AMD Options History — December 2016

In December 2016, AMD traded between $8.36 and $12.05. ATM implied volatility averaged 63.7%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 1.4% (HV 20d: 62.3%). Max pain ranged from $5.50 to $8.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.55.

Notable Days

2016-12-08: Highest Volume — 171,559 contracts
2016-12-27: Largest IV spike — 13.3% change
2016-12-30: Highest IV Rank — 57.7%
2016-12-29: Largest Expected Move — 20.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.57	$8.36	$12.05	$8.36	$11.30
Max Pain	$5.95	$5.50	$8.50	$8.00	$6.00
ATM IV	63.7%	58.2%	77.0%	63.5%	77.0%
Expected Move	18.5%	16.8%	20.1%	19.2%	19.5%
HV 20d	62.3%	50.5%	77.3%	74.1%	50.5%
HV 60d	60.6%	58.2%	63.1%	63.1%	61.4%
IV Rank	29.2%	17.4%	57.7%	28.8%	57.7%
IV Percentile	38.5%	17.5%	85.7%	36.5%	85.7%
Term Structure	2.1%	-2.1%	7.2%	-0.3%	-0.8%
VWIV	65.2%	58.9%	70.6%	67.1%	68.5%
Skew 25d	0.4%	-1.1%	2.5%	2.5%	-0.2%
Skew 10d	0.6%	-12.7%	20.0%	-2.8%	-9.3%
Call IV 25d	64.7%	57.3%	79.7%	64.3%	79.7%
Put IV 25d	65.1%	58.0%	79.6%	66.8%	79.6%
Bid-Ask Spread %	3.57	2.59	6.78	3.11	2.90
Gamma HHI	0.20	0.16	0.28	0.17	0.20
Net GEX	3.8M	1.1M	6.0M	2.3M	3.4M
Net DEX	-444.6M	-569.3M	-235.8M	-235.8M	-450.3M
Net VEX	-1.2M	-1.5M	-1.0M	-1.0M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.20	1.16	1.16	0.69
Total Volume	91,342.048	37,364	171,559	122,595	74,516
Total OI	1,104,791.095	995,182	1,204,868	995,182	1,204,868

Daily Data (21 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
2016-12-01	$8.36	$8.00	63.5%	19.2%	74.1%	28.8%	67.1%	2.5%	-0.3%	2.3M	-235.8M	-1.0M	1.16	3.11	56,746	65,849	582,376	412,806
2016-12-02	$8.53	$8.50	61.3%	18.3%	73.5%	24.1%	64.0%	1.9%	-1.1%	1.1M	-242.7M	-1.1M	0.90	3.66	22,347	20,009	599,815	451,692
2016-12-05	$8.67	$5.50	60.4%	18.6%	72.4%	22.1%	66.8%	1.2%	-0.0%	1.9M	-261.0M	-1.1M	0.32	2.72	28,242	9,122	580,904	433,743
2016-12-06	$9.46	$5.50	61.1%	18.6%	75.4%	23.6%	65.8%	-0.1%	0.1%	3.3M	-360.6M	-1.1M	0.44	4.75	101,058	44,298	592,965	436,420
2016-12-07	$9.57	$5.50	60.2%	18.1%	75.4%	21.6%	64.0%	-0.4%	-0.8%	4.0M	-382.1M	-1.1M	0.62	3.68	43,519	26,882	629,772	447,794
2016-12-08	$10.30	$5.50	64.3%	19.5%	77.3%	30.5%	69.2%	-0.3%	-0.5%	3.8M	-463.6M	-1.1M	0.33	6.78	129,473	42,086	633,985	458,901
2016-12-09	$10.32	$5.50	63.6%	19.8%	65.6%	28.9%	70.0%	0.8%	0.2%	3.7M	-453.4M	-1.2M	0.49	2.59	59,901	29,458	649,756	471,872
2016-12-12	$10.68	$5.50	64.2%	19.5%	65.0%	30.2%	69.2%	-0.3%	4.6%	4.6M	-478.8M	-1.2M	0.33	2.62	69,124	22,598	637,071	458,998
2016-12-13	$10.56	$5.50	61.3%	18.6%	66.1%	23.9%	64.8%	-0.9%	4.4%	5.1M	-467.4M	-1.2M	0.51	3.80	53,420	27,049	656,977	469,796
2016-12-14	$10.56	$5.50	61.2%	18.4%	66.4%	23.8%	64.1%	-0.4%	3.4%	5.4M	-467.7M	-1.2M	0.34	3.65	56,448	19,037	671,895	483,981
2016-12-15	$10.85	$5.50	58.5%	17.9%	61.7%	18.0%	63.3%	0.1%	5.2%	6.0M	-495.8M	-1.2M	0.35	3.76	51,196	17,896	668,329	489,868
2016-12-16	$10.65	$5.50	58.2%	17.6%	53.1%	17.4%	61.8%	0.7%	6.6%	3.8M	-473.7M	-1.2M	0.30	4.27	62,931	19,191	670,077	493,315
2016-12-19	$10.92	$5.50	59.1%	17.4%	52.9%	19.2%	61.4%	0.0%	4.2%	4.2M	-451.5M	-1.2M	0.70	3.37	43,799	30,622	610,650	423,302
2016-12-20	$11.46	$6.00	60.7%	17.6%	54.5%	22.8%	61.7%	-1.1%	4.5%	4.4M	-510.7M	-1.2M	0.52	5.08	60,735	31,324	620,688	443,897
2016-12-21	$11.48	$6.00	58.6%	16.8%	52.2%	18.3%	60.0%	0.4%	7.2%	4.4M	-509.9M	-1.3M	0.20	3.04	114,235	22,991	631,980	458,766
2016-12-22	$11.62	$6.00	60.1%	16.9%	52.2%	21.4%	58.9%	0.1%	7.0%	4.7M	-535.7M	-1.4M	0.56	3.19	34,728	19,441	679,566	470,262
2016-12-23	$11.55	$6.00	62.8%	17.3%	52.4%	27.2%	61.3%	1.6%	6.7%	1.1M	-527.8M	-1.4M	0.59	3.15	37,480	21,990	681,970	475,879
2016-12-27	$12.05	$6.00	71.1%	19.2%	53.2%	45.0%	67.2%	-0.7%	-1.4%	5.2M	-569.3M	-1.4M	0.27	3.10	81,879	21,936	659,115	447,394
2016-12-28	$11.53	$6.00	75.1%	19.9%	57.3%	53.6%	69.6%	0.1%	-2.0%	4.2M	-501.9M	-1.4M	1.02	2.93	74,705	76,219	666,201	459,027
2016-12-29	$11.59	$6.00	75.8%	20.1%	57.3%	55.1%	70.6%	2.5%	-2.1%	3.6M	-496.8M	-1.5M	0.93	2.81	48,657	45,046	690,592	493,348
2016-12-30	$11.30	$6.00	77.0%	19.5%	50.5%	57.7%	68.5%	-0.2%	-0.8%	3.4M	-450.3M	-1.5M	0.69	2.90	44,022	30,494	697,723	507,145