AMD Options History — October 2015

In October 2015, AMD traded between $1.73 and $2.21. ATM implied volatility averaged 69.4%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 22.7% (HV 20d: 46.7%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.98.

Notable Days

  • 2015-10-15: Highest Volume — 98,249 contracts
  • 2015-10-16: Largest IV drop — 21.6% change
  • 2015-10-01: Highest IV Rank — 81.0%
  • 2015-10-01: Largest Expected Move — 33.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.99$1.73$2.21$1.73$2.12
Max Pain$1.80$1.50$2.00$2.00$2.00
ATM IV69.4%52.7%95.2%95.2%58.7%
Expected Move19.9%15.6%33.9%33.9%17.2%
HV 20d46.7%37.4%60.9%56.8%37.4%
HV 60d61.3%52.1%65.3%64.1%52.1%
IV Rank46.3%23.9%81.0%81.0%32.0%
IV Percentile66.9%42.1%92.5%92.5%55.6%
Term Structure1.0%-9.3%20.7%20.7%1.5%
VWIV68.0%39.0%107.9%107.9%49.2%
Skew 25d14.6%0.1%37.3%8.4%31.1%
Skew 10d37.3%-2.7%83.1%-2.7%77.7%
Call IV 25d72.1%49.0%98.2%92.2%56.0%
Put IV 25d86.7%56.6%105.5%100.6%87.1%
Bid-Ask Spread %10.246.7615.506.769.30
Gamma HHI0.310.280.350.290.32
Net GEX-525.0K-912.5K-154.8K-729.2K-178.9K
Net DEX49.3M34.0M62.2M62.2M34.3M
Net VEX-239.3K-269.3K-203.1K-254.0K-232.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.980.266.981.962.00
Total Volume22,723.0456,07198,2496,0719,222
Total OI1,059,873.045799,9191,290,3001,253,867807,716

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-10-01$1.73$2.0095.2%33.9%56.8%81.0%107.9%8.4%20.7%-729.2K62.2M-254.0K1.966.762,0524,019403,014850,853
2015-10-02$1.83$2.0087.2%26.2%59.8%70.3%91.5%0.1%-3.3%-821.0K60.7M-261.6K1.789.524,0287,183403,433851,041
2015-10-05$1.80$1.5082.8%22.7%60.1%64.3%85.3%12.1%-2.4%-779.5K62.0M-248.0K3.0412.023,75011,403404,084847,490
2015-10-06$1.84$1.5084.3%23.4%59.4%66.3%80.8%8.0%1.9%-838.9K62.0M-249.6K1.4712.002,8674,205405,054856,310
2015-10-07$1.86$1.5085.3%22.1%59.1%67.7%77.8%6.2%2.6%-862.4K61.7M-248.1K1.487.372,8164,168405,883856,454
2015-10-08$1.94$1.5084.2%22.2%60.9%66.2%76.7%5.7%-2.2%-894.5K56.6M-269.3K1.669.656,45410,734406,665856,611
2015-10-09$1.96$1.5072.6%20.8%53.1%50.7%72.7%23.3%4.0%-912.5K56.6M-263.1K1.958.303,3576,557409,198858,592
2015-10-12$1.88$1.5073.2%21.4%43.1%51.5%81.4%6.3%5.2%-878.3K60.9M-241.6K0.2611.6027,4087,161409,375859,528
2015-10-13$1.92$1.5081.8%21.4%43.1%63.0%87.4%8.5%-2.7%-870.6K56.0M-256.0K1.609.263,7626,025432,137856,897
2015-10-14$1.96$1.5080.0%21.5%43.3%60.6%73.8%5.9%-4.3%-875.1K55.7M-249.0K2.0810.594,2548,834432,926857,374
2015-10-15$1.96$1.5078.5%20.7%43.3%58.7%72.9%22.9%-9.3%-812.3K52.6M-253.2K2.3013.6629,77068,479433,878855,513
2015-10-16$1.94$2.0061.6%16.5%43.4%35.8%57.6%10.2%-5.6%-253.0K62.2M-231.3K1.9715.5025,73150,767451,097827,123
2015-10-19$2.01$2.0055.1%15.6%43.6%27.1%54.6%8.8%5.1%-290.8K44.7M-214.3K6.9813.0011,49580,247364,002479,285
2015-10-20$2.00$2.0056.2%16.0%38.5%28.6%55.9%12.2%-0.3%-174.7K43.1M-203.1K2.268.754,88311,026370,725441,213
2015-10-21$2.10$2.0057.9%16.6%40.5%30.9%57.6%37.3%1.5%-154.8K36.9M-231.5K0.8011.407,5786,056370,756429,163
2015-10-22$2.15$2.0055.2%15.9%40.8%27.2%39.0%26.9%-2.7%-187.8K34.0M-237.3K1.128.435,0365,636372,368428,675
2015-10-23$2.21$2.0055.3%16.2%41.1%27.4%55.7%7.6%-3.6%-232.1K34.8M-233.6K0.4611.4012,0285,573371,285428,689
2015-10-26$2.15$2.0056.9%16.3%40.0%29.6%56.5%18.3%-0.5%-187.6K36.6M-221.3K2.478.802,5126,195376,516427,952
2015-10-27$2.15$2.0053.2%17.1%40.0%24.5%55.6%28.4%8.0%-233.9K39.5M-208.8K2.087.672,7535,730376,289429,031
2015-10-28$2.17$2.0058.9%17.5%39.5%32.2%55.1%21.5%-7.8%-206.5K35.5M-227.3K1.6111.953,5005,628376,600429,362
2015-10-29$2.13$2.0052.7%17.1%40.9%23.9%50.2%10.4%16.6%-176.0K35.2M-229.5K2.208.312,8226,203377,656429,394
2015-10-30$2.12$2.0058.7%17.2%37.4%32.0%49.2%31.1%1.5%-178.9K34.3M-232.7K2.009.303,0706,152378,159429,557