AMD Options History — May 2010

In May 2010, AMD traded between $8.09 and $9.49. ATM implied volatility averaged 57.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 0.3% (HV 20d: 57.4%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.71.

Notable Days

  • 2010-05-14: Highest Volume — 53,472 contracts
  • 2010-05-06: Largest IV spike — 21.3% change
  • 2010-05-20: Highest IV Rank — 44.5%
  • 2010-05-20: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.65$8.09$9.49$9.29$8.57
Max Pain$9.65$9.00$10.00$10.00$9.00
ATM IV57.7%44.8%72.2%44.8%48.4%
Expected Move16.5%12.8%20.7%12.8%13.9%
HV 20d57.4%43.9%68.3%43.9%64.5%
HV 60d43.0%35.1%48.3%35.1%48.3%
IV Rank25.6%9.7%44.5%9.7%15.4%
IV Percentile44.2%15.1%78.2%15.1%19.8%
Term Structure1.0%-4.4%4.2%2.1%3.8%
VWIV57.2%45.0%71.7%45.0%51.9%
Skew 25d7.4%-0.6%13.2%4.2%7.1%
Skew 10d16.0%2.0%29.5%4.3%16.3%
Call IV 25d55.5%44.2%67.6%44.2%48.9%
Put IV 25d62.9%48.3%78.7%48.3%56.0%
Bid-Ask Spread %4.943.2815.183.573.88
Gamma HHI0.190.160.250.180.25
Net GEX898.4K445.2K1.7M872.4K1.1M
Net DEX-49.9M-96.1M-19.1M-72.7M-55.1M
Net VEX-691.0K-742.4K-645.4K-715.2K-657.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.161.830.340.89
Total Volume21,005.357,17853,4729,0157,178
Total OI471,442.3436,008514,679451,143446,156

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-05-03$9.29$10.0044.8%12.8%43.9%9.7%45.0%4.2%2.1%872.4K-72.7M-715.2K0.343.576,7292,286256,650194,493
2010-05-04$8.68$10.0052.7%15.1%49.6%18.2%54.3%-0.6%-0.5%626.8K-45.2M-696.2K0.544.0813,5947,406256,625194,890
2010-05-05$8.58$9.0053.0%15.2%47.7%18.5%54.4%1.5%-0.2%614.8K-39.7M-696.3K0.753.287,5675,666261,925195,332
2010-05-06$8.27$9.0064.3%18.4%48.5%30.5%64.5%5.2%-4.4%519.2K-27.8M-681.6K0.7315.1813,3489,758263,235195,559
2010-05-07$8.38$10.0066.4%17.9%49.0%32.9%61.6%8.1%1.2%530.3K-34.1M-698.3K0.504.246,8003,371263,950197,367
2010-05-10$8.99$10.0053.8%15.3%55.6%19.3%53.6%6.1%1.8%838.7K-62.5M-718.5K0.255.709,7792,476265,694197,716
2010-05-11$9.07$10.0049.7%15.0%55.4%15.0%51.9%6.3%2.5%845.1K-65.6M-719.2K0.535.0011,6306,136267,097198,084
2010-05-12$9.49$10.0051.9%15.4%56.5%17.3%51.5%5.2%0.8%1.3M-92.8M-730.1K0.184.4837,5146,796271,802198,006
2010-05-13$9.42$10.0053.4%15.3%55.5%19.6%51.3%5.4%2.7%1.7M-96.1M-742.4K0.334.5328,0059,311296,282196,285
2010-05-14$8.80$10.0059.5%17.1%59.1%29.0%59.4%5.9%0.8%1.1M-56.3M-718.7K0.785.0330,04623,426292,833198,869
2010-05-17$8.85$10.0059.4%17.0%58.8%28.8%59.4%6.0%1.0%1.2M-53.2M-719.8K1.833.737,96314,541301,243211,970
2010-05-18$8.42$10.0064.5%18.5%60.2%35.0%61.7%7.6%-0.1%853.9K-33.8M-678.3K1.334.299,63512,768301,820207,360
2010-05-19$8.47$10.0065.7%18.8%60.3%36.6%61.9%9.8%0.2%865.8K-36.1M-686.2K0.944.0510,4519,794302,284207,396
2010-05-20$8.09$10.0072.2%20.7%61.6%44.5%71.7%11.1%-1.2%445.2K-19.1M-669.0K0.645.5116,10210,295299,248208,171
2010-05-21$8.40$10.0068.2%19.6%63.8%39.6%67.3%13.2%0.6%815.3K-32.7M-688.6K0.885.2213,84312,125305,232209,447
2010-05-24$8.09$9.0064.1%18.4%63.7%34.6%62.4%13.2%0.4%773.0K-34.5M-654.3K0.574.107,5944,343253,511182,497
2010-05-25$8.15$9.0058.6%16.8%63.0%27.9%56.5%12.6%2.6%852.3K-35.6M-645.4K1.484.168,15212,085257,214184,877
2010-05-26$8.22$9.0057.4%16.5%63.3%26.4%55.2%11.7%2.0%837.6K-39.3M-651.0K0.164.729,5351,491259,136185,107
2010-05-27$8.80$9.0046.1%13.2%68.3%12.6%48.7%7.4%4.2%1.2M-65.8M-653.1K0.564.156,7643,804261,425182,058
2010-05-28$8.57$9.0048.4%13.9%64.5%15.4%51.9%7.1%3.8%1.1M-55.1M-657.8K0.893.883,7983,380263,154183,002