AMD Options History — February 2015

In February 2015, AMD traded between $2.67 and $3.35. ATM implied volatility averaged 52.3%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 26.9% (HV 20d: 79.2%). Max pain ranged from $2.00 to $3.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.63.

Notable Days

  • 2015-02-04: Highest Volume — 232,203 contracts
  • 2015-02-04: Largest IV drop — 6.4% change
  • 2015-02-02: Highest IV Rank — 47.4%
  • 2015-02-02: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.05$2.67$3.35$2.67$3.10
Max Pain$3.18$2.00$3.50$2.50$3.50
ATM IV52.3%43.5%62.9%62.9%44.3%
Expected Move15.0%11.8%19.7%19.7%12.2%
HV 20d79.2%58.6%91.5%58.6%73.4%
HV 60d54.4%40.8%57.6%40.8%55.8%
IV Rank32.1%19.3%47.4%47.4%20.4%
IV Percentile65.8%36.5%91.3%91.3%40.1%
Term Structure-0.3%-4.0%3.4%0.7%0.2%
VWIV51.5%39.5%68.3%68.3%42.2%
Skew 25d4.8%-4.2%11.5%0.3%-4.2%
Skew 10d8.6%-10.6%29.7%9.2%-2.9%
Call IV 25d52.1%43.9%64.1%59.2%45.7%
Put IV 25d56.9%39.9%67.1%59.5%41.5%
Bid-Ask Spread %5.643.987.236.684.07
Gamma HHI0.440.360.580.490.58
Net GEX-620.2K-931.5K-132.6K-714.2K-885.8K
Net DEX29.5M-6.1M49.2M49.2M34.5M
Net VEX-625.9K-689.5K-407.8K-407.8K-639.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.175.230.171.47
Total Volume49,282.2115,543232,2039,86117,735
Total OI1,107,252.789831,4861,202,424831,4861,120,204

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-02-02$2.67$2.5062.9%19.7%58.6%47.4%68.3%0.3%0.7%-714.2K49.2M-407.8K0.176.688,4291,432275,099556,387
2015-02-03$2.76$2.5058.9%18.6%59.6%41.7%63.2%7.4%-0.7%-614.4K42.8M-426.3K0.385.8590,69334,877280,573557,173
2015-02-04$2.85$2.5055.2%19.4%60.3%36.2%67.9%6.7%0.3%-241.1K22.8M-501.7K5.235.7337,251194,952362,615558,784
2015-02-05$3.35$2.0057.9%15.9%81.5%40.2%57.7%10.6%-2.7%-513.3K-6.1M-668.3K1.007.2367,21967,021376,776719,582
2015-02-06$3.02$2.0061.5%16.7%91.5%45.3%59.3%0.2%-0.2%-603.0K23.0M-689.5K1.485.4431,96847,248403,018759,046
2015-02-09$3.03$3.5059.0%16.2%91.5%41.8%54.9%10.2%-1.9%-650.0K32.0M-683.7K1.195.6722,63526,834401,319773,923
2015-02-10$3.06$3.5055.7%15.4%91.5%37.0%56.5%4.9%-1.4%-573.4K32.6M-673.4K1.466.017,11210,405409,070778,459
2015-02-11$3.07$3.5053.3%15.3%91.5%33.4%53.4%2.5%0.5%-529.0K30.0M-675.2K1.676.498,37113,983408,666778,787
2015-02-12$3.12$3.5053.1%14.5%91.1%33.2%51.2%11.5%-3.8%-528.8K24.4M-680.0K3.136.397,68024,012410,218782,432
2015-02-13$3.15$3.5052.0%14.5%89.4%31.6%39.5%8.1%-4.0%-527.3K23.4M-672.7K1.816.2912,72323,038410,833791,591
2015-02-17$3.12$3.5049.7%14.2%86.5%28.2%49.6%3.5%3.4%-474.2K25.2M-663.0K1.105.409,63910,630407,959776,166
2015-02-18$3.08$3.5050.8%14.6%82.1%29.9%46.5%5.1%1.1%-330.0K28.0M-671.7K3.135.655,16416,161410,940776,413
2015-02-19$3.06$3.5048.8%14.0%77.7%26.9%47.5%4.6%0.3%-132.6K33.1M-641.9K0.536.133,6211,922408,483762,574
2015-02-20$3.06$3.5049.3%14.1%77.8%27.6%49.2%7.9%0.4%-910.0K23.7M-644.4K0.565.8430,88617,220408,921763,697
2015-02-23$3.05$3.5046.7%13.1%77.5%23.8%45.6%4.4%0.5%-872.4K36.2M-612.8K1.775.119,91617,555360,501710,140
2015-02-24$3.11$3.5045.5%12.3%75.1%22.2%43.1%5.5%1.2%-931.5K34.5M-648.8K1.903.987,01513,351374,513734,664
2015-02-25$3.11$3.5046.3%12.2%74.6%23.3%42.6%5.3%-0.7%-868.8K35.2M-650.4K1.814.796,63812,035377,624735,559
2015-02-26$3.09$3.5043.5%11.8%73.5%19.3%41.1%-3.9%1.5%-884.4K36.8M-641.6K1.194.438,65610,335377,716737,378
2015-02-27$3.10$3.5044.3%12.2%73.4%20.4%42.2%-4.2%0.2%-885.8K34.5M-639.0K1.474.077,17810,557382,146738,058