AMD Options History — February 2007

Name: AMD Options Analytics - February 2007
Creator: Options Analysis Suite

In February 2007, AMD traded between $14.55 and $15.77. ATM implied volatility averaged 35.4%. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 2.7% (HV 20d: 38.0%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 1.57.

Notable Days

2007-02-26: Highest Volume — 175,137 contracts
2007-02-26: Largest IV spike — 23.6% change
2007-02-26: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.08	$14.55	$15.77	$15.77	$15.07
Max Pain	$15.53	$15.00	$18.00	$18.00	$15.00
ATM IV	35.4%	31.1%	41.2%	33.4%	35.0%
Expected Move	10.3%	9.6%	11.8%	9.6%	10.0%
HV 20d	38.0%	21.0%	48.6%	48.6%	34.6%
Term Structure	5.1%	1.9%	6.8%	3.6%	4.5%
VWIV	36.5%	33.0%	42.2%	33.0%	35.7%
Skew 25d	0.2%	-2.1%	2.5%	1.1%	-2.1%
Skew 10d	-0.7%	-5.9%	4.7%	-1.5%	-5.3%
Call IV 25d	37.2%	33.6%	43.7%	33.6%	38.5%
Put IV 25d	37.3%	34.7%	43.1%	34.7%	36.4%
Bid-Ask Spread %	6.38	2.58	13.21	13.21	4.84
Gamma HHI	0.15	0.10	0.25	0.14	0.11
Net GEX	-903.5K	-2.2M	1.1M	-2.2M	1.1M
Net DEX	189.1M	36.9M	264.6M	214.6M	86.7M
Net VEX	-2.7M	-3.0M	-2.6M	-2.7M	-3.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.57	0.32	5.52	0.75	0.48
Total Volume	65,694.895	17,308	175,137	48,005	48,410
Total OI	1,034,290.579	954,718	1,134,611	954,718	1,085,619

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2007-02-01	$15.77	$18.00	33.4%	9.6%	48.6%	0.0%	33.0%	1.1%	3.6%	-2.2M	214.6M	-2.7M	0.75	13.21	27,379	20,626	465,189	489,529
2007-02-02	$15.69	$16.00	32.9%	10.3%	47.8%	0.0%	36.4%	-1.1%	6.7%	-2.0M	207.5M	-2.7M	0.63	10.27	12,102	7,672	481,615	492,177
2007-02-05	$15.60	$16.00	33.4%	10.1%	47.8%	0.0%	35.6%	0.3%	6.8%	-2.1M	222.8M	-2.6M	0.32	9.76	13,081	4,227	485,353	494,718
2007-02-06	$15.32	$16.00	32.5%	10.0%	47.9%	0.0%	35.4%	-0.6%	6.0%	-2.1M	235.5M	-2.6M	5.52	11.56	19,960	110,220	490,912	493,175
2007-02-07	$15.50	$16.00	31.1%	10.2%	48.0%	0.0%	36.4%	2.5%	5.9%	-2.2M	226.7M	-2.6M	2.50	12.49	19,399	48,574	500,711	506,782
2007-02-08	$15.13	$16.00	34.9%	10.0%	46.8%	0.0%	35.3%	-0.9%	6.5%	-1.9M	242.3M	-2.7M	0.59	7.47	16,360	9,642	514,109	520,332
2007-02-09	$14.90	$16.00	36.0%	10.3%	46.1%	0.0%	36.4%	0.1%	6.8%	-1.7M	253.3M	-2.6M	0.81	4.84	37,470	30,407	521,748	526,434
2007-02-12	$14.69	$16.00	36.0%	10.3%	33.5%	0.0%	36.5%	0.2%	6.8%	-1.5M	264.6M	-2.6M	0.83	4.85	19,883	16,469	535,815	540,072
2007-02-13	$14.60	$15.00	36.6%	10.5%	33.5%	0.0%	37.1%	0.9%	5.9%	-1.3M	258.5M	-2.6M	4.04	5.04	19,928	80,485	546,380	539,395
2007-02-14	$14.95	$15.00	38.4%	11.0%	35.3%	0.0%	38.5%	-0.2%	3.9%	-1.1M	225.5M	-2.7M	0.89	3.92	50,062	44,766	552,724	537,947
2007-02-15	$14.83	$15.00	36.3%	10.4%	35.3%	0.0%	36.8%	0.1%	5.1%	-235.2K	236.9M	-2.7M	0.85	4.14	25,689	21,778	572,632	548,150
2007-02-16	$14.94	$15.00	34.8%	10.0%	35.8%	0.0%	35.9%	0.7%	4.9%	1.1M	223.2M	-2.8M	0.97	4.70	18,783	18,214	583,456	551,155
2007-02-20	$14.92	$15.00	36.3%	10.4%	35.9%	0.0%	36.6%	1.8%	4.3%	-816.0K	132.8M	-2.7M	2.55	3.24	25,756	65,593	492,111	480,972
2007-02-21	$14.56	$15.00	34.9%	10.0%	36.2%	0.0%	35.7%	0.5%	4.6%	-741.6K	155.5M	-2.6M	2.19	3.01	20,199	44,315	502,754	482,817
2007-02-22	$14.55	$15.00	34.6%	9.9%	21.0%	0.0%	35.0%	0.5%	4.2%	-640.6K	149.4M	-2.7M	1.80	3.02	19,493	35,147	511,411	492,812
2007-02-23	$14.69	$15.00	33.3%	9.6%	21.5%	0.0%	34.0%	1.1%	4.8%	-279.1K	133.6M	-2.8M	1.50	3.56	12,928	19,342	521,076	492,444
2007-02-26	$15.68	$15.00	41.2%	11.8%	32.5%	0.0%	42.2%	-0.6%	1.9%	708.9K	36.9M	-3.0M	0.37	2.58	127,947	47,190	525,852	491,076
2007-02-27	$15.08	$15.00	40.0%	11.5%	34.7%	0.0%	40.4%	-1.1%	2.6%	655.5K	86.8M	-3.0M	2.15	8.76	28,156	60,551	567,618	514,449
2007-02-28	$15.07	$15.00	35.0%	10.0%	34.6%	0.0%	35.7%	-2.1%	4.5%	1.1M	86.7M	-3.0M	0.48	4.84	32,795	15,615	571,426	514,193