AMD Options History — December 2014

In December 2014, AMD traded between $2.48 and $2.74. ATM implied volatility averaged 48.6%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 15.5% (HV 20d: 33.1%). Max pain ranged from $2.50 to $3.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.28.

Notable Days

2014-12-01: Highest Volume — 74,735 contracts
2014-12-22: Largest IV spike — 19.2% change
2014-12-26: Highest IV Rank — 44.3%
2014-12-17: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.61	$2.48	$2.74	$2.66	$2.67
Max Pain	$3.26	$2.50	$3.50	$3.50	$3.00
ATM IV	48.6%	41.7%	60.7%	42.5%	59.3%
Expected Move	15.1%	14.3%	16.1%	14.6%	14.9%
HV 20d	33.1%	28.9%	36.0%	30.1%	30.3%
HV 60d	39.2%	37.8%	40.5%	37.8%	39.8%
IV Rank	26.6%	16.6%	44.3%	17.7%	42.1%
IV Percentile	53.7%	23.0%	90.1%	29.0%	88.1%
Term Structure	2.8%	-7.5%	16.0%	3.8%	-1.6%
VWIV	52.3%	49.0%	55.1%	51.3%	51.3%
Skew 25d	6.3%	-5.2%	39.9%	-1.1%	4.1%
Skew 10d	14.4%	-8.1%	73.4%	1.1%	7.7%
Call IV 25d	48.1%	38.8%	60.6%	43.1%	58.6%
Put IV 25d	54.5%	40.5%	85.0%	42.0%	62.7%
Bid-Ask Spread %	7.68	5.72	11.23	6.00	6.08
Gamma HHI	0.40	0.27	0.50	0.27	0.47
Net GEX	-548.7K	-671.8K	-425.4K	-511.4K	-477.8K
Net DEX	97.3M	90.6M	100.2M	91.6M	96.9M
Net VEX	-302.3K	-350.7K	-275.9K	-313.6K	-286.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.28	0.11	5.06	5.06	1.44
Total Volume	22,498.682	1,854	74,735	74,735	19,836
Total OI	1,150,701.227	1,107,943	1,164,989	1,107,943	1,154,660

Daily Data (22 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
2014-12-01	$2.66	$3.50	42.5%	14.6%	30.1%	17.7%	51.3%	-1.1%	3.8%	-511.4K	91.6M	-313.6K	5.06	6.00	12,332	62,403	466,944	640,999
2014-12-02	$2.69	$3.50	41.7%	14.6%	28.9%	16.6%	49.7%	2.3%	0.2%	-532.5K	93.3M	-334.7K	0.80	5.72	11,645	9,288	469,551	662,023
2014-12-03	$2.74	$3.50	42.1%	14.6%	29.4%	17.2%	49.0%	2.0%	0.6%	-545.0K	90.6M	-350.7K	0.52	6.58	11,085	5,745	471,652	666,355
2014-12-04	$2.69	$3.50	42.7%	14.6%	29.8%	18.0%	50.4%	2.4%	3.2%	-533.7K	93.9M	-327.1K	0.11	6.06	1,667	187	473,196	666,381
2014-12-05	$2.67	$3.50	42.4%	14.7%	29.7%	17.6%	49.3%	3.8%	2.0%	-520.7K	95.6M	-325.0K	0.63	7.39	9,590	6,056	473,719	666,524
2014-12-08	$2.56	$3.50	43.0%	14.6%	32.7%	18.5%	52.9%	-5.2%	-0.8%	-599.6K	98.2M	-300.1K	1.42	6.94	13,764	19,512	472,919	665,584
2014-12-09	$2.58	$3.50	44.0%	14.3%	32.9%	19.9%	50.5%	-2.8%	-0.3%	-642.7K	98.9M	-319.8K	1.86	8.23	10,921	20,300	476,755	681,161
2014-12-10	$2.48	$3.50	43.8%	14.6%	35.1%	19.6%	52.5%	3.1%	-0.2%	-671.8K	100.2M	-292.4K	2.06	6.31	13,093	26,989	477,499	681,582
2014-12-11	$2.49	$3.50	43.6%	15.1%	35.2%	19.4%	54.8%	5.9%	1.6%	-635.6K	100.1M	-292.1K	1.52	6.11	13,029	19,841	480,709	680,058
2014-12-12	$2.51	$3.50	46.7%	15.3%	35.2%	23.8%	55.1%	6.8%	-0.6%	-624.3K	98.9M	-305.0K	1.37	8.90	14,697	20,110	481,622	678,459
2014-12-15	$2.49	$3.50	48.6%	15.6%	34.8%	26.6%	54.0%	10.2%	11.6%	-625.0K	99.8M	-286.3K	0.61	10.80	12,059	7,371	482,942	678,715
2014-12-16	$2.49	$3.50	46.0%	15.6%	33.9%	22.9%	54.9%	8.6%	13.9%	-641.0K	99.4M	-299.4K	0.40	7.28	16,115	6,410	483,665	680,077
2014-12-17	$2.57	$3.50	45.2%	16.1%	36.0%	21.7%	53.5%	39.9%	16.0%	-579.9K	99.5M	-287.9K	0.57	10.15	10,348	5,944	484,894	680,095
2014-12-18	$2.56	$3.50	43.1%	15.5%	36.0%	18.7%	53.1%	9.9%	14.8%	-639.4K	97.6M	-296.7K	0.79	9.77	10,479	8,282	484,696	677,780
2014-12-19	$2.57	$3.50	45.8%	15.3%	34.6%	22.6%	51.0%	9.0%	13.2%	-582.1K	99.4M	-275.9K	3.42	11.23	1,298	4,444	485,417	677,319
2014-12-22	$2.66	$0.00	54.6%	15.4%	35.7%	35.3%	52.5%	7.1%	-0.8%	-425.4K	100.1M	-291.5K	0.36	7.88	12,814	4,665	473,006	673,921
2014-12-23	$2.67	$2.50	57.1%	15.3%	34.7%	39.0%	53.0%	9.4%	-1.2%	-426.9K	95.2M	-311.9K	0.28	7.91	11,250	3,179	476,622	673,756
2014-12-24	$2.65	$2.50	59.3%	15.4%	34.7%	42.3%	53.7%	6.0%	-2.6%	-433.3K	95.7M	-301.1K	0.76	6.99	11,574	8,796	477,301	673,902
2014-12-26	$2.65	$2.50	60.7%	15.8%	34.6%	44.3%	54.2%	3.7%	-7.5%	-453.5K	96.8M	-290.4K	0.27	8.19	10,490	2,839	478,198	677,026
2014-12-29	$2.66	$2.50	58.5%	15.3%	34.3%	41.0%	51.3%	6.9%	-0.8%	-486.9K	99.7M	-280.8K	0.25	7.79	13,313	3,321	477,049	676,536
2014-12-30	$2.63	$3.00	58.7%	15.4%	30.1%	41.3%	52.4%	7.4%	-1.9%	-482.7K	98.5M	-282.4K	3.63	6.68	1,704	6,186	477,269	676,889
2014-12-31	$2.67	$3.00	59.3%	14.9%	30.3%	42.1%	51.3%	4.1%	-1.6%	-477.8K	96.9M	-286.2K	1.44	6.08	8,137	11,699	477,483	677,177