AMD Options History — February 2017

In February 2017, AMD traded between $12.00 and $15.15. ATM implied volatility averaged 53.4%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 17.3% (HV 20d: 70.6%). Max pain ranged from $10.00 to $14.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.56.

Notable Days

  • 2017-02-07: Highest Volume — 340,146 contracts
  • 2017-02-06: Largest IV spike — 11.2% change
  • 2017-02-28: Highest IV Rank — 36.1%
  • 2017-02-28: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.49$12.00$15.15$12.00$14.37
Max Pain$12.11$10.00$14.00$10.00$14.00
ATM IV53.4%47.8%61.4%53.8%61.4%
Expected Move15.3%13.6%17.5%15.7%17.5%
HV 20d70.6%66.5%76.6%66.6%75.4%
HV 60d60.5%56.6%65.9%63.7%60.3%
IV Rank11.8%0.0%36.1%10.4%36.1%
IV Percentile8.4%0.0%40.9%3.6%40.9%
Term Structure0.4%-0.6%2.0%0.4%-0.0%
VWIV54.1%47.6%62.4%55.4%62.4%
Skew 25d-0.5%-1.8%1.8%1.8%-0.3%
Skew 10d-1.4%-5.6%1.4%1.4%-5.0%
Call IV 25d54.6%48.7%62.8%53.2%62.8%
Put IV 25d54.0%48.1%62.5%55.0%62.5%
Bid-Ask Spread %2.351.932.982.242.84
Gamma HHI0.160.110.210.140.11
Net GEX5.2M3.5M7.8M5.7M5.0M
Net DEX-512.7M-708.8M-404.1M-418.2M-553.4M
Net VEX-2.1M-2.6M-1.6M-1.6M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.380.770.530.58
Total Volume190,194.26370,913340,146332,055263,653
Total OI1,047,422.368854,6891,201,535854,6891,201,535

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-02-01$12.00$10.0053.8%15.7%66.6%10.4%55.4%1.8%0.4%5.7M-418.2M-1.6M0.532.24217,164114,891573,779280,910
2017-02-02$12.24$11.0053.3%15.4%66.9%8.9%54.1%0.7%-0.6%5.5M-443.8M-1.7M0.592.49131,69778,082600,668317,847
2017-02-03$12.21$11.0051.0%15.1%66.5%2.5%53.1%-0.3%1.0%4.1M-420.3M-1.8M0.532.3664,34033,875607,626351,816
2017-02-06$13.57$11.0056.7%16.3%75.7%18.7%57.3%-0.2%-0.1%4.7M-520.8M-1.8M0.582.98193,935112,488566,366299,608
2017-02-07$13.25$12.0058.0%16.6%76.5%22.2%58.5%-0.1%0.1%4.0M-482.0M-2.0M0.651.93206,715133,431620,485356,511
2017-02-08$13.57$12.0057.8%16.6%76.6%21.7%58.1%-0.7%-0.2%4.3M-521.8M-2.1M0.402.23135,04454,281660,846392,220
2017-02-09$13.43$12.0055.6%15.9%76.3%15.5%56.1%-1.0%-0.1%5.2M-519.0M-2.2M0.722.1583,93060,463693,841397,656
2017-02-10$13.58$12.0051.4%15.1%73.9%3.8%52.9%-0.9%2.0%5.5M-544.6M-2.2M0.542.2894,67551,077704,000420,436
2017-02-13$13.50$12.0050.2%14.5%73.6%0.3%51.3%-0.2%1.1%4.7M-501.3M-2.1M0.612.2873,78544,672658,322370,607
2017-02-14$13.26$12.0049.8%14.3%66.5%0.0%50.6%-0.6%0.3%3.5M-455.1M-2.1M0.712.3744,79731,600672,892393,514
2017-02-15$13.33$12.0049.0%14.1%66.5%0.0%49.9%-0.1%1.1%3.9M-470.4M-2.2M0.772.1140,16430,749685,545393,993
2017-02-16$12.97$12.0048.0%13.7%67.7%0.0%48.4%-0.5%0.3%4.4M-404.1M-2.1M0.452.4270,98831,642693,653405,520
2017-02-17$13.09$12.0047.8%13.6%67.3%0.0%47.6%-0.6%1.4%5.5M-444.2M-2.2M0.381.9883,81332,059715,963406,439
2017-02-21$13.98$12.0051.0%14.8%69.6%8.6%52.3%-1.8%0.5%7.2M-553.9M-2.2M0.482.34149,94971,478651,220323,086
2017-02-22$14.29$13.0053.4%15.2%68.5%15.0%53.8%-1.6%0.2%7.8M-605.7M-2.3M0.422.26142,83560,369691,707363,756
2017-02-23$14.31$13.0054.0%15.6%68.1%16.6%54.5%-1.7%-0.1%6.6M-601.7M-2.4M0.632.26131,11183,016715,033393,649
2017-02-24$14.15$13.5054.9%15.4%68.8%19.0%54.3%-0.5%0.2%5.6M-571.7M-2.6M0.602.8587,65552,730741,656434,723
2017-02-27$15.15$13.5056.9%16.2%71.3%24.3%57.0%-1.3%0.8%6.4M-708.8M-2.6M0.512.26212,306108,232727,553416,044
2017-02-28$14.37$14.0061.4%17.5%75.4%36.1%62.4%-0.3%-0.0%5.0M-553.4M-2.6M0.582.84166,39597,258754,415447,120