AMD Options History — January 2014

In January 2014, AMD traded between $3.41 and $4.47. ATM implied volatility averaged 63.1%, placing in the 57.2% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 25.2% (HV 20d: 37.9%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2014-01-06: Highest Volume — 172,478 contracts
2014-01-22: Largest IV drop — 33.8% change
2014-01-15: Highest IV Rank — 100.0%
2014-01-08: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.93	$3.41	$4.47	$3.95	$3.43
Max Pain	$4.00	$4.00	$4.00	$4.00	$4.00
ATM IV	63.1%	49.0%	81.8%	59.8%	49.0%
Expected Move	15.8%	15.3%	16.3%	16.0%	15.5%
HV 20d	37.9%	20.0%	61.6%	21.0%	60.4%
HV 60d	38.5%	27.5%	43.1%	43.1%	39.9%
IV Rank	57.2%	24.7%	100.0%	49.6%	24.7%
IV Percentile	60.4%	13.1%	100.0%	55.6%	13.1%
Term Structure	-2.7%	-11.5%	1.3%	-2.5%	-0.6%
VWIV	54.9%	53.3%	56.7%	53.3%	54.7%
Skew 25d	-1.3%	-9.4%	5.2%	-0.1%	-0.9%
Skew 10d	-0.3%	-14.0%	26.9%	5.1%	-9.7%
Call IV 25d	68.1%	51.0%	86.4%	63.2%	52.8%
Put IV 25d	66.8%	51.9%	85.5%	63.0%	51.9%
Bid-Ask Spread %	12.52	7.68	24.69	14.60	10.16
Gamma HHI	0.22	0.15	0.35	0.35	0.18
Net GEX	1.4M	383.0K	3.1M	1.1M	383.0K
Net DEX	-76.9M	-179.8M	-1.0M	-55.3M	-6.3M
Net VEX	-804.5K	-957.1K	-629.9K	-651.1K	-764.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.12	1.42	0.23	0.38
Total Volume	79,834.619	12,176	172,478	31,954	17,799
Total OI	1,426,022.238	1,240,399	1,746,304	1,243,778	1,349,855

Daily Data (21 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
2014-01-02	$3.95	$4.00	59.8%	16.0%	21.0%	49.6%	53.3%	-0.1%	-2.5%	1.1M	-55.3M	-651.1K	0.23	14.60	25,970	5,984	650,429	593,349
2014-01-03	$4.00	$4.00	57.1%	15.9%	20.0%	43.3%	54.9%	-1.8%	-1.8%	1.2M	-62.8M	-629.9K	0.19	15.56	38,156	7,377	657,316	594,615
2014-01-06	$4.13	$4.00	62.5%	15.9%	21.6%	55.9%	54.8%	0.4%	-3.3%	1.4M	-80.3M	-675.7K	0.12	10.61	153,553	18,925	660,272	597,277
2014-01-07	$4.18	$4.00	63.6%	15.7%	21.7%	58.3%	55.0%	-9.4%	-0.3%	1.7M	-103.0M	-727.1K	0.18	24.69	145,561	26,790	759,190	602,469
2014-01-08	$4.18	$4.00	70.6%	16.3%	21.1%	74.6%	55.9%	-4.8%	-1.1%	2.0M	-116.6M	-809.3K	0.21	9.26	83,107	17,205	859,625	618,044
2014-01-09	$4.09	$4.00	71.6%	16.2%	22.4%	76.9%	54.9%	-5.5%	-1.9%	2.0M	-110.9M	-832.9K	0.40	13.48	53,353	21,584	899,211	633,911
2014-01-10	$4.17	$4.00	71.8%	16.1%	22.2%	77.3%	54.8%	-5.6%	-2.7%	2.1M	-130.9M	-856.1K	0.55	8.38	55,167	30,300	930,699	649,942
2014-01-13	$4.13	$4.00	72.7%	16.1%	22.9%	79.5%	56.7%	-4.5%	-3.1%	2.0M	-115.5M	-874.6K	0.46	12.59	39,063	17,866	950,578	666,175
2014-01-14	$4.30	$4.00	77.9%	15.9%	25.8%	91.5%	55.0%	-6.1%	-11.5%	2.4M	-147.0M	-891.6K	0.12	8.47	102,555	11,840	963,380	677,457
2014-01-15	$4.47	$4.00	81.8%	15.8%	24.6%	100.0%	56.7%	-2.5%	-9.6%	3.1M	-179.8M	-935.1K	0.21	12.72	116,066	24,896	991,425	678,958
2014-01-16	$4.38	$4.00	78.8%	16.0%	26.8%	93.0%	56.4%	0.4%	-6.5%	2.6M	-160.5M	-957.1K	0.74	7.68	55,070	40,837	1,003,911	691,519
2014-01-17	$4.18	$4.00	78.6%	15.9%	33.3%	92.7%	55.7%	5.2%	-4.4%	1.5M	-127.0M	-933.4K	0.27	16.06	79,402	21,810	1,023,595	722,709
2014-01-21	$4.17	$4.00	77.8%	16.2%	33.4%	90.8%	55.9%	-0.1%	-7.4%	1.6M	-104.0M	-925.0K	0.63	14.69	65,040	40,739	770,703	469,696
2014-01-22	$3.67	$4.00	51.5%	15.7%	58.1%	30.3%	54.2%	0.3%	-1.5%	775.1K	-32.1M	-783.7K	1.01	14.02	77,146	77,707	805,117	494,717
2014-01-23	$3.62	$4.00	49.5%	15.6%	58.0%	25.7%	53.4%	1.0%	1.2%	384.8K	-21.6M	-788.9K	0.73	10.27	18,738	13,706	816,764	526,519
2014-01-24	$3.47	$4.00	49.9%	15.8%	59.6%	26.6%	54.9%	0.1%	0.8%	453.6K	-1.0M	-754.2K	1.06	14.80	28,565	30,198	819,349	532,173
2014-01-27	$3.41	$4.00	49.8%	15.6%	59.6%	26.4%	54.6%	2.8%	1.3%	461.3K	-8.1M	-748.6K	0.46	11.81	26,675	12,363	785,282	507,929
2014-01-28	$3.54	$4.00	51.5%	15.7%	61.6%	30.5%	53.9%	3.5%	-1.8%	662.8K	-22.7M	-780.7K	1.42	9.64	16,885	23,926	798,411	508,851
2014-01-29	$3.48	$4.00	50.0%	15.3%	61.2%	27.0%	54.1%	1.3%	0.6%	592.1K	-15.3M	-785.6K	0.94	11.87	11,568	10,859	808,717	528,232
2014-01-30	$3.48	$4.00	49.5%	15.3%	61.1%	25.7%	53.7%	-1.0%	-0.2%	610.2K	-14.8M	-788.7K	0.40	11.62	8,686	3,490	810,525	537,571
2014-01-31	$3.43	$4.00	49.0%	15.5%	60.4%	24.7%	54.7%	-0.9%	-0.6%	383.0K	-6.3M	-764.4K	0.38	10.16	12,868	4,931	811,770	538,085