AMD Options History — June 2016

In June 2016, AMD traded between $4.16 and $5.47. ATM implied volatility averaged 68.3%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 8.7% (HV 20d: 59.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.42.

Notable Days

  • 2016-06-20: Highest Volume — 149,739 contracts
  • 2016-06-13: Largest IV spike — 14.4% change
  • 2016-06-27: Highest IV Rank — 61.6%
  • 2016-06-27: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.73$4.16$5.47$4.42$5.13
Max Pain$3.59$3.00$4.00$4.00$4.00
ATM IV68.3%54.1%85.5%55.6%82.2%
Expected Move20.1%16.0%24.1%16.0%23.5%
HV 20d59.6%37.9%81.6%37.9%78.2%
HV 60d98.7%94.8%102.3%100.0%102.0%
IV Rank35.5%14.9%61.6%20.1%56.3%
IV Percentile41.5%4.0%87.3%8.7%81.3%
Term Structure0.6%-5.7%11.6%-1.1%-3.4%
VWIV71.0%58.9%84.3%58.9%84.3%
Skew 25d3.4%0.8%7.7%2.9%0.8%
Skew 10d9.8%-5.5%29.3%5.0%24.8%
Call IV 25d68.3%51.0%84.7%56.4%84.7%
Put IV 25d71.7%57.3%86.7%59.4%85.4%
Bid-Ask Spread %9.365.3451.405.8451.40
Gamma HHI0.230.180.310.200.23
Net GEX647.6K382.5K1.0M415.3K1.0M
Net DEX-76.0M-108.0M-49.4M-62.0M-94.7M
Net VEX-419.5K-508.9K-361.1K-368.1K-508.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.110.820.430.20
Total Volume31,979.6829,888149,73917,82530,054
Total OI594,477.773540,915666,748540,915666,748

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-06-01$4.42$4.0055.6%16.0%37.9%20.1%58.9%2.9%-1.1%415.3K-62.0M-368.1K0.435.8412,4875,338270,955269,960
2016-06-02$4.24$3.0057.7%18.2%42.1%23.2%65.4%2.1%-0.9%396.5K-53.1M-373.2K0.477.4715,2967,124276,644271,730
2016-06-03$4.16$3.5058.1%18.3%43.1%23.8%64.3%6.1%-2.4%382.5K-49.4M-370.2K0.527.2310,1605,324280,521274,453
2016-06-06$4.47$3.5054.5%18.4%49.0%16.6%65.1%2.8%10.0%523.5K-64.7M-370.5K0.586.3013,5657,905278,172267,979
2016-06-07$4.51$3.5055.0%18.2%48.0%16.2%62.0%0.9%9.1%579.1K-67.3M-378.1K0.728.9117,89112,857282,541273,183
2016-06-08$4.46$3.5055.0%18.0%48.6%16.3%62.9%1.5%7.6%597.2K-64.7M-378.6K0.416.409,1853,806290,158280,889
2016-06-09$4.52$3.5054.1%17.9%48.5%14.9%63.2%6.3%10.0%645.5K-69.5M-367.9K0.337.548,6812,894291,411281,968
2016-06-10$4.33$3.5056.4%18.5%51.1%15.1%65.1%7.7%11.6%466.0K-57.3M-389.3K0.827.268,2066,709292,442282,480
2016-06-13$4.40$3.5064.5%19.1%50.8%27.7%65.8%5.6%0.3%505.8K-60.9M-371.5K0.508.747,7743,908288,197281,612
2016-06-14$4.39$3.5064.5%18.7%50.6%27.9%63.5%5.1%0.7%533.6K-60.9M-383.1K0.3810.147,1542,734290,181282,345
2016-06-15$4.43$3.5063.5%18.2%50.3%26.2%65.6%2.2%1.2%604.3K-63.7M-373.6K0.449.269,6394,241291,503282,477
2016-06-16$4.73$3.5067.0%19.2%54.1%31.9%68.1%2.6%1.9%506.9K-81.2M-366.8K0.218.5820,2914,306293,101283,840
2016-06-17$5.24$3.5072.0%20.4%62.0%39.9%72.5%3.0%2.2%407.4K-108.0M-361.1K0.135.3494,43211,878298,142285,304
2016-06-20$5.10$3.5075.3%20.3%63.8%45.2%71.9%6.8%-4.5%581.0K-94.4M-420.3K0.116.32135,37514,364304,571279,736
2016-06-21$5.47$3.5074.7%20.7%66.3%44.2%73.9%1.5%-3.8%850.3K-103.1M-444.2K0.576.3823,25513,141309,180284,520
2016-06-22$5.02$3.5079.1%22.0%74.7%51.3%78.5%2.1%-5.2%778.4K-84.1M-504.2K0.477.2223,21110,872340,646288,227
2016-06-23$5.20$3.5078.8%22.1%75.1%50.8%79.3%6.1%-4.8%1.0M-94.8M-503.1K0.396.5915,5656,003351,294291,710
2016-06-24$4.92$3.5082.3%22.9%77.6%56.4%80.7%1.5%-4.0%722.8K-77.0M-500.8K0.537.5725,08113,232356,745294,976
2016-06-27$4.72$4.0085.5%24.1%77.1%61.6%83.4%4.7%-5.7%676.4K-69.8M-493.5K0.406.7619,7567,949351,086295,079
2016-06-28$5.10$4.0083.5%23.6%81.6%58.4%83.7%0.8%-1.6%968.8K-95.0M-499.9K0.307.8719,9416,008359,616296,699
2016-06-29$5.13$4.0083.4%23.1%80.3%58.2%83.6%1.7%-4.9%1.0M-97.2M-503.5K0.346.7119,3766,585367,086298,404
2016-06-30$5.13$4.0082.2%23.5%78.2%56.3%84.3%0.8%-3.4%1.0M-94.7M-508.9K0.2051.4025,1284,926366,620300,128