AMD Options History — May 2013

In May 2013, AMD traded between $3.22 and $4.38. ATM implied volatility averaged 63.1%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 9.5% (HV 20d: 72.6%). Max pain ranged from $2.50 to $3.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.40.

Notable Days

  • 2013-05-01: Highest Volume — 135,626 contracts
  • 2013-05-13: Largest IV spike — 14.4% change
  • 2013-05-03: Highest IV Rank — 45.2%
  • 2013-05-03: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.91$3.22$4.38$3.22$4.00
Max Pain$3.14$2.50$3.50$2.50$3.50
ATM IV63.1%56.9%68.1%60.6%60.7%
Expected Move17.7%16.9%19.1%17.4%17.4%
HV 20d72.6%57.4%83.5%71.8%69.4%
HV 60d59.5%53.3%63.6%53.3%62.6%
IV Rank37.1%27.1%45.2%36.7%32.7%
IV Percentile70.7%44.8%90.1%64.7%57.5%
Term Structure1.2%-6.7%5.9%-0.0%4.9%
VWIV63.0%58.2%68.2%64.2%63.7%
Skew 25d-2.5%-12.9%1.7%-10.3%-7.6%
Skew 10d-3.3%-23.5%6.5%-18.2%-14.2%
Call IV 25d66.1%60.7%78.2%72.2%67.5%
Put IV 25d63.6%59.8%67.1%61.9%59.9%
Bid-Ask Spread %4.203.055.535.153.43
Gamma HHI0.190.170.230.210.21
Net GEX691.2K331.8K841.2K331.8K782.4K
Net DEX-64.5M-100.2M-35.1M-35.1M-55.7M
Net VEX-465.9K-518.7K-356.3K-356.3K-493.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.110.780.290.33
Total Volume47,553.6825,555135,626135,62614,512
Total OI702,725.818521,915761,704521,915748,672

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-05-01$3.22$2.5060.6%17.4%71.8%36.7%64.2%-10.3%-0.0%331.8K-35.1M-356.3K0.295.15105,48230,144273,262248,653
2013-05-02$3.41$2.5065.4%18.8%73.1%43.4%58.2%-5.8%-6.7%548.0K-49.8M-376.7K0.293.96103,92930,480312,190266,545
2013-05-03$3.60$2.5066.6%19.1%72.8%45.2%68.2%-12.9%-2.6%667.0K-64.1M-427.5K0.664.6769,39845,728359,045287,588
2013-05-06$3.61$3.0065.2%17.8%62.6%43.1%63.1%-0.2%-0.7%567.9K-59.4M-436.0K0.675.5329,08019,388367,738312,451
2013-05-07$3.54$3.0062.3%17.0%63.9%36.7%60.2%-1.8%-0.7%570.5K-53.8M-430.9K0.495.3929,21214,225369,069316,626
2013-05-08$3.83$3.0064.3%17.1%67.1%38.9%60.2%0.9%-2.4%645.3K-72.7M-430.2K0.345.5249,54616,777365,624317,281
2013-05-09$3.86$3.0061.5%17.2%64.2%34.7%60.8%-1.9%-0.7%686.8K-73.3M-440.4K0.284.4728,5698,113372,297315,635
2013-05-10$3.95$3.0056.9%16.9%62.6%27.1%60.9%0.4%0.5%722.0K-78.0M-447.7K0.174.7024,6784,241375,912319,712
2013-05-13$4.17$3.0065.1%17.1%59.9%39.4%62.1%-3.6%2.5%811.4K-94.3M-453.1K0.253.7643,25010,962386,024320,520
2013-05-14$4.26$3.0068.1%17.3%59.8%43.9%60.1%-1.4%1.1%829.7K-95.8M-467.5K0.263.1926,9637,140386,513325,330
2013-05-15$4.38$3.0064.8%17.8%57.4%38.9%63.2%-0.7%1.9%841.2K-100.2M-459.6K0.783.7542,11032,990380,922327,167
2013-05-16$3.83$3.0064.3%18.4%81.5%38.2%65.1%0.8%0.4%552.5K-55.0M-482.3K0.424.4048,36720,394395,896351,190
2013-05-17$4.07$3.5063.2%18.1%81.4%36.5%64.0%1.3%2.0%838.8K-75.7M-491.8K0.624.1437,32122,957407,884353,820
2013-05-20$4.10$3.5065.9%18.9%80.9%40.6%66.6%-1.6%0.2%704.3K-61.4M-518.7K0.483.8419,9459,559382,527336,713
2013-05-21$4.02$3.5063.9%18.3%82.5%37.6%64.6%-3.8%2.0%693.9K-56.5M-515.4K0.323.6318,9616,123390,102340,445
2013-05-22$3.96$3.0062.0%17.8%83.5%34.8%65.2%-4.2%2.8%693.1K-54.3M-506.2K0.513.6812,5716,370395,118342,877
2013-05-23$4.01$3.5061.7%17.7%83.5%34.3%63.9%-1.6%3.4%705.6K-56.7M-513.3K0.434.6510,5064,570393,040344,666
2013-05-24$4.05$3.5061.2%17.6%82.6%33.6%61.9%-1.9%3.6%737.0K-59.0M-511.1K0.113.465,002553395,425345,546
2013-05-28$4.05$3.5061.8%17.7%82.9%34.4%64.5%0.1%4.7%728.3K-57.2M-499.0K0.374.039,1533,424393,865345,678
2013-05-29$3.98$3.5060.5%17.4%83.2%32.6%61.5%-1.9%5.9%740.0K-53.5M-494.7K0.173.0515,0232,551397,374346,184
2013-05-30$4.04$3.5061.4%17.6%71.1%33.8%63.0%1.7%4.1%808.0K-58.5M-498.9K0.554.023,8182,096400,296346,546
2013-05-31$4.00$3.5060.7%17.4%69.4%32.7%63.7%-7.6%4.9%782.4K-55.7M-493.7K0.333.4310,9043,608401,768346,904