AMD Options History — August 2013

In August 2013, AMD traded between $3.27 and $3.82. ATM implied volatility averaged 48.3%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 2.0% (HV 20d: 50.2%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2013-08-27: Highest Volume — 42,591 contracts
  • 2013-08-14: Largest IV spike — 48.0% change
  • 2013-08-14: Highest IV Rank — 27.3%
  • 2013-08-27: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.63$3.27$3.82$3.81$3.27
Max Pain$3.79$3.50$4.00$4.00$3.50
ATM IV48.3%38.3%56.7%51.6%50.2%
Expected Move14.0%13.1%14.9%14.8%14.1%
HV 20d50.2%25.7%77.5%77.4%31.8%
HV 60d53.7%50.0%62.0%62.0%51.9%
IV Rank14.6%0.0%27.3%19.2%17.7%
IV Percentile10.1%0.0%26.6%15.5%11.9%
Term Structure6.5%-1.3%9.7%-1.3%2.7%
VWIV49.1%45.8%52.7%51.5%49.4%
Skew 25d1.4%-3.4%5.1%-1.9%-3.4%
Skew 10d0.8%-11.3%8.9%-10.0%-11.3%
Call IV 25d50.5%45.5%55.0%52.3%54.8%
Put IV 25d51.8%49.2%55.5%50.4%51.5%
Bid-Ask Spread %4.063.326.394.025.93
Gamma HHI0.160.140.200.170.16
Net GEX473.8K273.5K724.6K612.4K273.5K
Net DEX-20.6M-33.4M-1.2M-32.6M-1.2M
Net VEX-509.0K-552.8K-473.0K-549.6K-473.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.081.030.430.52
Total Volume16,864.5455,80242,5918,82722,347
Total OI781,516.909715,855814,035785,474796,557

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-08-01$3.81$4.0051.6%14.8%77.4%19.2%51.5%-1.9%-1.3%612.4K-32.6M-549.6K0.434.026,1652,662428,126357,348
2013-08-02$3.80$4.0048.4%13.9%77.3%14.4%48.6%-0.9%0.7%609.8K-33.0M-549.1K0.243.604,6721,130429,037358,212
2013-08-05$3.82$4.0051.3%14.4%77.2%18.7%50.1%-0.3%7.5%629.2K-32.6M-552.8K0.423.767,5173,158429,962358,801
2013-08-06$3.72$4.0051.6%14.4%77.5%19.2%50.1%1.6%8.0%498.2K-24.6M-529.3K0.113.9319,0342,039431,697359,345
2013-08-07$3.69$4.0047.1%14.5%77.3%12.5%50.1%3.4%7.9%505.6K-21.4M-518.2K0.254.0320,0475,010438,468360,059
2013-08-08$3.71$4.0046.8%14.4%64.4%12.0%49.5%2.1%6.9%577.8K-24.4M-522.8K0.533.708,5604,572442,690360,930
2013-08-09$3.65$4.0042.6%13.7%64.0%5.6%48.2%2.5%8.8%526.9K-21.0M-517.0K0.084.2513,8801,152444,380364,487
2013-08-12$3.65$4.0047.4%13.7%63.3%12.9%47.3%2.5%8.6%500.5K-20.6M-507.8K0.543.425,5462,973441,916364,626
2013-08-13$3.69$4.0038.3%13.9%63.5%0.0%48.0%1.8%9.2%523.2K-22.6M-508.9K0.243.327,4831,784442,090364,251
2013-08-14$3.82$4.0056.7%14.0%65.4%27.3%49.6%0.7%6.6%724.6K-33.4M-516.6K0.193.4635,0376,703444,720364,468
2013-08-15$3.69$4.0050.8%14.6%61.4%18.6%51.2%2.0%7.3%404.8K-22.8M-503.2K0.253.4310,7322,659450,861362,364
2013-08-16$3.66$4.0046.8%13.4%37.8%12.6%48.3%1.8%8.3%387.3K-20.1M-500.1K0.543.5219,93610,699451,378362,657
2013-08-19$3.60$3.5046.7%13.4%36.6%12.4%47.6%2.4%8.1%346.0K-18.5M-493.6K0.244.0511,7892,859375,462340,393
2013-08-20$3.63$3.5046.3%13.3%29.2%11.8%45.9%4.9%9.1%432.8K-22.3M-499.4K1.033.458,1028,318385,297342,016
2013-08-21$3.61$3.5045.8%13.1%29.1%11.1%45.8%5.1%8.3%413.3K-19.8M-500.0K0.473.664,4402,103389,654346,577
2013-08-22$3.63$3.5046.6%13.4%28.3%12.3%47.8%1.1%9.7%440.4K-22.0M-500.9K0.284.7515,9704,479391,909347,676
2013-08-23$3.65$3.5046.9%13.5%25.7%12.8%47.7%1.7%8.6%503.6K-21.8M-501.0K0.314.1813,0404,097399,693351,543
2013-08-26$3.58$3.5047.6%13.6%25.8%13.8%49.5%1.7%5.6%484.2K-19.2M-499.0K0.574.817,9294,482407,035354,738
2013-08-27$3.39$3.5051.9%14.9%30.5%20.3%52.7%0.7%5.8%319.9K-6.4M-487.3K0.454.0129,34813,243410,384357,366
2013-08-28$3.42$3.5049.3%14.1%30.9%16.3%50.2%-0.3%6.9%374.7K-7.9M-490.8K0.383.756,5762,466424,973365,903
2013-08-29$3.38$0.0051.0%14.6%30.4%18.9%50.8%0.4%0.6%334.6K-4.8M-476.6K0.186.395,304978426,313367,010
2013-08-30$3.27$3.5050.2%14.1%31.8%17.7%49.4%-3.4%2.7%273.5K-1.2M-473.0K0.525.9314,7087,639429,080367,477