AMD Options History — April 2016

In April 2016, AMD traded between $2.63 and $3.90. ATM implied volatility averaged 71.7%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 13.0% (HV 20d: 84.8%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2016-04-22: Highest Volume — 154,093 contracts
  • 2016-04-22: Largest IV drop — 14.8% change
  • 2016-04-05: Highest IV Rank — 57.7%
  • 2016-04-25: Largest Expected Move — 22.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.00$2.63$3.90$2.85$3.55
Max Pain$2.81$2.50$3.00$2.50$3.00
ATM IV71.7%65.3%77.8%72.2%65.3%
Expected Move20.4%19.0%22.6%22.3%19.5%
HV 20d84.8%41.3%155.5%73.9%155.5%
HV 60d78.4%59.4%102.9%80.1%101.9%
IV Rank49.5%40.9%57.7%50.1%40.9%
IV Percentile49.6%29.8%70.6%51.6%29.8%
Term Structure-2.2%-5.9%1.6%0.2%-2.6%
VWIV70.9%66.7%80.1%78.5%70.3%
Skew 25d6.5%-1.4%12.5%7.6%4.5%
Skew 10d18.0%-8.4%36.4%25.8%-8.4%
Call IV 25d70.1%63.9%75.2%72.1%68.1%
Put IV 25d76.7%67.4%83.5%79.7%72.6%
Bid-Ask Spread %8.335.5811.1311.078.17
Gamma HHI0.310.190.430.300.25
Net GEX190.6K-3.3K683.4K152.0K253.9K
Net DEX-15.5M-46.2M84.4K-11.0M-36.3M
Net VEX-294.7K-337.9K-263.9K-303.8K-333.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.113.262.201.31
Total Volume27,223.5247,598154,09317,87615,248
Total OI473,525.143403,441549,948473,967547,242

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-04-01$2.85$2.5072.2%22.3%73.9%50.1%78.5%7.6%0.2%152.0K-11.0M-303.8K2.2011.075,59212,284224,419249,548
2016-04-04$2.83$3.0070.0%19.7%71.6%47.2%69.2%8.7%-1.6%164.8K-10.0M-298.7K1.0711.136,4676,944222,275244,981
2016-04-05$2.75$3.0077.8%21.4%71.9%57.7%70.0%8.3%-3.5%158.9K-8.5M-292.2K1.338.843,6044,787223,840244,497
2016-04-06$2.80$3.0070.7%19.1%67.9%48.1%67.7%6.2%-3.2%161.0K-8.1M-295.5K1.438.803,7005,285224,255244,759
2016-04-07$2.65$3.0076.3%20.6%70.3%55.7%69.1%6.7%-3.4%126.4K-3.6M-282.0K1.459.694,1396,019225,127244,995
2016-04-08$2.74$3.0076.1%19.6%70.8%55.3%67.2%7.2%-5.3%150.0K-6.4M-284.3K1.378.193,4514,729225,754246,307
2016-04-11$2.75$3.0077.0%20.6%62.1%56.5%68.4%6.4%-2.8%158.4K-6.3M-279.2K1.198.913,4774,121223,309245,162
2016-04-12$2.81$3.0069.0%19.3%57.6%45.9%68.2%8.1%-2.1%281.3K-9.0M-283.4K0.767.936,0634,635223,486245,690
2016-04-13$2.80$3.0068.7%20.0%50.3%45.5%72.4%12.5%0.6%6.0K-6.6M-278.5K1.115.584,2484,705223,415246,227
2016-04-14$2.72$3.0076.0%21.6%48.2%55.2%73.8%7.6%0.1%11.7K-4.0M-271.1K0.798.374,2943,404222,331246,044
2016-04-15$2.70$3.0073.3%19.6%45.1%51.6%67.9%5.8%-5.9%12.9K-4.0M-273.6K0.687.276,0694,132222,838245,545
2016-04-18$2.78$2.5067.0%19.0%41.3%43.2%66.7%8.8%1.4%29.1K-3.3M-275.9K0.617.896,5903,990181,012222,429
2016-04-19$2.63$2.5072.9%20.9%42.3%51.1%69.6%9.0%-0.8%29.8K-168.5K-265.7K1.807.944,9848,977184,404224,119
2016-04-20$2.70$2.5073.9%21.2%43.6%52.3%70.2%5.9%-0.0%27.4K-1.3M-266.3K0.677.4510,1646,827185,810225,769
2016-04-21$2.63$2.5076.7%22.1%43.0%56.1%76.8%9.4%-3.2%33.9K84.4K-263.9K3.265.8114,74448,006190,359225,016
2016-04-22$3.90$2.5065.3%19.2%146.8%40.9%71.7%4.4%-4.7%-3.3K-42.3M-304.9K0.268.49122,32331,770200,730243,740
2016-04-25$3.48$2.5074.8%22.6%153.9%53.6%80.1%1.3%-4.0%409.8K-34.7M-331.7K0.878.1243,05437,560268,268242,098
2016-04-26$3.66$2.5071.2%21.2%154.4%48.7%74.7%5.2%-3.9%622.5K-43.8M-337.9K0.307.6032,6489,942281,073264,996
2016-04-27$3.74$3.0066.2%20.1%154.4%42.0%69.3%4.7%-2.8%683.4K-46.2M-334.5K0.118.5040,2094,423280,035269,913
2016-04-28$3.62$3.0065.8%19.0%155.2%41.5%67.9%-1.4%1.6%532.8K-39.5M-331.4K0.419.1512,7945,292271,685270,526
2016-04-29$3.55$3.0065.3%19.5%155.5%40.9%70.3%4.5%-2.6%253.9K-36.3M-333.3K1.318.176,5908,658275,510271,732