option-nov21

High Volume

As of Nov 21, 2006 5:24pm ET
<>

Rank	Stock	Option	Option Symbol	Close	Change	Volume	Volume Change	Open Interest	Open Interest Change
1	YHOO	JAN07 35 Put	YHQMG.X	7.9	-	59539	-	11845	-
2	DELL	DEC06 25 Call	DLQLE.X	0.875	0.125 (16.7%)	56741	48549 (592.6%)	43278	4875 (12.7%)
3	PRU	DEC06 75 Call	PRULO.X	5.75	-0.7 (-10.9%)	49144	49134 (491340.0%)	2226	-7 (-0.3%)
4	MSFT	DEC06 30 Call	MSQLK.X	0.425	-1.49012e-08 (-0.0%)	41145	12430 (43.3%)	96927	3883 (4.2%)
5	DELL	DEC06 25 Put	DLQXE.X	0.975	-0.05 (-4.9%)	38967	26627 (215.8%)	28717	573 (2.0%)
6	GE	JAN07 37.5 Call	GEAS.X	0.175	-7.45058e-09 (-0.0%)	32191	21413 (198.7%)	110330	7221 (7.0%)
7	GE	JAN07 35 Put	GEMG.X	0.375	0.05 (15.4%)	30982	30107 (3440.8%)	95782	325 (0.3%)
8	GE	JAN07 37.5 Put	GEMS.X	1.9	0.2 (11.8%)	30270	30183 (34693.1%)	13428	-5 (-0.0%)
9	OVTI	JAN07 30 Put	UCMMF.X	12.25	-0.1 (-0.8%)	29224	10002 (52.0%)	9606	-
10	COP	JAN08 65 Call	YROAM.X	7.9	0.8 (11.3%)	25036	4670 (22.9%)	64196	19040 (42.2%)
11	EBAY	JAN07 42.5 Put	XBAMV.X	8.9	-	24804	-	6200	-
12	INTC	DEC06 22.5 Call	NQLX.X	0.225	-0.2 (-47.1%)	23162	8886 (62.2%)	54087	6160 (12.9%)
13	INTC	JAN07 22.5 Put	NQMX.X	1.35	0.425 (45.9%)	23023	22427 (3762.9%)	83548	323 (0.4%)
14	C	JAN08 50 Call	WRVAJ.X	4.15	-0.05 (-1.2%)	20857	20734 (16856.9%)	97634	-137 (-0.1%)
15	XLE	JAN08 65 Call	YECAM.X	3.35	0.25 (8.1%)	20298	-10519 (-34.1%)	50876	20417 (67.0%)
16	BAC	MAY07 52.5 Put	BACQX.X	1.075	0.025 (2.4%)	20063	19838 (8816.9%)	7072	17 (0.2%)
17	BAC	MAY07 50 Put	BACQJ.X	0.575	0.025 (4.5%)	20044	19929 (17329.6%)	2299	47 (2.1%)
18	SPY	DEC06 128 Put	SPYXX.X	0.025	-	20000	19920 (24900.0%)	44331	-
19	IWM	DEC06 79 Put	IOWXA.X	1.2	-0.175 (-12.7%)	19542	17330 (783.5%)	46615	496 (1.1%)
20	C	JAN09 50 Call	VRNAJ.X	5.7	-0.1 (-1.7%)	19525	19514 (177400.0%)	38374	10 (0.0%)

Unusually High Volume*

As of Nov 21, 2006 5:24pm ET
<>

Rank	Stock	Option	Option Symbol	Close	Change	Volume	Volume Change	Open Interest	Open Interest Change
1	ITW	JAN07 50 Call	ITWAJ.X	0.4	0.1 (33.3%)	4345	4342 (144733.3%)	4665	-2 (-0.0%)
2	TXN	JAN07 35 Put	TXNMG.X	5.3	0.5 (10.4%)	18510	18475 (52785.7%)	6338	-49 (-0.8%)
3	XLNX	JAN08 20 Put	WXJMD.X	1	0.0249999 (2.6%)	10000	9993 (142757.1%)	1023	-
4	PRU	DEC06 75 Call	PRULO.X	5.75	-0.7 (-10.9%)	49144	49134 (491340.0%)	2226	-7 (-0.3%)
5	MDT	DEC06 55 Call	MDTLK.X	0.55	0.45 (450.0%)	5122	5112 (51120.0%)	385	10 (2.7%)
6	RIG	MAY07 60 Put	RIGQL.X	1.775	-0.275 (-13.4%)	15010	14979 (48319.4%)	637	10 (1.6%)
7	MTU	JAN08 12.5 Call	YYLAV.X	1.325	-0.1 (-7.0%)	1525	1522 (50733.3%)	3802	3 (0.1%)
8	GM	JUN07 30 Put	GMRF.X	2.625	0.55 (26.5%)	3115	3110 (62200.0%)	3379	5 (0.1%)
9	XOM	JAN09 90 Call	ODUAR.X	4	0.15 (3.9%)	16620	16609 (150990.9%)	1962	1 (0.1%)
10	MCD	MAR07 42.5 Put	MCDOV.X	1.7	-0.075 (-4.2%)	12375	12350 (49400.0%)	2745	12 (0.4%)
11	BMY	JAN09 25 Put	VBMME.X	3	-0.0250001 (-0.8%)	6750	6650 (6650.0%)	12925	69 (0.5%)
12	RWT	JAN07 50 Call	RWTAJ.X	8.9	-0.200001 (-2.2%)	2054	2049 (40980.0%)	118	-
13	SEPR	DEC06 60 Put	ERUXL.X	5.25	-0.4 (-7.1%)	2546	2535 (23045.5%)	142	-
14	UNH	JAN08 45 Put	WUHMI.X	3.8	0.25 (7.0%)	1704	1699 (33980.0%)	9774	5 (0.1%)
15	PRU	MAR07 85 Call	PRUCQ.X	1.45	-0.275 (-15.9%)	5003	4998 (99960.0%)	5432	5 (0.1%)
16	MRVL	JAN07 30 Call	UVMAF.X	0.05	-0.025 (-33.3%)	1862	1856 (30933.3%)	8129	-
17	ECA	APR07 45 Put	ECAPI.X	1.475	-0.275 (-15.7%)	8908	8888 (44440.0%)	5979	-
18	CMED	JUN07 25 Put	QCYRE.X	3.4	-1.19209e-07 (-0.0%)	1144	1129 (7526.7%)	166	5 (3.1%)
19	BAC	MAY07 50 Put	BACQJ.X	0.575	0.025 (4.5%)	20044	19929 (17329.6%)	2299	47 (2.1%)
20	DDS	MAY07 35 Put	DDSQG.X	2.475	0.175 (7.6%)	1559	1552 (22171.4%)	554	-

Price Increase (Calls)

As of Nov 21, 2006 5:24pm ET
<>

Rank	Stock	Option	Option Symbol	Close	Change	Volume	Volume Change	Open Interest	Open Interest Change
1	ACL	DEC06 110 Call	ACLLB.X	1.625	1.425 (712.5%)	472	327 (225.5%)	378	108 (40.0%)
2	MDT	DEC06 52.5 Call	MDTLX.X	1.825	1.45 (386.7%)	4803	3366 (234.2%)	2052	712 (53.1%)
3	MDT	JAN07 55 Call	MDTAK.X	1.075	0.85 (377.8%)	3943	3243 (463.3%)	16714	-271 (-1.6%)
4	MDT	FEB07 55 Call	MDTBK.X	1.325	1.025 (341.7%)	1092	894 (451.5%)	2034	100 (5.2%)
5	ACL	DEC06 105 Call	ACLLA.X	4.3	3.3 (330.0%)	86	-91 (-51.4%)	299	52 (21.1%)
6	ACL	JAN07 115 Call	ACLAC.X	1.5	1.15 (328.6%)	410	400 (4000.0%)	520	10 (2.0%)
7	MDT	DEC06 50 Call	MDTLJ.X	3.85	2.9 (305.3%)	3666	-1179 (-24.3%)	6432	2448 (61.4%)
8	FCX	DEC06 65 Call	FCXLM.X	1.175	0.85 (261.5%)	5319	4205 (377.5%)	2964	341 (13.0%)
9	MDT	FEB07 52.5 Call	MDTBX.X	2.675	1.925 (256.7%)	449	-98 (-17.9%)	2346	420 (21.8%)
10	CHINA	DEC06 7.5 Call	UIHLU.X	1.325	0.925 (231.3%)	1433	1294 (930.9%)	1794	17 (1.0%)
11	RS	DEC06 37.5 Call	RSLU.X	1.8	1.25 (227.3%)	3689	3517 (2044.8%)	495	121 (32.4%)
12	MDT	JAN07 50 Call	MDTAJ.X	4.2	2.9 (223.1%)	3745	931 (33.1%)	19954	76 (0.4%)
13	ACL	JAN07 110 Call	ACLAB.X	3.2	2.175 (212.2%)	458	398 (663.3%)	884	-35 (-3.8%)
14	PPP	DEC06 50 Call	PPPLJ.X	2.15	1.45 (207.1%)	1258	1170 (1329.5%)	389	47 (13.7%)
15	JAS	JAN07 17.5 Call	JASAW.X	3.4	2.25 (195.7%)	35	21 (150.0%)	860	14 (1.7%)
16	MDT	MAY07 55 Call	MDTEK.X	2.425	1.525 (169.4%)	2920	2590 (784.8%)	2581	104 (4.2%)
17	DE	DEC06 95 Call	DELS.X	2.825	1.775 (169.0%)	3057	1257 (69.8%)	3032	846 (38.7%)
18	PPP	JAN07 55 Call	PPPAK.X	1.075	0.675 (168.8%)	244	228 (1425.0%)	391	-7 (-1.8%)
19	NYX	DEC06 120 Call	NYXLD.X	1.075	0.675 (168.8%)	560	478 (582.9%)	243	63 (35.0%)
20	MDT	FEB07 50 Call	MDTBJ.X	4.5	2.825 (168.7%)	452	127 (39.1%)	5088	132 (2.7%)

Price Increase (Puts) As of Nov 21, 2006 5:24pm ET <> Rank Stock Option Option Symbol Close Change Volume Volume Change Open Interest Open Interest Change 1 STLD JAN07 40 Put RQLMH.X 7.95 7.875 (10500.0%) 195 100 (105.3%) 564 56 (11.0%) 2 PD APR07 70 Put PDPN.X 1.075 0.975 (975.0%) 53 -86 (-61.9%) 2941 -82 (-2.7%) 3 PD JAN08 72.5 Put WZPMD.X 1.375 1.175 (587.5%) 40 30 (300.0%) 306 10 (3.4%) 4 PD APR07 75 Put PDPO.X 1.075 0.875 (437.5%) 20 -32 (-61.5%) 2373 -15 (-0.6%) 5 PD JAN08 80 Put LWLMP.X 1.475 1.2 (436.4%) 5 -37 (-88.1%) 6818 - 6 PD JAN08 85 Put LWLMQ.X 2.1 1.6 (320.0%) 90 -59 (-39.6%) 3520 20 (0.6%) 7 PD JAN08 87.5 Put LWLMY.X 1.725 1.3 (305.9%) 70 -91 (-56.5%) 381 23 (6.4%) 8 EYE JAN07 35 Put EYEMG.X 1.3 0.925 (246.7%) 1424 1334 (1482.2%) 3690 1 (0.0%) 9 EYE DEC06 40 Put EYEXH.X 4.3 2.95 (218.5%) 1608 1543 (2373.8%) 436 -55 (-11.2%) 10 PD DEC06 110 Put DPBXB.X 1.95 1.325 (212.0%) 2430 1748 (256.3%) 927 507 (120.7%) 11 PD APR07 85 Put DPBPQ.X 1.225 0.825 (206.2%) 35 -182 (-83.9%) 4693 11 (0.2%) 12 DY DEC06 22.5 Put DYXX.X 1.825 1.225 (204.2%) 74 2 (2.8%) 224 65 (40.9%) 13 PD JAN09 90 Put VZDMR.X 2.4 1.55 (182.4%) 10 - 157 10 (6.8%) 14 PD JAN08 90 Put LWLMR.X 1.75 1.1 (169.2%) 20 -1 (-4.8%) 910 10 (1.1%) 15 CEPH DEC06 70 Put CQEXN.X 1.2 0.75 (166.7%) 3716 3625 (3983.5%) 3523 15 (0.4%) 16 PD DEC06 115 Put DPBXC.X 3.5 2.125 (154.5%) 7074 3076 (76.9%) 3030 2890 (2064.3%) 17 PD JAN08 95 Put LWLMS.X 2.05 1.2 (141.2%) 134 121 (930.8%) 648 10 (1.6%) 18 EYE JAN07 40 Put EYEMH.X 4.5 2.6 (136.8%) 257 214 (497.7%) 1736 -3 (-0.2%) 19 CEPH DEC06 75 Put CQEXO.X 3.3 1.75 (112.9%) 3091 2176 (237.8%) 1770 636 (56.1%) 20 GHCI DEC06 50 Put QGRXJ.X 4 2.1 (110.5%) 18 3 (20.0%) 133 15 (12.7%)