AMD Options History — August 2016

In August 2016, AMD traded between $6.28 and $7.68. ATM implied volatility averaged 56.7%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 8.9% (HV 20d: 65.6%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.64.

Notable Days

2016-08-23: Highest Volume — 193,704 contracts
2016-08-19: Largest IV spike — 8.9% change
2016-08-19: Highest IV Rank — 22.1%
2016-08-19: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.99	$6.28	$7.68	$6.64	$7.42
Max Pain	$5.54	$5.00	$7.00	$5.00	$7.00
ATM IV	56.7%	53.3%	60.9%	57.5%	57.6%
Expected Move	16.2%	15.3%	17.6%	16.9%	16.3%
HV 20d	65.6%	43.7%	76.3%	73.2%	44.2%
HV 60d	66.9%	65.5%	68.7%	65.5%	65.8%
IV Rank	15.3%	9.8%	22.1%	16.5%	16.7%
IV Percentile	11.9%	1.6%	24.6%	10.7%	17.1%
Term Structure	-0.1%	-1.3%	0.9%	-0.1%	0.5%
VWIV	57.6%	53.6%	62.2%	59.3%	57.5%
Skew 25d	2.2%	-0.1%	5.7%	0.6%	4.8%
Skew 10d	10.1%	-21.0%	28.4%	3.0%	10.7%
Call IV 25d	57.7%	54.4%	62.3%	59.7%	57.7%
Put IV 25d	59.9%	56.1%	65.2%	60.3%	62.5%
Bid-Ask Spread %	5.51	3.61	9.74	4.09	3.81
Gamma HHI	0.25	0.18	0.48	0.24	0.29
Net GEX	1.4M	998.3K	2.2M	1.1M	1.1M
Net DEX	-170.5M	-235.5M	-120.9M	-147.9M	-182.8M
Net VEX	-615.4K	-735.2K	-564.3K	-598.7K	-732.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.10	1.26	0.39	0.59
Total Volume	38,349.174	13,790	193,704	22,557	28,518
Total OI	706,376.87	673,189	775,651	674,110	775,651

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2016-08-01	$6.64	$5.00	57.5%	16.9%	73.2%	16.5%	59.3%	0.6%	-0.1%	1.1M	-147.9M	-598.7K	0.39	4.09	16,259	6,298	364,750	309,360
2016-08-02	$6.28	$5.00	58.5%	17.4%	76.2%	18.1%	61.8%	2.4%	-1.2%	1.0M	-120.9M	-603.1K	0.93	4.64	16,044	14,886	366,392	310,338
2016-08-03	$6.30	$5.50	56.8%	16.2%	76.3%	15.5%	57.3%	0.9%	-0.7%	1.1M	-124.4M	-598.1K	0.96	4.08	14,744	14,105	370,420	311,761
2016-08-04	$6.48	$5.00	55.4%	16.3%	76.2%	13.1%	56.6%	2.4%	-0.9%	1.2M	-139.6M	-585.7K	1.18	5.45	11,799	13,891	375,965	315,015
2016-08-05	$6.62	$5.00	53.3%	15.5%	76.3%	9.8%	54.3%	1.5%	0.5%	1.3M	-154.0M	-577.4K	0.82	6.17	17,731	14,473	379,038	312,859
2016-08-08	$6.69	$5.00	54.5%	15.5%	75.5%	11.7%	58.4%	1.1%	-0.1%	1.4M	-156.4M	-575.5K	0.59	5.88	12,518	7,405	370,199	306,793
2016-08-09	$6.59	$5.00	53.5%	15.3%	76.1%	10.1%	55.8%	1.4%	-0.1%	1.4M	-148.0M	-596.2K	0.64	7.18	11,303	7,262	374,125	308,276
2016-08-10	$6.49	$5.00	53.9%	15.8%	76.3%	10.7%	53.6%	1.2%	0.9%	1.3M	-141.5M	-584.1K	0.54	8.21	10,748	5,799	376,864	309,770
2016-08-11	$6.58	$5.00	53.6%	15.4%	76.3%	10.2%	56.1%	3.3%	0.8%	1.4M	-150.2M	-581.4K	0.59	9.74	8,692	5,098	382,126	310,263
2016-08-12	$6.71	$5.00	53.8%	15.3%	76.0%	10.5%	53.9%	2.3%	0.2%	1.7M	-162.1M	-582.0K	0.41	7.50	19,589	8,049	384,962	310,656
2016-08-15	$6.94	$5.00	55.4%	15.9%	73.4%	13.1%	56.5%	4.1%	0.5%	1.7M	-176.1M	-565.3K	0.29	6.69	24,923	7,158	377,029	305,213
2016-08-16	$6.76	$5.00	56.0%	16.1%	73.8%	14.1%	56.7%	1.0%	-0.4%	2.0M	-167.7M	-564.9K	0.63	7.09	11,683	7,366	388,082	306,888
2016-08-17	$6.68	$5.00	57.3%	16.4%	74.1%	16.3%	57.6%	1.2%	-0.2%	2.1M	-160.8M	-571.8K	0.58	3.61	12,108	6,969	392,057	308,764
2016-08-18	$7.04	$5.00	56.0%	16.1%	73.6%	14.0%	56.4%	3.3%	-0.7%	2.2M	-192.4M	-572.2K	0.43	6.57	28,014	12,000	397,287	313,858
2016-08-19	$7.63	$6.00	60.9%	17.6%	69.8%	22.1%	62.2%	2.8%	-1.3%	998.3K	-235.5M	-564.3K	0.36	4.11	78,490	28,017	404,015	312,933
2016-08-22	$7.58	$6.00	60.9%	17.3%	50.8%	22.0%	61.7%	1.8%	-0.3%	1.0M	-197.1M	-581.3K	0.61	4.67	30,424	18,656	368,552	304,637
2016-08-23	$7.67	$6.00	59.3%	16.6%	49.0%	19.4%	58.9%	0.7%	0.5%	1.1M	-204.5M	-590.9K	0.10	4.48	175,591	18,113	381,032	313,125
2016-08-24	$7.43	$6.00	56.1%	15.7%	49.8%	14.3%	55.5%	3.0%	0.1%	1.0M	-174.1M	-627.0K	0.23	6.08	21,713	4,965	383,513	318,198
2016-08-25	$7.46	$6.00	58.3%	16.5%	49.7%	17.8%	58.4%	2.6%	0.4%	1.3M	-192.9M	-708.0K	0.87	4.85	18,055	15,651	431,898	320,682
2016-08-26	$7.68	$6.00	59.8%	16.9%	50.5%	20.3%	60.9%	2.0%	-0.6%	1.4M	-210.1M	-727.8K	0.95	3.92	25,851	24,682	437,564	325,756
2016-08-29	$7.60	$7.00	58.9%	16.3%	48.8%	18.7%	57.4%	-0.1%	-0.3%	1.3M	-195.6M	-731.5K	1.26	4.21	11,588	14,571	431,424	329,473
2016-08-30	$7.49	$7.00	57.5%	16.2%	43.7%	16.5%	57.3%	5.7%	0.6%	1.2M	-186.1M	-735.2K	0.86	3.78	10,870	9,362	434,350	334,755
2016-08-31	$7.42	$7.00	57.6%	16.3%	44.2%	16.7%	57.5%	4.8%	0.5%	1.1M	-182.8M	-732.7K	0.59	3.81	17,949	10,569	438,715	336,936