AMD Options History — May 2015

In May 2015, AMD traded between $2.24 and $2.37. ATM implied volatility averaged 43.5%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 3.9% (HV 20d: 39.6%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.28.

Notable Days

  • 2015-05-07: Highest Volume — 39,330 contracts
  • 2015-05-26: Largest IV spike — 41.9% change
  • 2015-05-26: Highest IV Rank — 28.0%
  • 2015-05-11: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.31$2.24$2.37$2.30$2.28
Max Pain$2.48$2.00$2.50$2.50$2.50
ATM IV43.5%34.9%49.5%42.4%44.8%
Expected Move12.5%8.9%13.6%11.2%12.4%
HV 20d39.6%18.4%58.8%58.6%19.7%
HV 60d41.2%39.4%56.6%56.6%39.4%
IV Rank19.3%6.7%28.0%17.6%21.1%
IV Percentile30.2%5.6%58.7%25.0%33.7%
Term Structure0.2%-5.1%4.4%-2.5%-2.3%
VWIV43.8%31.3%55.3%35.2%35.7%
Skew 25d7.0%2.5%10.5%7.1%2.5%
Skew 10d26.3%9.1%55.4%9.1%55.4%
Call IV 25d42.5%37.5%46.1%44.6%46.1%
Put IV 25d49.5%44.3%53.7%51.7%48.6%
Bid-Ask Spread %5.133.796.105.634.81
Gamma HHI0.690.670.720.710.70
Net GEX-1.1M-1.2M-1.0M-1.1M-1.2M
Net DEX72.3M67.3M76.7M75.0M75.4M
Net VEX-404.4K-439.0K-357.0K-409.1K-372.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.015.820.271.37
Total Volume11,465.053,38239,33014,27612,183
Total OI960,143.7937,967993,758978,368958,259

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-05-01$2.30$2.5042.4%11.2%58.6%17.6%35.2%7.1%-2.5%-1.1M75.0M-409.1K0.275.6311,2513,025353,080625,288
2015-05-04$2.31$2.0042.2%12.6%58.6%17.3%43.9%7.0%2.9%-1.2M73.9M-412.1K0.203.792,820562342,636623,256
2015-05-05$2.28$2.5045.6%13.2%58.6%22.3%47.9%5.9%-0.1%-1.1M71.8M-423.6K1.214.496,1347,450343,700623,497
2015-05-06$2.30$2.5044.8%13.5%58.8%21.2%47.1%7.0%-0.1%-1.1M74.0M-427.5K3.634.095,71820,784344,999625,670
2015-05-07$2.31$2.5045.9%13.4%58.7%22.7%46.8%8.7%-0.3%-1.0M69.9M-425.3K5.824.305,76633,564345,295610,904
2015-05-08$2.31$2.5043.6%13.2%58.3%19.3%46.0%9.1%2.0%-1.1M75.3M-438.8K0.015.1710,044145346,004647,754
2015-05-11$2.32$2.5046.8%13.6%58.2%24.0%47.6%6.2%0.4%-1.0M69.8M-429.8K0.445.503,4801,524351,746618,981
2015-05-12$2.34$2.5044.9%13.3%57.3%21.3%46.3%6.3%1.3%-1.0M68.8M-439.0K0.435.064,9632,140353,257617,811
2015-05-13$2.37$2.5046.5%13.0%57.2%23.6%45.4%7.4%-1.1%-1.1M68.5M-433.8K1.025.243,9944,087353,706617,948
2015-05-14$2.34$2.5042.9%12.8%51.3%18.4%44.3%6.5%2.0%-1.1M71.2M-413.0K0.435.705,0462,193353,998618,092
2015-05-15$2.33$2.5041.7%12.3%28.0%16.6%40.0%7.9%2.0%-1.1M70.7M-415.2K0.745.024,3743,217354,245617,944
2015-05-18$2.35$2.5041.4%11.8%27.7%16.2%41.5%6.3%0.5%-1.2M70.7M-400.7K0.675.903,3952,262334,655603,312
2015-05-19$2.28$2.5040.6%11.6%22.8%15.1%40.2%8.3%1.0%-1.1M71.3M-386.0K0.035.404,536149336,702602,514
2015-05-20$2.31$2.5043.3%12.4%20.7%18.9%48.3%10.5%-1.8%-1.1M72.0M-384.4K0.746.104,3863,267340,700601,974
2015-05-21$2.31$2.5039.3%11.0%19.2%13.1%55.3%10.4%4.4%-1.1M67.3M-411.5K0.985.193,9933,933341,482603,016
2015-05-22$2.29$2.5034.9%8.9%18.4%6.7%49.4%6.8%4.4%-1.2M74.6M-373.3K2.985.963,44510,275342,373603,928
2015-05-26$2.24$2.5049.5%12.9%19.3%28.0%46.6%4.6%-3.2%-1.1M76.7M-357.0K2.534.614,15110,486341,545604,638
2015-05-27$2.28$2.5045.8%13.5%20.5%22.6%31.3%6.1%-5.1%-1.1M73.3M-374.7K0.725.304,3323,110342,741605,221
2015-05-28$2.28$2.5043.4%13.1%20.0%19.1%37.8%5.3%0.2%-1.2M74.8M-361.3K1.285.275,7417,376344,785605,218
2015-05-29$2.28$2.5044.8%12.4%19.7%21.1%35.7%2.5%-2.3%-1.2M75.4M-372.0K1.374.815,1517,032347,923610,336