AMD Options History — July 2008

In July 2008, AMD traded between $4.19 and $5.65. ATM implied volatility averaged 79.6%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 13.4% (HV 20d: 66.3%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.77.

Notable Days

  • 2008-07-17: Highest Volume — 84,962 contracts
  • 2008-07-10: Largest IV drop — 24.1% change
  • 2008-07-09: Highest IV Rank — 96.1%
  • 2008-07-03: Largest Expected Move — 26.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.82$4.19$5.65$5.65$4.21
Max Pain$5.45$5.00$7.00$7.00$5.00
ATM IV79.6%60.5%109.6%80.6%65.5%
Expected Move21.9%17.4%26.8%23.1%18.8%
HV 20d66.3%48.9%75.9%70.6%75.5%
HV 60d59.2%53.1%66.0%54.1%61.3%
IV Rank58.5%34.5%96.1%59.7%40.8%
IV Percentile83.3%55.2%99.6%95.2%65.5%
Term Structure-5.8%-15.3%0.8%-12.1%-3.5%
VWIV78.1%63.3%93.8%84.9%66.4%
Skew 25d5.0%-2.6%11.5%5.3%6.4%
Skew 10d12.3%-4.7%27.5%17.9%16.5%
Call IV 25d78.4%64.1%94.2%85.0%66.9%
Put IV 25d83.4%68.8%102.2%90.3%73.4%
Bid-Ask Spread %3.312.395.332.542.39
Gamma HHI0.170.130.240.160.17
Net GEX-266.8K-479.4K39.3K-108.6K-411.7K
Net DEX128.3M117.7M152.0M120.9M118.2M
Net VEX-1.1M-1.3M-852.5K-1.3M-882.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.211.950.670.21
Total Volume31,075.18212,13084,96224,96412,958
Total OI1,212,616.5451,089,1731,347,7781,236,7121,141,030

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-07-01$5.65$7.0080.6%23.1%70.6%59.7%84.9%5.3%-12.1%-108.6K120.9M-1.3M0.672.5414,9719,993636,198600,514
2008-07-02$5.44$7.0091.6%26.3%67.1%73.5%87.0%11.5%-15.3%-288.2K134.6M-1.2M0.992.8016,99416,782640,226602,718
2008-07-03$5.30$7.0093.6%26.8%57.5%76.0%93.8%8.0%-14.7%-235.9K130.1M-1.2M0.982.6814,17213,954644,759606,325
2008-07-07$5.38$6.00102.5%22.8%57.8%87.2%77.4%7.0%-3.4%-155.5K127.6M-1.3M0.514.0915,0657,728651,918605,388
2008-07-08$5.53$6.0097.3%22.4%57.2%80.6%78.8%6.2%-5.3%-107.4K124.6M-1.3M0.213.6223,1224,768651,909604,616
2008-07-09$5.06$6.00109.6%23.4%62.5%96.1%84.4%3.6%-3.4%-169.4K130.9M-1.2M0.245.3320,2064,802665,212603,017
2008-07-10$4.96$6.0083.2%23.8%60.1%62.9%88.7%5.4%-2.7%-173.7K131.6M-1.1M0.503.8653,47526,864669,513599,678
2008-07-11$4.84$5.0085.3%24.5%58.0%65.6%88.0%5.0%-4.5%-99.8K131.5M-1.1M0.323.4716,1235,158677,908604,069
2008-07-14$4.82$5.0086.4%24.8%52.0%67.0%88.3%5.3%-4.5%-136.3K135.7M-1.1M0.543.007,8934,237684,055613,677
2008-07-15$4.72$5.0086.1%24.7%48.9%66.6%93.1%7.0%-4.4%-149.4K133.4M-1.1M1.904.0112,70524,185684,651608,926
2008-07-16$5.06$5.0083.0%23.8%58.7%62.8%84.3%4.9%-0.7%39.3K123.6M-1.2M0.433.3025,62410,979687,542616,600
2008-07-17$5.30$5.0085.7%24.6%61.7%66.1%88.5%7.9%-9.7%-8.3K117.7M-1.2M0.864.3245,76239,200695,003616,823
2008-07-18$4.65$5.0069.5%19.9%73.3%45.7%72.8%-1.7%0.8%-420.5K152.0M-1.0M0.663.4222,96215,229704,935642,843
2008-07-21$4.59$5.0061.1%17.5%72.8%35.3%64.8%6.7%-3.8%-471.5K136.1M-903.8K0.502.9413,0926,520516,351572,822
2008-07-22$4.41$5.0068.9%19.7%71.3%45.0%66.4%9.8%-4.8%-479.4K132.5M-873.4K0.694.0513,0359,059522,295572,645
2008-07-23$4.67$5.0060.5%17.4%75.4%34.5%63.3%3.1%-5.2%-441.3K125.8M-1.0M1.952.7415,52330,270526,525574,421
2008-07-24$4.37$5.0071.3%20.4%75.6%48.0%70.5%2.5%-9.7%-381.8K134.2M-852.5K0.693.0813,3959,175536,528588,099
2008-07-25$4.36$5.0069.5%19.9%75.1%45.8%68.7%4.6%-7.3%-433.6K123.8M-948.9K1.022.9013,48313,689540,727587,350
2008-07-28$4.19$5.0069.4%19.9%75.4%45.6%73.0%-2.6%-6.2%-407.4K118.7M-863.8K0.512.8511,6465,989548,138568,480
2008-07-29$4.21$5.0067.1%19.2%75.8%42.8%71.3%1.4%-3.8%-416.1K119.0M-889.0K0.982.8713,81513,500553,769572,924
2008-07-30$4.23$5.0064.5%18.5%75.9%39.4%64.5%2.9%-3.0%-412.0K121.0M-867.9K1.562.516,0789,474559,564576,873
2008-07-31$4.21$5.0065.5%18.8%75.5%40.8%66.4%6.4%-3.5%-411.7K118.2M-882.0K0.212.3910,6782,280562,594578,436