AMD Options History — August 2014

In August 2014, AMD traded between $3.97 and $4.28. ATM implied volatility averaged 43.9%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 1.6% (HV 20d: 42.3%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2014-08-01: Highest Volume — 69,598 contracts
  • 2014-08-14: Largest IV drop — 5.3% change
  • 2014-08-05: Highest IV Rank — 37.8%
  • 2014-08-04: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.14$3.97$4.28$3.97$4.17
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV43.9%39.6%49.7%48.4%39.6%
Expected Move13.4%12.8%14.2%13.9%13.1%
HV 20d42.3%16.4%72.1%71.5%16.4%
HV 60d47.1%46.8%47.5%47.5%46.8%
IV Rank26.5%18.2%37.8%35.2%18.2%
IV Percentile25.8%13.5%47.6%42.5%13.5%
Term Structure-0.1%-2.1%1.5%-0.4%-0.0%
VWIV46.4%36.5%50.0%48.5%44.1%
Skew 25d3.0%-0.9%5.9%3.0%3.8%
Skew 10d4.9%-8.0%20.1%-8.0%17.8%
Call IV 25d44.1%38.1%51.5%48.3%38.1%
Put IV 25d47.1%41.6%53.7%51.3%41.9%
Bid-Ask Spread %17.4710.8225.6022.5914.65
Gamma HHI0.230.200.310.300.21
Net GEX-32.3K-363.9K120.9K-363.9K-111.2K
Net DEX-26.0M-40.3M-9.4M-9.4M-22.4M
Net VEX-753.3K-787.6K-709.4K-741.5K-709.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.093.220.560.09
Total Volume24,727.815,30869,59869,59813,925
Total OI1,176,177.3811,111,5521,235,3481,111,5521,176,518

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-08-01$3.97$4.0048.4%13.9%71.5%35.2%48.5%3.0%-0.4%-363.9K-9.4M-741.5K0.5622.5944,58025,018525,908585,644
2014-08-04$4.00$4.0049.2%14.2%71.6%36.7%47.3%-0.9%0.4%-178.0K-16.4M-774.0K0.4620.3723,09810,644538,606599,603
2014-08-05$4.08$4.0049.7%13.7%72.0%37.8%48.8%3.3%-1.3%-41.2K-27.6M-766.6K1.1819.4417,93721,181547,256605,042
2014-08-06$4.12$4.0048.4%13.6%72.1%35.2%46.9%2.8%-1.2%-187.1K-32.1M-787.6K1.6425.607,61712,528552,889619,421
2014-08-07$4.10$4.0048.9%13.5%71.9%36.1%47.3%0.6%-1.7%120.9K-33.9M-782.4K1.5723.2626,30441,204553,797628,649
2014-08-08$4.12$4.0047.2%13.5%71.5%32.9%45.0%2.6%0.3%20.9K-30.4M-785.9K1.2723.8426,09333,234558,902645,312
2014-08-11$4.14$4.0046.5%13.7%67.7%31.6%47.2%3.0%-1.2%100.9K-23.8M-780.6K1.3719.007,74110,637566,533645,119
2014-08-12$4.08$4.0044.7%13.4%67.4%28.1%46.4%2.9%0.2%-52.7K-15.9M-786.6K0.1622.8711,7441,936567,547660,801
2014-08-13$4.11$4.0044.3%13.5%66.4%27.3%49.3%3.9%-0.4%34.4K-20.6M-769.3K0.2718.115,8011,563574,580660,768
2014-08-14$4.08$4.0041.9%13.2%66.3%22.7%45.8%3.1%1.3%115.5K-19.1M-764.1K1.9120.025,97311,420572,924650,706
2014-08-15$4.13$4.0042.7%13.1%17.8%24.1%36.5%5.5%0.4%7.9K-26.1M-744.9K0.7324.5514,38610,463573,922649,793
2014-08-18$4.21$0.0043.0%13.2%17.4%24.7%46.0%4.3%-0.1%-29.6K-30.4M-749.0K0.4315.1920,5158,830529,774603,554
2014-08-19$4.27$4.0041.1%12.8%17.7%21.0%45.7%1.5%1.5%117.9K-39.4M-764.0K0.6813.7817,18311,662540,295607,858
2014-08-20$4.28$4.0040.2%13.0%16.7%19.3%45.4%0.1%1.3%79.9K-40.3M-745.5K0.5110.989,5954,912546,877611,916
2014-08-21$4.24$4.0042.2%13.2%16.9%23.2%50.0%3.9%0.2%75.4K-33.4M-748.4K3.2211.793,0449,798549,701611,826
2014-08-22$4.25$4.0040.8%13.2%16.9%20.5%49.0%1.2%0.7%2.4K-35.6M-744.1K0.5911.745,8373,473551,203619,742
2014-08-25$4.18$4.0041.2%13.5%18.1%21.2%46.4%3.5%0.5%-68.9K-21.1M-715.2K0.5511.308,3994,633543,766616,438
2014-08-26$4.19$4.0041.3%13.2%17.7%21.4%46.0%4.7%-1.2%-104.1K-24.8M-728.6K0.4110.827,6923,115546,753618,948
2014-08-27$4.16$4.0040.7%13.4%18.2%20.3%46.0%4.0%-2.1%-131.4K-22.8M-715.2K1.6714.341,9873,321550,743618,974
2014-08-28$4.14$4.0040.1%13.3%17.0%19.1%46.2%5.9%0.0%-86.5K-19.2M-716.8K0.4912.666,8833,378551,007620,110
2014-08-29$4.17$4.0039.6%13.1%16.4%18.2%44.1%3.8%-0.0%-111.2K-22.4M-709.4K0.0914.6512,7751,150553,486623,032