AMD Options History — June 2010

In June 2010, AMD traded between $7.32 and $8.91. ATM implied volatility averaged 54.7%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 7.9% (HV 20d: 62.6%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.07.

Notable Days

  • 2010-06-29: Highest Volume — 98,783 contracts
  • 2010-06-29: Largest IV spike — 26.5% change
  • 2010-06-29: Highest IV Rank — 35.4%
  • 2010-06-29: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.25$7.32$8.91$8.14$7.32
Max Pain$8.14$8.00$9.00$9.00$8.00
ATM IV54.7%48.4%64.8%59.1%60.0%
Expected Move15.7%13.9%18.6%16.9%17.2%
HV 20d62.6%55.8%70.0%65.9%55.8%
HV 60d53.2%49.4%56.2%49.4%56.2%
IV Rank23.1%15.4%35.4%28.5%29.6%
IV Percentile38.7%19.8%75.8%50.8%61.1%
Term Structure0.7%-5.5%3.2%0.4%-3.6%
VWIV55.1%48.8%63.8%58.9%59.9%
Skew 25d7.8%5.8%11.4%11.4%7.3%
Skew 10d16.0%8.0%23.6%23.6%12.6%
Call IV 25d53.4%47.9%60.5%56.7%58.1%
Put IV 25d61.1%53.6%71.0%68.1%65.3%
Bid-Ask Spread %3.402.064.473.633.09
Gamma HHI0.300.220.430.270.43
Net GEX1.1M811.1K1.8M1.0M1.8M
Net DEX-41.9M-75.5M-11.8M-37.5M-27.6M
Net VEX-587.7K-646.7K-547.4K-621.8K-616.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.064.440.540.06
Total Volume22,967.3187,50498,7839,12745,871
Total OI453,116399,621550,689448,008550,689

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-06-01$8.14$9.0059.1%16.9%65.9%28.5%58.9%11.4%0.4%1.0M-37.5M-621.8K0.543.635,9443,183263,494184,514
2010-06-02$8.54$9.0051.3%14.7%64.4%19.0%52.1%8.6%2.2%1.2M-51.4M-646.7K1.604.474,3987,056265,444186,012
2010-06-03$8.69$9.0050.3%14.4%64.6%17.7%50.6%6.8%2.9%1.3M-63.4M-630.2K1.134.097,5638,545267,269181,353
2010-06-04$8.11$8.0058.3%17.4%68.0%27.6%60.5%9.2%-1.1%1.1M-39.7M-615.3K0.744.236,4464,777267,421177,439
2010-06-07$7.71$8.0064.0%17.9%70.0%34.5%63.8%10.5%-1.7%852.4K-21.8M-576.9K0.623.137,6414,745266,650178,368
2010-06-08$7.77$8.0060.4%17.5%64.5%30.1%62.0%9.9%-1.3%883.7K-21.5M-573.3K0.663.267,2154,743269,046178,274
2010-06-09$7.61$8.0058.0%17.0%64.4%27.1%59.8%9.7%-0.3%811.1K-15.0M-552.9K0.674.174,4923,012271,548180,600
2010-06-10$8.01$8.0056.4%16.2%65.1%25.2%56.2%7.9%0.6%1.2M-34.1M-569.6K1.173.005,3756,305272,899178,036
2010-06-11$8.12$8.0055.3%15.9%65.5%23.9%55.1%8.2%1.2%1.3M-37.2M-575.5K0.583.128,8905,117273,283182,847
2010-06-14$8.28$8.0056.2%16.1%62.1%25.0%55.2%7.5%0.6%1.4M-44.6M-568.4K3.173.306,50320,609272,671182,117
2010-06-15$8.82$8.0051.1%14.6%66.3%18.7%52.7%6.7%2.0%1.4M-69.9M-606.8K0.443.6110,1954,461272,706192,924
2010-06-16$8.90$8.0051.3%14.7%63.7%18.9%53.5%6.9%1.7%1.5M-75.5M-600.0K1.023.4111,52311,716274,082188,084
2010-06-17$8.91$8.0050.6%14.5%63.7%18.1%52.4%6.8%2.0%927.9K-74.1M-594.7K4.443.174,26718,953275,821192,973
2010-06-18$8.83$8.0048.4%13.9%61.3%15.4%49.7%5.8%3.2%869.0K-60.6M-576.1K0.623.3311,2206,979275,864199,441
2010-06-21$8.80$8.0048.9%14.0%60.1%16.0%48.8%5.8%2.9%990.8K-61.2M-571.9K2.733.479,10624,889228,136171,485
2010-06-22$8.58$8.0049.3%14.1%59.2%16.5%50.5%7.0%2.9%847.1K-44.8M-583.5K0.962.604,9484,740233,424184,218
2010-06-23$8.56$8.0050.8%14.6%59.2%18.4%51.9%6.2%2.3%917.2K-45.7M-584.9K0.452.976,2962,826234,290183,789
2010-06-24$8.13$8.0055.3%15.9%62.1%23.9%54.6%7.3%0.5%860.8K-24.5M-547.4K0.283.3435,4799,793236,507184,685
2010-06-25$8.09$8.0052.1%14.9%56.5%19.9%51.9%7.1%3.1%1.2M-30.1M-587.4K1.514.255,9008,906262,322190,645
2010-06-28$8.05$8.0051.2%14.7%55.9%18.9%51.2%6.1%0.3%1.3M-28.8M-567.1K0.172.0630,7905,081264,683190,441
2010-06-29$7.48$8.0064.8%18.6%58.9%35.4%60.1%8.4%-5.5%1.1M-11.8M-562.0K0.063.1193,3155,468290,097191,961
2010-06-30$7.32$8.0060.0%17.2%55.8%29.6%59.9%7.3%-3.6%1.8M-27.6M-616.4K0.063.0943,2222,649357,723192,966