AMD Options History — June 2008

In June 2008, AMD traded between $5.83 and $7.78. ATM implied volatility averaged 60.0%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 4.4% (HV 20d: 55.6%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2008-06-23: Highest Volume — 80,898 contracts
  • 2008-06-12: Largest IV spike — 18.6% change
  • 2008-06-30: Highest IV Rank — 56.4%
  • 2008-06-30: Largest Expected Move — 22.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.00$5.83$7.78$6.80$5.83
Max Pain$7.00$7.00$7.00$7.00$7.00
ATM IV60.0%43.3%78.0%43.5%78.0%
Expected Move17.6%12.4%22.4%12.5%22.4%
HV 20d55.6%33.4%70.2%45.9%70.2%
HV 60d48.7%44.0%53.8%44.0%53.8%
IV Rank35.0%15.8%56.4%15.9%56.4%
IV Percentile63.1%23.4%91.3%25.0%91.3%
Term Structure-1.3%-11.8%12.3%9.4%-10.5%
VWIV62.9%43.6%81.9%43.9%81.9%
Skew 25d2.6%-1.0%5.3%4.7%4.3%
Skew 10d5.3%-2.4%16.7%1.4%13.9%
Call IV 25d64.2%47.4%83.7%47.4%83.7%
Put IV 25d66.8%48.5%88.0%52.1%88.0%
Bid-Ask Spread %3.292.374.693.533.43
Gamma HHI0.200.140.520.160.17
Net GEX585.7K-160.4K3.7M46.8K-50.3K
Net DEX59.4M7.7M118.4M81.1M118.4M
Net VEX-1.7M-1.9M-1.3M-1.6M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.151.531.131.24
Total Volume30,078.47610,74580,89813,63738,843
Total OI1,172,068.4291,111,2221,216,6881,111,2221,216,688

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-06-02$6.80$7.0043.5%12.5%45.9%15.9%43.9%4.7%9.4%46.8K81.1M-1.6M1.133.536,4007,237556,592554,630
2008-06-03$6.81$7.0043.3%12.4%41.3%15.8%43.6%3.6%11.1%29.7K81.9M-1.6M0.373.6914,4855,408559,841559,565
2008-06-04$7.19$7.0044.1%12.7%33.4%16.8%46.0%-1.0%12.3%314.5K55.1M-1.7M0.264.6920,7345,479566,312562,587
2008-06-05$7.78$7.0043.3%12.4%41.6%15.8%45.1%2.8%11.5%534.7K14.5M-1.9M0.394.2735,08913,672569,481564,336
2008-06-06$7.43$7.0050.2%16.8%45.5%24.2%58.7%3.9%-0.9%555.2K33.5M-1.8M0.363.6117,6616,401581,820567,767
2008-06-09$7.68$7.0055.0%16.9%46.7%29.9%60.5%3.6%-1.2%743.4K13.9M-1.8M0.313.2940,03812,255588,324569,034
2008-06-10$7.43$7.0051.0%17.4%47.5%25.1%61.8%0.7%-1.1%832.0K32.1M-1.8M0.603.056,7344,011596,684572,694
2008-06-11$6.96$7.0053.5%18.1%53.1%28.1%64.3%3.4%-3.2%441.1K65.0M-1.7M0.673.4511,7557,857600,699573,682
2008-06-12$7.14$7.0063.5%18.2%54.0%40.2%63.8%3.4%-1.2%630.8K49.9M-1.7M1.123.5412,54413,996602,462574,487
2008-06-13$7.52$7.0061.4%17.6%55.8%35.6%63.1%3.9%-1.9%953.5K25.1M-1.8M0.403.0011,4474,618604,487580,056
2008-06-16$7.71$7.0061.3%17.6%55.8%35.5%62.7%1.2%-2.1%1.2M7.7M-1.8M0.613.0811,5877,102608,009580,125
2008-06-17$7.72$7.0061.2%17.5%55.0%35.4%62.6%1.4%-2.3%1.3M12.2M-1.8M0.762.7417,52613,397606,038583,224
2008-06-18$7.29$7.0061.8%17.7%59.2%36.2%63.4%-0.9%-1.0%634.7K45.1M-1.7M1.533.8010,71216,435607,672584,132
2008-06-19$7.33$7.0064.0%18.4%59.2%38.9%64.3%4.9%-3.0%432.4K48.2M-1.8M0.313.4919,7226,184609,377593,085
2008-06-20$6.99$7.0063.9%18.3%61.7%38.8%65.1%5.3%-2.2%3.7M68.4M-1.7M0.382.9021,4668,079614,331593,612
2008-06-23$6.55$7.0071.2%20.4%65.2%47.9%71.8%0.4%-11.8%-160.4K94.5M-1.5M0.232.4665,77815,120562,043570,823
2008-06-24$6.24$7.0071.8%20.6%67.1%48.7%72.1%3.8%-8.6%15.6K101.1M-1.5M0.272.9236,7389,862605,457578,779
2008-06-25$6.43$7.0070.2%20.1%68.2%46.6%71.6%0.8%-7.2%168.5K84.9M-1.6M0.152.7921,5453,234609,293581,469
2008-06-26$6.13$7.0073.7%21.1%70.0%51.0%76.5%1.2%-8.5%4.7K104.1M-1.5M0.922.3714,80513,551618,912582,958
2008-06-27$5.95$7.0073.9%21.2%70.1%51.2%77.3%2.3%-6.2%-55.9K110.5M-1.4M0.243.0117,8984,243618,912582,958
2008-06-30$5.83$7.0078.0%22.4%70.2%56.4%81.9%4.3%-10.5%-50.3K118.4M-1.3M1.243.4317,36321,480630,755585,933