AMD Options History — July 2014

In July 2014, AMD traded between $3.73 and $4.66. ATM implied volatility averaged 50.0%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 3.5% (HV 20d: 53.5%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.30.

Notable Days

  • 2014-07-18: Highest Volume — 203,537 contracts
  • 2014-07-18: Largest IV drop — 27.6% change
  • 2014-07-17: Highest IV Rank — 64.6%
  • 2014-07-28: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.11$3.73$4.66$4.22$3.91
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV50.0%40.2%63.5%51.2%46.5%
Expected Move13.5%13.1%14.1%13.2%14.1%
HV 20d53.5%34.7%75.9%35.3%71.5%
HV 60d43.0%33.2%49.3%41.0%47.4%
IV Rank38.4%19.3%64.6%40.6%31.5%
IV Percentile48.6%14.7%94.4%52.8%32.1%
Term Structure-1.8%-4.9%1.6%-2.5%0.5%
VWIV47.1%45.3%48.5%46.7%48.3%
Skew 25d2.5%-2.9%6.0%3.7%0.6%
Skew 10d6.1%-10.3%17.2%7.6%4.0%
Call IV 25d51.3%42.0%63.7%51.5%47.7%
Put IV 25d53.7%42.3%68.4%55.2%48.3%
Bid-Ask Spread %17.3311.5721.9720.0114.19
Gamma HHI0.280.200.440.260.30
Net GEX-16.4K-683.8K762.8K272.0K-180.0K
Net DEX-29.8M-90.6M39.0M-44.1M-7.7M
Net VEX-667.9K-724.4K-598.8K-670.9K-711.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.304.251.590.88
Total Volume54,95711,038203,53740,15997,651
Total OI1,068,287.136920,1711,232,2291,056,0911,043,935

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-07-01$4.22$4.0051.2%13.2%35.3%40.6%46.7%3.7%-2.5%272.0K-44.1M-670.9K1.5920.0115,53324,626503,829552,262
2014-07-02$4.34$4.0050.3%13.2%35.6%38.9%45.3%2.7%-1.4%301.2K-51.0M-724.4K0.3021.9712,1923,651510,145575,804
2014-07-03$4.24$4.0052.7%13.3%36.7%43.5%46.0%2.1%-1.9%210.5K-42.7M-693.8K0.4521.4617,4497,802515,519577,864
2014-07-07$4.26$4.0051.0%13.2%36.7%40.2%46.0%2.9%-3.1%227.2K-45.6M-689.4K0.8019.256,1314,907519,893579,807
2014-07-08$4.22$4.0055.4%13.4%36.9%48.7%47.2%3.0%-2.1%173.8K-40.6M-696.7K2.6019.3911,46029,845523,783584,077
2014-07-09$4.23$4.0055.7%13.6%35.2%49.4%47.1%5.8%-4.9%143.6K-42.2M-687.8K2.0019.327,94515,876527,875585,715
2014-07-10$4.29$4.0054.7%13.6%34.7%47.5%47.1%6.0%-2.6%198.8K-47.7M-699.6K4.2519.209,48340,307529,063592,858
2014-07-11$4.37$4.0054.8%13.4%35.4%47.6%46.6%2.8%-2.5%455.0K-58.8M-705.0K1.4916.9016,20924,160532,013602,794
2014-07-14$4.64$4.0055.4%13.4%41.0%48.8%47.7%5.0%-2.8%762.8K-90.6M-673.9K0.4813.8548,08223,200530,756590,555
2014-07-15$4.53$4.0059.4%13.1%40.3%56.5%47.9%4.6%-2.5%533.1K-75.3M-695.3K0.6317.5054,75334,614530,515604,631
2014-07-16$4.66$4.0062.5%13.4%41.4%62.5%46.5%4.2%-3.5%603.8K-89.2M-700.8K0.8819.2647,93042,041551,190625,462
2014-07-17$4.57$4.0063.5%13.6%41.6%64.6%45.7%4.7%-4.2%382.9K-74.7M-701.7K0.6018.3663,00537,782561,456641,857
2014-07-18$3.83$4.0046.0%13.4%75.9%30.5%46.9%2.3%0.2%-683.8K39.0M-598.8K1.7915.0272,846130,691583,676648,553
2014-07-21$3.78$4.0045.8%13.2%73.1%30.1%48.4%0.2%-0.5%-561.6K-1.1M-615.7K0.5319.0224,74013,075442,225477,946
2014-07-22$3.80$4.0044.7%13.3%72.9%28.1%46.9%-1.5%-2.6%-482.3K-3.1M-626.0K0.4921.4328,37513,811454,429485,133
2014-07-23$3.76$4.0042.9%13.4%72.7%24.5%47.4%-2.9%-0.7%-493.6K-932.2K-609.3K1.1313.5810,35711,693468,122490,668
2014-07-24$3.73$4.0042.0%14.1%72.7%22.7%47.8%3.2%-1.2%-514.8K1.6M-621.7K0.6216.8224,06614,851471,454493,268
2014-07-25$3.76$4.0040.9%13.5%72.4%20.7%48.0%1.9%-1.8%-453.9K3.0M-630.4K1.0115.4623,43623,729485,364501,539
2014-07-28$3.73$4.0043.5%14.1%71.9%25.7%48.5%1.7%0.6%-518.4K6.9M-627.2K0.8614.2326,47822,717464,284508,519
2014-07-29$3.79$4.0040.2%13.3%71.8%19.3%46.8%2.1%1.6%-412.1K6.5M-652.7K2.8911.579,68827,970483,940528,224
2014-07-30$3.82$4.0041.9%13.7%71.8%22.7%47.6%-1.3%-0.6%-323.8K2.0M-662.0K2.3913.5410,00723,890488,339532,976
2014-07-31$3.91$4.0046.5%14.1%71.5%31.5%48.3%0.6%0.5%-180.0K-7.7M-711.2K0.8814.1951,93045,721493,946549,989