AMD Options History — May 2016

In May 2016, AMD traded between $3.59 and $4.60. ATM implied volatility averaged 60.1%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded below realized volatility by 56.5% (HV 20d: 116.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2016-05-23: Highest Volume — 59,781 contracts
  • 2016-05-03: Largest IV spike — 5.7% change
  • 2016-05-03: Highest IV Rank — 42.3%
  • 2016-05-04: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.88$3.59$4.60$3.73$4.57
Max Pain$3.50$3.00$4.00$3.00$4.00
ATM IV60.1%53.4%66.3%62.8%54.5%
Expected Move17.6%15.0%20.1%19.5%16.2%
HV 20d116.6%38.2%156.2%155.9%38.2%
HV 60d100.9%99.8%102.2%102.2%99.8%
IV Rank32.0%16.7%42.3%37.5%18.4%
IV Percentile20.2%6.3%32.1%28.2%7.1%
Term Structure0.0%-4.1%3.9%-0.9%-1.1%
VWIV60.8%54.2%71.2%69.1%57.0%
Skew 25d4.2%-1.5%13.6%4.7%2.0%
Skew 10d11.7%-10.7%45.0%26.2%-10.7%
Call IV 25d60.0%49.3%67.9%64.9%58.2%
Put IV 25d64.2%58.2%71.3%69.6%60.2%
Bid-Ask Spread %8.686.0511.328.466.62
Gamma HHI0.260.210.390.320.23
Net GEX295.3K164.1K473.3K364.3K436.9K
Net DEX-41.6M-71.2M-31.1M-37.4M-69.6M
Net VEX-337.3K-364.9K-326.6K-333.1K-364.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.143.512.170.60
Total Volume18,881.9528,26159,78127,65424,297
Total OI512,399.381459,302528,279516,272528,279

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-05-02$3.73$3.0062.8%19.5%155.9%37.5%69.1%4.7%-0.9%364.3K-37.4M-333.1K2.178.468,72318,931249,272267,000
2016-05-03$3.60$3.0066.3%20.0%156.2%42.3%68.6%3.4%-0.6%232.1K-31.8M-332.8K2.417.797,50118,102251,906266,437
2016-05-04$3.61$3.0066.3%20.1%156.2%42.2%71.2%5.0%-2.3%186.1K-31.8M-337.6K3.518.803,58812,595255,881268,021
2016-05-05$3.66$3.5065.9%18.5%154.2%41.7%59.8%5.8%-4.1%238.0K-35.1M-337.0K1.789.935,85910,423256,197268,066
2016-05-06$3.69$3.5062.8%18.3%154.0%37.5%61.4%2.1%-0.4%248.4K-36.0M-336.9K2.128.804,2769,075258,333268,133
2016-05-09$3.63$3.5062.4%18.4%154.4%36.9%64.3%5.4%2.4%227.7K-31.9M-329.8K1.089.847,3697,937240,204263,060
2016-05-10$3.64$3.5060.7%18.1%154.4%34.6%63.0%8.4%3.6%221.0K-32.7M-331.8K2.109.472,7995,887244,315265,637
2016-05-11$3.66$3.5058.9%17.8%154.3%32.2%62.3%2.4%3.2%261.9K-33.8M-331.8K1.108.463,9334,328244,207266,071
2016-05-12$3.59$3.5059.3%17.7%154.0%32.7%61.4%3.2%3.9%189.0K-31.1M-328.0K1.059.474,1914,399244,976266,700
2016-05-13$3.69$3.5059.2%16.9%153.9%32.7%56.6%13.6%0.2%290.8K-35.5M-330.3K0.279.799,2252,490245,816266,592
2016-05-16$3.78$3.5062.4%18.0%153.8%37.0%63.0%1.6%-0.7%346.8K-40.5M-326.6K0.149.3815,7712,152243,036263,388
2016-05-17$3.76$3.5061.7%17.8%151.8%36.1%62.2%4.7%-1.4%360.5K-36.8M-335.3K0.1911.329,5011,789249,033265,434
2016-05-18$3.85$3.5061.8%17.7%151.8%36.1%61.7%1.5%-3.0%473.3K-42.2M-333.3K0.178.1810,2571,751249,918267,585
2016-05-19$3.78$3.5061.6%17.7%151.5%35.9%59.7%2.5%-0.8%374.1K-37.1M-331.6K0.478.306,8733,239250,395268,185
2016-05-20$3.88$3.5058.4%16.7%57.6%31.5%57.7%3.0%0.9%164.1K-40.5M-327.3K0.3310.238,2712,736251,125269,407
2016-05-23$4.03$3.5055.9%16.7%40.6%28.3%57.4%1.6%3.0%231.4K-42.0M-331.1K0.637.7436,59623,185220,240239,062
2016-05-24$4.19$3.5055.7%16.3%39.1%20.2%55.7%5.3%-0.4%339.1K-50.1M-337.4K0.638.2414,2259,021239,838259,131
2016-05-25$4.17$3.5056.2%16.1%38.9%20.9%55.5%6.5%0.1%283.4K-49.9M-348.5K0.168.4717,8682,885240,618260,924
2016-05-26$4.35$4.0055.9%15.0%38.3%20.4%54.4%-1.5%-0.8%344.8K-57.0M-353.5K0.287.0217,4664,908247,748262,341
2016-05-27$4.60$4.0053.4%15.6%40.1%16.7%54.2%7.0%-0.3%387.8K-71.2M-364.2K0.276.0525,2656,834261,742266,134
2016-05-31$4.57$4.0054.5%16.2%38.2%18.4%57.0%2.0%-1.1%436.9K-69.6M-364.9K0.606.6215,2079,090263,943264,336