AMD Options History — June 2014

In June 2014, AMD traded between $3.94 and $4.47. ATM implied volatility averaged 41.5%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 15.1% (HV 20d: 26.4%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2014-06-20: Highest Volume — 110,554 contracts
  • 2014-06-20: Largest IV spike — 21.6% change
  • 2014-06-20: Highest IV Rank — 48.8%
  • 2014-06-03: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.15$3.94$4.47$3.97$4.19
Max Pain$3.95$3.50$4.00$4.00$4.00
ATM IV41.5%30.3%55.4%31.7%51.7%
Expected Move13.4%12.9%13.8%13.8%13.4%
HV 20d26.4%20.9%35.5%21.3%35.5%
HV 60d39.8%38.6%41.5%40.9%41.0%
IV Rank21.7%0.0%48.8%2.0%41.5%
IV Percentile25.6%0.0%70.2%2.4%57.9%
Term Structure1.6%-3.9%12.0%0.4%-0.8%
VWIV47.6%45.9%50.2%48.5%47.1%
Skew 25d3.5%-0.9%11.1%3.0%6.9%
Skew 10d9.3%-8.2%20.7%4.5%20.3%
Call IV 25d42.1%29.9%54.4%32.5%51.1%
Put IV 25d45.6%34.3%65.4%35.5%58.1%
Bid-Ask Spread %15.774.5423.194.5423.19
Gamma HHI0.300.220.460.220.26
Net GEX442.3K-53.4K1.5M5.4K215.2K
Net DEX-38.9M-74.8M-13.2M-17.0M-39.9M
Net VEX-651.5K-687.8K-627.1K-634.5K-666.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.126.510.440.44
Total Volume27,251.9056,722110,5548,90721,034
Total OI980,316.333928,7261,063,188928,7261,046,408

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-06-02$3.97$4.0031.7%13.8%21.3%2.0%48.5%3.0%0.4%5.4K-17.0M-634.5K0.444.546,1972,710454,384474,342
2014-06-03$3.94$4.0031.0%13.8%21.4%0.5%48.0%2.8%1.0%108.8K-15.4M-633.8K0.716.273,9322,790458,528474,488
2014-06-04$4.04$4.0032.4%13.7%22.3%3.3%48.6%2.6%-0.1%267.7K-25.2M-636.2K0.2110.9518,3163,852460,936474,822
2014-06-05$4.08$4.0032.0%13.8%22.2%2.6%48.5%4.0%1.0%320.3K-31.1M-632.9K0.1312.029,0171,191469,002474,863
2014-06-06$4.06$4.0030.3%13.7%21.9%0.0%47.7%2.6%-0.8%253.9K-31.4M-627.1K0.1217.3310,9881,278472,195474,808
2014-06-09$4.07$4.0031.7%13.3%20.9%2.8%47.8%3.3%12.0%320.0K-30.6M-627.7K0.1719.4714,0962,429472,598472,296
2014-06-10$4.20$4.0033.5%13.7%21.9%6.2%48.5%3.0%10.2%530.5K-44.8M-634.9K4.5514.7018,72185,154483,277473,848
2014-06-11$4.29$3.5034.0%13.4%22.4%7.3%48.7%4.7%9.8%713.5K-57.9M-646.5K0.1713.4915,0702,581485,594466,822
2014-06-12$4.29$3.5036.4%13.2%21.7%11.9%47.2%-0.1%10.1%753.4K-60.6M-641.9K0.4416.2321,8669,708487,901467,345
2014-06-13$4.28$4.0037.4%13.5%21.6%13.8%46.6%-0.9%11.3%753.9K-57.8M-649.4K1.7518.947,14312,500491,763466,751
2014-06-16$4.44$4.0043.6%13.1%24.3%25.9%46.7%0.8%-3.5%1.0M-71.3M-645.9K0.3016.7426,8298,143488,141477,169
2014-06-17$4.47$4.0042.6%12.9%23.9%23.9%46.2%-0.2%-0.3%1.5M-74.8M-669.4K0.5717.2312,4057,031498,073479,148
2014-06-18$4.40$4.0045.5%13.3%24.4%29.6%50.2%0.2%-0.4%1.2M-65.1M-670.1K0.2217.119,0662,034497,350485,345
2014-06-19$4.36$4.0045.6%13.3%24.7%29.7%46.5%0.7%-0.3%771.2K-60.9M-643.1K0.4017.937,7003,106496,806485,111
2014-06-20$4.10$4.0055.4%13.3%32.6%48.8%48.8%11.1%-2.9%181.9K-32.2M-649.2K2.8118.4228,99781,557496,035486,898
2014-06-23$4.01$4.0051.1%13.8%33.7%40.5%47.8%5.3%-1.5%-53.4K-18.3M-661.5K0.5015.8831,03315,426482,488523,008
2014-06-24$3.94$4.0051.5%13.4%34.2%41.2%47.7%5.2%-2.9%35.6K-14.7M-663.2K0.3716.3810,9914,075499,121529,427
2014-06-25$3.96$4.0052.1%13.6%34.1%42.4%47.8%5.6%-3.9%131.8K-13.2M-675.9K6.5117.924,11926,818504,933531,540
2014-06-26$4.03$4.0050.9%13.4%34.6%40.1%45.9%5.8%-2.3%225.0K-22.5M-687.8K0.3518.506,8882,444507,366552,525
2014-06-27$4.11$4.0052.0%13.2%35.1%42.1%46.0%6.9%-3.1%50.3K-31.6M-685.1K0.1717.9011,1361,919509,881553,307
2014-06-30$4.19$4.0051.7%13.4%35.5%41.5%47.1%6.9%-0.8%215.2K-39.9M-666.0K0.4423.1914,6176,417497,626548,782