AMD Options History — February 2010

In February 2010, AMD traded between $7.19 and $8.06. ATM implied volatility averaged 47.7%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 17.3% (HV 20d: 64.9%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.84.

Notable Days

2010-02-04: Highest Volume — 29,355 contracts
2010-02-04: Largest IV spike — 13.9% change
2010-02-08: Highest IV Rank — 13.3%
2010-02-08: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.79	$7.19	$8.06	$7.98	$7.91
Max Pain	$8.21	$8.00	$9.00	$9.00	$8.00
ATM IV	47.7%	40.8%	57.1%	49.8%	40.8%
Expected Move	13.8%	11.7%	16.5%	14.3%	11.7%
HV 20d	64.9%	49.8%	73.5%	67.3%	49.8%
HV 60d	61.9%	54.8%	71.9%	69.8%	54.8%
IV Rank	3.6%	0.0%	13.3%	4.5%	0.0%
IV Percentile	3.5%	0.0%	20.2%	1.2%	0.0%
Term Structure	2.2%	0.7%	3.4%	1.9%	2.6%
VWIV	48.8%	41.0%	57.7%	51.1%	41.0%
Skew 25d	4.1%	0.9%	6.0%	2.9%	3.9%
Skew 10d	8.5%	-1.8%	14.0%	7.2%	8.7%
Call IV 25d	48.3%	40.7%	56.7%	51.5%	40.7%
Put IV 25d	52.4%	44.6%	60.7%	54.4%	44.6%
Bid-Ask Spread %	4.11	2.83	6.46	2.83	3.61
Gamma HHI	0.29	0.19	0.58	0.20	0.33
Net GEX	879.1K	529.6K	1.8M	813.2K	884.7K
Net DEX	-44.2M	-58.0M	-22.7M	-48.2M	-53.3M
Net VEX	-556.3K	-617.5K	-497.9K	-524.3K	-585.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.20	2.53	1.98	0.77
Total Volume	13,606	5,813	29,355	18,104	5,813
Total OI	420,703.737	382,085	460,736	382,085	420,361

Daily Data (19 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
2010-02-01	$7.98	$9.00	49.8%	14.3%	67.3%	4.5%	51.1%	2.9%	1.9%	813.2K	-48.2M	-524.3K	1.98	2.83	6,080	12,024	240,433	141,652
2010-02-02	$7.91	$9.00	47.3%	13.5%	67.2%	1.4%	48.2%	3.2%	3.4%	729.5K	-43.3M	-528.9K	0.44	3.14	5,551	2,442	241,677	148,695
2010-02-03	$7.81	$9.00	48.0%	13.8%	67.0%	2.4%	48.7%	0.9%	2.4%	710.3K	-38.9M	-517.5K	0.42	3.34	11,795	4,908	243,532	148,841
2010-02-04	$7.19	$9.00	54.7%	15.7%	71.7%	10.4%	55.4%	2.6%	1.8%	529.6K	-22.7M	-497.9K	0.54	3.82	19,096	10,259	250,836	151,110
2010-02-05	$7.35	$8.00	55.2%	16.3%	72.9%	11.0%	56.2%	5.5%	0.7%	596.8K	-28.4M	-526.1K	0.57	5.37	5,589	3,188	260,143	155,234
2010-02-08	$7.42	$8.00	57.1%	16.5%	73.3%	13.3%	57.7%	4.7%	0.8%	622.2K	-32.2M	-522.4K	2.53	5.80	5,174	13,098	260,867	155,458
2010-02-09	$7.54	$8.00	49.7%	15.1%	73.5%	4.4%	53.9%	6.0%	1.6%	602.6K	-32.5M	-538.0K	0.30	6.46	8,203	2,445	261,699	164,972
2010-02-10	$7.64	$8.00	48.6%	14.9%	71.9%	3.1%	53.9%	5.1%	2.0%	720.1K	-38.4M	-552.8K	0.33	4.41	4,887	1,603	267,656	164,902
2010-02-11	$7.84	$8.00	50.6%	14.5%	69.2%	5.5%	52.6%	4.0%	2.1%	893.5K	-48.1M	-557.1K	1.21	3.14	7,234	8,782	269,560	164,667
2010-02-12	$7.87	$8.00	49.3%	14.1%	69.2%	3.9%	50.1%	4.3%	2.1%	922.7K	-48.1M	-564.2K	0.89	4.74	6,813	6,092	269,472	170,471
2010-02-16	$8.06	$8.00	48.6%	13.9%	69.9%	3.1%	49.0%	5.2%	1.2%	1.1M	-56.5M	-576.0K	0.31	3.95	7,825	2,434	272,373	175,071
2010-02-17	$8.03	$8.00	47.7%	13.7%	69.3%	2.0%	47.9%	5.1%	2.2%	1.2M	-54.8M	-574.2K	0.88	4.75	7,249	6,351	273,908	175,595
2010-02-18	$7.95	$8.00	44.6%	12.8%	69.2%	0.0%	44.9%	4.8%	2.3%	1.4M	-47.6M	-565.5K	1.66	3.44	6,193	10,278	275,106	178,130
2010-02-19	$7.93	$8.00	43.4%	12.4%	68.9%	0.0%	43.8%	3.0%	2.8%	1.8M	-41.2M	-573.3K	0.93	4.32	5,919	5,499	275,887	184,849
2010-02-22	$7.90	$8.00	42.0%	12.0%	50.5%	0.0%	42.9%	4.8%	3.2%	636.0K	-50.2M	-568.2K	0.55	3.15	11,256	6,210	225,902	164,503
2010-02-23	$7.79	$8.00	44.3%	12.7%	49.9%	2.6%	44.5%	2.6%	2.1%	849.8K	-48.6M	-576.4K	1.14	4.99	9,722	11,058	238,255	167,413
2010-02-24	$8.05	$8.00	41.3%	11.8%	51.4%	0.0%	42.0%	3.7%	3.2%	850.3K	-58.0M	-617.5K	0.37	3.47	6,522	2,385	239,134	176,640
2010-02-25	$7.89	$8.00	42.6%	12.2%	51.6%	1.5%	42.8%	4.9%	2.5%	807.6K	-49.4M	-603.9K	0.20	3.29	7,088	1,449	240,799	177,568
2010-02-26	$7.91	$8.00	40.8%	11.7%	49.8%	0.0%	41.0%	3.9%	2.6%	884.7K	-53.3M	-585.0K	0.77	3.61	3,293	2,520	242,793	177,568