AMD Options History — October 2012

In October 2012, AMD traded between $2.05 and $3.28. ATM implied volatility averaged 62.4%, placing in the 61.6% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 10.1% (HV 20d: 72.5%). Max pain ranged from $1.50 to $4.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2012-10-19: Highest Volume — 126,590 contracts
  • 2012-10-11: Largest IV drop — 12.5% change
  • 2012-10-31: Highest IV Rank — 75.3%
  • 2012-10-25: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.72$2.05$3.28$3.28$2.05
Max Pain$2.52$1.50$4.00$4.00$2.50
ATM IV62.4%53.7%68.4%59.2%59.8%
Expected Move17.4%15.4%19.2%17.0%17.1%
HV 20d72.5%52.7%91.1%65.3%89.3%
HV 60d60.3%53.8%68.8%57.9%68.3%
IV Rank61.6%42.3%75.3%53.9%75.3%
IV Percentile90.5%72.2%98.0%84.5%87.3%
Term Structure-1.9%-6.8%1.6%-4.0%1.0%
VWIV61.2%54.2%66.7%60.3%57.3%
Skew 25d-2.2%-17.6%7.7%0.2%-17.2%
Skew 10d-6.9%-35.9%16.7%2.7%-26.7%
Call IV 25d64.6%55.7%73.4%63.9%72.9%
Put IV 25d62.4%51.7%74.8%64.1%55.7%
Bid-Ask Spread %3.882.125.822.124.18
Gamma HHI0.250.170.430.290.19
Net GEX47.7K-68.0K121.5K121.5K82.1K
Net DEX12.4M9.1M25.3M10.4M13.0M
Net VEX-127.5K-149.8K-87.0K-118.4K-143.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.048.000.440.55
Total Volume38,356.194,240126,59015,1115,708
Total OI424,948313,603528,135313,603528,135

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2012-10-01$3.28$4.0059.2%17.0%65.3%53.9%60.3%0.2%-4.0%121.5K10.4M-118.4K0.442.1210,4994,612202,781110,822
2012-10-02$3.27$4.0062.6%17.9%65.1%61.0%63.9%4.2%-6.8%79.4K11.0M-115.3K0.364.7519,8367,135203,051113,523
2012-10-03$3.12$4.0063.0%18.1%65.8%61.8%66.7%-5.5%-4.8%81.3K11.3M-111.1K0.442.739,9394,371214,344110,276
2012-10-04$3.22$4.0062.9%18.0%64.9%61.7%64.0%-2.3%-2.8%101.1K10.0M-117.4K1.912.446,52812,455219,671114,969
2012-10-05$3.22$1.5063.6%16.7%61.9%63.0%59.2%7.1%-0.9%93.8K10.3M-120.6K0.594.012,6731,567222,727121,104
2012-10-08$3.19$1.5067.9%16.9%61.8%72.1%62.7%5.2%-0.3%85.9K10.1M-120.0K0.733.497,8205,742224,567124,095
2012-10-09$3.25$1.5068.3%17.1%54.6%73.0%58.3%3.4%-2.3%101.4K9.1M-123.1K8.004.312,22017,760228,835127,826
2012-10-10$3.15$1.5068.4%16.6%52.7%73.2%58.2%3.8%-0.7%59.2K12.2M-119.8K1.384.705,7867,978231,199140,280
2012-10-11$3.20$1.5059.9%17.2%53.1%55.3%59.6%2.8%1.6%29.1K10.5M-132.3K0.154.0867,29310,120233,765152,446
2012-10-12$2.74$2.0061.5%17.6%73.9%58.6%61.0%-4.0%0.3%38.0K14.0M-128.9K0.585.2259,77334,456277,883150,551
2012-10-15$2.75$2.5056.5%16.2%72.4%48.2%57.9%-10.1%-0.2%52.1K14.1M-142.4K0.514.1741,92921,364309,827168,428
2012-10-16$2.68$2.5053.7%15.4%65.4%42.3%54.6%-3.8%-0.7%-19.8K14.2M-143.7K1.164.3716,24018,757323,845172,990
2012-10-17$2.77$2.5055.8%16.0%67.1%46.7%54.2%-6.4%-3.9%34.8K10.7M-135.1K0.634.7026,15216,422320,810162,657
2012-10-18$2.62$2.5059.3%17.0%68.7%54.0%60.5%-12.7%-5.7%3.4K9.5M-123.8K1.865.8215,60929,001331,903157,362
2012-10-19$2.18$2.5063.0%18.1%90.5%61.9%62.3%-1.3%-1.3%-68.0K25.3M-87.0K1.142.2059,20267,388337,631178,550
2012-10-22$2.10$2.5063.9%18.3%90.4%63.7%64.0%5.5%-2.6%41813.6M-115.0K0.493.0357,19428,071277,768151,461
2012-10-23$2.14$2.5065.9%18.9%91.1%67.9%65.5%7.7%-0.3%18.2K12.2M-141.8K1.275.0614,28418,166302,506170,342
2012-10-24$2.08$2.5063.8%18.3%90.2%63.6%65.3%2.9%-0.8%20.9K12.9M-143.8K0.363.8016,9316,102309,397179,193
2012-10-25$2.12$2.5066.9%19.2%89.2%70.1%66.0%-8.4%-1.6%19.8K12.7M-145.3K0.103.4728,1842,781316,656181,992
2012-10-26$2.07$2.5063.7%18.3%89.2%66.7%63.8%-17.6%-2.2%66.2K12.6M-149.8K0.042.9116,823609333,713184,027
2012-10-31$2.05$2.5059.8%17.1%89.3%75.3%57.3%-17.2%1.0%82.1K13.0M-143.5K0.554.183,6782,030344,107184,028