AMD Options History — December 2013

In December 2013, AMD traded between $3.57 and $3.87. ATM implied volatility averaged 51.6%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 27.3% (HV 20d: 24.3%). Max pain ranged from $4.00 to $4.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.42.

Notable Days

  • 2013-12-16: Highest Volume — 46,293 contracts
  • 2013-12-23: Largest IV spike — 8.7% change
  • 2013-12-31: Highest IV Rank — 43.7%
  • 2013-12-16: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.70$3.57$3.87$3.66$3.87
Max Pain$4.17$4.00$4.50$4.50$4.00
ATM IV51.6%46.9%57.2%46.9%57.2%
Expected Move16.4%15.9%17.1%16.2%15.9%
HV 20d24.3%20.8%26.4%24.4%20.8%
HV 60d43.2%42.8%44.8%44.8%43.0%
IV Rank30.7%19.8%43.7%19.8%43.7%
IV Percentile23.1%6.0%42.9%6.0%42.9%
Term Structure1.8%-6.2%16.0%3.9%-5.7%
VWIV56.4%54.3%57.8%57.8%54.8%
Skew 25d0.5%-2.2%3.9%2.6%-1.0%
Skew 10d3.8%-4.4%19.2%19.2%1.0%
Call IV 25d55.7%49.2%64.0%49.2%60.9%
Put IV 25d56.2%51.5%61.8%51.8%59.9%
Bid-Ask Spread %13.346.7420.176.7415.15
Gamma HHI0.290.190.380.190.32
Net GEX686.4K478.0K905.0K643.2K851.2K
Net DEX-11.5M-38.3M8.1M-3.2M-38.3M
Net VEX-654.4K-680.2K-634.1K-668.4K-640.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.081.530.270.17
Total Volume23,630.815,57846,29324,14012,423
Total OI1,273,323.7621,204,2061,357,3021,235,0411,237,605

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-12-02$3.66$4.5046.9%16.2%24.4%19.8%57.8%2.6%3.9%643.2K-3.2M-668.4K0.276.7418,9905,150631,430603,611
2013-12-03$3.62$4.5047.9%16.2%25.1%22.1%57.8%1.2%2.6%478.0K6.1M-646.8K0.7011.727,9415,560639,616605,807
2013-12-04$3.57$4.5047.2%16.1%25.9%20.7%57.8%1.6%2.5%598.2K8.1M-634.1K0.2211.2612,7712,851642,089605,662
2013-12-05$3.64$4.5048.2%16.1%26.4%22.9%55.8%1.0%2.9%661.4K-1.0M-646.0K0.388.5725,8489,835646,480606,366
2013-12-06$3.66$4.5047.4%16.6%25.6%21.0%56.9%3.9%2.2%755.3K-5.8M-677.7K0.559.1020,35111,250663,985610,890
2013-12-09$3.63$4.5049.3%16.6%25.9%25.4%56.0%2.0%2.0%689.6K-2.5M-656.3K0.7310.6310,3027,472665,409609,657
2013-12-10$3.72$4.5052.1%16.4%26.2%31.9%55.8%0.5%-0.6%734.9K-10.7M-669.4K0.0810.6942,1673,521668,820614,532
2013-12-11$3.68$4.0051.2%16.5%25.2%29.9%55.5%-1.6%0.5%905.0K-10.4M-680.2K0.0910.3813,0351,225685,608615,458
2013-12-12$3.69$4.0051.9%16.6%23.3%31.5%56.1%0.3%0.7%870.9K-8.3M-664.0K0.6010.2014,7198,850689,215615,717
2013-12-13$3.69$4.0050.0%16.6%23.2%27.1%57.5%0.2%-0.9%863.7K-7.7M-665.7K0.4612.2813,4446,142692,297622,174
2013-12-16$3.59$4.0050.4%17.1%25.4%28.0%57.8%2.6%4.7%694.3K4.0M-639.9K0.5415.4430,06116,232686,637623,204
2013-12-17$3.65$4.0051.4%16.5%25.6%30.2%56.5%1.1%5.8%638.4K-358.6K-652.9K0.6814.656,9704,707707,024631,881
2013-12-18$3.65$4.0050.4%16.4%24.9%27.9%57.5%-0.7%6.7%641.6K-5.0M-656.3K0.2620.174,4301,148708,334634,233
2013-12-19$3.65$4.0051.2%16.5%24.9%29.8%56.5%-0.7%16.0%563.0K-6.8M-643.9K1.5315.6015,61423,936704,818629,743
2013-12-20$3.69$4.0049.5%16.3%24.1%26.0%55.3%-1.9%10.0%553.5K-3.6M-660.8K0.3817.2313,4115,095709,960647,342
2013-12-23$3.75$4.0053.8%16.3%23.9%35.9%54.3%-1.0%-2.8%591.6K-23.4M-644.2K0.1817.0423,7214,288624,173580,033
2013-12-24$3.77$4.0056.6%16.2%23.6%42.2%56.3%0.2%-6.2%701.4K-30.7M-655.6K0.1516.3619,7172,959637,989582,887
2013-12-26$3.80$4.0057.1%16.2%23.2%43.4%55.6%-2.2%-1.6%651.6K-33.5M-650.6K0.2514.7911,5642,840630,219584,588
2013-12-27$3.78$4.0056.5%16.1%21.2%42.0%56.6%0.3%-1.2%582.4K-31.4M-642.0K0.2816.0919,2525,306634,745587,068
2013-12-30$3.85$4.0056.9%16.1%20.8%42.9%55.5%1.7%-4.6%745.7K-37.9M-647.8K0.3716.0722,6808,469636,224586,269
2013-12-31$3.87$4.0057.2%15.9%20.8%43.7%54.8%-1.0%-5.7%851.2K-38.3M-640.4K0.1715.1510,5831,840645,276592,329