AMD Options History — October 2013

In October 2013, AMD traded between $3.14 and $4.09. ATM implied volatility averaged 58.3%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 12.6% (HV 20d: 45.7%). Max pain ranged from $4.00 to $5.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.47.

Notable Days

2013-10-18: Highest Volume — 128,319 contracts
2013-10-18: Largest IV drop — 16.1% change
2013-10-08: Highest IV Rank — 41.6%
2013-10-23: Largest Expected Move — 16.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.64	$3.14	$4.09	$3.86	$3.34
Max Pain	$4.13	$4.00	$5.50	$4.00	$4.50
ATM IV	58.3%	50.2%	66.3%	59.7%	50.2%
Expected Move	16.0%	15.4%	16.6%	15.4%	16.3%
HV 20d	45.7%	26.6%	67.0%	34.4%	66.7%
HV 60d	45.5%	33.6%	52.3%	52.3%	47.5%
IV Rank	29.8%	17.8%	41.6%	31.8%	17.8%
IV Percentile	36.2%	9.5%	75.4%	36.1%	9.5%
Term Structure	-1.9%	-5.4%	0.8%	-3.5%	-0.3%
VWIV	56.0%	53.9%	59.5%	56.1%	56.3%
Skew 25d	-1.3%	-5.7%	2.9%	2.9%	-1.2%
Skew 10d	-3.5%	-15.3%	6.8%	3.6%	-2.2%
Call IV 25d	62.1%	56.5%	68.4%	60.7%	56.6%
Put IV 25d	60.7%	54.0%	70.4%	63.5%	55.4%
Bid-Ask Spread %	9.68	6.88	13.70	9.88	11.60
Gamma HHI	0.20	0.14	0.28	0.23	0.16
Net GEX	718.9K	-245.8K	2.0M	975.5K	197.7K
Net DEX	-21.3M	-74.3M	16.6M	-31.7M	6.9M
Net VEX	-538.8K	-578.6K	-473.2K	-550.2K	-564.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.04	1.31	1.31	0.84
Total Volume	42,635.13	11,949	128,319	22,286	57,597
Total OI	955,944.87	864,284	1,054,590	897,473	1,021,188

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2013-10-01	$3.86	$4.00	59.7%	15.4%	34.4%	31.8%	56.1%	2.9%	-3.5%	975.5K	-31.7M	-550.2K	1.31	9.88	9,648	12,638	474,785	422,688
2013-10-02	$3.90	$4.00	59.1%	15.6%	34.3%	31.0%	54.3%	-2.6%	-3.0%	947.5K	-37.4M	-556.2K	0.17	8.95	10,779	1,883	479,840	431,824
2013-10-03	$3.90	$4.00	58.5%	15.6%	33.5%	30.0%	54.1%	0.6%	-2.9%	914.1K	-38.0M	-550.5K	0.13	8.40	11,268	1,476	487,495	431,963
2013-10-04	$3.91	$4.00	58.9%	15.5%	30.1%	30.6%	54.0%	1.0%	-4.1%	829.6K	-37.6M	-556.5K	0.42	8.58	11,314	4,776	491,963	432,821
2013-10-07	$3.86	$4.00	62.7%	15.7%	28.7%	36.3%	56.0%	1.0%	-4.3%	851.4K	-35.7M	-545.2K	0.16	10.23	10,338	1,611	486,588	430,567
2013-10-08	$3.72	$4.00	66.3%	15.7%	26.6%	41.6%	56.0%	2.0%	-5.4%	652.7K	-22.2M	-529.9K	0.26	10.95	24,980	6,472	490,052	431,339
2013-10-09	$3.65	$4.00	65.1%	16.5%	27.0%	39.9%	59.5%	2.1%	-1.9%	589.2K	-17.8M	-527.2K	0.21	10.68	26,912	5,700	498,484	432,935
2013-10-10	$3.79	$4.00	62.0%	16.2%	29.8%	35.2%	58.5%	0.2%	-1.8%	805.8K	-28.4M	-539.1K	0.04	11.32	54,003	1,967	506,278	435,841
2013-10-11	$3.83	$4.00	61.4%	15.8%	29.0%	34.4%	56.4%	-0.7%	-0.1%	1.2M	-38.2M	-562.0K	0.49	9.45	9,279	4,520	553,474	436,987
2013-10-14	$3.97	$4.00	62.7%	15.9%	31.7%	36.3%	56.0%	-1.5%	-2.7%	1.5M	-58.5M	-565.9K	0.22	6.88	38,233	8,363	549,040	429,041
2013-10-15	$4.02	$4.00	62.9%	16.3%	31.8%	36.5%	57.0%	-0.9%	-2.4%	1.8M	-65.1M	-574.1K	0.28	8.42	29,806	8,215	566,288	433,504
2013-10-16	$4.09	$4.00	60.4%	16.0%	31.6%	32.9%	54.6%	-0.0%	-2.1%	2.0M	-72.4M	-577.4K	0.27	7.52	43,005	11,707	574,568	437,038
2013-10-17	$4.09	$4.00	61.1%	15.8%	31.6%	33.8%	56.5%	-3.2%	-0.1%	2.0M	-74.3M	-578.6K	0.42	9.96	42,404	17,636	589,411	445,007
2013-10-18	$3.53	$4.00	51.2%	16.0%	60.9%	19.2%	54.5%	-1.1%	0.8%	-245.8K	-1.8M	-488.7K	0.72	10.21	74,763	53,556	602,418	452,172
2013-10-21	$3.37	$5.50	53.8%	15.8%	62.7%	23.1%	56.1%	-0.6%	-1.3%	242.4K	5.4M	-485.2K	0.48	11.43	47,010	22,402	454,998	409,286
2013-10-22	$3.18	$4.00	57.4%	15.9%	65.3%	28.4%	55.2%	-2.7%	-2.5%	44.8K	16.6M	-473.2K	0.37	9.09	52,497	19,575	469,174	422,201
2013-10-23	$3.14	$4.50	57.4%	16.6%	63.8%	28.4%	57.4%	-4.4%	-3.2%	193.1K	13.0M	-492.9K	0.33	9.50	33,209	10,895	490,433	429,747
2013-10-24	$3.23	$4.50	54.8%	16.4%	65.3%	24.5%	57.4%	-5.3%	0.5%	245.4K	5.7M	-516.4K	0.91	9.03	28,759	26,107	506,391	433,688
2013-10-25	$3.34	$4.00	55.0%	16.2%	67.0%	24.8%	56.4%	-3.7%	-2.2%	134.2K	8.6M	-514.7K	0.62	8.03	30,272	18,774	515,026	454,700
2013-10-28	$3.32	$4.00	55.0%	16.2%	67.0%	24.9%	54.8%	-3.3%	0.4%	247.1K	2.1M	-553.0K	0.44	8.97	29,048	12,785	502,861	462,693
2013-10-29	$3.33	$4.00	53.0%	16.5%	66.7%	21.9%	57.5%	-5.7%	-2.0%	256.9K	3.6M	-549.4K	0.93	9.93	8,577	8,017	514,286	471,220
2013-10-30	$3.30	$4.00	52.8%	16.1%	66.3%	21.5%	53.9%	-3.7%	-0.2%	219.9K	7.3M	-542.0K	0.77	13.70	21,367	16,465	517,785	476,644
2013-10-31	$3.34	$4.50	50.2%	16.3%	66.7%	17.8%	56.3%	-1.2%	-0.3%	197.7K	6.9M	-564.7K	0.84	11.60	31,363	26,234	530,337	490,851