AMD Options History — November 2007

In November 2007, AMD traded between $9.76 and $13.43. ATM implied volatility averaged 53.0%, placing in the 68.5% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 11.8% (HV 20d: 41.1%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.76.

Notable Days

2007-11-20: Highest Volume — 147,454 contracts
2007-11-20: Largest IV spike — 24.6% change
2007-11-12: Highest IV Rank — 100.0%
2007-11-26: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.82	$9.76	$13.43	$12.80	$9.76
Max Pain	$12.71	$12.00	$13.00	$13.00	$12.00
ATM IV	53.0%	35.2%	70.4%	36.9%	54.8%
Expected Move	15.1%	10.1%	20.2%	10.6%	15.7%
HV 20d	41.1%	33.7%	47.6%	33.7%	47.6%
HV 60d	35.7%	33.2%	39.2%	33.6%	38.1%
IV Rank	68.5%	18.7%	100.0%	25.2%	61.0%
IV Percentile	81.0%	19.4%	100.0%	30.5%	96.1%
Term Structure	0.1%	-5.2%	3.4%	3.1%	3.0%
VWIV	52.8%	35.4%	69.9%	38.6%	56.0%
Skew 25d	2.7%	-0.9%	5.6%	0.2%	4.9%
Skew 10d	4.6%	-1.9%	9.4%	-0.8%	9.2%
Call IV 25d	52.5%	35.9%	69.4%	39.3%	55.7%
Put IV 25d	55.2%	38.4%	71.9%	39.5%	60.7%
Bid-Ask Spread %	4.25	2.77	6.66	4.33	4.12
Gamma HHI	0.16	0.14	0.19	0.19	0.17
Net GEX	-796.1K	-2.0M	868.8K	-1.5M	-2.0M
Net DEX	192.6M	50.9M	348.1M	144.3M	348.1M
Net VEX	-3.8M	-4.2M	-3.0M	-3.9M	-3.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.30	2.59	0.54	2.59
Total Volume	59,785.476	20,768	147,454	31,840	78,405
Total OI	1,702,922.571	1,583,018	1,785,775	1,583,018	1,757,483

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
2007-11-01	$12.80	$13.00	36.9%	10.6%	33.7%	25.2%	38.6%	0.2%	3.1%	-1.5M	144.3M	-3.9M	0.54	4.33	20,727	11,113	754,675	828,343
2007-11-02	$13.17	$13.00	35.2%	10.1%	34.5%	18.7%	35.4%	2.5%	3.4%	-309.4K	90.3M	-4.0M	0.32	4.39	23,339	7,405	766,666	830,615
2007-11-05	$13.42	$13.00	40.7%	11.5%	35.3%	39.9%	39.5%	3.3%	2.0%	593.3K	51.7M	-4.1M	0.38	4.54	26,350	10,117	778,155	832,270
2007-11-06	$13.43	$13.00	39.4%	11.3%	35.0%	34.7%	39.3%	3.4%	2.6%	868.8K	50.9M	-4.1M	0.42	6.66	37,539	15,676	784,452	831,055
2007-11-07	$13.01	$13.00	42.6%	12.5%	35.9%	47.2%	43.5%	2.1%	2.9%	581.2K	84.8M	-4.0M	0.50	3.41	78,107	38,914	800,727	831,958
2007-11-08	$12.51	$13.00	51.5%	14.1%	37.9%	81.4%	49.3%	1.2%	-0.8%	-451.0K	144.2M	-4.1M	0.96	5.02	43,279	41,607	826,270	860,605
2007-11-09	$12.37	$13.00	51.5%	14.7%	37.5%	81.3%	51.9%	-0.5%	-1.5%	-652.0K	166.7M	-4.0M	0.33	6.09	22,917	7,615	822,366	869,680
2007-11-12	$11.95	$13.00	60.1%	15.2%	38.7%	100.0%	53.8%	-0.9%	-1.7%	-1.1M	214.2M	-3.8M	0.60	4.28	12,944	7,824	840,098	875,612
2007-11-13	$12.40	$13.00	54.6%	15.1%	41.8%	81.7%	52.1%	3.2%	-1.9%	-406.6K	163.2M	-4.0M	0.42	4.11	53,515	22,215	841,859	875,388
2007-11-14	$12.28	$13.00	44.9%	14.7%	41.3%	48.9%	51.0%	2.4%	-0.4%	-248.1K	173.0M	-4.0M	1.15	4.93	29,551	34,120	864,181	885,272
2007-11-15	$12.70	$13.00	49.2%	14.1%	41.7%	63.6%	50.0%	3.3%	1.4%	302.1K	108.2M	-4.2M	0.75	4.04	33,025	24,833	863,202	899,844
2007-11-16	$12.64	$13.00	46.0%	13.2%	38.0%	52.7%	46.7%	3.3%	2.0%	371.8K	140.4M	-4.2M	0.58	4.11	32,528	19,025	876,249	909,526
2007-11-19	$12.07	$13.00	47.6%	13.6%	40.8%	58.0%	47.6%	2.6%	-0.3%	-1.2M	184.7M	-3.9M	1.11	4.03	17,922	19,929	797,370	874,979
2007-11-20	$11.28	$13.00	59.3%	17.0%	46.1%	97.4%	58.2%	5.2%	-1.1%	-1.5M	237.5M	-3.7M	0.91	3.43	77,059	70,395	802,939	881,121
2007-11-21	$10.83	$13.00	68.9%	19.7%	45.6%	100.0%	66.8%	2.8%	-4.4%	-1.8M	263.5M	-3.7M	0.42	4.78	67,109	27,987	816,127	910,463
2007-11-23	$10.78	$12.00	68.9%	19.7%	45.1%	100.0%	69.3%	5.6%	-2.0%	-1.2M	249.1M	-3.7M	0.40	3.10	17,617	7,087	855,043	910,635
2007-11-26	$10.27	$12.00	70.4%	20.2%	46.6%	100.0%	69.9%	2.2%	-5.2%	-1.9M	308.1M	-3.4M	0.96	3.70	26,522	25,588	822,156	910,976
2007-11-27	$10.15	$12.00	67.6%	19.4%	46.5%	93.1%	67.8%	2.5%	-2.4%	-1.8M	309.8M	-3.3M	0.72	3.86	55,726	40,236	828,518	907,518
2007-11-28	$10.35	$12.00	63.3%	18.1%	47.2%	82.3%	63.3%	3.8%	-0.6%	-1.7M	302.6M	-3.4M	0.30	3.55	32,923	9,726	850,845	914,835
2007-11-29	$10.14	$12.00	59.1%	16.9%	46.9%	71.8%	59.5%	3.0%	3.0%	-1.7M	308.8M	-3.3M	1.52	2.77	10,696	16,283	857,434	913,864
2007-11-30	$9.76	$12.00	54.8%	15.7%	47.6%	61.0%	56.0%	4.9%	3.0%	-2.0M	348.1M	-3.0M	2.59	4.12	21,827	56,578	842,732	914,751