AMD Options History — April 2015

In April 2015, AMD traded between $2.27 and $2.88. ATM implied volatility averaged 52.2%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 8.2% (HV 20d: 44.0%). Max pain ranged from $2.50 to $3.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.64.

Notable Days

  • 2015-04-16: Highest Volume — 131,084 contracts
  • 2015-04-17: Largest IV drop — 22.3% change
  • 2015-04-15: Highest IV Rank — 49.5%
  • 2015-04-01: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.55$2.27$2.88$2.69$2.27
Max Pain$2.90$2.50$3.50$3.50$2.50
ATM IV52.2%41.7%64.4%59.5%45.3%
Expected Move15.5%12.3%18.9%18.9%15.1%
HV 20d44.0%27.1%61.0%30.8%58.2%
HV 60d57.4%55.3%59.7%57.2%57.0%
IV Rank31.9%16.6%49.5%42.4%21.9%
IV Percentile62.3%23.4%93.3%85.3%39.3%
Term Structure-1.5%-4.9%1.4%-3.6%1.4%
VWIV53.7%42.9%67.2%67.2%56.2%
Skew 25d3.0%-5.5%12.6%-1.1%5.9%
Skew 10d1.7%-19.5%20.5%-15.8%13.0%
Call IV 25d51.9%40.3%65.5%58.4%45.3%
Put IV 25d54.9%48.4%64.9%57.3%51.2%
Bid-Ask Spread %6.214.5710.656.034.58
Gamma HHI0.710.620.790.680.70
Net GEX-1.1M-1.2M-776.1K-1.1M-1.1M
Net DEX70.0M59.1M86.3M69.3M73.0M
Net VEX-464.2K-541.7K-384.4K-520.2K-420.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.640.2910.452.630.31
Total Volume37,942.9052,233131,08413,20713,947
Total OI1,058,873.524920,5331,223,4601,131,680974,583

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-04-01$2.69$3.5059.5%18.9%30.8%42.4%67.2%-1.1%-3.6%-1.1M69.3M-520.2K2.636.033,6429,565401,545730,135
2015-04-02$2.69$3.0058.0%15.9%30.2%40.3%54.3%2.0%-4.8%-1.1M72.5M-502.3K1.837.634,6688,529402,322724,242
2015-04-06$2.70$3.0056.0%15.9%29.8%37.4%54.6%-4.8%1.3%-1.1M68.8M-506.3K2.287.673,9709,040400,143723,724
2015-04-07$2.70$3.0058.1%16.4%29.7%40.5%54.8%-2.2%0.1%-1.1M69.0M-498.7K7.896.283,41626,962401,360724,379
2015-04-08$2.71$3.0057.5%16.8%29.8%39.6%56.6%3.4%1.1%-1.0M67.9M-501.1K0.536.491,458775401,594721,714
2015-04-09$2.73$3.0058.7%16.0%28.6%41.3%55.6%8.1%-3.1%-1.0M66.6M-499.8K2.714.687,03919,043402,491718,488
2015-04-10$2.76$2.5054.6%15.9%27.1%35.4%56.1%9.0%0.5%-1.0M64.5M-504.1K3.574.855,21118,625405,810729,035
2015-04-13$2.78$2.5056.2%16.1%27.2%37.7%57.7%0.1%-4.9%-1.0M64.2M-499.1K1.336.1010,18813,563404,602727,782
2015-04-14$2.67$2.5061.5%17.5%30.8%45.4%61.1%-5.5%-4.2%-776.1K73.4M-464.5K3.255.9514,79248,022410,345734,245
2015-04-15$2.71$3.0064.4%18.5%31.3%49.5%64.7%-3.3%-3.2%-1.2M72.8M-493.7K10.457.1410,541110,136417,022760,172
2015-04-16$2.88$3.0061.1%17.7%38.1%44.8%61.8%1.8%-2.9%-1.0M59.1M-541.7K1.969.0944,25886,826420,371784,952
2015-04-17$2.54$3.0047.5%13.9%59.3%25.0%48.2%4.8%-3.2%-973.7K86.3M-466.8K2.838.9325,93373,428444,489778,971
2015-04-20$2.49$3.0041.7%12.3%58.8%16.6%42.9%5.0%-1.3%-1.2M63.4M-447.1K2.9610.6512,25836,265330,445590,088
2015-04-21$2.36$3.0043.6%13.2%60.6%19.4%45.9%12.6%-0.2%-1.2M70.6M-415.0K3.165.4111,00534,760335,010588,711
2015-04-22$2.29$3.0045.8%13.6%61.0%22.6%47.5%4.4%-1.8%-1.1M76.5M-384.4K0.294.5713,5503,870339,991588,689
2015-04-23$2.34$3.0045.1%14.3%59.1%21.5%44.4%7.2%-0.9%-1.1M71.2M-412.9K0.304.8411,2103,390344,950588,731
2015-04-24$2.30$3.0045.5%14.4%58.9%22.1%50.0%5.4%-2.1%-1.1M72.2M-394.7K3.154.847,97725,125349,663589,232
2015-04-27$2.33$3.0045.0%13.4%58.3%21.4%48.1%8.4%-0.5%-1.1M68.7M-436.1K0.595.147,9534,732343,783600,521
2015-04-28$2.32$3.0046.0%14.0%58.3%22.9%49.0%-1.8%-1.0%-1.1M68.1M-427.7K1.044.798,2238,570346,237601,005
2015-04-29$2.29$2.5046.0%14.9%58.3%22.9%51.2%3.5%1.3%-1.0M71.6M-410.6K2.444.839,99624,340350,106604,666
2015-04-30$2.27$2.5045.3%15.1%58.2%21.9%56.2%5.9%1.4%-1.1M73.0M-420.4K0.314.5810,6263,321352,109622,474