AMD Options History — February 2013

In February 2013, AMD traded between $2.46 and $2.82. ATM implied volatility averaged 59.0%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 3.6% (HV 20d: 55.4%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.60.

Notable Days

  • 2013-02-14: Highest Volume — 26,306 contracts
  • 2013-02-07: Largest IV spike — 8.8% change
  • 2013-02-28: Highest IV Rank — 39.9%
  • 2013-02-05: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.62$2.46$2.82$2.60$2.49
Max Pain$2.79$2.50$3.00$2.50$2.50
ATM IV59.0%55.1%62.3%56.3%62.3%
Expected Move17.1%16.2%18.1%17.3%17.9%
HV 20d55.4%40.3%64.6%63.4%40.8%
HV 60d58.0%55.1%60.3%60.1%55.1%
IV Rank35.3%29.9%39.9%31.5%39.9%
IV Percentile68.1%59.5%77.4%63.1%77.4%
Term Structure6.0%2.0%8.6%6.7%2.0%
VWIV59.0%54.9%62.8%55.6%60.4%
Skew 25d-2.4%-23.6%4.9%1.4%-23.6%
Skew 10d-8.0%-42.4%12.2%-3.4%-42.4%
Call IV 25d62.4%57.5%72.5%62.4%72.5%
Put IV 25d60.0%46.0%71.6%63.8%48.9%
Bid-Ask Spread %4.093.175.614.425.03
Gamma HHI0.220.180.320.250.18
Net GEX317.8K155.7K616.3K388.1K219.2K
Net DEX-11.5M-18.3M-4.8M-12.0M-7.6M
Net VEX-244.3K-261.1K-230.2K-248.5K-241.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.064.310.660.14
Total Volume9,804.6842,38026,3064,0996,851
Total OI518,424.947475,540559,946522,279512,954

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-02-01$2.60$2.5056.3%17.3%63.4%31.5%55.6%1.4%6.7%388.1K-12.0M-248.5K0.664.422,4621,637327,157195,122
2013-02-04$2.52$3.0060.2%17.5%62.8%36.9%58.2%4.4%6.9%291.7K-8.0M-236.4K0.455.246,1182,776328,029196,425
2013-02-05$2.60$3.0057.3%18.1%62.9%32.9%62.8%4.7%4.0%371.6K-10.1M-239.9K0.463.205,9002,726328,612196,690
2013-02-06$2.60$3.0055.1%17.3%62.9%29.9%61.0%2.0%6.2%373.6K-10.8M-239.4K0.243.922,894707330,833197,856
2013-02-07$2.57$3.0060.0%17.2%62.8%36.6%59.6%4.9%6.9%318.0K-9.3M-233.5K0.584.401,510870330,918197,827
2013-02-08$2.59$3.0057.9%16.6%62.9%33.7%60.0%-0.8%6.5%304.2K-9.6M-236.1K0.063.916,539408331,091198,142
2013-02-11$2.67$3.0060.9%17.5%63.5%37.9%60.7%4.7%5.3%432.3K-14.0M-245.5K0.304.837,5812,274334,811198,298
2013-02-12$2.77$3.0057.3%16.4%64.6%32.9%58.4%0.6%7.4%616.3K-18.3M-254.1K0.163.757,5591,179337,920199,242
2013-02-13$2.75$2.5057.8%16.6%64.5%33.6%56.3%1.0%6.0%343.1K-16.7M-247.4K0.823.816,4485,297340,129199,480
2013-02-14$2.75$3.0058.0%16.6%64.3%33.9%58.0%-1.8%8.6%344.1K-16.3M-245.2K4.313.394,95821,348338,788199,230
2013-02-15$2.71$3.0060.4%17.3%64.5%37.3%59.9%3.2%4.5%297.5K-14.4M-248.9K1.093.187,9668,701340,434219,512
2013-02-19$2.82$3.0056.6%16.2%52.0%32.0%57.4%0.2%3.0%362.5K-17.1M-261.1K0.213.1712,8862,720289,050186,490
2013-02-20$2.70$3.0058.3%16.7%54.9%34.3%59.8%-6.2%6.3%296.3K-13.3M-251.9K0.393.4110,6864,205297,413188,664
2013-02-21$2.60$2.5061.0%17.5%41.2%38.1%54.9%-13.1%5.9%244.9K-9.6M-247.7K0.263.7713,4033,534299,431190,782
2013-02-22$2.61$2.5060.7%17.4%40.3%37.7%59.5%-10.2%4.7%263.8K-10.6M-253.7K0.184.134,893879307,383193,161
2013-02-25$2.53$2.5060.6%17.4%40.4%37.5%58.9%-16.6%7.1%207.5K-8.2M-239.0K0.533.734,3962,330308,722193,714
2013-02-26$2.46$2.5059.9%17.2%41.1%36.6%60.1%-3.0%8.4%155.7K-4.8M-230.2K0.464.765,1282,371311,085194,746
2013-02-27$2.53$2.5059.9%17.2%42.0%36.5%60.0%3.1%6.9%208.5K-7.6M-241.6K0.165.613,573576314,010195,923
2013-02-28$2.49$2.5062.3%17.9%40.8%39.9%60.4%-23.6%2.0%219.2K-7.6M-241.0K0.145.036,036815316,662196,292