AMD Options History — July 2016

In July 2016, AMD traded between $4.97 and $7.01. ATM implied volatility averaged 71.6%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 0.8% (HV 20d: 70.7%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.54.

Notable Days

  • 2016-07-22: Highest Volume — 153,690 contracts
  • 2016-07-22: Largest IV drop — 31.1% change
  • 2016-07-21: Highest IV Rank — 55.9%
  • 2016-07-21: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.62$4.97$7.01$5.08$6.86
Max Pain$4.95$4.00$5.00$4.00$5.00
ATM IV71.6%56.5%82.0%79.8%57.5%
Expected Move19.9%16.1%23.8%22.5%17.0%
HV 20d70.7%52.8%77.8%77.8%71.7%
HV 60d83.7%56.6%101.3%101.2%64.9%
IV Rank39.2%14.9%55.9%52.4%16.5%
IV Percentile48.1%8.3%80.6%76.2%10.7%
Term Structure-2.8%-5.5%0.8%-4.0%0.2%
VWIV70.1%57.0%83.1%79.9%59.4%
Skew 25d1.8%-1.4%8.4%2.5%1.4%
Skew 10d12.6%-8.0%29.1%26.6%11.6%
Call IV 25d72.9%57.8%84.9%82.1%58.8%
Put IV 25d74.7%58.5%85.7%84.6%60.1%
Bid-Ask Spread %7.674.1615.636.944.48
Gamma HHI0.260.230.300.230.26
Net GEX1.0M659.8K1.5M932.0K942.5K
Net DEX-115.0M-179.7M-84.7M-96.8M-166.5M
Net VEX-521.5K-592.2K-493.1K-516.1K-592.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.211.260.540.52
Total Volume42,458.711,411153,69016,41335,495
Total OI658,642.55555,077709,977682,124709,977

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-07-01$5.08$4.0079.8%22.5%77.8%52.4%79.9%2.5%-4.0%932.0K-96.8M-516.1K0.546.9410,6605,753380,432301,692
2016-07-05$4.97$5.0081.9%21.5%75.0%55.8%75.9%0.8%-5.3%870.4K-86.2M-504.6K0.628.3610,8786,715368,788299,622
2016-07-06$5.04$5.0081.1%21.3%75.1%54.5%73.8%2.3%-3.8%934.5K-91.5M-507.2K0.529.5511,3825,866373,394303,153
2016-07-07$5.01$5.0080.3%21.1%74.9%53.2%73.9%0.9%-3.8%961.6K-88.1M-512.9K0.2310.9026,6616,060373,586303,948
2016-07-08$5.09$5.0076.8%20.2%75.0%47.7%71.8%4.6%-4.3%1.1M-96.3M-500.4K0.219.7825,4105,238384,904306,956
2016-07-11$5.01$5.0077.3%20.7%73.2%48.5%69.8%3.0%-3.1%1.2M-89.5M-495.1K1.2610.6615,91620,066369,686302,099
2016-07-12$5.15$5.0076.0%20.3%73.5%46.3%72.5%-1.4%-4.2%1.2M-95.2M-506.5K0.2515.6317,9674,578371,494299,792
2016-07-13$5.10$5.0073.0%19.7%73.7%41.6%72.2%2.1%-3.8%1.3M-93.0M-499.0K0.5412.617,4273,984377,302298,480
2016-07-14$5.18$5.0074.0%20.2%73.8%43.1%70.9%8.4%-3.4%1.3M-99.5M-493.1K0.726.9811,8228,487377,277299,032
2016-07-15$5.15$5.0071.9%19.7%70.6%39.7%67.7%3.5%-4.9%763.0K-96.0M-505.4K0.335.6512,3774,103378,963304,140
2016-07-18$5.53$5.0074.7%21.0%65.6%44.2%76.0%1.5%-2.3%850.7K-96.8M-500.8K0.246.4237,1198,864316,301238,776
2016-07-19$5.42$5.0072.7%20.7%65.2%41.1%72.8%1.8%-1.7%994.0K-94.3M-503.4K0.515.6113,8937,115337,621242,693
2016-07-20$5.42$5.0070.4%20.2%60.2%37.3%70.4%-0.9%-1.9%1.1M-95.1M-513.7K0.358.2219,1856,636343,943246,270
2016-07-21$5.24$5.0082.0%23.8%52.8%55.9%83.1%-1.3%-5.5%943.2K-84.7M-510.3K0.475.0551,98424,348351,564249,275
2016-07-22$5.83$5.0056.5%16.1%63.7%14.9%57.0%0.7%0.8%1.5M-136.8M-499.4K0.324.77116,11137,579381,208264,471
2016-07-25$6.72$5.0063.4%18.3%76.0%26.0%64.2%0.1%-1.8%1.2M-174.7M-524.8K0.715.3580,10256,792362,427272,762
2016-07-26$7.01$5.0061.7%18.7%73.4%23.3%65.1%2.8%-1.4%801.7K-179.7M-575.2K0.647.2640,58626,051365,728310,044
2016-07-27$6.85$5.0060.8%18.1%71.6%21.9%64.3%0.5%-0.8%659.8K-170.5M-579.8K0.865.1219,91917,055374,802325,460
2016-07-28$6.83$5.0059.8%17.3%71.8%20.2%62.2%2.4%-0.4%875.2K-168.5M-590.0K0.954.1614,83314,157377,229327,560
2016-07-29$6.86$5.0057.5%17.0%71.7%16.5%59.4%1.4%0.2%942.5K-166.5M-592.2K0.524.4823,35512,140377,997331,980