AMD Options History — June 2015

In June 2015, AMD traded between $2.26 and $2.65. ATM implied volatility averaged 53.9%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 30.1% (HV 20d: 23.7%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.12.

Notable Days

  • 2015-06-30: Highest Volume — 422,391 contracts
  • 2015-06-26: Largest IV spike — 18.3% change
  • 2015-06-30: Highest IV Rank — 64.9%
  • 2015-06-29: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.41$2.26$2.65$2.26$2.42
Max Pain$2.93$2.50$3.00$2.50$3.00
ATM IV53.9%42.1%76.5%46.3%76.5%
Expected Move16.4%10.9%24.1%10.9%23.6%
HV 20d23.7%19.1%38.3%19.3%38.3%
HV 60d39.5%38.7%42.0%39.3%42.0%
IV Rank31.4%16.7%64.9%23.3%64.9%
IV Percentile61.2%16.3%97.6%44.8%97.6%
Term Structure0.8%-5.4%10.1%-1.5%-4.8%
VWIV56.8%34.3%85.4%34.3%81.7%
Skew 25d2.4%-6.8%9.0%4.9%-1.7%
Skew 10d10.9%-22.0%52.6%13.5%-15.2%
Call IV 25d55.3%42.0%83.1%46.2%81.7%
Put IV 25d57.7%44.3%80.0%51.1%80.0%
Bid-Ask Spread %5.643.579.535.259.53
Gamma HHI0.640.480.710.700.48
Net GEX-1.2M-1.5M-810.1K-1.2M-810.1K
Net DEX63.7M43.4M75.6M75.3M55.8M
Net VEX-393.3K-439.7K-351.9K-364.6K-436.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.120.0925.550.4625.55
Total Volume45,138.55,137422,3916,700422,391
Total OI1,033,129.455957,6281,189,485957,6281,189,485

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-06-01$2.26$2.5046.3%10.9%19.3%23.3%34.3%4.9%-1.5%-1.2M75.3M-364.6K0.465.254,5972,103347,522610,106
2015-06-02$2.30$2.5044.5%13.1%20.3%20.7%44.3%8.0%-0.3%-1.1M75.2M-351.9K1.225.552,3102,827349,110610,127
2015-06-03$2.29$2.5043.7%12.6%19.8%19.5%39.9%6.1%-0.5%-1.2M75.1M-364.2K1.015.355,7185,804350,502612,763
2015-06-04$2.31$3.0042.1%14.7%19.8%17.3%52.3%9.0%1.0%-1.2M72.9M-379.7K1.124.314,3534,877353,724613,166
2015-06-05$2.32$3.0043.6%14.7%19.8%19.4%51.1%7.6%1.6%-1.2M73.1M-372.9K1.033.575,1405,305354,887613,462
2015-06-08$2.31$3.0044.8%14.6%19.9%21.1%50.3%5.2%5.3%-1.3M75.6M-366.3K0.994.674,9684,930354,538613,632
2015-06-09$2.30$3.0046.9%15.5%19.9%22.5%53.6%4.2%6.7%-1.2M73.6M-367.4K0.624.997,6994,790355,891613,740
2015-06-10$2.33$3.0044.4%14.8%20.2%16.7%52.1%8.0%8.3%-1.3M73.4M-371.0K0.804.576,3205,033359,837613,845
2015-06-11$2.33$3.0046.9%15.7%19.6%19.9%54.1%0.8%10.1%-1.3M72.0M-369.8K1.335.746,0198,020361,616614,056
2015-06-12$2.32$3.0048.0%15.4%19.2%20.5%54.4%7.9%9.5%-1.3M72.7M-366.3K6.225.268,97655,837362,740612,424
2015-06-15$2.32$3.0053.9%15.9%19.1%29.6%55.1%-1.6%1.0%-1.3M74.2M-367.3K0.424.0410,9194,637362,718665,190
2015-06-16$2.35$3.0051.4%15.0%19.4%25.8%52.0%-1.5%2.8%-1.5M72.6M-368.2K0.554.985,7533,180369,471666,013
2015-06-17$2.48$3.0059.7%17.1%24.4%38.7%59.2%0.2%-2.9%-1.2M58.7M-402.9K0.096.3140,0243,745370,951666,448
2015-06-18$2.53$3.0057.9%16.6%24.8%35.8%57.4%2.8%-1.0%-1.1M49.9M-433.1K0.285.9414,0283,914395,012666,058
2015-06-19$2.57$3.0056.4%16.1%25.1%33.6%56.2%2.3%0.7%-1.3M46.6M-429.7K0.195.7433,7786,423401,000666,213
2015-06-22$2.65$3.0055.9%16.5%26.0%32.6%56.5%5.9%-5.4%-1.2M43.4M-413.0K0.905.3315,84914,260397,954664,403
2015-06-23$2.61$3.0054.3%16.2%25.1%30.2%55.7%-6.5%0.1%-1.3M46.8M-433.9K0.616.3517,99110,913402,419673,502
2015-06-24$2.63$3.0058.2%16.3%24.8%36.4%57.9%-4.2%-2.0%-1.3M46.2M-421.0K1.804.8721,56738,753411,580676,114
2015-06-25$2.59$3.0061.1%18.8%26.0%40.8%64.4%4.4%-3.0%-1.2M49.2M-420.1K0.787.1523,37518,192417,707691,199
2015-06-26$2.45$3.0072.2%22.2%34.0%58.2%81.3%-1.4%-4.0%-1.1M58.0M-439.7K0.138.8369,5818,752436,105691,969
2015-06-29$2.35$3.0075.8%24.1%37.4%63.7%85.4%-6.8%-4.5%-851.1K62.1M-413.8K0.615.7430,73718,659473,031696,618
2015-06-30$2.42$3.0076.5%23.6%38.3%64.9%81.7%-1.7%-4.8%-810.1K55.8M-436.6K25.559.5315,911406,480486,660702,825