AMD Options History — October 2008

In October 2008, AMD traded between $2.84 and $4.74. ATM implied volatility averaged 136.0%, placing in the 61.9% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded below realized volatility by 5.7% (HV 20d: 141.6%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.56.

Notable Days

2008-10-07: Highest Volume — 51,231 contracts
2008-10-16: Largest IV drop — 36.3% change
2008-10-15: Highest IV Rank — 94.9%
2008-10-02: Largest Expected Move — 53.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.85	$2.84	$4.74	$4.74	$3.50
Max Pain	$4.39	$4.00	$6.00	$6.00	$4.00
ATM IV	136.0%	77.0%	190.7%	144.4%	119.5%
Expected Move	34.8%	22.1%	53.9%	41.4%	34.3%
HV 20d	141.6%	113.2%	152.9%	127.7%	120.6%
HV 60d	99.8%	90.6%	109.5%	90.6%	109.0%
IV Rank	61.9%	26.5%	94.9%	67.0%	51.4%
IV Percentile	93.8%	73.4%	99.6%	99.6%	92.5%
Term Structure	-0.5%	-39.6%	14.9%	-26.5%	-6.8%
VWIV	120.5%	84.3%	182.2%	146.4%	107.5%
Skew 25d	16.5%	0.8%	33.3%	24.2%	7.7%
Skew 10d	19.6%	-10.4%	69.5%	48.4%	4.4%
Call IV 25d	117.3%	79.5%	172.9%	141.6%	104.8%
Put IV 25d	133.8%	100.7%	206.2%	165.9%	112.5%
Bid-Ask Spread %	7.74	4.41	15.57	6.30	6.17
Gamma HHI	0.18	0.12	0.27	0.15	0.25
Net GEX	-196.1K	-302.0K	-28.9K	-126.3K	-224.0K
Net DEX	94.3M	81.5M	114.1M	87.7M	93.6M
Net VEX	-746.5K	-1.0M	-478.8K	-1.0M	-595.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.25	1.27	0.34	0.53
Total Volume	22,727	8,211	51,231	26,329	16,134
Total OI	1,144,828.304	1,022,123	1,236,676	1,206,300	1,053,217

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
2008-10-01	$4.74	$6.00	144.4%	41.4%	127.7%	67.0%	146.4%	24.2%	-26.5%	-126.3K	87.7M	-1.0M	0.34	6.30	19,633	6,696	605,779	600,521
2008-10-02	$4.14	$6.00	187.9%	53.9%	134.4%	93.2%	182.2%	33.3%	-39.6%	-128.5K	82.4M	-938.5K	0.57	4.41	6,619	3,801	615,218	601,284
2008-10-03	$4.53	$6.00	158.1%	45.3%	139.1%	75.3%	163.5%	33.3%	-30.5%	-102.4K	85.2M	-995.9K	0.41	7.25	10,729	4,406	618,227	601,889
2008-10-06	$4.23	$4.00	159.3%	36.9%	139.9%	76.0%	126.4%	17.0%	1.9%	-161.7K	91.2M	-922.4K	0.91	8.52	26,241	23,788	621,343	600,349
2008-10-07	$4.59	$4.00	139.4%	30.8%	143.6%	64.0%	107.7%	14.4%	1.1%	-28.9K	83.7M	-972.7K	0.39	10.64	36,940	14,291	625,534	598,866
2008-10-08	$4.05	$4.00	158.4%	33.3%	149.1%	75.5%	114.0%	21.6%	0.6%	-201.1K	102.5M	-828.1K	0.82	7.08	26,148	21,420	632,959	603,717
2008-10-09	$4.04	$4.00	164.5%	35.5%	149.1%	79.1%	121.4%	22.6%	4.5%	-143.2K	91.4M	-850.9K	0.54	15.57	7,905	4,284	622,793	605,574
2008-10-10	$3.81	$4.00	179.1%	42.4%	149.6%	87.9%	144.2%	18.6%	11.0%	-143.3K	81.5M	-814.7K	1.27	9.56	21,199	26,837	622,850	600,485
2008-10-13	$4.21	$4.00	150.4%	34.5%	151.9%	70.6%	114.4%	22.6%	8.1%	-219.1K	102.1M	-820.4K	0.86	8.07	9,070	7,781	623,363	595,910
2008-10-14	$4.27	$5.00	184.3%	34.4%	151.9%	91.1%	116.7%	20.7%	7.4%	-164.1K	102.1M	-832.8K	0.37	7.95	14,011	5,250	626,306	597,598
2008-10-15	$3.91	$5.00	190.7%	35.4%	152.9%	94.9%	120.1%	20.9%	10.3%	-250.9K	101.6M	-757.8K	0.59	10.38	8,191	4,802	626,224	599,906
2008-10-16	$4.12	$4.00	121.4%	34.8%	151.2%	53.2%	133.1%	23.6%	8.7%	-219.1K	107.3M	-775.1K	0.52	7.02	21,951	11,314	630,370	598,842
2008-10-17	$4.21	$4.00	102.6%	29.4%	151.1%	41.9%	105.0%	20.0%	14.9%	-300.3K	114.1M	-742.8K	0.42	11.75	16,356	6,853	634,363	601,816
2008-10-20	$4.11	$4.00	86.9%	24.9%	148.9%	32.4%	86.6%	17.2%	9.7%	-302.0K	102.8M	-740.8K	0.75	7.97	12,021	9,013	486,316	535,807
2008-10-21	$3.91	$5.00	77.0%	22.1%	149.6%	26.5%	84.3%	21.2%	14.0%	-288.6K	110.8M	-635.3K	0.79	7.06	9,225	7,270	493,204	540,823
2008-10-22	$3.62	$4.00	89.4%	25.6%	151.4%	33.9%	92.6%	13.6%	8.6%	-272.3K	96.0M	-667.3K	0.42	8.84	9,048	3,837	498,693	538,338
2008-10-23	$3.28	$4.00	114.1%	32.7%	150.8%	48.8%	108.0%	3.1%	0.4%	-248.0K	93.8M	-591.4K	0.64	5.90	6,656	4,236	500,206	539,872
2008-10-24	$3.03	$4.00	118.4%	33.9%	152.0%	51.4%	119.0%	0.8%	4.0%	-197.5K	83.2M	-554.3K	0.44	5.69	11,387	5,025	501,642	540,365
2008-10-27	$2.94	$4.00	136.4%	39.1%	140.1%	62.2%	136.6%	1.8%	-8.7%	-183.8K	85.6M	-511.1K	0.28	5.62	6,404	1,807	505,202	541,171
2008-10-28	$2.84	$4.00	126.5%	36.3%	113.3%	56.2%	116.9%	9.5%	-9.9%	-183.4K	85.2M	-478.8K	0.25	5.38	19,282	4,736	505,744	538,836
2008-10-29	$2.98	$4.00	115.7%	33.2%	113.2%	49.7%	114.7%	1.9%	5.5%	-191.4K	88.3M	-508.9K	0.43	5.20	8,669	3,762	511,367	539,107
2008-10-30	$3.56	$4.00	103.0%	29.5%	126.0%	42.1%	110.2%	10.9%	-0.3%	-230.0K	97.4M	-590.6K	0.35	5.67	13,077	4,616	511,716	537,339
2008-10-31	$3.50	$4.00	119.5%	34.3%	120.6%	51.4%	107.5%	7.7%	-6.8%	-224.0K	93.6M	-595.9K	0.53	6.17	10,519	5,615	515,608	537,609