High Volume |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | IWM | DEC06 78 Put | IOWXZ.X | 1.1 | 0.075 (7.3%) | 60869 | 36567 (150.5%) | 70441 | 10522 (17.6%) |
2 | IWM | DEC06 75 Put | IOWXW.X | 0.275 | 0.025 (10.0%) | 46149 | 45713 (10484.6%) | 131227 | -2847 (-2.1%) |
3 | HD | JAN07 40 Call | HDAH.X | 1.125 | 0.45 (66.7%) | 41636 | 30596 (277.1%) | 98754 | 5017 (5.4%) |
4 | SPY | DEC06 139 Put | SFBXI.X | 0.8 | 0.125 (18.5%) | 38945 | 29190 (299.2%) | 40571 | 4206 (11.6%) |
5 | OVTI | MAR07 17.5 Put | UCMOW.X | 4.3 | 1.6 (59.3%) | 38479 | 38328 (25382.8%) | 1756 | 89 (5.3%) |
6 | OVTI | DEC06 22.5 Put | UCMXX.X | 8.9 | 2.55 (40.2%) | 38315 | 38306 (425622.2%) | 22296 | 1 (0.0%) |
7 | IWM | JAN07 76 Put | IOWMX.X | 1.325 | 0.075 (6.0%) | 34597 | 25149 (266.2%) | 93711 | 3099 (3.4%) |
8 | HD | DEC06 40 Call | HDLH.X | 0.375 | 0.2 (114.3%) | 33921 | 28750 (556.0%) | 17093 | 1588 (10.2%) |
9 | IWM | DEC06 77 Put | IOWXY.X | 0.725 | 0.075 (11.5%) | 33664 | 11344 (50.8%) | 202730 | 14784 (7.9%) |
10 | HD | JAN07 42.5 Call | HDAV.X | 0.425 | 0.2 (88.9%) | 32139 | 28819 (868.0%) | 23815 | 678 (2.9%) |
11 | DIA | JAN07 120 Put | DAWMP.X | 1.1 | 0.15 (15.8%) | 28102 | 27854 (11231.5%) | 31133 | 171 (0.6%) |
12 | EBAY | JAN07 27.5 Put | QXBMY.X | 0.325 | 0.1 (44.4%) | 27555 | 26944 (4409.8%) | 56522 | -44 (-0.1%) |
13 | DIA | JAN07 119 Put | DAWMO.X | 0.85 | 0.1 (13.3%) | 27023 | 26928 (28345.3%) | 8475 | 84 (1.0%) |
14 | MSFT | JAN07 30 Call | MSQAK.X | 0.45 | -0.125 (-21.7%) | 26085 | 18580 (247.6%) | 379194 | 2545 (0.7%) |
15 | GM | JAN07 30 Call | GMAF.X | 1.7 | 0.15 (9.7%) | 25214 | 19326 (328.2%) | 82310 | 490 (0.6%) |
16 | SPY | JAN07 139 Put | SFBMI.X | 1.65 | 0.15 (10.0%) | 25082 | 24535 (4485.4%) | 25628 | 359 (1.4%) |
17 | XOM | JAN07 75 Call | XOMAO.X | 3.95 | 0.25 (6.8%) | 23431 | 10112 (75.9%) | 110896 | 6680 (6.4%) |
18 | F | JAN09 5 Put | VFOMA.X | 0.8 | 0.05 (6.7%) | 23339 | 22247 (2037.3%) | 60365 | -1911 (-3.1%) |
19 | MSFT | APR07 30 Call | MSQDK.X | 1.175 | -0.15 (-11.3%) | 23246 | 21568 (1285.3%) | 114362 | -3004 (-2.6%) |
20 | YHOO | JAN07 35 Put | YHQMG.X | 8.5 | 0.5 (6.2%) | 23014 | -22482 (-49.4%) | 11246 | - |
Unusually High Volume* |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | OVTI | DEC06 22.5 Put | UCMXX.X | 8.9 | 2.55 (40.2%) | 38315 | 38306 (425622.2%) | 22296 | 1 (0.0%) |
2 | AEE | DEC06 50 Call | AEELJ.X | 4.75 | - | 6729 | 6726 (224200.0%) | 738 | -3 (-0.4%) |
3 | TTWO | MAR07 20 Put | TUOOD.X | 3.75 | -0.15 (-3.8%) | 8661 | 8653 (108162.5%) | 7510 | - |
4 | TSM | APR07 10 Put | TSMPB.X | 0.425 | 0.05 (13.3%) | 10014 | 10004 (100040.0%) | 474 | 2 (0.4%) |
5 | F | JAN08 5 Put | WFOMA.X | 0.45 | 0.05 (12.5%) | 23010 | 22980 (76600.0%) | 264572 | 30 (0.0%) |
6 | NE | DEC06 80 Put | NEXP.X | 1.875 | -1.725 (-47.9%) | 3261 | 3256 (65120.0%) | 865 | 5 (0.6%) |
7 | ESV | DEC06 60 Call | ESVLL.X | 0.45 | 0.4 (800.0%) | 17062 | 17032 (56773.3%) | 2358 | -14 (-0.6%) |
8 | CHKP | JUL07 25 Call | KEQGE.X | 1 | -0.3 (-23.1%) | 2258 | 2247 (20427.3%) | 264 | 9 (3.5%) |
9 | MEDI | JAN07 32.5 Call | MEQAZ.X | 1.525 | 0.125 (8.9%) | 905 | 902 (30066.7%) | 1770 | 1 (0.1%) |
10 | XLE | JAN09 50 Put | ORJMX.X | 3.05 | 0.225 (8.0%) | 5098 | 5076 (23072.7%) | 3692 | 2 (0.1%) |
11 | OVTI | MAR07 17.5 Put | UCMOW.X | 4.3 | 1.6 (59.3%) | 38479 | 38328 (25382.8%) | 1756 | 89 (5.3%) |
12 | GDX | JAN07 42 Call | GDXAP.X | 1.725 | -0.2 (-10.4%) | 10027 | 9932 (10454.7%) | 1147 | 40 (3.6%) |
13 | NFI | JUN07 35 Put | NFIRG.X | 8.6 | -0.15 (-1.7%) | 3259 | 3249 (32490.0%) | 394 | - |
14 | DIA | FEB07 119 Call | DAWBO.X | 5.2 | -0.1 (-1.9%) | 990 | 986 (24650.0%) | 248 | - |
15 | ACAS | FEB07 35 Call | DQSBG.X | 10 | -0.299999 (-2.9%) | 4502 | 4494 (56175.0%) | 749 | -1 (-0.1%) |
16 | DNA | JAN08 90 Put | YZTMR.X | 10.85 | -0.4 (-3.6%) | 811 | 807 (20175.0%) | 2630 | - |
17 | LFG | MAR07 65 Call | LFGCM.X | 1.575 | -0.15 (-8.7%) | 2400 | 2390 (23900.0%) | 125 | 10 (8.7%) |
18 | ONXX | FEB07 22.5 Call | OIQBX.X | 1.75 | 0.125 (7.7%) | 2339 | 2249 (2498.9%) | 2640 | 36 (1.4%) |
19 | XLE | JAN08 62 Call | YECAJ.X | 6.4 | 0.4 (6.7%) | 1087 | 1082 (21640.0%) | 685 | 5 (0.7%) |
20 | NVLS | JAN07 35 Put | NLQMG.X | 3.6 | -0.55 (-13.3%) | 8078 | 8074 (201850.0%) | 3569 | - |
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 | 0.45 | -0.125 (-21.7%) | 26085 | 18580 (247.6%) | 379194 | 2545 (0.7%) |
2 | MSFT | JAN08 30 Call | WMFAF.X | 2.425 | -0.175 (-6.7%) | 2261 | -12279 (-84.4%) | 332536 | 9709 (3.0%) |
3 | SPY | DEC06 125 Put | SPYXU.X | 0.025 | - | 289 | - | 309033 | - |
4 | F | JAN08 10 Put | WFOMB.X | 2.45 | 0.075 (3.2%) | 4043 | 2043 (102.2%) | 272375 | 1883 (0.7%) |
5 | F | JAN08 5 Put | WFOMA.X | 0.45 | 0.05 (12.5%) | 23010 | 22980 (76600.0%) | 264572 | 30 (0.0%) |
6 | INTC | JAN07 22.5 Call | NQAX.X | 0.375 | -0.1 (-21.1%) | 3642 | -27638 (-88.4%) | 254761 | 1750 (0.7%) |
7 | WMT | JAN08 40 Call | WWTAH.X | 8.5 | -0.200001 (-2.3%) | 2772 | 2421 (689.7%) | 252177 | -132 (-0.1%) |
8 | ORCL | JAN07 15 Call | ORQAC.X | 3.95 | -0.25 (-6.0%) | 71 | 23 (47.9%) | 249194 | -39 (-0.0%) |
9 | INTC | JAN07 20 Call | NQAD.X | 1.475 | -0.35 (-19.2%) | 3691 | -1206 (-24.6%) | 239441 | 2486 (1.0%) |
10 | LU | JAN08 5 Call | YXLAA.X | 0.025 | - | 70 | - | 238401 | - |
11 | LU | JAN08 2.5 Call | YXLAZ.X | 0.425 | -1.49012e-08 (-0.0%) | 7656 | - | 236443 | -3515 (-1.5%) |
12 | SUNW | JAN07 5 Call | SUQAA.X | 0.475 | -0.1 (-17.4%) | 201 | -919 (-82.1%) | 231056 | -313 (-0.1%) |
13 | PFE | JAN07 30 Call | PFEAF.X | 0.125 | 3.72529e-09 (0.0%) | 1537 | -1630 (-51.5%) | 222579 | -413 (-0.2%) |
14 | MSFT | JAN07 29.5 Call | MSQAT.X | 0.625 | -0.15 (-19.4%) | 3075 | -1145 (-27.1%) | 216299 | 1889 (0.9%) |
15 | INTC | JAN07 20 Put | NQMD.X | 0.425 | 0.125 (41.7%) | 5287 | -12502 (-70.3%) | 213124 | 16010 (8.1%) |
16 | GM | JAN07 20 Put | GMMD.X | 0.125 | -0.05 (-28.6%) | 176 | -3632 (-95.4%) | 205275 | 1003 (0.5%) |
17 | IWM | DEC06 76 Put | IOWXX.X | 0.45 | 0.025 (5.9%) | 15843 | 1176 (8.0%) | 204022 | 4344 (2.2%) |
18 | IWM | DEC06 77 Put | IOWXY.X | 0.725 | 0.075 (11.5%) | 33664 | 11344 (50.8%) | 202730 | 14784 (7.9%) |
19 | MSFT | JAN07 27 Call | MSQAS.X | 2.4 | -0.225 (-8.6%) | 2373 | 1523 (179.2%) | 201951 | -278 (-0.1%) |
20 | MSFT | JAN08 25 Call | WMFAE.X | 5.65 | -0.3 (-5.0%) | 1595 | 556 (53.5%) | 189421 | -451 (-0.2%) |
Price Increase (Calls) |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | ESV | DEC06 55 Call | ESVLK.X | 1.525 | 1.05 (221.1%) | 12497 | 10938 (701.6%) | 7346 | 623 (9.3%) |
2 | AMAG | DEC06 60 Call | AVMLL.X | 1.9 | 1.225 (181.5%) | 560 | 504 (900.0%) | 1703 | 30 (1.8%) |
3 | NVLS | DEC06 32.5 Call | NLQLZ.X | 1.25 | 0.725 (138.1%) | 1971 | 1227 (164.9%) | 9580 | 374 (4.1%) |
4 | DO | DEC06 80 Call | DOLP.X | 2.775 | 1.575 (131.2%) | 1466 | 1220 (495.9%) | 4427 | 25 (0.6%) |
5 | NE | DEC06 80 Call | NELP.X | 2.225 | 1.225 (122.5%) | 1416 | 690 (95.0%) | 2503 | 446 (21.7%) |
6 | NVLS | JAN07 35 Call | NLQAG.X | 1.15 | 0.6 (109.1%) | 5787 | 5708 (7225.3%) | 3391 | 17 (0.5%) |
7 | ONXX | DEC06 22.5 Call | OIQLX.X | 1.025 | 0.525 (105.0%) | 4025 | 1379 (52.1%) | 9814 | 1573 (19.1%) |
8 | AMAG | DEC06 55 Call | AVMLK.X | 5.05 | 2.575 (104.0%) | 158 | 8 (5.3%) | 1354 | 75 (5.9%) |
9 | CAR | DEC06 20 Call | CARLD.X | 1.425 | 0.725 (103.6%) | 9 | -162 (-94.7%) | 512 | -82 (-13.8%) |
10 | BVF | DEC06 17.5 Call | BVFLW.X | 1.2 | 0.6 (100.0%) | 245 | 180 (276.9%) | 1755 | 16 (0.9%) |
11 | TEF | DEC06 60 Call | TEFLL.X | 3.05 | 1.5 (96.8%) | 15 | 3 (25.0%) | 306 | - |
12 | ONXX | DEC06 20 Call | OIQLD.X | 1.5 | 0.725 (93.5%) | 2708 | -7130 (-72.5%) | 19344 | 2968 (18.1%) |
13 | TIP | MAR07 101 Call | TIPCW.X | 1.45 | 0.7 (93.3%) | 13 | 7 (116.7%) | 506 | - |
14 | ESV | JAN07 60 Call | ESVAL.X | 1.25 | 0.6 (92.3%) | 1091 | 986 (939.0%) | 1447 | 97 (7.2%) |
15 | DO | JAN07 90 Call | DOAR.X | 1.225 | 0.575 (88.5%) | 567 | 517 (1034.0%) | 803 | 9 (1.1%) |
16 | NE | JAN07 90 Call | NEAR.X | 1.1 | 0.5 (83.3%) | 202 | 185 (1088.2%) | 2263 | -2 (-0.1%) |
17 | CVH | JAN07 50 Call | CVHAJ.X | 1.925 | 0.85 (79.1%) | 2738 | 2581 (1643.9%) | 2998 | 17 (0.6%) |
18 | KWD | DEC06 30 Call | KWDLF.X | 3.15 | 1.375 (77.5%) | 182 | 112 (160.0%) | 131 | 21 (19.1%) |
19 | MED | DEC06 12.5 Call | MEDLV.X | 1.525 | 0.65 (74.3%) | 249 | 91 (57.6%) | 760 | 41 (5.7%) |
20 | ESV | DEC06 50 Call | ESVLJ.X | 4.7 | 2 (74.1%) | 587 | 425 (262.3%) | 7293 | -58 (-0.8%) |
Price Increase (Puts) |
Rank | Stock | Option | Option Symbol | Close | Change | Volume | Volume Change | Open Interest | Open Interest Change |
1 | SKS | JAN07 18.5 Put | SKSMR.X | 1.875 | 1.6 (581.8%) | 103 | -85 (-45.2%) | 6189 | 84 (1.4%) |
2 | TEF | DEC06 60 Put | TEFXL.X | 2.5 | 1.975 (376.2%) | 20 | 10 (100.0%) | 276 | 10 (3.8%) |
3 | OVTI | DEC06 15 Put | UCMXC.X | 1.525 | 1.075 (238.9%) | 4225 | 265 (6.7%) | 9658 | 2214 (29.7%) |
4 | NDAQ | DEC06 37.5 Put | NQDXU.X | 1.4 | 0.875 (166.7%) | 8941 | 8710 (3770.6%) | 2762 | -29 (-1.0%) |
5 | CCL | DEC06 47.5 Put | CCLXW.X | 1.175 | 0.725 (161.1%) | 138 | 116 (527.3%) | 769 | 1 (0.1%) |
6 | RACK | DEC06 35 Put | RQOXG.X | 2.375 | 1.45 (156.8%) | 409 | -111 (-21.3%) | 3799 | 62 (1.7%) |
7 | OVTI | JAN07 15 Put | UCMMC.X | 1.85 | 1.125 (155.2%) | 1305 | 165 (14.5%) | 3367 | 748 (28.6%) |
8 |