AMD Options History — September 2014

In September 2014, AMD traded between $3.41 and $4.19. ATM implied volatility averaged 45.2%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 28.1% (HV 20d: 17.1%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.16.

Notable Days

  • 2014-09-18: Highest Volume — 73,677 contracts
  • 2014-09-12: Largest IV spike — 16.0% change
  • 2014-09-25: Highest IV Rank — 40.9%
  • 2014-09-15: Largest Expected Move — 13.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.88$3.41$4.19$4.16$3.41
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV45.2%36.6%51.3%41.0%50.9%
Expected Move12.8%12.6%13.1%13.1%12.9%
HV 20d17.1%14.6%21.3%16.4%21.3%
HV 60d45.0%43.5%46.8%46.8%44.1%
IV Rank28.9%12.3%40.9%20.8%40.1%
IV Percentile36.5%9.1%65.5%17.5%63.5%
Term Structure1.0%-4.3%12.1%-0.4%-2.1%
VWIV45.1%42.7%46.7%45.6%46.2%
Skew 25d1.9%-1.0%8.1%4.0%-1.0%
Skew 10d5.1%-12.5%25.0%5.3%-12.5%
Call IV 25d47.3%37.5%53.4%40.5%53.4%
Put IV 25d49.3%40.3%56.2%44.5%52.4%
Bid-Ask Spread %13.089.5615.5814.639.58
Gamma HHI0.270.200.380.210.38
Net GEX-852.2K-1.6M-60.6K-60.6K-1.6M
Net DEX25.6M-23.3M87.5M-17.2M87.5M
Net VEX-645.8K-697.7K-575.7K-697.7K-575.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.2710.651.770.63
Total Volume28,313.813,49373,67726,16028,562
Total OI1,200,722.0951,157,6811,248,0551,163,4211,221,542

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-09-02$4.16$4.0041.0%13.1%16.4%20.8%45.6%4.0%-0.4%-60.6K-17.2M-697.7K1.7714.639,44616,714545,220618,201
2014-09-03$4.19$4.0040.6%12.6%15.2%20.0%45.8%3.5%0.7%-102.8K-23.3M-693.6K0.9913.693,9813,958548,649630,125
2014-09-04$4.15$4.0041.8%12.7%15.3%22.4%44.9%3.7%-0.5%-119.7K-18.1M-678.4K2.3012.087,71317,721550,145631,025
2014-09-05$4.15$4.0041.8%13.0%15.2%22.3%44.8%2.1%-2.6%-271.2K-17.5M-687.3K0.8415.398,5677,158554,000645,234
2014-09-08$4.13$4.0041.4%12.9%15.2%21.7%45.1%6.2%4.2%-327.7K-13.3M-663.2K0.3413.2812,4354,228551,630639,628
2014-09-09$4.08$4.0042.2%12.6%15.7%23.1%45.2%3.8%3.5%-373.3K-1.8M-667.9K1.9614.214,6029,031558,068642,098
2014-09-10$4.08$4.0038.5%12.8%14.8%15.9%44.5%-1.0%8.6%-339.7K255.9K-653.6K1.4515.113,0974,478559,343646,319
2014-09-11$4.08$4.0036.6%12.6%14.6%12.3%44.1%2.8%12.1%-411.9K-2.7M-652.9K0.2714.252,758735559,837648,240
2014-09-12$3.96$4.0042.5%12.8%17.8%23.7%45.9%8.1%8.8%-402.5K15.5M-654.0K6.8014.195,05834,377560,334648,490
2014-09-15$3.91$4.0046.2%13.1%17.5%31.0%45.3%0.2%-0.1%-668.6K29.6M-639.4K1.6415.0119,08431,355554,556656,803
2014-09-16$3.81$4.0046.1%13.1%17.3%30.7%45.5%0.1%0.3%-810.0K39.9M-608.8K1.4414.6113,13418,922549,764650,964
2014-09-17$3.82$4.0048.6%12.7%16.0%35.7%44.6%0.7%-0.3%-1.1M41.9M-613.0K3.6915.589,26834,160554,949647,246
2014-09-18$3.88$4.0047.1%12.8%17.5%32.7%44.7%4.8%0.4%-873.2K34.0M-612.5K10.6515.216,32667,351555,756634,950
2014-09-19$3.81$4.0046.7%12.9%18.1%31.9%45.0%-0.1%-0.1%-1.3M42.5M-622.6K3.5711.565,97921,372557,672665,493
2014-09-22$3.76$4.0048.3%12.6%18.1%35.1%42.7%0.4%-1.1%-1.6M41.9M-631.4K1.9111.5414,29927,316499,961657,720
2014-09-23$3.69$4.0049.4%12.8%18.2%37.2%44.6%-0.2%-1.2%-1.5M51.6M-642.8K0.8611.5118,55716,003509,136679,367
2014-09-24$3.70$4.0048.2%12.9%18.3%34.8%44.8%1.1%-0.7%-1.5M51.8M-628.8K2.1911.028,95619,572513,949684,485
2014-09-25$3.63$4.0051.3%12.9%18.8%40.9%46.4%0.1%-4.3%-1.6M63.4M-638.3K1.0211.1428,02528,672520,666700,028
2014-09-26$3.60$4.0049.3%12.8%18.8%36.9%46.7%-0.1%-2.5%-1.5M66.0M-657.9K0.5811.586,5563,795524,875723,180
2014-09-29$3.55$4.0049.9%12.8%18.2%38.1%45.5%1.3%-2.9%-1.6M66.2M-641.9K0.419.567,9863,283505,349710,167
2014-09-30$3.41$4.0050.9%12.9%21.3%40.1%46.2%-1.0%-2.1%-1.6M87.5M-575.7K0.639.5817,49011,072509,538712,004