AMD Options History — January 2008

In January 2008, AMD traded between $5.53 and $7.61. ATM implied volatility averaged 81.7%, placing in the 72.8% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 10.9% (HV 20d: 70.8%). Max pain ranged from $6.00 to $12.50. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.02.

Notable Days

2008-01-15: Highest Volume — 195,489 contracts
2008-01-17: Largest IV spike — 30.0% change
2008-01-04: Highest IV Rank — 100.0%
2008-01-17: Largest Expected Move — 32.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.76	$5.53	$7.61	$7.14	$7.59
Max Pain	$7.19	$6.00	$12.50	$12.50	$7.00
ATM IV	81.7%	58.9%	112.7%	64.8%	58.9%
Expected Move	23.3%	16.9%	32.3%	18.6%	16.9%
HV 20d	70.8%	42.2%	93.7%	42.2%	91.1%
HV 60d	53.9%	41.4%	64.4%	41.4%	63.9%
IV Rank	72.8%	34.7%	100.0%	81.2%	34.7%
IV Percentile	95.4%	81.7%	100.0%	95.2%	81.7%
Term Structure	-0.4%	-19.7%	13.8%	11.8%	4.7%
VWIV	83.4%	64.3%	111.4%	67.7%	64.3%
Skew 25d	10.3%	-2.7%	17.6%	4.2%	10.7%
Skew 10d	20.0%	-11.2%	39.9%	2.1%	28.6%
Call IV 25d	79.7%	59.5%	103.6%	70.7%	59.5%
Put IV 25d	90.0%	70.2%	120.4%	75.0%	70.2%
Bid-Ask Spread %	3.78	1.46	5.28	1.46	3.92
Gamma HHI	0.14	0.11	0.22	0.14	0.13
Net GEX	-529.0K	-1.2M	318.5K	-1.2M	310.2K
Net DEX	177.6M	58.8M	288.7M	288.7M	66.5M
Net VEX	-2.0M	-2.2M	-1.6M	-2.0M	-2.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.19	5.31	0.70	0.69
Total Volume	60,600.333	9,912	195,489	50,612	9,912
Total OI	1,542,457.905	1,117,162	1,865,533	1,745,973	1,160,636

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
2008-01-02	$7.14	$12.50	64.8%	18.6%	42.2%	81.2%	67.7%	4.2%	11.8%	-1.2M	288.7M	-2.0M	0.70	1.46	29,810	20,802	879,710	866,263
2008-01-03	$6.77	$12.50	65.9%	18.9%	43.2%	83.9%	67.7%	8.2%	13.8%	-1.1M	282.9M	-1.9M	0.82	2.00	27,560	22,533	897,638	863,826
2008-01-04	$6.25	$7.00	81.0%	24.9%	48.3%	100.0%	87.8%	1.5%	1.5%	-1.1M	260.6M	-1.9M	0.87	4.16	38,011	32,892	906,628	853,472
2008-01-07	$6.08	$7.00	87.7%	25.3%	46.6%	100.0%	89.4%	4.6%	0.2%	-1.0M	255.3M	-1.8M	1.35	2.86	17,710	23,822	915,912	845,312
2008-01-08	$6.00	$7.00	92.8%	25.7%	46.2%	100.0%	90.7%	4.9%	-2.0%	-1.0M	254.0M	-1.7M	2.67	5.25	17,837	47,658	922,707	840,243
2008-01-09	$5.53	$7.00	105.7%	26.8%	49.0%	100.0%	95.5%	-2.7%	-1.6%	-1.2M	245.4M	-1.6M	1.28	3.46	48,439	61,866	930,824	831,474
2008-01-10	$5.96	$7.00	96.2%	27.6%	60.5%	87.3%	95.3%	11.2%	-5.3%	-940.1K	242.0M	-1.7M	0.68	3.49	37,887	25,732	952,910	829,014
2008-01-11	$6.25	$6.00	96.2%	27.6%	65.2%	87.4%	94.8%	13.5%	-3.9%	-889.7K	238.6M	-1.8M	0.58	3.67	41,168	23,947	966,938	833,747
2008-01-14	$6.41	$6.00	95.0%	27.2%	67.0%	85.7%	92.3%	13.4%	-4.1%	-873.6K	239.7M	-1.8M	1.04	3.40	40,632	42,222	976,658	840,511
2008-01-15	$6.12	$6.00	95.4%	27.4%	66.9%	86.3%	94.3%	9.5%	-5.9%	-922.1K	236.3M	-1.8M	5.31	3.48	31,001	164,488	960,233	831,793
2008-01-16	$6.57	$6.00	86.7%	24.9%	71.6%	74.8%	90.5%	13.3%	-0.6%	-733.4K	217.4M	-1.9M	0.41	5.03	66,556	26,966	976,507	830,513
2008-01-17	$6.34	$6.00	112.7%	32.3%	71.7%	100.0%	111.4%	16.8%	-19.7%	-704.2K	209.0M	-1.9M	1.58	3.92	38,215	60,234	996,766	832,556
2008-01-18	$7.07	$6.00	80.1%	23.0%	81.6%	60.4%	83.0%	9.2%	1.3%	-114.1K	192.1M	-2.1M	0.68	4.56	49,533	33,434	1,002,743	862,790
2008-01-22	$6.83	$7.00	80.4%	23.0%	82.2%	60.8%	81.3%	7.6%	-2.5%	-153.1K	89.7M	-2.0M	0.41	3.53	14,227	5,868	532,212	584,950
2008-01-23	$7.56	$7.00	75.5%	21.7%	90.6%	54.9%	82.2%	17.6%	-2.4%	-81.1K	68.6M	-2.2M	0.30	5.28	40,748	12,066	534,688	591,154
2008-01-24	$7.58	$7.00	70.3%	20.1%	90.6%	48.5%	75.3%	13.7%	0.5%	11.1K	66.9M	-2.2M	0.19	4.38	30,628	5,921	547,701	593,912
2008-01-25	$7.15	$7.00	72.0%	20.6%	92.9%	50.6%	75.4%	10.2%	1.3%	64.7K	80.4M	-2.1M	0.58	3.38	15,568	9,068	553,503	589,545
2008-01-28	$7.46	$6.00	78.9%	22.6%	93.7%	59.0%	75.4%	17.4%	-4.1%	147.5K	69.2M	-2.1M	0.52	3.98	12,453	6,474	556,901	591,406
2008-01-29	$7.61	$7.00	60.4%	17.3%	93.3%	36.5%	68.1%	16.2%	4.1%	164.7K	68.2M	-2.2M	0.32	3.96	20,385	6,470	555,407	593,476
2008-01-30	$7.61	$7.00	60.1%	17.2%	93.0%	36.1%	67.8%	14.9%	4.1%	318.5K	58.8M	-2.2M	0.50	4.27	7,922	3,942	564,483	593,954
2008-01-31	$7.59	$7.00	58.9%	16.9%	91.1%	34.7%	64.3%	10.7%	4.7%	310.2K	66.5M	-2.2M	0.69	3.92	5,872	4,040	566,045	594,591