AMD Options History — February 2016

In February 2016, AMD traded between $1.83 and $2.15. ATM implied volatility averaged 74.3%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded below realized volatility by 2.6% (HV 20d: 76.9%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 2.56.

Notable Days

  • 2016-02-18: Highest Volume — 28,791 contracts
  • 2016-02-24: Largest IV drop — 7.8% change
  • 2016-02-17: Highest IV Rank — 62.7%
  • 2016-02-17: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.97$1.83$2.15$2.15$2.14
Max Pain$2.08$2.00$2.50$2.50$2.00
ATM IV74.3%66.3%81.6%73.4%66.9%
Expected Move21.5%18.5%23.4%22.8%18.5%
HV 20d76.9%49.5%105.1%101.9%50.4%
HV 60d74.0%72.7%74.8%72.7%73.9%
IV Rank53.0%42.2%62.7%51.7%43.0%
IV Percentile62.9%45.2%81.7%60.7%45.6%
Term Structure-0.4%-4.0%7.6%2.0%0.0%
VWIV75.2%57.8%82.3%78.9%64.4%
Skew 25d4.6%-8.2%16.9%-3.5%13.0%
Skew 10d16.5%-6.9%36.4%12.2%36.4%
Call IV 25d77.3%61.2%88.5%76.3%61.2%
Put IV 25d81.9%71.0%96.6%72.8%74.3%
Bid-Ask Spread %9.345.0216.867.815.02
Gamma HHI0.400.320.520.400.49
Net GEX16.0K-60.9K81.5K48.3K81.5K
Net DEX14.5M11.1M18.5M11.1M11.5M
Net VEX-215.5K-245.1K-196.4K-243.4K-215.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.560.769.481.221.19
Total Volume14,369.39,00828,79117,5899,197
Total OI450,575.25429,004469,631429,173432,446

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-02-01$2.15$2.5073.4%22.8%101.9%51.7%78.9%-3.5%2.0%48.3K11.1M-243.4K1.227.817,9369,653190,770238,403
2016-02-02$2.00$2.5074.7%22.9%103.5%53.4%80.5%-6.2%1.3%24.2K13.4M-224.9K3.1516.864,90415,439194,856243,779
2016-02-03$2.07$2.5073.7%22.4%105.1%52.1%78.3%-3.9%-0.4%9.5K14.1M-231.0K2.0213.017,36714,871196,010251,849
2016-02-04$2.10$2.0071.7%21.4%101.4%49.5%76.3%-6.2%-1.4%-13.8K12.9M-245.1K1.958.913,5346,876200,077260,139
2016-02-05$1.99$2.0072.6%21.6%97.1%50.6%82.3%-8.2%-0.4%-34.7K14.4M-234.1K2.0011.063,1426,299200,422260,387
2016-02-08$1.93$2.0074.3%22.2%94.8%52.9%77.9%1.8%3.9%-51.1K16.0M-220.8K3.799.403,08611,707199,982259,895
2016-02-09$1.91$2.0075.5%22.3%86.5%54.6%82.2%7.3%3.4%-44.1K14.8M-222.4K2.049.593,1006,324201,364258,840
2016-02-10$1.84$2.0076.4%21.4%86.4%55.8%75.9%3.9%-2.0%-52.6K17.5M-203.2K2.019.813,1766,399202,261258,907
2016-02-11$1.86$2.0080.6%23.0%85.6%61.4%80.9%-0.4%1.5%-43.1K16.6M-208.3K0.7610.758,3376,359203,251258,786
2016-02-12$1.84$2.0078.5%22.2%85.5%58.6%78.1%14.4%-1.3%-44.1K16.8M-209.7K1.859.733,5066,492208,727259,030
2016-02-16$1.83$2.0077.6%22.3%79.5%57.4%79.8%4.5%-3.2%26.2K18.5M-198.6K1.4311.384,6546,649208,073258,314
2016-02-17$1.90$2.0081.6%23.4%79.4%62.7%81.8%4.9%-4.0%-60.9K17.0M-207.4K1.438.514,9647,118209,159258,527
2016-02-18$1.91$2.0079.4%22.9%75.2%59.8%81.6%11.7%-2.2%49.2K17.2M-209.2K9.137.692,84225,949210,772258,859
2016-02-19$1.91$2.0079.6%23.2%51.8%60.0%76.9%3.0%-3.7%41.8K17.4M-196.4K9.488.752,61024,734211,584249,316
2016-02-22$2.01$2.0075.1%21.6%53.8%54.1%74.7%13.9%-1.1%79.7K11.8M-211.3K1.026.637,1787,302202,572226,432
2016-02-23$1.97$2.0072.7%19.7%50.3%50.8%66.9%6.7%7.6%75.0K12.2M-204.7K0.988.818,0117,876206,294227,199
2016-02-24$2.02$2.0067.0%19.5%50.7%43.2%66.3%3.7%-2.0%74.2K12.5M-207.1K2.138.723,0526,496205,546228,500
2016-02-25$2.02$2.0068.8%18.9%49.5%45.5%57.8%14.6%-3.1%77.4K13.1M-205.6K2.356.682,6926,316206,243228,565
2016-02-26$2.06$2.0066.3%18.5%49.5%42.2%62.5%16.9%-2.4%76.8K11.5M-212.1K1.237.745,0476,192206,829228,540
2016-02-29$2.14$2.0066.9%18.5%50.4%43.0%64.4%13.0%0.0%81.5K11.5M-215.5K1.195.024,2044,993205,089227,357