AMD Options History — October 2014

In October 2014, AMD traded between $2.61 and $3.40. ATM implied volatility averaged 64.0%, placing in the 55.2% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 22.4% (HV 20d: 41.6%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.63.

Notable Days

2014-10-09: Highest Volume — 219,744 contracts
2014-10-17: Largest IV drop — 28.8% change
2014-10-13: Highest IV Rank — 100.0%
2014-10-16: Largest Expected Move — 19.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.89	$2.61	$3.40	$3.35	$2.81
Max Pain	$3.83	$3.50	$4.00	$4.00	$3.50
ATM IV	64.0%	45.6%	99.1%	53.3%	45.6%
Expected Move	15.6%	12.9%	19.1%	12.9%	15.1%
HV 20d	41.6%	20.5%	54.3%	20.5%	54.3%
HV 60d	37.6%	31.7%	47.2%	44.2%	35.3%
IV Rank	55.2%	22.4%	100.0%	44.7%	22.4%
IV Percentile	82.2%	36.9%	100.0%	73.8%	36.9%
Term Structure	-2.1%	-11.5%	4.3%	-3.4%	0.8%
VWIV	55.8%	46.6%	67.9%	46.6%	58.4%
Skew 25d	2.5%	-6.5%	8.4%	-3.0%	5.2%
Skew 10d	7.1%	-36.3%	68.9%	50.1%	68.9%
Call IV 25d	64.7%	43.7%	100.8%	57.2%	43.7%
Put IV 25d	67.2%	48.9%	105.0%	54.2%	48.9%
Bid-Ask Spread %	11.13	6.85	14.55	11.58	10.69
Gamma HHI	0.27	0.20	0.38	0.37	0.24
Net GEX	-1.2M	-1.5M	-797.9K	-1.4M	-797.9K
Net DEX	100.0M	80.8M	134.9M	88.6M	80.8M
Net VEX	-526.2K	-622.6K	-444.4K	-586.7K	-456.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.63	0.73	4.91	1.22	0.96
Total Volume	81,397.913	16,454	219,744	34,399	72,310
Total OI	1,339,484.87	1,232,562	1,620,323	1,233,494	1,247,551

Daily Data (23 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
2014-10-01	$3.35	$4.00	53.3%	12.9%	20.5%	44.7%	46.6%	-3.0%	-3.4%	-1.4M	88.6M	-586.7K	1.22	11.58	15,480	18,919	517,895	715,599
2014-10-02	$3.39	$4.00	53.3%	13.2%	22.1%	44.8%	46.7%	0.9%	-2.6%	-1.5M	83.6M	-616.0K	0.77	10.50	13,977	10,811	527,556	728,959
2014-10-03	$3.40	$4.00	53.2%	13.0%	22.3%	44.4%	47.5%	1.6%	-1.7%	-1.5M	83.5M	-622.6K	2.01	10.56	12,609	25,311	534,265	738,704
2014-10-06	$3.36	$4.00	54.7%	13.1%	22.2%	47.3%	46.7%	-0.3%	-1.2%	-1.5M	89.1M	-607.6K	0.73	10.22	12,434	9,119	530,796	746,497
2014-10-07	$3.28	$4.00	56.1%	13.6%	22.7%	50.1%	47.4%	-1.5%	-3.8%	-1.4M	95.1M	-592.1K	0.81	11.01	9,101	7,353	538,565	746,612
2014-10-08	$3.29	$4.00	59.6%	13.9%	22.9%	57.0%	49.9%	3.1%	-4.6%	-1.3M	98.3M	-595.6K	1.53	11.21	50,671	77,684	541,454	751,896
2014-10-09	$2.95	$4.00	75.4%	14.8%	41.4%	87.6%	55.4%	-2.5%	-4.6%	-1.1M	111.4M	-541.5K	4.91	13.20	37,196	182,548	575,944	796,876
2014-10-10	$2.80	$4.00	79.0%	16.1%	43.1%	94.6%	61.0%	-6.5%	-5.3%	-1.3M	130.8M	-579.6K	2.92	14.27	21,804	63,597	590,546	924,338
2014-10-13	$2.74	$4.00	93.9%	17.1%	43.1%	100.0%	60.6%	4.0%	-11.5%	-1.1M	119.0M	-545.6K	1.64	14.55	37,616	61,831	581,263	875,260
2014-10-14	$2.73	$4.00	92.1%	17.3%	43.3%	97.3%	64.6%	2.8%	-6.2%	-1.2M	124.2M	-543.8K	3.76	13.08	20,313	76,289	591,725	907,555
2014-10-15	$2.61	$4.00	94.2%	17.8%	43.7%	100.0%	67.9%	-0.4%	-3.8%	-1.2M	125.8M	-533.7K	2.29	12.11	20,953	48,045	597,114	933,235
2014-10-16	$2.64	$4.00	99.1%	19.1%	43.3%	100.0%	66.0%	4.2%	-11.5%	-1.3M	121.7M	-552.6K	1.05	12.71	72,272	75,690	598,179	950,345
2014-10-17	$2.72	$4.00	70.5%	17.3%	46.7%	58.5%	59.4%	5.2%	-2.3%	-911.3K	134.9M	-490.2K	1.41	12.36	35,387	49,927	655,444	964,879
2014-10-20	$2.67	$4.00	63.6%	16.7%	46.7%	48.5%	52.0%	8.4%	0.4%	-960.7K	91.5M	-478.4K	1.01	9.06	48,402	48,675	494,934	737,628
2014-10-21	$2.77	$4.00	52.9%	15.8%	50.4%	32.9%	55.4%	6.6%	2.4%	-1.0M	91.0M	-492.0K	1.61	11.41	34,791	55,866	507,882	748,594
2014-10-22	$2.65	$3.50	57.1%	16.0%	51.1%	39.0%	55.7%	2.9%	4.3%	-983.2K	91.5M	-467.5K	1.03	11.73	34,076	35,130	512,139	753,213
2014-10-23	$2.70	$3.50	55.1%	15.9%	52.6%	36.2%	58.6%	5.5%	2.0%	-1.1M	93.2M	-470.4K	1.66	8.40	37,281	61,747	514,279	758,690
2014-10-24	$2.67	$3.50	55.1%	16.4%	52.6%	36.1%	56.7%	7.6%	1.6%	-1.0M	91.2M	-464.7K	1.04	6.85	33,728	35,030	518,713	762,390
2014-10-27	$2.67	$3.50	56.0%	16.1%	52.8%	37.4%	60.0%	4.6%	-0.4%	-1.0M	93.5M	-461.3K	0.82	9.43	32,147	26,438	510,761	767,400
2014-10-28	$2.71	$3.50	53.4%	16.2%	52.8%	33.6%	57.2%	3.9%	1.9%	-1.1M	90.3M	-480.2K	2.35	9.47	34,400	80,672	514,326	767,655
2014-10-29	$2.76	$3.50	49.1%	15.1%	53.8%	27.4%	55.5%	2.5%	-1.7%	-1.1M	88.0M	-480.2K	1.04	12.09	34,199	35,577	515,941	768,044
2014-10-30	$2.75	$3.50	50.1%	15.6%	53.3%	28.8%	55.3%	2.5%	3.1%	-814.8K	82.9M	-444.4K	1.01	9.49	32,255	32,491	519,095	727,416
2014-10-31	$2.81	$3.50	45.6%	15.1%	54.3%	22.4%	58.4%	5.2%	0.8%	-797.9K	80.8M	-456.8K	0.96	10.69	36,892	35,418	519,882	727,669