AMD Options History — November 2013

In November 2013, AMD traded between $3.27 and $3.64. ATM implied volatility averaged 47.9%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 2.8% (HV 20d: 45.2%). Max pain ranged from $4.50 to $5.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.77.

Notable Days

  • 2013-11-13: Highest Volume — 80,064 contracts
  • 2013-11-29: Largest IV spike — 8.6% change
  • 2013-11-14: Highest IV Rank — 24.6%
  • 2013-11-20: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.41$3.27$3.64$3.31$3.64
Max Pain$5.03$4.50$5.50$4.50$5.00
ATM IV47.9%44.3%51.6%50.1%48.1%
Expected Move16.4%16.1%16.8%16.3%16.3%
HV 20d45.2%21.0%66.7%66.6%24.9%
HV 60d46.6%45.4%47.5%47.5%45.8%
IV Rank18.0%13.8%24.6%17.6%22.7%
IV Percentile5.8%0.8%14.3%8.3%8.7%
Term Structure1.8%-1.1%5.3%0.2%-0.7%
VWIV56.9%44.4%59.8%57.5%55.7%
Skew 25d0.1%-3.9%7.4%-1.4%-1.6%
Skew 10d13.7%-7.4%68.0%-5.6%17.7%
Call IV 25d51.3%48.2%56.7%56.5%51.6%
Put IV 25d51.5%47.0%57.5%55.0%50.0%
Bid-Ask Spread %11.139.0814.3010.009.43
Gamma HHI0.160.130.240.150.19
Net GEX292.7K74.6K597.6K182.3K423.4K
Net DEX20.8M6.8M32.5M15.4M6.8M
Net VEX-584.1K-639.8K-544.6K-564.6K-639.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.142.810.570.67
Total Volume31,108.310,13980,06418,23259,635
Total OI1,152,586.21,057,4261,231,6211,068,3211,211,927

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-11-01$3.31$4.5050.1%16.3%66.6%17.6%57.5%-1.4%0.2%182.3K15.4M-564.6K0.5710.0011,6246,608554,732513,589
2013-11-04$3.32$5.0051.6%16.2%66.7%19.8%56.8%0.8%-0.3%194.1K14.8M-565.3K0.4010.4411,5474,664549,666507,760
2013-11-05$3.33$5.0049.7%16.3%65.8%17.0%55.8%7.4%0.0%218.0K15.5M-554.0K0.7110.2121,81815,529556,036508,532
2013-11-06$3.32$5.0048.7%16.3%65.6%15.5%57.6%4.7%0.2%247.4K16.8M-557.7K1.1811.1322,23326,191571,478517,505
2013-11-07$3.28$5.0050.5%16.3%63.7%18.1%58.0%0.5%-1.1%74.6K27.0M-544.6K0.7613.1723,34817,678586,228537,548
2013-11-08$3.27$5.5048.9%16.3%63.4%15.8%56.7%-1.7%4.3%80.2K28.6M-545.0K0.7012.2915,29510,695597,800544,152
2013-11-11$3.34$5.0050.1%16.1%62.3%17.5%59.8%0.8%-0.0%158.8K24.8M-553.1K2.8111.869,41026,416599,804546,506
2013-11-12$3.44$5.0050.4%16.3%63.3%18.0%58.2%1.8%2.1%234.3K19.7M-585.1K0.5914.3020,50012,132603,038562,122
2013-11-13$3.54$5.0048.7%16.7%64.0%15.5%57.6%1.1%1.1%401.0K7.8M-576.8K0.8810.7542,67637,388613,200561,696
2013-11-14$3.52$5.5049.0%16.6%64.0%24.6%58.2%2.0%3.8%560.1K13.4M-632.5K0.6411.6324,11515,419628,067581,136
2013-11-15$3.50$5.0047.8%16.5%37.0%21.9%58.1%-1.0%1.9%352.4K14.9M-628.4K0.6412.4622,47014,420642,898588,723
2013-11-18$3.47$5.0045.8%16.6%33.0%17.3%58.2%-1.0%4.7%234.9K25.3M-594.9K0.3411.8412,4144,263579,641569,361
2013-11-19$3.42$5.0047.4%16.7%25.3%21.0%57.7%1.1%3.4%343.9K27.5M-585.8K0.3810.8510,8824,097586,508571,437
2013-11-20$3.42$5.0045.7%16.8%24.7%17.0%44.4%-3.9%5.3%423.7K25.0M-594.1K0.6510.258,3285,373589,749573,395
2013-11-21$3.37$5.0044.7%16.7%23.8%14.7%58.1%-2.6%2.4%276.0K29.2M-585.2K0.5310.556,6383,501593,606576,742
2013-11-22$3.34$5.0044.5%16.7%21.0%14.4%58.4%-3.6%1.9%164.2K32.5M-575.1K1.609.777,80812,488595,180578,156
2013-11-25$3.39$5.0046.6%16.5%21.5%19.2%57.5%-0.6%2.0%228.9K30.2M-582.8K0.1411.3912,7321,825585,490585,019
2013-11-26$3.45$5.0046.4%16.2%22.3%18.6%56.5%-1.3%3.1%458.2K22.7M-593.9K0.6311.1622,17014,065592,952585,740
2013-11-27$3.56$5.0044.3%16.1%24.2%13.8%56.3%1.1%1.0%597.6K17.9M-622.5K0.669.0814,3099,462608,599596,006
2013-11-29$3.64$5.0048.1%16.3%24.9%22.7%55.7%-1.6%-0.7%423.4K6.8M-639.8K0.679.4335,68223,953613,360598,567