AMD Options History — January 2013

In January 2013, AMD traded between $2.45 and $2.85. ATM implied volatility averaged 62.8%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 2.9% (HV 20d: 59.9%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2013-01-18: Highest Volume — 69,081 contracts
  • 2013-01-10: Largest IV spike — 32.5% change
  • 2013-01-18: Highest IV Rank — 66.7%
  • 2013-01-18: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.65$2.45$2.85$2.53$2.60
Max Pain$2.57$2.50$3.00$3.00$2.50
ATM IV62.8%49.7%81.6%59.8%57.4%
Expected Move18.8%15.6%23.4%17.1%16.5%
HV 20d59.9%53.1%70.4%55.4%63.7%
HV 60d65.5%56.3%73.6%73.1%60.1%
IV Rank40.6%22.3%66.7%36.4%33.1%
IV Percentile78.6%49.6%99.6%75.0%65.5%
Term Structure-0.8%-9.7%10.6%10.6%6.0%
VWIV65.9%54.9%82.8%59.8%55.3%
Skew 25d-1.9%-24.2%6.0%1.7%-4.8%
Skew 10d-6.0%-38.5%20.6%1.5%-4.1%
Call IV 25d69.4%54.3%85.5%72.0%62.2%
Put IV 25d67.5%49.7%90.4%73.7%57.4%
Bid-Ask Spread %4.732.796.162.794.67
Gamma HHI0.260.200.330.200.25
Net GEX379.0K104.7K578.7K251.2K357.3K
Net DEX-13.1M-24.3M4.1M-7.3M-9.9M
Net VEX-221.1K-257.9K-196.4K-204.1K-244.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.111.990.321.18
Total Volume23,567.6674,52469,08110,28225,002
Total OI574,840.905455,297671,915595,502522,303

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-01-02$2.53$3.0059.8%17.1%55.4%36.4%59.8%1.7%10.6%251.2K-7.3M-204.1K0.322.797,7842,498409,283186,219
2013-01-03$2.49$3.0057.5%16.5%53.1%33.2%56.8%-24.2%10.5%219.9K-4.3M-196.4K0.204.3713,9172,794411,212186,368
2013-01-04$2.59$2.5053.4%19.6%54.4%27.5%69.4%-1.7%-4.1%282.9K-8.3M-201.3K0.164.5612,6952,090414,567186,413
2013-01-07$2.67$2.5057.4%19.5%54.9%33.1%69.7%-3.2%-0.6%417.8K-13.9M-209.8K0.194.769,2701,785422,480186,964
2013-01-08$2.67$2.5056.3%19.5%54.9%31.5%70.5%-3.5%-2.1%401.1K-13.9M-205.1K0.165.6617,9342,893423,090187,464
2013-01-09$2.63$2.5049.7%19.3%54.8%22.3%68.3%-2.9%-2.1%346.7K-11.4M-204.0K0.384.333,4801,324432,632188,391
2013-01-10$2.62$2.5065.8%18.9%54.9%44.8%68.4%-3.8%-0.0%352.0K-11.8M-202.5K0.413.853,2181,306432,464188,684
2013-01-11$2.67$2.5067.0%19.2%55.0%46.5%66.4%0.5%-1.5%375.8K-13.8M-200.5K0.305.375,6201,671432,990188,549
2013-01-14$2.64$2.5068.8%19.7%55.1%48.9%67.7%0.8%-3.0%303.2K-12.5M-197.4K0.993.8513,84913,693434,447189,339
2013-01-15$2.68$2.5067.1%19.2%55.0%46.5%66.8%1.1%-1.9%451.4K-15.4M-206.3K0.835.024,1463,432444,501191,163
2013-01-16$2.72$2.5066.8%19.2%54.5%46.2%67.4%-0.1%-1.1%474.9K-17.2M-204.8K0.365.7129,35610,504455,332193,443
2013-01-17$2.74$2.5070.0%20.1%54.0%50.6%69.1%5.6%-3.1%447.0K-17.7M-227.6K1.286.1615,32219,687450,392198,778
2013-01-18$2.46$2.5081.6%23.4%67.1%66.7%82.2%6.0%-9.7%104.7K4.1M-208.6K1.954.3723,45245,629455,903216,012
2013-01-22$2.45$3.0079.9%22.9%64.7%64.4%82.8%4.9%-9.7%204.3K-5.7M-216.8K0.595.5526,71815,827283,634171,663
2013-01-23$2.73$2.5054.4%15.6%70.4%28.9%54.9%-0.5%3.0%448.6K-17.2M-243.3K0.584.6930,90218,072297,791180,159
2013-01-24$2.79$2.5059.2%17.0%68.5%35.5%59.4%-0.2%-3.2%506.9K-20.6M-248.7K0.484.2315,7107,600307,495176,773
2013-01-25$2.85$2.5062.8%18.0%68.0%40.6%62.7%-2.3%-4.5%561.1K-24.3M-257.9K0.115.7032,4113,415313,977180,265
2013-01-28$2.82$2.5060.9%17.4%67.7%37.9%60.8%-3.0%-2.3%578.7K-23.1M-255.3K1.994.817,41214,747319,176181,054
2013-01-29$2.74$2.5061.9%17.7%66.1%39.4%64.7%-3.4%0.6%479.9K-17.5M-256.2K1.684.796,57411,068318,463192,050
2013-01-30$2.65$2.5061.0%17.5%65.7%38.0%61.0%-7.1%1.2%394.0K-12.9M-252.1K0.624.056,2593,855321,977197,799
2013-01-31$2.60$2.5057.4%16.5%63.7%33.1%55.3%-4.8%6.0%357.3K-9.9M-244.8K1.184.6711,47613,526323,600198,703