AMD Options History — July 2010

In July 2010, AMD traded between $7.04 and $8.21. ATM implied volatility averaged 57.5%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 13.3% (HV 20d: 44.1%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2010-07-15: Highest Volume — 95,895 contracts
  • 2010-07-15: Largest IV drop — 54.5% change
  • 2010-07-14: Highest IV Rank — 100.0%
  • 2010-07-02: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.53$7.04$8.21$7.39$7.49
Max Pain$7.10$7.00$8.00$8.00$7.00
ATM IV57.5%40.7%117.9%57.6%47.4%
Expected Move13.9%11.7%16.9%16.5%13.6%
HV 20d44.1%35.5%55.4%55.4%38.6%
HV 60d55.4%53.0%56.8%55.7%53.5%
IV Rank26.5%6.0%100.0%26.7%14.1%
IV Percentile42.9%6.3%100.0%52.4%21.4%
Term Structure0.3%-6.2%4.0%-2.6%2.0%
VWIV48.8%42.6%59.5%56.7%43.9%
Skew 25d6.3%4.0%8.4%8.2%4.1%
Skew 10d13.5%8.5%18.4%15.1%10.9%
Call IV 25d46.9%40.8%60.2%54.6%44.4%
Put IV 25d53.2%46.8%66.4%62.8%48.5%
Bid-Ask Spread %3.041.873.763.193.68
Gamma HHI0.370.330.420.420.36
Net GEX3.0M2.3M3.9M2.5M2.7M
Net DEX-89.8M-154.5M-31.2M-41.8M-79.9M
Net VEX-757.8K-812.2K-633.0K-646.5K-765.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.182.130.581.17
Total Volume35,613.0955,34395,89529,61718,357
Total OI676,035.143584,642822,835584,642660,282

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-07-01$7.39$8.0057.6%16.5%55.4%26.7%56.7%8.2%-2.6%2.5M-41.8M-646.5K0.583.1918,80210,815391,251193,391
2010-07-02$7.17$8.0059.0%16.9%51.3%28.4%59.5%6.1%-6.2%2.3M-31.2M-633.0K0.182.5965,02711,556403,662198,940
2010-07-06$7.04$7.0064.1%15.3%48.8%34.7%53.0%8.4%-0.3%2.6M-40.5M-676.4K0.272.7538,72210,640455,188205,539
2010-07-07$7.39$7.0063.7%14.7%52.2%34.2%51.4%7.3%0.8%3.3M-73.0M-746.5K0.603.5412,3177,365482,538211,499
2010-07-08$7.37$7.0065.6%14.7%51.8%36.5%50.5%6.6%0.4%3.3M-72.5M-749.4K0.253.0626,0516,555486,444215,186
2010-07-09$7.34$7.0064.3%14.7%47.9%34.8%49.9%6.4%0.3%3.5M-73.4M-755.8K0.223.5114,1213,044502,849219,139
2010-07-12$7.36$7.0081.2%14.9%47.5%55.5%51.7%6.4%-0.9%3.6M-78.5M-749.4K0.323.7627,1868,717506,749219,081
2010-07-13$7.52$7.0094.2%14.4%47.6%71.3%52.1%5.7%-0.5%3.9M-99.7M-769.8K0.671.8722,46515,118516,759221,454
2010-07-14$7.44$7.00117.9%15.4%40.3%100.0%52.5%5.4%-2.3%3.7M-90.5M-771.0K1.412.4527,80739,101523,954231,011
2010-07-15$7.41$7.0053.6%15.4%39.8%21.7%52.6%5.5%-3.5%3.6M-80.4M-784.4K0.902.5250,50845,387534,147253,285
2010-07-16$7.37$7.0047.3%13.6%39.6%14.1%47.0%4.0%1.5%2.8M-73.8M-758.3K1.912.7526,02549,830548,330274,505
2010-07-19$7.44$7.0047.3%13.5%40.2%14.0%45.2%7.5%0.0%2.9M-91.9M-764.4K0.483.059,2854,461406,912198,964
2010-07-20$7.60$7.0042.9%12.3%41.6%8.7%45.6%5.6%-0.2%2.9M-105.2M-777.2K1.103.6911,56812,674408,284201,327
2010-07-21$7.40$7.0048.5%13.9%41.6%15.5%47.0%7.6%0.4%2.7M-85.8M-783.2K2.133.106,02812,820410,962210,897
2010-07-22$7.61$7.0042.2%12.1%43.5%7.9%44.7%6.7%1.9%2.8M-104.0M-788.7K0.393.758,5393,315412,929220,586
2010-07-23$7.82$7.0042.4%12.2%41.5%8.1%47.2%6.1%2.7%2.9M-123.2M-812.2K1.143.2820,59823,379415,485223,064
2010-07-26$8.07$7.0042.8%12.3%43.1%8.6%44.7%7.1%2.6%2.6M-142.6M-793.9K1.952.6711,79122,966409,716234,646
2010-07-27$8.21$7.0042.4%12.2%43.5%8.1%43.6%6.6%2.7%2.4M-154.5M-802.3K1.872.749,44917,715413,758254,160
2010-07-28$7.98$7.0042.2%12.1%35.5%7.8%43.9%6.4%2.8%2.7M-133.1M-792.8K0.393.093,8331,510417,152242,965
2010-07-29$7.78$7.0040.7%11.7%35.8%6.0%42.6%5.1%4.0%2.8M-110.2M-792.3K0.712.727,2745,154417,178242,570
2010-07-30$7.49$7.0047.4%13.6%38.6%14.1%43.9%4.1%2.0%2.7M-79.9M-765.4K1.173.688,4579,900415,821244,461