AMD Options History — June 2009

In June 2009, AMD traded between $3.55 and $4.82. ATM implied volatility averaged 77.1%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 20.1% (HV 20d: 56.9%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.65.

Notable Days

  • 2009-06-12: Highest Volume — 51,326 contracts
  • 2009-06-11: Largest IV spike — 22.7% change
  • 2009-06-18: Highest IV Rank — 23.0%
  • 2009-06-18: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.19$3.55$4.82$4.73$3.87
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV77.1%66.0%84.1%75.3%75.8%
Expected Move22.6%20.4%24.1%21.6%21.7%
HV 20d56.9%48.7%73.3%73.3%51.0%
HV 60d72.1%62.4%79.3%78.5%62.4%
IV Rank19.1%10.8%23.0%22.0%17.4%
IV Percentile27.5%15.5%35.7%28.6%23.0%
Term Structure-0.3%-5.5%10.4%7.3%-2.0%
VWIV79.7%71.1%87.6%75.6%75.9%
Skew 25d-3.9%-10.2%4.9%2.1%-0.7%
Skew 10d-4.3%-23.0%38.3%38.3%-2.8%
Call IV 25d83.2%75.4%93.1%75.4%83.1%
Put IV 25d79.4%72.5%84.7%77.6%82.4%
Bid-Ask Spread %4.242.846.245.004.38
Gamma HHI0.280.160.520.270.22
Net GEX396.7K-61.4K822.8K655.6K32.2K
Net DEX1.7M-27.9M27.4M-25.2M19.0M
Net VEX-443.5K-509.6K-361.3K-509.6K-426.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.121.800.220.18
Total Volume18,3135,23251,32617,72817,892
Total OI633,632.182582,112680,767620,233621,940

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2009-06-01$4.73$4.0075.3%21.6%73.3%22.0%75.6%2.1%7.3%655.6K-25.2M-509.6K0.225.0014,5463,182351,307268,926
2009-06-02$4.56$4.0078.7%22.6%65.2%22.7%78.3%-3.9%3.1%601.5K-18.4M-500.3K1.014.138,9859,072351,749270,106
2009-06-03$4.48$4.0073.8%21.1%65.5%19.5%74.9%-5.2%10.4%608.6K-13.6M-489.6K0.354.579,7973,400353,522276,650
2009-06-04$4.65$4.0074.4%21.3%66.6%19.9%74.5%-1.4%7.1%669.0K-21.9M-500.9K1.044.574,8695,080355,995278,063
2009-06-05$4.63$4.0073.9%22.9%60.4%19.6%80.4%1.8%-0.5%677.7K-20.4M-498.1K0.396.248,4373,274356,985279,881
2009-06-08$4.61$4.0076.6%23.7%59.7%17.9%82.9%4.0%-4.5%674.1K-18.6M-487.5K0.384.953,7781,454354,725279,515
2009-06-09$4.75$4.0069.9%22.9%55.6%13.4%81.4%4.9%-3.4%749.6K-23.8M-497.3K0.734.664,1453,014354,728280,131
2009-06-10$4.82$4.0066.0%22.7%55.0%10.8%79.9%3.0%-1.6%822.8K-27.9M-502.7K0.193.9611,2552,169356,594282,414
2009-06-11$4.70$4.0081.0%23.2%56.0%20.9%82.8%-1.2%-4.3%810.0K-21.4M-489.5K1.384.799,08912,581360,279283,108
2009-06-12$4.47$4.0081.1%23.3%57.8%20.9%84.6%-5.2%0.9%678.8K-9.0M-457.1K0.374.1637,38513,941362,377282,982
2009-06-15$4.26$4.0081.7%23.4%56.9%21.3%84.5%-7.9%-1.4%473.0K907.7K-441.1K0.293.9513,7673,954367,109289,937
2009-06-16$4.13$4.0082.7%23.7%57.0%22.0%84.7%-5.8%-2.3%518.0K7.3M-430.4K1.804.236,13711,041369,505290,413
2009-06-17$4.08$4.0081.4%23.3%52.7%21.2%82.6%-4.5%-2.5%593.4K10.6M-424.9K0.603.3515,2869,126370,861296,046
2009-06-18$3.85$4.0084.1%24.1%54.9%23.0%87.6%-9.0%-5.5%412.8K20.7M-404.3K0.804.0621,12216,814373,476298,197
2009-06-19$3.87$4.0077.5%22.2%54.1%18.6%79.9%-8.5%0.7%13.6K24.6M-401.6K1.242.8412,06314,918377,498303,269
2009-06-22$3.62$4.0078.1%22.4%58.1%18.9%79.0%-9.8%-1.2%-61.4K26.2M-365.4K0.214.0611,6422,431299,135282,977
2009-06-23$3.55$4.0079.7%22.8%52.1%20.0%79.2%-7.6%-0.6%-52.9K27.4M-361.3K1.413.537,44310,495305,907284,145
2009-06-24$3.66$4.0080.0%22.9%51.0%20.2%79.4%-8.4%-0.5%-40.8K25.2M-377.8K0.674.2721,20114,237308,331292,083
2009-06-25$3.64$4.0076.4%21.9%51.0%17.8%77.8%-10.2%-1.6%-52.9K27.2M-392.8K0.573.784,4632,563320,613298,473
2009-06-26$3.62$4.0076.7%22.0%50.3%18.0%76.5%-6.0%-4.1%-37.9K25.3M-392.8K0.123.409,9671,156322,738298,993
2009-06-29$3.72$4.0071.3%20.4%48.7%14.4%71.1%-6.3%0.1%-16.7K24.1M-404.8K0.404.344,0731,642328,884299,341
2009-06-30$3.87$4.0075.8%21.7%51.0%17.4%75.9%-0.7%-2.0%32.2K19.0M-426.2K0.184.3815,2042,688324,825297,115