AMD Options History — June 2013

In June 2013, AMD traded between $3.87 and $4.15. ATM implied volatility averaged 67.2%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 21.0% (HV 20d: 46.2%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.62.

Notable Days

  • 2013-06-13: Highest Volume — 74,458 contracts
  • 2013-06-10: Largest IV spike — 6.7% change
  • 2013-06-17: Highest IV Rank — 49.7%
  • 2013-06-11: Largest Expected Move — 20.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.01$3.87$4.15$3.96$4.08
Max Pain$3.90$3.50$4.00$3.50$4.00
ATM IV67.2%61.9%72.0%65.2%61.9%
Expected Move19.5%17.8%20.9%18.7%17.8%
HV 20d46.2%26.8%67.8%67.4%34.4%
HV 60d62.4%61.6%63.2%62.2%61.6%
IV Rank42.5%34.6%49.7%39.5%34.6%
IV Percentile82.0%57.9%94.0%78.2%57.9%
Term Structure-2.0%-7.4%7.1%4.0%-0.2%
VWIV70.3%62.6%75.4%67.4%62.6%
Skew 25d-2.1%-4.6%2.1%-4.5%2.1%
Skew 10d-1.6%-31.6%14.0%-7.6%14.0%
Call IV 25d72.4%64.0%77.4%70.6%64.0%
Put IV 25d70.2%66.1%74.6%66.1%66.1%
Bid-Ask Spread %4.213.385.075.004.06
Gamma HHI0.210.140.310.200.14
Net GEX775.7K438.7K1.2M761.6K610.7K
Net DEX-52.0M-61.8M-41.1M-54.2M-45.7M
Net VEX-515.0K-535.9K-492.0K-492.0K-522.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.082.410.960.26
Total Volume24,499.2510,89374,45840,64011,864
Total OI812,922.6754,034880,003754,034802,565

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-06-03$3.96$3.5065.2%18.7%67.4%39.5%67.4%-4.5%4.0%761.6K-54.2M-492.0K0.965.0020,75319,887405,436348,598
2013-06-04$4.01$3.5064.1%18.4%67.4%37.9%70.4%-3.7%2.3%792.7K-58.4M-513.0K0.213.6212,2082,571411,216363,086
2013-06-05$3.91$3.5064.5%18.5%67.8%38.6%71.1%-4.3%7.1%792.9K-51.4M-509.9K0.263.5011,9603,111417,287364,000
2013-06-06$3.94$3.5064.3%18.4%61.9%38.1%67.7%-4.6%3.5%784.0K-52.3M-508.1K0.703.728,8526,167417,468363,867
2013-06-07$3.91$4.0063.0%19.5%62.0%36.3%68.8%-1.9%-4.5%781.7K-50.5M-501.6K1.134.335,1205,773417,492365,807
2013-06-10$4.06$4.0067.3%20.3%62.9%42.7%73.2%-2.0%-6.9%897.6K-60.9M-509.0K0.084.9818,6321,530419,871370,564
2013-06-11$3.96$4.0068.7%20.9%60.3%44.7%74.2%-4.0%-7.4%838.9K-56.2M-502.1K2.414.577,58918,280423,577370,543
2013-06-12$3.90$4.0069.4%20.8%59.8%45.8%75.0%-2.9%-5.7%776.9K-49.8M-515.3K0.264.8117,6254,647424,994383,078
2013-06-13$3.95$4.0070.7%20.3%58.9%47.8%70.9%-2.5%-5.4%810.8K-51.7M-504.1K0.833.3840,62333,835425,574385,628
2013-06-14$3.94$4.0069.2%19.8%33.9%45.5%70.8%-2.9%-3.2%862.2K-50.0M-533.7K0.263.768,8802,265452,295417,365
2013-06-17$4.05$4.0072.0%20.6%27.6%49.7%73.5%-0.8%-6.7%1.0M-59.3M-522.9K0.294.2912,0913,531450,111418,341
2013-06-18$4.09$4.0071.6%20.5%27.7%49.1%72.5%-2.8%-5.5%1.1M-61.8M-520.7K0.824.886,6275,406449,131420,079
2013-06-19$4.07$4.0070.8%20.3%26.8%47.9%73.2%-1.9%-5.7%1.2M-60.4M-523.7K0.114.2028,0503,140450,413423,732
2013-06-20$3.87$4.0071.9%20.6%32.0%49.6%72.9%-4.0%-2.5%895.9K-41.1M-511.9K0.544.4915,6058,431454,702421,680
2013-06-21$4.00$4.0070.7%20.3%33.9%47.8%75.4%1.3%-3.7%438.7K-49.4M-521.5K0.344.1332,33510,849454,894425,109
2013-06-24$4.05$4.0068.2%19.5%34.1%44.0%69.6%-0.6%-0.8%476.3K-43.9M-510.1K0.273.4426,0996,956384,835377,539
2013-06-25$4.15$4.0063.9%18.3%35.1%37.6%67.1%-3.2%1.2%559.0K-50.0M-520.0K2.114.0913,07827,538395,238380,738
2013-06-26$4.14$4.0064.1%18.4%34.5%37.8%66.4%-0.5%-0.4%565.2K-48.2M-535.9K0.465.078,7844,011402,986402,838
2013-06-27$4.08$4.0062.0%17.8%34.6%34.7%63.9%1.1%0.4%582.3K-45.5M-522.6K0.203.9712,7372,545405,293390,482
2013-06-28$4.08$4.0061.9%17.8%34.4%34.6%62.6%2.1%-0.2%610.7K-45.7M-522.7K0.264.069,4392,425410,589391,976