AMD Options History — March 2015

In March 2015, AMD traded between $2.63 and $3.21. ATM implied volatility averaged 51.8%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 14.4% (HV 20d: 37.4%). Max pain ranged from $3.50 to $3.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 2.03.

Notable Days

  • 2015-03-26: Highest Volume — 64,024 contracts
  • 2015-03-25: Largest IV spike — 13.4% change
  • 2015-03-30: Highest IV Rank — 44.3%
  • 2015-03-27: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.83$2.63$3.21$3.21$2.68
Max Pain$3.50$3.50$3.50$3.50$3.50
ATM IV51.8%44.6%60.8%46.3%58.2%
Expected Move15.4%12.5%18.0%12.5%17.3%
HV 20d37.4%25.0%74.0%73.2%31.8%
HV 60d56.3%55.5%57.3%56.1%57.2%
IV Rank31.3%20.8%44.3%23.3%40.6%
IV Percentile64.1%38.9%88.5%48.4%81.7%
Term Structure1.4%-2.7%8.5%1.6%1.7%
VWIV52.1%38.5%63.9%43.1%62.0%
Skew 25d1.8%-6.2%8.8%6.2%-3.1%
Skew 10d14.8%-12.6%61.7%27.1%1.6%
Call IV 25d53.0%42.7%64.0%45.4%59.4%
Put IV 25d54.8%50.4%66.1%51.6%56.3%
Bid-Ask Spread %5.053.4911.644.017.24
Gamma HHI0.660.510.760.510.69
Net GEX-988.2K-1.2M-841.1K-889.8K-1.1M
Net DEX62.0M25.8M79.9M25.8M72.7M
Net VEX-572.6K-645.5K-509.0K-629.8K-509.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.030.0613.940.911.68
Total Volume18,364.9091,37064,02422,03114,055
Total OI1,144,294.2271,111,1401,181,9581,112,8181,127,491

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-03-02$3.21$3.5046.3%12.5%73.2%23.3%43.1%6.2%1.6%-889.8K25.8M-629.8K0.914.0111,52510,506379,970732,848
2015-03-03$3.15$3.5046.9%13.5%73.2%24.2%46.3%5.9%-1.1%-907.0K30.8M-645.5K3.055.577,47622,767385,869734,619
2015-03-04$3.05$3.5046.8%12.8%74.0%24.0%44.8%4.4%0.4%-917.6K40.6M-626.3K2.164.809,07919,596384,822742,505
2015-03-05$2.98$3.5044.6%14.5%73.9%20.8%51.1%1.0%0.5%-933.4K46.4M-629.2K3.033.994,69714,230389,547751,764
2015-03-06$2.92$3.5047.2%15.2%44.0%24.6%55.5%-0.5%-0.1%-1.0M57.0M-613.0K1.234.2910,29612,679389,072753,786
2015-03-09$2.93$3.5047.6%15.8%25.1%25.2%55.3%-0.5%7.8%-1.0M54.6M-612.0K0.063.7514,769826388,865753,836
2015-03-10$2.92$3.5048.9%16.2%25.0%27.1%56.8%-1.4%8.5%-880.5K52.8M-613.1K0.364.4714,2625,193398,776754,036
2015-03-11$2.84$3.5049.2%15.6%26.2%27.5%54.6%8.8%5.1%-841.1K61.6M-599.8K0.294.2914,5444,285408,314754,509
2015-03-12$2.76$3.5049.9%15.8%27.5%28.5%54.8%-0.5%5.8%-913.3K70.7M-581.8K0.324.7911,4213,653410,441754,898
2015-03-13$2.75$3.5052.5%15.7%26.3%32.4%52.0%6.2%2.1%-862.0K71.3M-573.0K0.594.382,9291,720417,711756,641
2015-03-16$2.76$3.5050.8%15.0%25.9%29.9%38.5%2.6%1.4%-852.1K71.5M-556.9K1.084.096,7197,252414,570756,646
2015-03-17$2.77$3.5052.6%15.2%26.2%32.5%55.5%0.7%-2.0%-878.2K70.4M-568.6K0.544.43890480416,645754,194
2015-03-18$2.75$3.5054.4%15.6%26.0%35.0%42.9%1.3%3.7%-963.8K73.4M-538.8K4.764.703,04914,502416,656754,125
2015-03-19$2.74$3.5055.8%16.1%26.0%37.1%51.8%2.8%-0.1%-1.1M74.0M-536.8K2.084.901,7533,648417,483761,410
2015-03-20$2.80$3.5048.5%13.9%27.7%26.4%50.8%2.4%-1.2%-1.1M72.5M-557.8K0.313.492,940906418,503763,455
2015-03-23$2.84$3.5048.5%13.7%28.5%26.5%47.9%1.4%1.2%-1.1M64.2M-539.6K0.274.383,069817380,481730,659
2015-03-24$2.79$3.5051.6%14.1%27.6%31.0%46.0%0.0%-0.5%-1.1M67.3M-540.0K13.944.351,17516,375381,409731,309
2015-03-25$2.63$3.5058.5%16.4%33.4%41.0%56.4%-6.2%-0.2%-1.2M79.9M-517.1K3.553.9510,50537,342382,163736,548
2015-03-26$2.66$3.5060.5%17.0%34.1%44.0%56.3%6.8%-1.2%-1.1M74.1M-527.0K2.246.7919,78044,244390,026739,724
2015-03-27$2.72$3.5060.2%18.0%35.5%43.5%63.9%-0.8%-0.2%-1.0M65.5M-539.1K0.2411.644,2001,018401,230729,333
2015-03-30$2.69$3.5060.8%17.8%32.0%44.3%59.8%2.6%-2.7%-1.1M67.6M-542.4K2.006.864,2918,565398,519729,065
2015-03-31$2.68$3.5058.2%17.3%31.8%40.6%62.0%-3.1%1.7%-1.1M72.7M-509.0K1.687.245,2368,819399,417728,074