRULQ.X | 1.95 | 1.275 (188.9%) | 2528 | -1021 (-28.8%) | 3041 | 1243 (69.1%) |
9 | BKS | DEC06 40 Call | BKSLH.X | 2.05 | 1.325 (182.8%) | 92 | 72 (360.0%) | 415 | - |
10 | DVA | DEC06 55 Call | DVALK.X | 1.15 | 0.725 (170.6%) | 47 | 15 (46.9%) | 479 | -1 (-0.2%) |
11 | TRGL | DEC06 22.5 Call | QBKLX.X | 4.65 | 2.875 (162.0%) | 16 | 6 (60.0%) | 308 | -7 (-2.2%) |
12 | AMAG | DEC06 60 Call | AVMLL.X | 4.85 | 2.75 (131.0%) | 678 | 383 (129.8%) | 1917 | 141 (7.9%) |
13 | BVF | JAN07 20 Call | BVFAD.X | 1.375 | 0.775 (129.2%) | 402 | 267 (197.8%) | 8667 | -11 (-0.1%) |
14 | MNST | JAN07 45 Call | BSQAI.X | 2.85 | 1.6 (128.0%) | 1033 | 963 (1375.7%) | 3106 | 10 (0.3%) |
15 | ISPH | MAR07 5 Call | JPUCA.X | 1.525 | 0.85 (125.9%) | 40 | 30 (300.0%) | 4940 | - |
16 | CN | DEC06 40 Call | CNLH.X | 4.15 | 2.275 (121.3%) | 5 | -31 (-86.1%) | 236 | 16 (7.3%) |
17 | BVF | DEC06 17.5 Call | BVFLW.X | 3.3 | 1.8 (120.0%) | 410 | 303 (283.2%) | 1778 | -5 (-0.3%) |
18 | BMHC | DEC06 25 Call | BGULE.X | 1.975 | 1.075 (119.4%) | 1016 | 919 (947.4%) | 6364 | 7 (0.1%) |
19 | MNST | DEC06 40 Call | BSQLH.X | 5.9 | 3.025 (105.2%) | 122 | -28 (-18.7%) | 1429 | -17 (-1.2%) |
20 | LCC | DEC06 60 Call | LCCLL.X | 2.1 | 1.075 (104.9%) | 484 | 329 (212.3%) | 2507 | -90 (-3.5%) |
Price Increase (Puts) |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | ORCL | DEC06 19 Put | ORQXT.X | 1.15 | 0.775 (206.7%) | 3779 | -7242 (-65.7%) | 33660 | -49 (-0.1%) |
2 | VSE | DEC06 25 Put | VSEXE.X | 1.9 | 1.175 (162.1%) | 230 | 209 (995.2%) | 1376 | 20 (1.5%) |
3 | BTH | DEC06 25 Put | BTHXE.X | 2.9 | 1.7 (141.7%) | 82 | -7 (-7.9%) | 185 | 79 (74.5%) |
4 | UNP | DEC06 95 Put | UNPXS.X | 1.975 | 1.125 (132.4%) | 330 | -158 (-32.4%) | 734 | 291 (65.7%) |
5 | RACK | DEC06 35 Put | RQOXG.X | 2.225 | 1.225 (122.5%) | 511 | 256 (100.4%) | 4055 | -77 (-1.9%) |
6 | AVR | DEC06 25 Put | AVRXE.X | 2.025 | 1.1 (118.9%) | 25 | 4 (19.0%) | 472 | 21 (4.7%) |
7 | PCAR | DEC06 65 Put | PAQXM.X | 1.25 | 0.625 (100.0%) | 147 | -40 (-21.4%) | 1819 | -1 (-0.1%) |
8 | ERTS | DEC06 55 Put |