AMD Options History — November 2014

In November 2014, AMD traded between $2.61 and $2.88. ATM implied volatility averaged 42.7%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 8.7% (HV 20d: 34.0%). Max pain ranged from $3.50 to $3.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.88.

Notable Days

2014-11-03: Highest Volume — 88,780 contracts
2014-11-21: Largest IV drop — 19.0% change
2014-11-11: Highest IV Rank — 27.2%
2014-11-12: Largest Expected Move — 15.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.75	$2.61	$2.88	$2.88	$2.79
Max Pain	$3.50	$3.50	$3.50	$3.50	$3.50
ATM IV	42.7%	35.4%	49.0%	43.0%	38.8%
Expected Move	14.5%	13.7%	15.3%	14.4%	14.4%
HV 20d	34.0%	23.3%	55.6%	55.6%	26.2%
HV 60d	35.8%	34.9%	36.9%	35.8%	36.9%
IV Rank	18.0%	7.5%	27.2%	18.5%	12.5%
IV Percentile	28.8%	7.1%	54.8%	29.4%	13.9%
Term Structure	-0.5%	-4.1%	3.8%	1.9%	-1.3%
VWIV	50.6%	47.8%	54.8%	49.8%	54.8%
Skew 25d	5.0%	-3.1%	10.6%	3.8%	4.9%
Skew 10d	23.1%	-0.9%	75.8%	12.9%	10.9%
Call IV 25d	41.7%	34.0%	48.6%	45.7%	39.3%
Put IV 25d	46.7%	43.2%	52.3%	49.5%	44.2%
Bid-Ask Spread %	7.77	5.29	10.95	9.56	5.41
Gamma HHI	0.31	0.22	0.46	0.22	0.25
Net GEX	-745.3K	-1.1M	-471.1K	-699.8K	-471.1K
Net DEX	89.5M	75.4M	101.6M	75.4M	85.7M
Net VEX	-372.4K	-454.6K	-313.9K	-454.6K	-344.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.07	3.83	0.61	0.19
Total Volume	46,358.684	2,288	88,780	88,780	2,288
Total OI	1,214,983.316	1,092,624	1,263,711	1,236,140	1,114,515

Daily Data (19 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
2014-11-03	$2.88	$3.50	43.0%	14.4%	55.6%	18.5%	49.8%	3.8%	1.9%	-699.8K	75.4M	-454.6K	0.61	9.56	55,050	33,730	517,330	718,810
2014-11-04	$2.83	$3.50	45.4%	14.5%	55.4%	22.0%	51.4%	0.1%	-1.0%	-681.3K	80.1M	-429.7K	0.89	6.21	32,948	29,416	530,288	726,278
2014-11-05	$2.80	$3.50	44.2%	14.4%	55.3%	20.2%	50.7%	9.6%	0.1%	-758.7K	80.3M	-440.7K	0.78	10.00	37,021	29,002	529,986	727,314
2014-11-06	$2.77	$3.50	42.6%	14.6%	40.5%	17.9%	50.8%	5.8%	0.8%	-772.2K	84.4M	-418.1K	0.87	10.95	31,278	27,196	533,990	727,647
2014-11-07	$2.79	$3.50	42.5%	14.2%	36.2%	17.7%	51.2%	6.2%	-2.6%	-717.1K	83.3M	-415.0K	0.68	8.20	34,068	23,046	534,212	727,610
2014-11-10	$2.76	$3.50	42.3%	14.4%	35.6%	17.4%	52.7%	8.1%	-0.8%	-698.8K	85.3M	-377.5K	0.78	9.43	32,873	25,504	532,608	727,056
2014-11-11	$2.72	$3.50	49.0%	14.7%	35.9%	27.2%	50.7%	7.1%	-0.7%	-776.1K	86.3M	-380.0K	0.81	8.20	31,648	25,588	505,657	726,873
2014-11-12	$2.70	$3.50	46.8%	15.3%	32.0%	24.1%	49.4%	9.6%	-3.8%	-804.0K	90.9M	-364.8K	0.59	8.52	39,056	22,942	534,588	729,123
2014-11-13	$2.66	$3.50	45.8%	15.2%	32.3%	22.5%	49.5%	1.9%	-2.6%	-998.6K	98.0M	-346.5K	0.62	7.89	36,661	22,788	510,230	728,881
2014-11-14	$2.61	$3.50	44.9%	15.1%	31.0%	21.2%	54.3%	4.2%	-1.3%	-1.1M	101.6M	-313.9K	1.03	7.97	2,984	3,086	506,943	728,975
2014-11-17	$2.66	$3.50	45.1%	14.9%	31.2%	21.5%	49.1%	4.9%	0.5%	-923.7K	98.2M	-339.6K	0.76	8.26	40,988	31,281	505,670	719,176
2014-11-18	$2.64	$3.50	43.8%	14.6%	28.1%	19.7%	49.7%	-0.4%	3.0%	-1.0M	99.3M	-343.1K	0.68	7.45	36,513	24,736	506,353	726,029
2014-11-19	$2.63	$3.50	43.0%	14.8%	23.3%	18.5%	51.1%	-3.1%	3.8%	-882.6K	99.6M	-333.6K	3.83	7.85	682	2,614	506,777	727,984
2014-11-20	$2.70	$3.50	43.7%	14.5%	24.3%	19.5%	49.4%	3.1%	-1.5%	-719.2K	98.1M	-339.4K	0.82	6.98	34,566	28,423	503,204	726,602
2014-11-21	$2.77	$3.50	35.4%	13.9%	25.5%	7.5%	50.3%	8.0%	0.9%	-620.1K	96.9M	-351.4K	0.75	5.29	31,374	23,420	507,761	731,162
2014-11-24	$2.83	$3.50	40.4%	13.7%	26.4%	14.8%	47.8%	8.6%	-4.1%	-565.2K	86.3M	-357.1K	0.07	7.05	12,799	904	450,414	642,210
2014-11-25	$2.83	$3.50	38.4%	14.4%	26.0%	11.8%	50.1%	1.8%	-1.3%	-528.1K	85.5M	-362.4K	0.23	5.82	23,223	5,356	457,626	642,665
2014-11-26	$2.84	$3.50	35.8%	13.7%	25.4%	8.0%	48.3%	10.6%	1.5%	-473.1K	85.3M	-364.4K	1.73	6.52	2,111	3,652	468,279	643,857
2014-11-28	$2.79	$3.50	38.8%	14.4%	26.2%	12.5%	54.8%	4.9%	-1.3%	-471.1K	85.7M	-344.1K	0.19	5.41	1,924	364	467,913	646,602