AMD Options History — June 2012

In June 2012, AMD traded between $5.41 and $6.06. ATM implied volatility averaged 51.0%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 0.6% (HV 20d: 51.6%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.48.

Notable Days

  • 2012-06-06: Highest Volume — 14,598 contracts
  • 2012-06-11: Largest IV spike — 33.9% change
  • 2012-06-11: Highest IV Rank — 57.9%
  • 2012-06-04: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.74$5.41$6.06$5.73$5.73
Max Pain$6.67$6.00$7.00$7.00$6.00
ATM IV51.0%44.9%60.1%54.7%48.7%
Expected Move14.9%13.2%17.0%15.7%14.0%
HV 20d51.6%42.8%57.0%43.3%53.7%
HV 60d40.7%38.2%44.9%39.2%44.9%
IV Rank40.0%27.9%57.9%47.4%35.5%
IV Percentile55.5%36.5%79.8%69.0%47.6%
Term Structure-0.6%-4.0%4.0%4.0%-3.2%
VWIV53.4%47.5%60.9%55.9%48.8%
Skew 25d2.8%-1.0%6.1%4.7%0.7%
Skew 10d5.1%-1.0%11.7%2.6%1.1%
Call IV 25d53.4%48.2%58.6%58.6%51.6%
Put IV 25d56.2%50.5%64.2%63.3%52.3%
Bid-Ask Spread %4.223.045.423.045.42
Gamma HHI0.180.150.290.180.16
Net GEX99.8K-163.4K311.3K137.6K196.1K
Net DEX7.3M1.1M11.1M6.5M6.3M
Net VEX-165.6K-188.1K-136.6K-179.7K-146.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.111.280.440.18
Total Volume6,328.5712,11914,5988,2134,682
Total OI263,598.095246,678275,254246,678266,372

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2012-06-01$5.73$7.0054.7%15.7%43.3%47.4%55.9%4.7%4.0%137.6K6.5M-179.7K0.443.045,7142,499166,91179,767
2012-06-04$5.63$7.0059.2%17.0%42.8%56.2%60.9%5.7%-3.7%131.1K7.4M-175.9K0.714.972,6131,849168,90480,199
2012-06-05$5.83$7.0052.8%16.1%45.8%43.5%57.0%6.1%-1.5%161.9K5.9M-180.7K1.184.865,1586,098170,11380,598
2012-06-06$6.02$7.0047.8%15.3%48.0%33.7%56.4%5.2%-0.4%127.5K3.8M-188.1K0.725.158,4736,125173,41484,370
2012-06-07$5.76$7.0048.3%15.2%49.4%34.7%54.7%5.3%-0.8%-23.5K9.8M-173.6K0.713.543,2152,295178,22989,176
2012-06-08$5.91$7.0044.9%15.0%50.8%27.9%54.0%5.6%-0.2%-23.0K7.2M-183.7K0.134.352,967374178,36789,753
2012-06-11$5.69$7.0060.1%16.1%51.9%57.9%57.4%3.6%-3.0%-25.8K11.1M-167.5K0.334.254,8511,603180,06889,829
2012-06-12$5.91$7.0048.2%15.1%54.5%34.4%54.6%3.7%-0.2%-60.6K7.9M-177.2K1.285.021,4051,805181,79289,984
2012-06-13$5.76$7.0055.2%15.3%54.6%48.3%55.1%0.9%-0.5%-37.2K9.8M-170.6K0.134.495,361706181,95889,774
2012-06-14$5.76$7.0052.3%15.0%53.8%42.6%54.2%3.3%0.1%8.3K10.0M-173.6K0.535.352,1291,122185,42489,830
2012-06-15$5.87$7.0050.5%14.5%52.7%39.0%51.2%4.0%0.6%-163.4K8.6M-169.8K0.694.295,7333,963184,93890,156
2012-06-18$5.93$7.0047.7%13.7%52.4%33.5%49.2%2.2%0.5%175.7K3.9M-167.0K0.113.6810,5961,189172,22778,348
2012-06-19$5.81$7.0046.1%13.2%49.7%30.4%52.5%1.4%-1.2%261.0K3.6M-169.0K0.643.385,2473,381180,79679,033
2012-06-20$6.06$7.0047.3%13.5%51.7%32.6%47.5%2.4%-1.3%311.3K1.1M-174.1K0.523.296,6023,403181,62478,993
2012-06-21$5.72$6.0051.3%14.7%55.4%40.7%51.6%0.4%-4.0%217.0K6.2M-160.8K0.543.062,9001,578185,05180,878
2012-06-22$5.73$6.0050.4%14.4%55.4%38.8%49.4%0.9%-3.8%187.9K6.4M-156.1K0.113.333,098352183,91779,798
2012-06-25$5.41$6.0052.2%15.0%57.0%42.3%54.4%1.8%0.5%109.8K10.3M-136.6K0.273.435,4911,479184,22079,955
2012-06-26$5.44$6.0051.5%14.8%54.8%41.0%53.0%1.8%1.1%135.7K9.0M-144.6K0.174.291,879313186,51180,338
2012-06-27$5.50$6.0050.7%14.5%53.0%39.4%52.2%-1.0%2.3%141.1K8.9M-143.5K0.304.771,625494187,24280,474
2012-06-28$5.41$6.0050.8%14.6%53.1%39.5%52.2%0.3%2.5%128.2K9.5M-138.2K0.374.751,843690186,97879,251
2012-06-29$5.73$6.0048.7%14.0%53.7%35.5%48.8%0.7%-3.2%196.1K6.3M-146.4K0.185.423,961721187,00179,371