AMD Options History — October 2007

In October 2007, AMD traded between $12.75 and $14.55. ATM implied volatility averaged 41.9%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 13.6% (HV 20d: 28.3%). Max pain ranged from $14.00 to $14.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.90.

Notable Days

2007-10-18: Highest Volume — 192,416 contracts
2007-10-19: Largest IV drop — 17.7% change
2007-10-09: Highest IV Rank — 77.1%
2007-10-01: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.54	$12.75	$14.55	$13.23	$13.08
Max Pain	$14.00	$14.00	$14.00	$14.00	$14.00
ATM IV	41.9%	33.0%	50.4%	49.3%	33.0%
Expected Move	11.8%	9.5%	14.1%	14.1%	9.5%
HV 20d	28.3%	22.3%	33.3%	29.0%	33.1%
HV 60d	37.1%	35.1%	39.0%	39.0%	35.6%
IV Rank	44.5%	10.4%	77.1%	72.8%	10.4%
IV Percentile	53.8%	4.3%	95.3%	93.6%	4.3%
Term Structure	1.4%	-6.2%	4.7%	-0.1%	4.6%
VWIV	42.1%	34.3%	50.4%	49.8%	34.3%
Skew 25d	1.1%	-3.5%	3.1%	-0.0%	0.9%
Skew 10d	2.7%	-7.7%	7.1%	2.1%	-4.0%
Call IV 25d	42.6%	35.3%	50.9%	50.9%	35.3%
Put IV 25d	43.7%	36.2%	51.7%	50.9%	36.2%
Bid-Ask Spread %	4.06	2.81	6.33	3.13	4.14
Gamma HHI	0.15	0.12	0.19	0.12	0.19
Net GEX	-552.6K	-2.2M	2.9M	-1.3M	-1.0M
Net DEX	60.0M	-145.8M	177.0M	109.6M	124.1M
Net VEX	-4.2M	-4.4M	-3.8M	-4.3M	-3.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.34	1.73	0.81	0.45
Total Volume	52,197	18,794	192,416	18,910	24,994
Total OI	1,708,848.217	1,497,733	1,904,249	1,728,882	1,574,200

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
2007-10-01	$13.23	$14.00	49.3%	14.1%	29.0%	72.8%	49.8%	-0.0%	-0.1%	-1.3M	109.6M	-4.3M	0.81	3.13	10,424	8,486	819,271	909,611
2007-10-02	$13.20	$14.00	47.1%	13.5%	28.6%	64.4%	47.9%	0.3%	1.7%	-1.5M	116.6M	-4.3M	0.87	3.68	14,177	12,398	823,780	913,067
2007-10-03	$13.23	$14.00	46.9%	13.4%	27.6%	63.6%	47.5%	0.1%	-0.5%	-1.6M	113.4M	-4.2M	1.36	3.45	17,563	23,869	826,212	914,261
2007-10-04	$13.35	$14.00	47.0%	13.5%	27.7%	64.2%	47.7%	0.4%	-0.7%	-1.5M	92.3M	-4.3M	1.51	3.36	8,810	13,261	832,824	928,675
2007-10-05	$13.63	$14.00	42.6%	12.4%	26.5%	47.0%	44.2%	2.2%	1.7%	-1.5M	54.0M	-4.3M	0.76	4.78	22,908	17,350	833,582	935,633
2007-10-08	$13.63	$14.00	45.7%	12.3%	25.2%	59.1%	43.1%	3.0%	1.8%	-994.5K	58.8M	-4.3M	1.73	6.33	16,545	28,673	839,256	929,592
2007-10-09	$13.79	$14.00	50.4%	12.3%	25.4%	77.1%	43.6%	3.1%	1.6%	-558.3K	28.5M	-4.4M	0.66	3.66	14,444	9,543	849,358	948,796
2007-10-10	$14.02	$14.00	49.6%	12.1%	25.3%	74.0%	42.9%	2.1%	1.1%	50.4K	-20.2M	-4.4M	1.51	4.56	18,186	27,374	852,054	951,485
2007-10-11	$13.80	$14.00	43.9%	12.6%	25.9%	52.2%	45.0%	2.4%	1.0%	-267.5K	16.0M	-4.3M	1.40	2.90	20,618	28,810	858,996	958,269
2007-10-12	$13.94	$14.00	40.4%	11.6%	25.9%	38.9%	40.9%	1.7%	2.4%	450.7K	-1.7M	-4.3M	1.36	3.49	15,124	20,636	864,515	956,459
2007-10-15	$13.98	$14.00	43.6%	12.5%	25.8%	50.9%	44.4%	1.4%	1.3%	978.9K	-19.7M	-4.3M	0.46	4.79	17,321	8,053	867,259	950,839
2007-10-16	$13.96	$14.00	42.7%	12.2%	23.1%	47.4%	44.2%	2.1%	0.9%	1.6M	-19.1M	-4.2M	0.66	4.38	35,826	23,525	871,008	943,758
2007-10-17	$14.11	$14.00	43.0%	12.3%	22.3%	48.9%	43.5%	1.6%	-1.3%	2.0M	-54.1M	-4.3M	0.57	2.81	59,987	34,229	882,150	952,888
2007-10-18	$14.55	$14.00	48.9%	14.0%	23.7%	71.5%	50.4%	2.3%	-6.2%	2.9M	-145.8M	-4.4M	0.58	5.21	122,134	70,282	888,241	967,132
2007-10-19	$13.80	$14.00	40.3%	11.6%	31.0%	38.3%	41.5%	-3.5%	0.5%	-1.2M	49.0M	-4.2M	0.64	5.50	81,524	52,490	922,626	981,623
2007-10-22	$13.75	$14.00	36.4%	10.4%	30.5%	23.4%	37.4%	-1.2%	1.5%	-411.6K	53.1M	-4.0M	0.63	3.38	31,571	19,760	689,607	808,126
2007-10-23	$13.73	$14.00	34.6%	9.9%	29.2%	16.3%	35.4%	0.9%	3.3%	-357.3K	62.0M	-4.0M	0.64	3.22	34,651	22,144	701,113	811,923
2007-10-24	$13.12	$14.00	36.4%	10.4%	33.3%	23.4%	37.9%	2.9%	2.9%	-1.1M	136.4M	-3.9M	1.38	3.47	22,441	30,930	722,341	822,534
2007-10-25	$12.75	$14.00	36.8%	10.5%	32.6%	24.9%	38.2%	1.0%	2.6%	-2.2M	177.0M	-3.8M	1.25	4.01	31,531	39,321	709,651	828,483
2007-10-26	$12.89	$14.00	34.4%	9.9%	32.9%	15.6%	36.5%	1.5%	4.7%	-1.9M	151.5M	-3.9M	0.34	4.13	14,070	4,724	722,510	831,345
2007-10-29	$12.88	$14.00	35.4%	10.2%	32.8%	19.7%	36.7%	-0.4%	4.1%	-2.0M	156.5M	-3.8M	0.57	3.47	14,856	8,529	720,656	830,155
2007-10-30	$13.00	$14.00	35.5%	10.2%	33.1%	19.9%	36.7%	0.3%	3.8%	-1.4M	141.0M	-3.8M	0.50	5.46	30,878	15,561	728,346	829,299
2007-10-31	$13.08	$14.00	33.0%	9.5%	33.1%	10.4%	34.3%	0.9%	4.6%	-1.0M	124.1M	-3.9M	0.45	4.14	17,214	7,780	749,652	824,548