AMD Options History — August 2007

In August 2007, AMD traded between $11.64 and $13.42. ATM implied volatility averaged 44.9%, placing in the 58.1% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 2.1% (HV 20d: 42.8%). Max pain ranged from $12.00 to $15.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 0.84.

Notable Days

2007-08-08: Highest Volume — 71,506 contracts
2007-08-16: Largest IV spike — 15.4% change
2007-08-16: Highest IV Rank — 100.0%
2007-08-16: Largest Expected Move — 16.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.49	$11.64	$13.42	$13.41	$13.00
Max Pain	$13.57	$12.00	$15.00	$15.00	$12.00
ATM IV	44.9%	36.4%	56.4%	48.6%	36.4%
Expected Move	13.2%	10.4%	16.2%	13.9%	10.4%
HV 20d	42.8%	37.5%	47.8%	40.8%	44.9%
HV 60d	37.1%	34.5%	40.6%	36.0%	40.6%
IV Rank	58.1%	23.2%	100.0%	75.5%	23.2%
IV Percentile	72.3%	31.1%	100.0%	92.4%	31.1%
Term Structure	7.3%	1.9%	11.4%	1.9%	10.6%
VWIV	46.5%	37.7%	57.3%	48.1%	37.7%
Skew 25d	2.4%	-1.7%	3.7%	3.4%	2.7%
Skew 10d	5.1%	-0.6%	8.1%	6.1%	5.6%
Call IV 25d	46.2%	36.9%	57.3%	48.0%	36.9%
Put IV 25d	48.6%	39.6%	59.2%	51.3%	39.6%
Bid-Ask Spread %	4.64	2.85	6.41	6.04	3.95
Gamma HHI	0.10	0.08	0.13	0.09	0.11
Net GEX	-1.0M	-2.4M	1.1M	-229.7K	1.1M
Net DEX	168.8M	64.0M	257.3M	105.1M	64.0M
Net VEX	-4.2M	-4.6M	-3.8M	-4.6M	-4.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.28	2.49	1.05	0.70
Total Volume	41,075.304	15,189	71,506	60,632	25,707
Total OI	1,631,415.304	1,541,745	1,723,165	1,629,915	1,623,794

Daily Data (23 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
2007-08-01	$13.41	$15.00	48.6%	13.9%	40.8%	75.5%	48.1%	3.4%	1.9%	-229.7K	105.1M	-4.6M	1.05	6.04	29,622	31,010	782,841	847,074
2007-08-02	$13.40	$15.00	45.0%	12.9%	40.7%	60.7%	45.2%	2.2%	2.2%	-970.2K	117.3M	-4.6M	1.22	3.81	17,249	21,087	781,685	858,970
2007-08-03	$12.85	$15.00	45.6%	13.1%	42.4%	63.0%	46.2%	-1.7%	3.1%	-1.4M	167.1M	-4.4M	1.02	5.00	21,696	22,215	783,960	860,090
2007-08-06	$12.77	$15.00	46.6%	14.2%	41.9%	67.0%	49.8%	3.3%	5.7%	-1.4M	176.4M	-4.4M	0.93	3.65	18,715	17,339	797,668	860,329
2007-08-07	$12.63	$14.00	44.0%	13.5%	41.9%	56.2%	47.3%	1.8%	6.9%	-1.6M	192.1M	-4.3M	1.56	4.49	22,728	35,451	798,077	854,328
2007-08-08	$13.42	$14.00	42.3%	12.9%	47.8%	49.2%	44.1%	3.1%	7.6%	-587.2K	99.9M	-4.5M	0.32	6.41	54,368	17,138	805,360	853,912
2007-08-09	$13.08	$14.00	44.7%	13.4%	44.2%	59.1%	46.4%	2.2%	5.6%	-553.7K	131.6M	-4.4M	0.28	5.22	29,368	8,232	820,683	860,777
2007-08-10	$13.01	$14.00	41.0%	13.8%	43.9%	43.9%	50.0%	3.1%	5.9%	-791.0K	141.6M	-4.5M	0.90	5.44	8,394	7,588	826,933	861,429
2007-08-13	$12.84	$14.00	44.5%	13.6%	42.8%	58.2%	48.0%	2.3%	5.8%	-1.1M	161.6M	-4.3M	0.72	5.16	15,974	11,471	830,640	861,599
2007-08-14	$12.54	$14.00	45.6%	13.3%	42.5%	63.1%	47.8%	1.5%	5.9%	-1.7M	195.6M	-4.3M	0.74	4.14	17,984	13,328	833,837	867,987
2007-08-15	$11.95	$14.00	48.9%	14.5%	44.2%	76.4%	53.7%	-0.7%	5.3%	-1.9M	245.0M	-4.1M	1.04	4.00	20,269	21,053	840,147	863,228
2007-08-16	$11.64	$14.00	56.4%	16.2%	42.6%	100.0%	57.3%	1.9%	6.7%	-1.5M	257.3M	-4.0M	0.60	4.73	44,112	26,274	846,783	869,623
2007-08-17	$11.89	$13.00	52.4%	15.0%	44.5%	84.8%	53.0%	3.7%	7.3%	-2.4M	230.8M	-4.1M	1.01	4.45	23,637	23,843	855,158	868,007
2007-08-20	$12.10	$13.00	47.7%	13.7%	45.8%	66.7%	48.0%	3.6%	9.7%	-948.6K	168.2M	-4.1M	0.46	5.25	14,121	6,462	725,134	816,611
2007-08-21	$12.17	$13.00	45.5%	13.0%	46.3%	58.3%	45.4%	3.1%	10.0%	-927.6K	161.3M	-4.1M	2.49	4.47	16,278	40,507	731,284	818,249
2007-08-22	$12.01	$13.00	43.8%	12.6%	44.4%	51.8%	44.3%	2.8%	10.8%	-989.1K	182.4M	-4.0M	0.81	4.87	28,251	22,770	736,346	819,408
2007-08-23	$12.06	$13.00	44.0%	12.6%	41.7%	52.5%	44.2%	3.1%	10.5%	-1.1M	182.4M	-4.1M	0.71	5.17	24,666	17,534	747,272	823,401
2007-08-24	$12.13	$13.00	40.5%	11.6%	37.5%	39.2%	40.8%	3.5%	11.4%	-976.4K	180.7M	-4.1M	0.71	2.85	15,401	10,936	751,507	819,695
2007-08-27	$11.98	$13.00	40.6%	11.7%	37.6%	39.7%	42.7%	2.3%	9.7%	-1.2M	198.4M	-3.9M	0.78	3.40	11,730	9,186	750,301	822,306
2007-08-28	$11.66	$13.00	43.9%	12.6%	38.0%	52.0%	45.2%	2.9%	9.2%	-1.4M	219.1M	-3.8M	0.59	4.83	9,564	5,625	751,802	820,192
2007-08-29	$12.30	$12.00	42.9%	12.3%	43.7%	48.4%	42.1%	3.5%	8.0%	-815.9K	167.0M	-4.1M	0.41	4.45	36,179	14,682	755,277	818,621
2007-08-30	$12.42	$12.00	42.5%	12.2%	44.0%	46.8%	42.5%	2.4%	9.1%	-133.8K	136.8M	-4.2M	0.36	5.01	40,394	14,594	777,868	822,359
2007-08-31	$13.00	$12.00	36.4%	10.4%	44.9%	23.2%	37.7%	2.7%	10.6%	1.1M	64.0M	-4.4M	0.70	3.95	15,154	10,553	800,737	823,057