AMD Options History — August 2015

In August 2015, AMD traded between $1.67 and $2.20. ATM implied volatility averaged 81.1%, placing in the 69.0% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 1.4% (HV 20d: 79.7%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 3.47.

Notable Days

  • 2015-08-21: Highest Volume — 111,879 contracts
  • 2015-08-20: Largest IV spike — 30.2% change
  • 2015-08-25: Highest IV Rank — 100.0%
  • 2015-08-20: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.88$1.67$2.20$2.20$1.81
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV81.1%65.5%109.2%77.1%78.7%
Expected Move23.2%20.5%27.2%22.6%23.8%
HV 20d79.7%53.8%100.1%100.1%53.8%
HV 60d66.4%63.2%69.5%63.2%69.5%
IV Rank69.0%47.6%100.0%65.8%59.0%
IV Percentile92.9%82.1%100.0%93.3%91.3%
Term Structure0.3%-21.8%13.4%-6.3%7.5%
VWIV81.2%69.0%93.0%79.7%89.0%
Skew 25d13.9%-34.1%37.6%26.9%22.5%
Skew 10d29.3%-24.3%83.1%83.1%28.7%
Call IV 25d81.4%65.6%108.8%67.5%93.1%
Put IV 25d95.2%70.9%117.5%94.4%115.5%
Bid-Ask Spread %13.048.5021.9710.6710.77
Gamma HHI0.310.280.340.300.32
Net GEX-893.6K-981.9K-779.1K-837.7K-981.9K
Net DEX69.2M53.7M77.6M53.7M72.0M
Net VEX-429.5K-518.9K-360.8K-518.9K-380.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.470.3515.140.350.68
Total Volume23,825.4291,520111,87920,2615,296
Total OI1,396,655.8571,374,2151,411,7301,378,6371,374,215

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-08-03$2.20$2.0077.1%22.6%100.1%65.8%79.7%26.9%-6.3%-837.7K53.7M-518.9K0.3510.6714,9845,277396,573982,064
2015-08-04$2.12$2.0077.5%23.5%79.9%66.3%82.2%1.2%2.0%-779.1K56.9M-505.3K1.928.5014,09027,020400,341984,141
2015-08-05$2.15$2.0081.2%23.6%79.2%72.1%82.3%5.5%-4.4%-804.3K55.8M-517.2K5.148.697,32637,662407,549990,625
2015-08-06$2.12$2.0075.8%21.8%79.0%63.8%74.5%-7.0%8.6%-871.0K58.7M-503.0K3.7412.264,90718,355409,045998,560
2015-08-07$2.10$2.0072.2%21.0%78.9%58.1%69.0%30.0%-1.1%-862.4K60.4M-500.5K5.679.624,44225,168408,726998,663
2015-08-10$1.93$2.0075.9%21.3%84.9%63.9%78.7%-34.1%-0.7%-934.9K69.3M-453.8K4.5014.246,25228,118403,1801,004,171
2015-08-11$1.90$2.0077.0%22.4%83.3%65.7%82.2%16.1%-0.2%-931.9K71.9M-443.5K8.6212.427856,768404,6661,004,532
2015-08-12$1.91$2.0078.5%22.8%81.9%67.9%80.4%29.3%0.3%-929.0K71.5M-442.0K4.3711.845,02421,947405,1121,006,045
2015-08-13$1.81$2.0078.2%23.5%83.1%67.5%82.8%20.5%2.9%-877.2K69.9M-444.1K3.8512.694,72918,203405,8901,005,840
2015-08-14$1.83$2.0065.5%21.9%81.3%47.6%79.0%0.4%11.5%-896.1K68.4M-450.6K3.9215.645,22120,469406,3751,003,905
2015-08-17$1.80$2.0077.0%22.3%81.6%65.5%74.5%-2.3%-3.9%-873.4K73.2M-410.1K3.5012.015,01017,517404,0851,002,550
2015-08-18$1.79$2.0074.7%21.3%81.6%62.0%71.8%1.5%3.5%-909.3K76.8M-397.8K3.8711.014,27816,537405,5991,003,132
2015-08-19$1.80$2.0071.5%20.5%81.6%57.0%71.6%21.3%5.1%-907.1K75.7M-401.2K0.598.52953567406,1331,003,074
2015-08-20$1.70$2.0093.0%27.2%83.8%90.6%81.6%17.5%-21.8%-892.2K77.6M-378.7K0.8721.975,4394,718405,5141,002,059
2015-08-21$1.77$2.0077.7%20.8%83.7%66.8%81.1%18.4%5.3%-866.1K74.3M-398.2K15.1418.486,933104,946406,1191,001,929
2015-08-24$1.76$2.0089.2%26.6%82.8%84.6%93.0%19.9%0.3%-926.0K73.8M-386.2K0.9219.284,8154,435370,3961,005,949
2015-08-25$1.67$2.00109.2%26.1%79.7%100.0%90.3%14.5%13.4%-938.7K71.7M-370.0K2.1119.245,25711,069372,0441,005,110
2015-08-26$1.73$2.0097.5%26.8%70.0%84.3%91.9%25.9%-14.9%-844.7K75.4M-360.8K1.4710.205,0647,447373,6281,008,085
2015-08-27$1.78$2.0091.0%24.1%70.9%75.5%85.3%26.1%-3.6%-976.8K74.8M-375.1K0.7910.833,5572,819373,1201,003,384
2015-08-28$1.84$2.0083.8%22.8%72.0%65.8%84.2%37.6%1.8%-925.6K71.9M-381.8K0.7915.043,8693,061374,0161,003,629
2015-08-31$1.81$2.0078.7%23.8%53.8%59.0%89.0%22.5%7.5%-981.9K72.0M-380.7K0.6810.773,1602,136373,8131,000,402