AMD Options History — July 2007

In July 2007, AMD traded between $13.54 and $15.84. ATM implied volatility averaged 45.3%, placing in the 61.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 10.4% (HV 20d: 34.9%). Max pain ranged from $14.00 to $15.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.12.

Notable Days

2007-07-17: Highest Volume — 160,229 contracts
2007-07-12: Largest IV drop — 23.9% change
2007-07-18: Highest IV Rank — 95.6%
2007-07-18: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.86	$13.54	$15.84	$14.36	$13.54
Max Pain	$14.62	$14.00	$15.00	$14.00	$15.00
ATM IV	45.3%	37.1%	53.5%	46.8%	46.2%
Expected Move	12.5%	10.6%	15.3%	13.4%	13.2%
HV 20d	34.9%	27.8%	40.8%	35.9%	40.8%
HV 60d	33.1%	31.9%	36.1%	33.2%	36.1%
IV Rank	61.2%	27.9%	95.6%	68.1%	65.5%
IV Percentile	76.6%	40.3%	99.3%	89.7%	82.6%
Term Structure	-0.0%	-5.2%	4.6%	-3.2%	0.6%
VWIV	43.9%	37.6%	53.1%	45.9%	48.8%
Skew 25d	2.8%	0.4%	5.8%	4.1%	4.5%
Skew 10d	4.9%	0.1%	11.1%	7.1%	8.9%
Call IV 25d	43.2%	37.0%	50.6%	44.9%	46.6%
Put IV 25d	46.0%	39.1%	54.7%	49.0%	51.1%
Bid-Ask Spread %	4.28	2.15	21.06	2.75	4.28
Gamma HHI	0.15	0.09	0.22	0.12	0.09
Net GEX	6.8M	-550.8K	12.3M	5.2M	-550.8K
Net DEX	-189.1M	-487.4M	105.6M	-83.3M	105.6M
Net VEX	-4.6M	-5.1M	-4.3M	-4.4M	-4.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.19	3.82	1.60	1.85
Total Volume	93,502.048	37,292	160,229	81,203	76,847
Total OI	1,718,564.524	1,514,479	1,944,870	1,659,123	1,638,985

Daily Data (21 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
2007-07-02	$14.36	$14.00	46.8%	13.4%	35.9%	0.0%	45.9%	4.1%	-3.2%	5.2M	-83.3M	-4.4M	1.60	2.75	31,203	50,000	879,861	779,262
2007-07-03	$14.36	$14.00	45.5%	13.1%	35.5%	0.0%	45.1%	3.9%	-2.1%	5.4M	-86.0M	-4.4M	1.69	2.24	13,873	23,419	884,164	788,828
2007-07-05	$14.19	$14.00	46.8%	13.4%	34.5%	68.1%	46.5%	4.6%	-4.1%	5.2M	-54.9M	-4.3M	3.82	2.15	11,548	44,155	897,113	798,804
2007-07-06	$14.39	$14.00	44.6%	11.3%	34.8%	59.1%	39.0%	1.5%	3.3%	5.7M	-85.9M	-4.4M	0.19	3.18	54,216	10,149	892,391	799,170
2007-07-09	$14.57	$14.00	48.8%	11.5%	33.7%	76.1%	40.7%	2.2%	2.1%	8.2M	-154.5M	-4.3M	0.71	3.08	24,639	17,419	931,886	799,719
2007-07-10	$14.43	$14.00	53.2%	12.3%	33.6%	94.2%	43.0%	0.4%	0.4%	7.7M	-126.0M	-4.3M	2.01	2.53	28,094	56,486	939,302	805,674
2007-07-11	$14.65	$14.00	53.4%	12.3%	33.7%	95.3%	43.4%	2.8%	0.3%	8.9M	-182.4M	-4.4M	0.46	2.52	29,843	13,803	950,813	813,759
2007-07-12	$15.36	$14.00	40.7%	11.7%	37.1%	42.6%	41.0%	2.1%	2.3%	10.9M	-348.9M	-4.5M	0.65	2.57	78,093	51,117	953,618	819,616
2007-07-13	$15.43	$15.00	41.9%	12.0%	36.5%	47.7%	41.7%	3.1%	1.5%	11.6M	-364.6M	-4.6M	1.86	21.06	27,640	51,290	980,875	845,746
2007-07-16	$15.72	$15.00	44.9%	12.9%	36.2%	60.2%	45.7%	1.5%	0.7%	11.6M	-443.8M	-4.6M	0.35	3.25	113,318	39,360	968,920	853,911
2007-07-17	$15.84	$15.00	45.8%	13.1%	35.7%	63.7%	46.9%	3.1%	-2.2%	12.3M	-487.4M	-4.8M	1.00	4.25	80,195	80,034	1,008,201	862,868
2007-07-18	$15.46	$15.00	53.5%	15.3%	37.5%	95.6%	53.1%	4.1%	-5.2%	10.6M	-338.0M	-4.9M	0.74	3.62	76,951	56,995	998,880	885,662
2007-07-19	$15.78	$15.00	47.6%	13.6%	37.8%	71.2%	48.8%	5.8%	-1.7%	12.1M	-442.4M	-4.9M	0.71	5.36	90,606	64,342	1,011,162	897,731
2007-07-20	$15.50	$15.00	38.5%	11.0%	28.8%	33.8%	38.1%	3.5%	4.6%	11.8M	-365.4M	-4.8M	0.58	3.00	99,638	57,863	1,029,955	914,915
2007-07-23	$15.36	$15.00	37.6%	10.8%	28.7%	30.1%	37.6%	3.8%	1.5%	3.5M	-162.9M	-4.8M	0.96	3.42	19,627	18,771	723,980	790,499
2007-07-24	$15.21	$15.00	37.1%	10.6%	27.8%	27.9%	37.7%	1.0%	2.3%	3.1M	-137.9M	-4.7M	1.31	3.63	44,418	58,067	719,038	798,256
2007-07-25	$15.58	$15.00	38.8%	11.1%	28.5%	35.0%	39.0%	1.3%	0.6%	4.3M	-217.7M	-5.0M	0.58	4.24	56,070	32,771	744,151	810,581
2007-07-26	$14.73	$15.00	45.2%	13.0%	34.4%	61.4%	45.6%	2.0%	-2.6%	3.2M	-93.4M	-5.1M	0.59	5.60	70,013	41,210	777,079	825,851
2007-07-27	$13.87	$15.00	48.6%	13.9%	40.6%	75.4%	48.7%	0.8%	-0.4%	1.0M	34.6M	-4.9M	0.96	3.26	52,252	50,391	790,009	844,760
2007-07-30	$13.79	$15.00	45.0%	12.9%	40.4%	60.7%	45.9%	2.3%	0.8%	168.0K	64.5M	-4.8M	0.89	3.78	35,283	31,534	780,125	853,735
2007-07-31	$13.54	$15.00	46.2%	13.2%	40.8%	65.5%	48.8%	4.5%	0.6%	-550.8K	105.6M	-4.6M	1.85	4.28	26,990	49,857	786,283	852,702