AMD Options History — January 2017

In January 2017, AMD traded between $9.71 and $11.50. ATM implied volatility averaged 70.6%, placing in the 51.7% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 27.8% (HV 20d: 42.9%). Max pain ranged from $6.00 to $12.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2017-01-17: Highest Volume — 133,305 contracts
  • 2017-01-13: Largest IV spike — 4.4% change
  • 2017-01-03: Highest IV Rank — 62.4%
  • 2017-01-31: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.65$9.71$11.50$11.39$10.40
Max Pain$10.43$6.00$12.00$6.00$10.50
ATM IV70.6%65.4%79.2%79.2%69.8%
Expected Move20.3%18.0%24.0%20.3%24.0%
HV 20d42.9%35.6%50.6%50.5%41.3%
HV 60d59.7%57.5%62.6%61.2%57.5%
IV Rank51.7%42.2%62.4%62.4%55.7%
IV Percentile65.5%48.0%89.7%89.7%65.9%
Term Structure-3.0%-5.4%-1.6%-2.8%-3.1%
VWIV71.5%63.2%84.8%71.4%84.8%
Skew 25d0.0%-1.8%3.6%0.1%-0.4%
Skew 10d0.1%-4.7%7.6%1.7%-2.8%
Call IV 25d71.9%67.7%79.9%79.9%70.5%
Put IV 25d71.9%67.4%80.0%80.0%70.1%
Bid-Ask Spread %3.642.1322.917.442.41
Gamma HHI0.170.110.250.200.11
Net GEX3.2M2.0M4.5M3.5M3.0M
Net DEX-329.4M-484.2M-162.6M-465.4M-217.1M
Net VEX-1.4M-1.5M-1.3M-1.5M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.300.800.370.46
Total Volume74,034.5543,753133,30566,650111,085
Total OI1,063,738.35720,9701,295,0591,149,141779,521

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-01-03$11.39$6.0079.2%20.3%50.5%62.4%71.4%0.1%-2.8%3.5M-465.4M-1.5M0.377.4448,59718,053670,972478,169
2017-01-04$11.43$6.0076.5%18.0%50.6%56.6%63.2%-0.1%-3.5%3.8M-473.1M-1.4M0.4922.9136,78417,933684,672484,610
2017-01-05$11.24$12.0073.5%19.8%43.6%50.1%69.5%-0.4%-3.5%3.4M-446.6M-1.4M0.382.3046,74817,716695,435493,983
2017-01-06$11.34$11.0070.7%19.1%43.6%44.1%67.4%-0.8%-3.7%4.4M-456.5M-1.4M0.792.2734,73727,389710,971498,945
2017-01-09$11.50$11.0069.8%19.3%36.4%42.2%67.6%-0.4%-2.1%4.5M-484.2M-1.4M0.802.3434,00927,351692,690483,212
2017-01-10$11.43$11.0069.1%19.3%36.6%46.5%67.6%0.2%-1.6%4.1M-469.6M-1.4M0.622.5028,89618,028703,504500,941
2017-01-11$11.24$11.0068.2%18.6%35.6%44.2%65.8%-1.4%-3.6%3.8M-439.2M-1.5M0.442.2348,72921,457712,220506,942
2017-01-12$10.77$11.0069.7%19.4%38.9%48.0%68.3%-0.0%-2.1%2.6M-366.9M-1.4M0.562.1375,96942,645714,663514,874
2017-01-13$10.62$11.0072.8%19.8%39.2%55.5%69.9%0.6%-5.4%2.2M-347.5M-1.4M0.452.3846,69021,159737,129528,894
2017-01-17$9.82$11.0075.1%21.4%46.8%61.1%75.3%3.6%-4.6%2.3M-280.2M-1.3M0.442.6792,64540,660728,689507,942
2017-01-18$9.86$11.0072.6%20.8%46.6%58.3%73.4%0.5%-3.0%2.8M-291.4M-1.3M0.492.7155,36927,270750,579518,407
2017-01-19$9.77$11.0071.1%20.5%45.4%59.4%72.2%1.0%-3.8%2.9M-285.0M-1.3M0.592.3044,11026,140763,732521,986
2017-01-20$9.71$11.0069.6%20.2%40.7%55.0%71.0%0.3%-2.4%2.0M-271.9M-1.3M0.302.1977,08622,981766,379528,680
2017-01-23$9.91$11.0068.5%20.4%41.8%51.9%72.0%-0.4%-2.8%2.2M-162.6M-1.4M0.332.4132,82910,924481,044239,926
2017-01-24$10.43$10.0068.1%20.6%46.3%50.9%73.1%-1.8%-2.5%3.2M-218.5M-1.5M0.432.3948,27320,941505,871243,910
2017-01-25$10.33$10.0068.0%20.8%46.3%50.7%74.5%-0.3%-3.1%3.2M-211.8M-1.4M0.332.3262,53320,787522,743253,291
2017-01-26$10.53$11.0067.2%20.7%43.8%48.3%73.0%-0.5%-2.7%3.9M-230.3M-1.5M0.492.3830,74315,123532,339260,892
2017-01-27$10.62$11.0065.4%20.4%41.7%43.3%71.6%-0.3%-2.5%3.1M-241.0M-1.5M0.432.4539,03916,753539,065263,703
2017-01-30$10.61$11.0067.8%22.6%41.6%49.9%79.2%0.5%-2.0%3.0M-228.8M-1.5M0.322.1654,72917,781504,723248,519
2017-01-31$10.40$10.5069.8%24.0%41.3%55.7%84.8%-0.4%-3.1%3.0M-217.1M-1.5M0.462.4176,09334,992523,361256,160