AMD Options History — January 2010

In January 2010, AMD traded between $7.46 and $9.71. ATM implied volatility averaged 53.9%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 10.4% (HV 20d: 43.5%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.58.

Notable Days

  • 2010-01-22: Highest Volume — 89,992 contracts
  • 2010-01-12: Largest IV spike — 19.1% change
  • 2010-01-13: Highest IV Rank — 17.3%
  • 2010-01-13: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.79$7.46$9.71$9.70$7.46
Max Pain$9.53$9.00$10.00$10.00$9.00
ATM IV53.9%46.7%66.2%53.6%54.3%
Expected Move15.7%13.7%16.7%16.3%15.6%
HV 20d43.5%28.2%60.9%39.3%60.9%
HV 60d67.4%65.5%71.1%67.5%68.7%
IV Rank7.6%0.6%17.3%6.5%9.9%
IV Percentile8.6%0.4%36.1%5.2%10.3%
Term Structure-0.9%-4.3%2.4%-0.5%2.0%
VWIV55.1%47.9%58.9%57.2%53.6%
Skew 25d3.2%1.9%4.7%4.6%2.1%
Skew 10d7.1%4.1%10.8%10.8%4.5%
Call IV 25d54.6%47.2%59.0%56.5%54.1%
Put IV 25d57.8%51.4%61.6%61.1%56.2%
Bid-Ask Spread %3.892.984.633.623.80
Gamma HHI0.280.140.490.450.20
Net GEX1.0M525.3K1.8M1.7M569.5K
Net DEX-104.3M-196.3M-29.0M-195.5M-29.0M
Net VEX-476.7K-550.8K-436.5K-463.4K-507.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.191.620.750.55
Total Volume28,1897,37089,99218,80214,305
Total OI530,873.211286,175718,541683,943379,149

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-01-04$9.70$10.0053.6%16.3%39.3%6.5%57.2%4.6%-0.5%1.7M-195.5M-463.4K0.753.6210,7498,053366,507317,436
2010-01-05$9.71$10.0051.7%16.4%37.7%4.9%57.7%4.7%-1.9%1.8M-196.3M-471.7K0.504.449,5054,749368,645322,395
2010-01-06$9.57$10.0051.3%15.9%28.2%4.5%56.4%3.8%-0.4%1.8M-177.9M-472.3K0.564.1811,6356,537364,374324,054
2010-01-07$9.47$10.0053.1%16.4%28.5%6.1%57.4%3.2%-0.8%1.5M-169.3M-471.7K1.354.2613,03217,637364,041328,511
2010-01-08$9.43$10.0046.7%15.7%28.6%0.6%55.1%2.8%0.0%1.5M-161.6M-461.8K0.284.049,9882,769365,462332,129
2010-01-11$9.14$10.0052.8%15.9%30.6%5.8%55.8%1.9%-0.6%1.1M-141.5M-454.0K0.602.9811,9227,213364,663332,817
2010-01-12$8.65$10.0062.8%16.7%36.8%14.4%58.9%3.3%-3.6%525.3K-112.9M-436.5K0.703.9228,03319,709367,431334,205
2010-01-13$9.15$10.0066.2%16.7%41.9%17.3%58.3%2.9%-3.4%1.1M-143.0M-453.8K0.513.1523,07711,760372,581336,716
2010-01-14$9.00$10.0057.4%16.4%42.1%9.7%57.7%2.1%-4.3%894.9K-130.6M-455.3K0.453.7923,43310,449372,999340,012
2010-01-15$8.84$10.0057.8%16.6%40.4%10.1%58.6%2.5%-2.9%1.0M-109.5M-445.1K0.574.6331,27917,769377,844340,697
2010-01-19$9.01$9.0056.2%16.1%41.0%8.7%56.7%2.5%-2.8%589.7K-61.0M-460.3K0.364.2119,2226,908164,575121,600
2010-01-20$8.87$9.0055.9%16.0%41.3%11.8%56.3%3.4%-2.7%701.4K-59.8M-463.7K0.403.1613,4895,401175,106122,316
2010-01-21$8.99$9.0054.7%15.7%36.8%10.4%54.6%2.9%-1.4%778.9K-65.5M-476.5K0.273.7738,53710,568180,355125,766
2010-01-22$7.88$9.0051.6%14.8%58.8%6.7%52.0%2.8%0.7%525.6K-30.6M-439.8K0.193.4975,69814,294196,017131,286
2010-01-25$8.07$9.0050.4%14.5%58.7%5.2%51.1%3.8%0.8%774.1K-45.4M-502.8K0.384.5317,3776,525220,091135,534
2010-01-26$8.09$9.0049.9%14.3%57.5%4.6%50.1%3.2%1.2%939.1K-52.4M-541.2K1.624.014,6947,612240,183137,296
2010-01-27$8.19$9.0047.7%13.7%58.1%2.0%47.9%4.2%2.4%916.9K-54.8M-550.8K0.783.984,1393,231240,820141,295
2010-01-28$7.88$9.0050.3%14.4%59.0%5.1%51.5%3.0%1.3%819.6K-44.7M-529.5K0.213.9711,8362,457240,630141,053
2010-01-29$7.46$9.0054.3%15.6%60.9%9.9%53.6%2.1%2.0%569.5K-29.0M-507.9K0.553.809,2115,094237,512141,637