AMD Options History — April 2013

In April 2013, AMD traded between $2.29 and $2.82. ATM implied volatility averaged 62.0%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 8.8% (HV 20d: 53.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.76.

Notable Days

  • 2013-04-18: Highest Volume — 51,084 contracts
  • 2013-04-19: Largest IV drop — 17.5% change
  • 2013-04-09: Highest IV Rank — 62.2%
  • 2013-04-15: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.51$2.29$2.82$2.44$2.82
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV62.0%47.4%78.8%62.6%53.0%
Expected Move17.4%13.6%19.7%17.9%15.2%
HV 20d53.2%33.0%60.0%35.9%58.9%
HV 60d49.2%45.3%54.4%47.8%46.6%
IV Rank38.6%18.0%62.2%39.5%25.9%
IV Percentile67.5%19.4%98.0%78.2%37.3%
Term Structure-2.2%-8.8%3.7%-3.6%-1.5%
VWIV60.8%47.4%72.5%64.4%47.9%
Skew 25d2.4%-12.0%42.1%2.7%3.4%
Skew 10d4.7%-19.7%106.7%3.0%11.3%
Call IV 25d64.1%49.5%75.2%69.0%49.5%
Put IV 25d66.5%42.6%93.0%71.7%53.0%
Bid-Ask Spread %5.132.9712.213.533.14
Gamma HHI0.210.180.390.190.27
Net GEX172.7K-18.8K606.7K62.1K323.1K
Net DEX-2.5M-17.7M6.6M748.6K-17.7M
Net VEX-287.6K-323.8K-235.3K-262.9K-319.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.075.170.841.05
Total Volume18,327.1824,37651,0844,37637,411
Total OI580,294.045470,271682,254577,357498,539

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-04-01$2.44$2.5062.6%17.9%35.9%39.5%64.4%2.7%-3.6%62.1K748.6K-262.9K0.843.532,3831,993335,094242,263
2013-04-02$2.39$2.5063.7%18.3%36.6%41.1%64.0%-1.6%-3.5%22.4K2.7M-258.0K0.283.3912,8963,665336,378243,433
2013-04-03$2.32$2.5066.7%19.1%37.7%45.3%66.8%-0.1%-5.9%1.5K4.7M-250.3K0.942.974,1313,882336,886245,042
2013-04-04$2.33$2.5068.6%19.7%37.8%47.9%69.1%3.1%-8.8%8.9K3.8M-253.5K0.293.465,3981,550337,152245,047
2013-04-05$2.29$2.5066.4%18.2%33.0%44.8%65.8%0.2%-1.5%-18.8K6.6M-235.3K5.176.156,40133,120336,588244,671
2013-04-08$2.59$2.5073.2%19.2%56.4%54.3%66.9%6.1%-3.4%170.6K-4.2M-308.0K0.524.8523,51612,165341,012276,396
2013-04-09$2.63$2.5078.8%19.1%56.5%62.2%66.7%3.1%-3.8%228.2K-6.4M-314.8K0.156.2330,9554,717355,002277,473
2013-04-10$2.61$2.5076.1%18.8%56.5%58.5%65.6%2.5%-2.8%226.8K-7.5M-323.8K0.354.425,8792,050361,754278,525
2013-04-11$2.52$2.5064.3%18.4%57.8%41.9%64.5%1.9%-1.4%154.0K-1.6M-299.0K0.875.713,3722,932362,788279,390
2013-04-12$2.48$2.5064.1%18.4%57.8%41.6%65.2%1.4%-2.5%100.6K920.5K-290.9K0.155.916,5681,010363,537280,965
2013-04-15$2.40$2.5068.8%19.7%58.7%48.3%72.5%3.3%-6.2%60.6K3.4M-281.9K1.026.313,8673,954367,160281,407
2013-04-16$2.44$2.5065.4%18.7%58.6%43.4%66.7%5.1%-3.6%80.5K3.0M-281.4K0.257.208,7682,169368,602282,739
2013-04-17$2.40$2.5067.4%19.3%58.6%46.2%67.4%2.9%-6.0%74.6K3.3M-280.8K0.527.0010,9395,657373,008282,896
2013-04-18$2.51$2.5068.1%19.5%60.0%47.2%68.4%1.8%-3.5%197.4K-3.0M-294.0K0.1812.2143,1167,968375,442283,525
2013-04-19$2.47$2.5056.1%16.1%58.7%30.4%56.2%-0.8%3.7%606.7K789.7K-287.8K0.825.5620,52516,908398,859283,395
2013-04-22$2.46$2.5049.9%14.3%57.2%21.5%50.0%-1.6%1.6%153.2K-1.5M-285.8K1.534.698,87113,541241,308228,963
2013-04-23$2.53$2.5049.4%14.2%58.0%20.8%49.3%-12.0%1.1%203.9K-3.4M-286.9K0.255.525,5271,404245,526226,876
2013-04-24$2.61$2.5050.3%14.4%58.9%22.2%50.1%42.1%0.9%251.8K-7.0M-294.0K0.073.7411,952850249,226227,115
2013-04-25$2.68$2.5047.4%13.6%59.6%18.0%47.4%-2.6%2.8%311.5K-10.9M-303.5K0.564.0211,0996,261257,346227,267
2013-04-26$2.64$2.5049.9%14.3%59.9%21.6%50.3%-6.6%1.4%281.8K-9.7M-305.6K0.373.125,4241,996261,046230,600
2013-04-29$2.68$2.5053.0%15.2%57.5%25.9%53.0%-1.8%-2.8%298.6K-12.1M-310.4K0.523.784,2242,184264,504231,724
2013-04-30$2.82$2.5053.0%15.2%58.9%25.9%47.9%3.4%-1.5%323.1K-17.7M-319.4K1.053.1418,26119,150266,024232,515