AMD Options History — October 2010

In October 2010, AMD traded between $6.82 and $7.63. ATM implied volatility averaged 52.0%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.9% (HV 20d: 37.1%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2010-10-13: Highest Volume — 41,546 contracts
  • 2010-10-14: Largest IV drop — 40.9% change
  • 2010-10-13: Highest IV Rank — 60.2%
  • 2010-10-01: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.10$6.82$7.63$7.05$7.34
Max Pain$7.00$7.00$7.00$7.00$7.00
ATM IV52.0%39.0%85.2%58.4%44.5%
Expected Move13.3%11.2%16.7%16.7%12.8%
HV 20d37.1%30.1%42.4%42.1%35.1%
HV 60d43.3%42.0%44.2%43.5%44.0%
IV Rank19.7%4.0%60.2%27.5%10.7%
IV Percentile43.2%2.4%97.6%71.0%23.4%
Term Structure-0.6%-6.7%2.5%-6.7%0.3%
VWIV47.5%39.3%60.0%60.0%45.8%
Skew 25d3.6%-2.2%8.6%8.6%-2.1%
Skew 10d7.1%-7.2%13.4%13.3%-4.8%
Call IV 25d47.2%40.8%58.2%58.2%47.5%
Put IV 25d50.8%43.0%66.8%66.8%45.5%
Bid-Ask Spread %4.242.666.233.065.45
Gamma HHI0.180.130.240.200.18
Net GEX608.8K168.4K1.2M603.3K817.8K
Net DEX-29.3M-53.6M-6.9M-23.9M-42.5M
Net VEX-485.0K-557.8K-440.9K-557.8K-471.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.182.671.660.29
Total Volume17,707.6674,53041,54614,80018,888
Total OI524,375.81391,401671,978605,383424,083

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-10-01$7.05$7.0058.4%16.7%42.1%27.5%60.0%8.6%-6.7%603.3K-23.9M-557.8K1.663.065,5739,227323,411281,972
2010-10-04$6.94$7.0060.3%14.9%42.4%29.9%52.7%5.6%-2.7%491.1K-15.4M-538.5K0.862.998,4537,290323,582283,408
2010-10-05$6.98$7.0059.8%14.8%40.9%29.3%51.6%5.9%-3.0%577.4K-20.3M-520.1K0.403.796,7802,704324,802286,473
2010-10-06$6.86$7.0060.6%14.8%40.7%30.2%51.9%5.2%-2.9%353.0K-6.9M-509.3K0.444.2812,2525,383325,536286,574
2010-10-07$6.87$7.0060.5%14.6%40.7%30.1%53.7%5.3%-2.2%408.3K-10.1M-515.1K2.674.013,1278,336329,131290,026
2010-10-08$7.05$7.0053.4%14.1%40.7%21.5%50.8%5.3%-1.5%684.0K-23.3M-505.9K0.483.8311,9405,753330,596290,181
2010-10-11$7.24$7.0065.9%14.5%36.4%36.7%50.7%4.7%-2.4%1.2M-43.1M-505.1K0.803.409,2287,416337,489291,946
2010-10-12$7.30$7.0074.2%14.5%36.3%46.8%51.0%4.3%-2.1%1.2M-48.9M-512.2K1.262.665,6677,147339,190293,320
2010-10-13$7.22$7.0085.2%14.3%36.5%60.2%49.5%4.3%-2.5%1.1M-41.2M-494.4K2.293.9512,62628,920340,176294,172
2010-10-14$7.14$7.0050.4%14.4%36.5%17.8%51.7%5.1%-1.6%445.1K-29.4M-497.2K0.884.0221,63619,001343,336312,153
2010-10-15$7.12$7.0044.0%12.6%36.4%10.0%45.1%4.3%2.5%168.4K-50.2M-478.5K0.653.9720,08712,999352,485319,493
2010-10-18$6.96$7.0042.3%12.1%37.8%8.0%42.9%4.7%1.5%313.6K-21.1M-440.9K0.415.9912,3025,051206,929184,472
2010-10-19$6.95$7.0041.8%12.0%37.8%7.3%42.8%3.2%1.3%376.0K-22.0M-443.3K0.594.906,5063,857212,221185,714
2010-10-20$6.82$7.0040.7%11.7%38.6%6.0%41.2%3.6%1.9%287.7K-15.0M-447.6K0.273.508,0572,189214,155187,426
2010-10-21$6.89$7.0039.9%11.4%38.1%5.1%43.0%3.7%1.7%376.4K-17.7M-444.1K1.124.395,9346,641218,506188,118
2010-10-22$6.89$7.0039.0%11.2%30.1%4.0%39.3%1.3%2.4%373.5K-18.9M-451.0K0.313.883,4661,064220,075191,726
2010-10-25$7.26$7.0043.9%12.6%34.2%10.0%45.1%2.6%0.8%599.3K-35.6M-465.5K0.186.2329,5105,307221,648191,648
2010-10-26$7.20$7.0042.1%12.1%34.1%7.7%42.5%2.1%1.9%656.1K-34.7M-453.9K0.264.734,5431,188227,347193,172
2010-10-27$7.35$7.0042.3%12.1%30.7%7.9%42.6%-2.2%1.6%782.0K-41.0M-466.4K0.745.314,4403,295228,929193,058
2010-10-28$7.63$7.0042.4%12.2%32.0%8.1%43.1%0.4%-0.2%954.3K-53.6M-467.9K0.434.7312,6345,444229,696193,517
2010-10-29$7.34$7.0044.5%12.8%35.1%10.7%45.8%-2.1%0.3%817.8K-42.5M-471.1K0.295.4514,6054,283230,792193,291