AMD Options History — April 2010

In April 2010, AMD traded between $9.07 and $10.16. ATM implied volatility averaged 54.5%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 19.6% (HV 20d: 34.8%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2010-04-15: Highest Volume — 111,571 contracts
  • 2010-04-15: Largest IV drop — 52.3% change
  • 2010-04-14: Highest IV Rank — 74.0%
  • 2010-04-15: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.62$9.07$10.16$9.37$9.07
Max Pain$9.29$9.00$10.00$9.00$10.00
ATM IV54.5%39.1%104.8%48.1%45.0%
Expected Move12.6%11.2%14.3%13.8%12.9%
HV 20d34.8%31.2%43.4%33.4%43.4%
HV 60d44.7%36.3%50.4%49.8%39.1%
IV Rank20.1%3.6%74.0%13.3%9.9%
IV Percentile29.0%2.4%96.8%14.3%15.1%
Term Structure-0.9%-5.1%2.9%-4.5%2.2%
VWIV44.8%40.0%50.3%47.8%46.3%
Skew 25d1.3%-1.1%3.0%2.6%0.1%
Skew 10d3.3%-3.4%7.1%4.4%-3.4%
Call IV 25d44.9%40.5%50.0%47.6%47.0%
Put IV 25d46.2%41.2%51.8%50.2%47.1%
Bid-Ask Spread %3.452.774.172.823.47
Gamma HHI0.240.170.310.280.17
Net GEX1.3M861.4K1.7M956.1K861.4K
Net DEX-112.7M-172.1M-65.4M-107.5M-65.4M
Net VEX-705.9K-736.7K-676.5K-710.7K-712.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.221.880.220.62
Total Volume30,7153,340111,57114,65314,318
Total OI484,723.714398,936582,904503,293445,978

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-04-01$9.37$9.0048.1%13.8%33.4%13.3%47.8%2.6%-4.5%956.1K-107.5M-710.7K0.222.8212,0182,635266,208237,085
2010-04-05$9.53$9.0052.1%12.3%33.5%17.5%43.5%3.0%-1.7%1.1M-119.2M-706.6K1.883.915,3249,990270,782237,872
2010-04-06$9.35$9.0053.5%12.6%34.6%19.0%43.6%2.5%-1.3%1.0M-106.2M-714.2K0.934.144,2613,973271,126244,070
2010-04-07$9.66$9.0062.0%13.1%36.0%28.1%46.9%2.5%-3.0%1.2M-128.8M-710.3K0.993.3119,28819,192272,089245,519
2010-04-08$9.42$9.0066.4%13.7%36.0%32.9%47.3%2.8%-3.3%1.0M-113.7M-692.9K1.043.469,5469,928272,089245,519
2010-04-09$9.30$9.0069.2%13.7%36.5%35.9%47.5%2.0%-3.2%964.4K-102.6M-702.3K0.822.849,1517,547280,728254,118
2010-04-12$9.42$9.0084.9%13.9%36.6%52.7%48.1%2.0%-4.4%973.1K-109.3M-687.2K0.343.8116,6425,731284,280258,441
2010-04-13$9.56$9.0098.4%13.6%36.8%67.1%48.6%3.0%-5.1%1.3M-122.7M-694.0K0.293.3320,3095,798293,196259,064
2010-04-14$9.89$9.00104.8%14.0%34.1%74.0%49.4%2.3%-3.1%1.5M-150.3M-686.0K1.502.8436,73455,207295,948261,035
2010-04-15$10.16$9.0050.0%14.3%33.9%15.2%50.3%1.8%-3.3%1.6M-172.1M-676.5K0.323.9584,41727,154301,526245,566
2010-04-16$9.81$9.0042.1%12.1%34.7%6.8%42.9%0.5%2.0%1.7M-128.9M-696.4K0.473.4157,88727,240330,030252,874
2010-04-19$9.58$9.0043.0%12.3%33.9%7.8%43.8%1.4%-0.4%1.4M-100.8M-693.1K0.413.4016,4706,804236,436162,500
2010-04-20$9.77$9.0040.3%11.6%33.8%4.9%41.2%-0.6%1.4%1.5M-109.6M-696.1K0.473.6310,7525,042238,008164,280
2010-04-21$9.78$9.0040.3%11.5%33.5%4.8%41.8%0.7%1.0%1.6M-113.8M-688.4K0.663.2020,24613,408242,278165,541
2010-04-22$9.86$9.0040.5%11.6%32.2%5.0%41.3%0.8%1.0%1.6M-113.5M-718.7K1.274.1711,39814,511249,534175,899
2010-04-23$9.76$10.0039.1%11.2%31.2%3.6%40.4%0.7%1.8%1.4M-103.0M-736.7K0.432.776,0952,607252,328186,668
2010-04-26$9.97$10.0040.4%11.6%31.7%5.0%42.1%-1.1%1.3%1.4M-114.9M-725.5K0.343.3622,5897,640250,303188,165
2010-04-27$9.58$10.0042.7%12.2%35.4%7.5%44.9%0.6%0.8%1.3M-92.8M-732.9K0.333.7519,8126,450260,439190,926
2010-04-28$9.55$10.0041.6%11.9%35.0%6.3%43.4%-0.1%1.1%1.2M-92.1M-714.0K0.533.568,8924,669255,900189,625
2010-04-29$9.72$10.0039.5%11.3%35.5%4.0%40.0%0.5%2.9%1.2M-98.6M-728.8K0.273.332,630710253,572191,653
2010-04-30$9.07$10.0045.0%12.9%43.4%9.9%46.3%0.1%2.2%861.4K-65.4M-712.5K0.623.478,8645,454254,344191,634