AMD Options History — July 2015

In July 2015, AMD traded between $1.63 and $2.54. ATM implied volatility averaged 74.6%, placing in the 61.9% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 2.0% (HV 20d: 72.7%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 3.97.

Notable Days

  • 2015-07-21: Highest Volume — 195,010 contracts
  • 2015-07-29: Largest IV spike — 25.8% change
  • 2015-07-29: Highest IV Rank — 79.8%
  • 2015-07-02: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.96$1.63$2.54$2.42$1.94
Max Pain$2.36$2.00$3.00$3.00$2.00
ATM IV74.6%59.0%86.1%79.3%70.2%
Expected Move20.9%16.8%26.0%25.8%20.6%
HV 20d72.7%38.2%90.0%38.2%87.4%
HV 60d50.8%42.0%57.4%42.0%57.4%
IV Rank61.9%37.6%79.8%69.1%55.0%
IV Percentile93.2%78.6%98.0%98.0%88.5%
Term Structure-1.6%-6.3%6.4%-6.1%2.1%
VWIV72.6%59.7%92.0%90.1%71.5%
Skew 25d3.1%-21.2%31.7%0.7%-9.7%
Skew 10d7.1%-31.7%63.7%11.5%-16.4%
Call IV 25d78.2%62.2%90.3%81.4%77.0%
Put IV 25d81.3%60.9%106.1%82.1%67.3%
Bid-Ask Spread %8.484.2014.629.7210.87
Gamma HHI0.360.280.450.340.29
Net GEX-835.0K-1.0M-454.3K-1.0M-803.4K
Net DEX72.7M46.6M91.1M61.1M64.8M
Net VEX-410.5K-539.6K-325.0K-536.5K-483.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.970.2215.350.852.26
Total Volume60,174.09116,424195,01017,56328,209
Total OI1,307,778.1821,029,5821,417,8031,417,8031,402,147

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-07-01$2.42$3.0079.3%25.8%38.2%69.1%90.1%0.7%-6.1%-1.0M61.1M-536.5K0.859.729,4868,077489,339928,464
2015-07-02$2.54$3.0080.2%26.0%41.5%70.6%92.0%6.8%-6.3%-959.6K49.5M-539.6K0.228.4320,2764,458491,295924,871
2015-07-06$2.47$2.5079.3%20.8%43.1%69.2%75.9%0.1%-3.5%-454.3K46.6M-485.6K0.226.8113,5683,051487,978784,651
2015-07-07$2.08$2.5081.5%21.3%75.7%72.6%74.8%0.8%-3.9%-870.6K77.3M-394.1K0.525.9829,11615,152485,695785,376
2015-07-08$2.02$2.5079.5%20.1%76.1%69.4%72.6%-1.1%-2.8%-833.6K70.6M-387.5K0.845.7912,24810,308499,972733,103
2015-07-09$1.98$2.5077.5%20.3%75.9%66.4%70.6%-2.1%-3.4%-854.7K82.4M-365.3K1.194.989,89611,802500,969781,141
2015-07-10$1.96$2.5077.3%21.7%75.9%66.1%75.9%1.3%-4.7%-857.7K82.2M-368.0K1.644.206,22410,200503,252785,520
2015-07-13$1.96$2.5076.5%20.3%75.9%64.8%71.3%12.6%-3.6%-885.5K82.9M-359.3K4.075.8911,71147,666481,075782,383
2015-07-14$2.05$2.5071.8%19.5%78.2%57.6%67.5%31.7%-1.3%-945.3K84.7M-374.7K4.555.096,95031,651486,052814,081
2015-07-15$1.96$2.5071.6%19.6%79.0%57.1%69.0%-21.2%-1.6%-888.0K82.2M-380.7K7.186.227,10551,017487,778817,803
2015-07-16$1.89$2.5072.4%21.8%75.9%58.5%75.5%-3.1%4.4%-828.9K88.5M-358.7K2.006.8519,80539,556484,704831,107
2015-07-17$1.80$2.5062.8%18.3%75.8%43.4%64.5%14.9%0.2%-825.2K91.1M-331.3K2.9013.3918,04152,395505,454835,534
2015-07-20$1.80$2.5059.0%16.8%75.1%37.6%59.7%-1.4%-0.7%-868.1K67.7M-325.0K3.198.0915,97550,895332,446697,136
2015-07-21$1.80$2.5066.4%19.0%73.3%49.1%66.3%2.3%-1.4%-743.0K68.3M-333.3K8.668.6320,193174,817336,193716,209
2015-07-22$1.79$2.0069.6%20.0%73.4%54.1%70.5%-8.3%-4.3%-866.8K74.6M-373.4K1.577.8775,103118,003346,873868,607
2015-07-23$1.75$2.0073.6%20.9%72.8%60.3%75.8%-4.2%3.8%-830.1K71.3M-428.9K15.3510.365,56285,383407,836975,723
2015-07-24$1.68$2.0079.4%22.6%73.1%69.3%71.6%13.6%6.4%-812.7K74.0M-409.5K8.659.2010,82693,608410,713979,949
2015-07-27$1.63$2.0079.0%21.2%72.1%68.8%69.5%13.4%-0.3%-790.6K75.9M-396.9K13.6111.116,06082,451408,285984,975
2015-07-28$1.77$2.0068.5%19.4%80.2%52.3%60.8%-0.1%-3.0%-864.8K74.6M-423.9K2.0311.099,08918,481410,096988,749
2015-07-29$1.97$2.0086.1%21.2%90.0%79.8%74.0%6.7%0.4%-800.3K64.0M-490.0K3.4614.629,98234,510412,920988,836
2015-07-30$1.93$2.0080.1%22.0%89.9%70.4%76.7%14.0%-4.6%-751.6K64.2M-485.0K2.3611.2710,39424,530416,254979,576
2015-07-31$1.94$2.0070.2%20.6%87.4%55.0%71.5%-9.7%2.1%-803.4K64.8M-483.7K2.2610.878,64319,566419,926982,221