AMD Options History — October 2016

In October 2016, AMD traded between $6.49 and $7.47. ATM implied volatility averaged 65.3%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 16.2% (HV 20d: 49.2%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2016-10-20: Highest Volume — 142,632 contracts
  • 2016-10-21: Largest IV drop — 25.5% change
  • 2016-10-20: Highest IV Rank — 63.3%
  • 2016-10-20: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.89$6.49$7.47$6.95$7.25
Max Pain$6.33$5.00$7.00$5.00$7.00
ATM IV65.3%50.1%78.6%67.1%54.9%
Expected Move18.6%14.6%22.8%19.9%16.6%
HV 20d49.2%39.8%62.5%62.5%55.9%
HV 60d57.8%50.5%63.0%62.3%54.1%
IV Rank36.6%5.8%63.3%40.1%15.5%
IV Percentile43.0%0.4%87.7%46.8%6.7%
Term Structure-1.4%-5.5%1.4%-0.8%-1.4%
VWIV65.5%51.6%79.4%70.0%58.9%
Skew 25d2.5%0.8%5.0%2.8%1.5%
Skew 10d4.6%-11.3%22.2%5.9%-11.3%
Call IV 25d65.6%50.4%78.8%66.0%55.6%
Put IV 25d68.1%52.4%81.2%68.8%57.1%
Bid-Ask Spread %3.282.266.482.555.53
Gamma HHI0.210.180.230.230.19
Net GEX1.9M519.6K2.8M1.9M2.2M
Net DEX-172.6M-199.0M-144.7M-191.3M-164.3M
Net VEX-806.6K-851.2K-758.0K-841.8K-799.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.201.260.640.35
Total Volume48,316.85720,333142,63238,13928,763
Total OI911,449.381803,1531,054,429905,161827,654

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-10-03$6.95$5.0067.1%19.9%62.5%40.1%70.0%2.8%-0.8%1.9M-191.3M-841.8K0.642.5523,20714,932531,326373,835
2016-10-04$6.96$5.0065.3%18.6%62.1%36.6%65.2%0.8%-1.0%1.9M-191.7M-848.2K0.742.5313,92310,284539,460382,257
2016-10-05$6.76$5.0065.4%19.9%57.7%36.8%70.9%3.5%-0.0%1.7M-173.9M-843.7K0.422.6823,93410,067543,924387,511
2016-10-06$6.97$6.0068.0%18.6%44.1%42.0%65.5%3.0%-0.8%2.1M-194.0M-851.2K0.474.4115,1577,085552,540388,544
2016-10-07$6.75$6.0071.3%19.5%42.1%48.7%68.6%4.1%-1.6%1.7M-172.9M-845.8K0.452.7336,60816,312555,787389,137
2016-10-10$6.83$6.0070.6%19.3%42.1%47.3%69.5%1.9%-2.2%1.8M-173.2M-823.1K0.662.3912,2768,057534,999388,849
2016-10-11$6.51$6.0075.8%20.5%43.5%57.6%71.9%5.0%-3.7%1.5M-144.7M-795.9K1.262.9720,52725,847537,442390,017
2016-10-12$6.65$6.0077.6%20.7%39.8%61.4%72.5%1.5%-5.1%1.8M-165.0M-803.6K0.572.9713,1147,484549,360379,155
2016-10-13$6.49$6.0076.3%21.2%41.0%58.8%73.4%2.8%-3.5%1.6M-148.0M-782.2K0.552.8419,50210,638551,332380,566
2016-10-14$6.78$6.0072.9%20.9%43.4%51.8%73.0%3.0%1.4%1.7M-176.8M-799.0K0.312.2641,43112,961555,137383,092
2016-10-17$6.68$6.0071.4%20.1%43.8%48.8%70.3%3.1%-1.8%1.8M-165.9M-785.2K0.482.2622,38410,708550,780380,470
2016-10-18$6.74$7.0070.1%19.9%43.9%46.2%69.7%0.8%-2.3%2.0M-174.6M-783.3K0.512.4920,26310,367561,114385,435
2016-10-19$6.78$7.0070.9%20.3%43.5%47.8%71.6%2.4%-2.7%2.0M-179.1M-781.6K0.352.5628,6929,977568,410386,654
2016-10-20$6.93$7.0078.6%22.8%43.9%63.3%79.4%2.4%-5.5%2.2M-196.8M-811.3K0.313.13108,86433,768581,624390,075
2016-10-21$6.52$7.0058.6%16.8%48.0%22.9%59.7%1.1%-0.4%519.6K-147.1M-758.0K0.643.9059,28937,716639,596414,833
2016-10-24$6.99$7.0051.6%14.9%51.3%8.8%52.5%5.0%0.6%2.1M-149.2M-790.9K0.443.1443,81719,258468,804334,349
2016-10-25$7.47$7.0051.2%15.0%55.0%8.1%52.9%3.5%0.3%2.8M-199.0M-802.1K0.383.3751,60719,456484,586341,228
2016-10-26$7.33$7.0050.2%14.6%55.7%6.1%51.6%2.3%0.7%2.8M-182.9M-802.2K0.603.6823,25713,959489,805346,520
2016-10-27$7.11$7.0050.1%14.8%57.0%5.8%52.0%1.5%-0.1%2.6M-161.6M-793.7K0.533.9427,38114,607494,063348,851
2016-10-28$7.24$7.0054.5%16.0%55.9%14.6%56.0%1.2%0.5%2.0M-173.6M-794.9K0.206.4872,81614,359499,985351,331
2016-10-31$7.25$7.0054.9%16.6%55.9%15.5%58.9%1.5%-1.4%2.2M-164.3M-799.9K0.355.5321,3187,445485,578342,076