AMD Options History — January 2015

In January 2015, AMD traded between $2.24 and $2.70. ATM implied volatility averaged 63.5%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 25.9% (HV 20d: 37.6%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 5.69.

Notable Days

  • 2015-01-07: Highest Volume — 155,814 contracts
  • 2015-01-21: Largest IV drop — 43.0% change
  • 2015-01-20: Highest IV Rank — 86.6%
  • 2015-01-20: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.57$2.24$2.70$2.69$2.57
Max Pain$2.90$2.50$3.00$3.00$2.50
ATM IV63.5%43.1%89.9%61.8%60.2%
Expected Move17.6%12.4%25.5%16.1%18.4%
HV 20d37.6%21.5%57.0%29.6%56.9%
HV 60d35.2%29.5%40.6%39.6%40.1%
IV Rank48.3%18.6%86.6%45.8%43.5%
IV Percentile86.3%36.1%98.4%90.5%88.1%
Term Structure-2.5%-9.1%1.0%-4.3%-1.7%
VWIV60.6%43.2%83.7%55.4%64.1%
Skew 25d6.3%-7.4%15.9%6.1%6.6%
Skew 10d17.3%-0.1%37.2%12.7%22.3%
Call IV 25d62.5%47.9%82.8%59.2%62.4%
Put IV 25d68.8%53.0%91.7%65.3%69.0%
Bid-Ask Spread %7.904.6010.437.9010.07
Gamma HHI0.660.470.840.470.53
Net GEX-1.0M-2.0M-481.5K-481.5K-830.0K
Net DEX89.8M46.7M140.5M96.5M53.7M
Net VEX-367.4K-420.3K-255.9K-292.1K-404.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.690.3230.210.325.45
Total Volume65,476.415,352155,81420,59239,530
Total OI1,089,365.2805,1211,466,0521,163,950857,789

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-01-02$2.69$3.0061.8%16.1%29.6%45.8%55.4%6.1%-4.3%-481.5K96.5M-292.1K0.327.9015,6344,958480,764683,186
2015-01-05$2.66$3.0063.3%16.6%29.2%48.1%55.7%6.5%-4.4%-541.2K96.8M-287.6K7.787.881,74813,604479,798683,393
2015-01-06$2.63$3.0064.8%16.9%29.3%50.2%56.9%10.0%-4.8%-579.2K99.2M-280.9K9.947.802,02820,163480,719682,973
2015-01-07$2.58$3.0064.7%17.2%26.0%50.1%59.6%7.9%-1.7%-628.4K102.3M-255.9K30.216.854,993150,821481,766682,404
2015-01-08$2.61$3.0062.8%17.0%26.2%47.4%57.9%10.7%-0.7%-999.3K113.1M-367.0K1.915.5510,42219,907484,958823,987
2015-01-09$2.63$3.0060.8%16.2%21.5%44.4%55.2%7.3%-1.3%-1.0M114.0M-374.5K0.936.669,8329,097485,841833,094
2015-01-12$2.63$3.0065.4%17.5%21.6%51.1%59.2%9.6%-3.4%-1.1M116.5M-357.6K1.798.768,96716,014485,179833,179
2015-01-13$2.66$3.0069.2%18.7%21.7%56.6%65.7%4.1%-3.8%-969.1K111.7M-382.3K10.498.4710,964114,972486,334835,574
2015-01-14$2.62$3.0067.2%18.4%22.3%53.6%65.6%5.2%-2.4%-1.5M123.8M-419.7K11.679.5811,881138,667486,605940,331
2015-01-15$2.52$3.0075.8%20.1%26.7%66.2%67.7%9.3%-6.2%-2.0M124.7M-407.9K6.047.6815,68394,787485,050930,537
2015-01-16$2.39$3.0072.7%20.1%30.3%61.7%70.6%1.9%-3.0%-1.0M140.5M-385.1K2.966.266,78020,087487,630978,422
2015-01-20$2.24$3.0089.9%25.5%37.3%86.6%83.7%8.9%-9.1%-934.0K75.5M-347.6K5.359.3319,058101,899212,892598,219
2015-01-21$2.45$3.0051.2%14.7%50.6%30.5%51.2%10.1%-0.1%-1.4M74.4M-386.8K2.387.7915,11536,033225,174637,690
2015-01-22$2.48$3.0044.6%12.8%49.0%20.8%44.5%5.0%0.2%-1.6M71.7M-391.7K6.186.3911,25469,506230,738636,380
2015-01-23$2.45$3.0043.1%12.4%49.0%18.6%43.2%7.9%-0.5%-1.3M72.8M-360.0K3.884.6011,99046,488232,757612,501
2015-01-26$2.61$3.0058.6%16.3%54.6%41.2%57.4%-7.4%-0.4%-1.1M59.4M-408.0K0.558.6056,03631,074222,359582,762
2015-01-27$2.70$2.5068.1%20.0%55.9%55.0%70.6%15.9%1.0%-822.1K46.7M-420.3K0.328.8435,24911,330252,050561,568
2015-01-28$2.62$2.5065.2%19.2%57.0%50.7%67.0%6.8%-0.9%-866.6K50.9M-408.0K1.338.4928,12437,374270,028570,771
2015-01-29$2.62$2.5060.4%17.7%56.8%43.8%61.7%-5.2%-3.3%-940.1K52.2M-410.1K4.2710.4310,89846,561281,176570,726
2015-01-30$2.57$2.5060.2%18.4%56.9%43.5%64.1%6.6%-1.7%-830.0K53.7M-404.2K5.4510.076,13233,398284,754573,035