AMD Options History — July 2013

In July 2013, AMD traded between $3.63 and $4.64. ATM implied volatility averaged 62.3%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 5.5% (HV 20d: 56.8%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.53.

Notable Days

  • 2013-07-19: Highest Volume — 234,723 contracts
  • 2013-07-19: Largest IV drop — 17.7% change
  • 2013-07-10: Highest IV Rank — 51.2%
  • 2013-07-18: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.04$3.63$4.64$4.10$3.77
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV62.3%50.1%73.0%61.6%54.3%
Expected Move17.6%14.4%20.8%17.7%15.6%
HV 20d56.8%33.0%78.4%34.2%77.8%
HV 60d61.7%56.1%69.5%61.3%62.1%
IV Rank35.2%17.0%51.2%34.2%23.1%
IV Percentile56.8%14.3%94.8%55.2%20.6%
Term Structure-2.1%-8.6%4.1%-1.3%-3.1%
VWIV62.5%50.2%72.8%62.9%54.3%
Skew 25d-1.3%-9.4%3.3%1.8%-3.0%
Skew 10d-3.2%-21.9%16.8%1.2%-17.6%
Call IV 25d64.4%53.6%73.9%64.6%57.3%
Put IV 25d63.1%50.9%74.4%66.4%54.2%
Bid-Ask Spread %4.142.985.873.764.12
Gamma HHI0.180.140.250.150.16
Net GEX643.6K347.1K1.1M636.3K567.4K
Net DEX-47.0M-104.5M-19.8M-46.8M-31.0M
Net VEX-527.5K-559.5K-489.2K-512.3K-549.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.230.860.690.43
Total Volume41,683.0915,558234,7235,5588,624
Total OI820,244.909711,218947,483805,978782,326

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-07-01$4.10$4.0061.6%17.7%34.2%34.2%62.9%1.8%-1.3%636.3K-46.8M-512.3K0.693.763,2882,270413,064392,914
2013-07-02$3.97$4.0064.3%18.4%35.9%38.2%65.1%3.3%-2.8%571.5K-35.3M-498.6K0.553.395,3852,975414,274394,573
2013-07-03$4.06$4.0063.9%18.3%35.6%37.6%65.0%-0.8%-2.3%623.1K-44.0M-507.9K0.513.293,8001,943416,100395,931
2013-07-05$4.07$4.0062.3%17.4%35.5%35.2%62.7%0.0%-0.4%649.7K-42.9M-498.3K0.365.207,6302,776417,743396,304
2013-07-08$4.00$4.0066.5%17.4%36.0%41.5%63.0%-1.9%-0.9%645.9K-36.6M-489.2K0.324.819,2112,929421,183396,652
2013-07-09$4.05$4.0066.7%17.7%33.6%41.7%62.3%-1.2%-0.2%679.9K-43.1M-500.2K0.614.4015,3359,348424,809397,637
2013-07-10$3.98$4.0073.0%19.0%33.0%51.2%66.6%0.8%-4.3%641.5K-38.1M-489.7K0.864.8114,43512,463430,927403,238
2013-07-11$4.45$4.0068.6%19.7%50.9%44.6%69.1%1.4%-6.0%765.2K-78.1M-523.2K0.463.9173,03933,674432,224408,524
2013-07-12$4.32$4.0070.8%20.3%52.5%47.9%71.8%0.0%-5.4%768.3K-67.5M-539.7K0.233.7540,9689,417448,106423,285
2013-07-15$4.40$4.0070.9%20.3%52.6%48.0%71.4%1.0%-5.6%886.8K-77.7M-539.0K0.304.1919,3655,886463,857427,319
2013-07-16$4.43$4.0071.9%20.6%52.0%49.5%72.8%1.9%-6.8%924.8K-82.3M-535.7K0.785.2625,73620,029468,012430,128
2013-07-17$4.38$4.0070.6%20.2%52.2%47.7%71.0%0.8%-5.0%934.6K-75.4M-558.2K0.363.5620,7767,521474,202446,015
2013-07-18$4.64$4.0072.6%20.8%55.5%50.6%72.6%0.2%-8.6%1.1M-104.5M-539.6K0.555.8773,75240,223476,848444,837
2013-07-19$4.03$4.0059.7%17.1%74.1%31.4%61.6%-3.0%4.1%488.1K-28.8M-515.0K0.745.49135,20999,514484,622462,861
2013-07-22$3.90$4.0053.9%15.5%74.1%22.6%55.5%-2.3%1.4%510.4K-37.1M-546.3K0.512.9828,22514,495382,588328,630
2013-07-23$3.66$4.0055.4%15.9%77.1%24.8%57.8%-3.0%0.6%358.0K-22.5M-522.1K0.553.4944,20724,148388,511335,950
2013-07-24$3.63$4.0054.2%15.5%76.3%23.0%56.0%-2.3%-1.6%347.1K-19.8M-534.7K0.603.3315,1439,026401,876346,325
2013-07-25$3.70$4.0051.4%14.7%76.8%18.9%53.5%-4.3%0.9%417.2K-25.5M-539.0K0.814.4413,83011,244407,468348,315
2013-07-26$3.82$4.0050.1%14.4%77.9%17.0%50.2%-2.7%2.4%528.7K-31.8M-559.5K0.803.1512,56210,111413,431354,277
2013-07-29$3.75$4.0053.9%15.4%78.0%22.6%56.8%-9.4%0.1%520.1K-30.1M-549.0K0.373.899,7893,597417,759353,974
2013-07-30$3.82$4.0053.5%15.3%78.4%22.0%53.4%-5.1%-1.4%605.1K-35.2M-557.8K0.334.009,8853,245422,253355,516
2013-07-31$3.77$4.0054.3%15.6%77.8%23.1%54.3%-3.0%-3.1%567.4K-31.0M-549.2K0.434.126,0442,580425,680356,646