AMD Options History — March 2017

In March 2017, AMD traded between $13.00 and $14.97. ATM implied volatility averaged 60.6%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 1.7% (HV 20d: 58.9%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.57.

Notable Days

2017-03-03: Highest Volume — 343,825 contracts
2017-03-30: Largest IV drop — 10.8% change
2017-03-28: Highest IV Rank — 64.7%
2017-03-28: Largest Expected Move — 18.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.80	$13.00	$14.97	$14.97	$14.59
Max Pain	$12.74	$12.00	$14.00	$14.00	$13.00
ATM IV	60.6%	55.9%	72.2%	58.7%	61.9%
Expected Move	17.0%	14.4%	18.4%	17.1%	14.4%
HV 20d	58.9%	36.8%	74.7%	74.7%	36.8%
HV 60d	59.3%	58.3%	62.6%	58.5%	58.9%
IV Rank	34.1%	21.5%	64.7%	28.9%	37.5%
IV Percentile	36.9%	15.9%	81.7%	28.2%	48.4%
Term Structure	3.3%	-3.6%	12.1%	0.3%	11.9%
VWIV	60.0%	50.4%	64.8%	60.1%	50.4%
Skew 25d	0.2%	-1.7%	2.1%	-1.2%	1.0%
Skew 10d	-1.0%	-12.7%	9.8%	3.6%	0.1%
Call IV 25d	60.8%	55.4%	74.2%	59.9%	57.8%
Put IV 25d	61.0%	54.8%	74.6%	58.6%	58.7%
Bid-Ask Spread %	3.39	2.02	6.80	2.19	3.91
Gamma HHI	0.15	0.11	0.31	0.11	0.19
Net GEX	7.5M	-3.0M	14.6M	6.7M	14.6M
Net DEX	-510.9M	-739.2M	-283.6M	-674.4M	-739.2M
Net VEX	-2.9M	-3.1M	-2.5M	-2.7M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.37	0.89	0.37	0.47
Total Volume	168,189.478	79,276	343,825	150,396	303,493
Total OI	1,421,119.043	1,263,478	1,564,560	1,275,497	1,564,560

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
2017-03-01	$14.97	$14.00	58.7%	17.1%	74.7%	28.9%	60.1%	-1.2%	0.3%	6.7M	-674.4M	-2.7M	0.37	2.19	109,424	40,972	799,342	476,155
2017-03-02	$13.93	$14.00	57.8%	16.2%	65.4%	26.7%	57.2%	-0.2%	-0.3%	4.9M	-458.3M	-2.6M	0.67	2.32	172,565	116,392	788,738	474,740
2017-03-03	$13.04	$14.00	59.0%	16.5%	70.2%	29.8%	58.4%	-0.9%	-0.3%	1.7M	-283.6M	-2.5M	0.79	2.02	191,887	151,938	806,796	505,092
2017-03-06	$13.00	$12.00	61.7%	18.4%	70.2%	36.8%	64.8%	-0.8%	-1.3%	4.4M	-350.2M	-2.7M	0.50	2.44	143,746	71,956	796,824	474,439
2017-03-07	$13.04	$12.00	58.8%	18.2%	58.9%	29.2%	64.0%	-1.6%	-0.3%	5.6M	-369.4M	-2.7M	0.46	2.57	98,644	45,628	844,956	487,571
2017-03-08	$13.14	$12.00	55.9%	17.4%	58.4%	21.5%	61.5%	0.4%	-0.3%	6.5M	-389.0M	-2.7M	0.58	2.28	82,860	48,068	867,704	496,041
2017-03-09	$13.33	$12.00	58.2%	17.4%	58.0%	27.6%	61.1%	-1.7%	-0.0%	7.0M	-425.3M	-2.8M	0.43	2.99	93,921	40,071	879,424	514,025
2017-03-10	$13.83	$12.00	58.0%	16.7%	59.3%	27.2%	58.8%	-1.2%	-0.6%	8.4M	-551.8M	-2.9M	0.50	3.01	121,093	60,652	919,846	523,478
2017-03-13	$14.27	$12.00	57.8%	17.1%	60.2%	26.7%	60.5%	0.2%	2.4%	9.9M	-629.0M	-2.9M	0.53	3.38	127,104	67,199	885,687	511,014
2017-03-14	$14.09	$12.00	57.5%	17.2%	60.4%	25.9%	61.0%	1.6%	2.7%	8.6M	-583.9M	-2.9M	0.54	3.02	87,874	47,326	911,679	535,274
2017-03-15	$14.02	$12.00	56.1%	17.2%	60.0%	22.2%	60.3%	0.1%	3.9%	8.4M	-570.5M	-3.0M	0.48	3.67	106,603	51,684	926,652	544,441
2017-03-16	$13.68	$12.00	57.9%	18.0%	60.7%	27.0%	63.3%	1.7%	8.3%	7.3M	-498.3M	-3.0M	0.89	2.97	75,038	66,981	955,546	535,720
2017-03-17	$13.50	$13.00	57.5%	17.5%	60.1%	25.9%	61.6%	-0.6%	6.6%	-3.0M	-434.6M	-3.0M	0.63	3.25	96,256	61,041	975,287	563,977
2017-03-20	$14.32	$13.00	56.2%	16.4%	63.4%	22.3%	57.8%	-0.9%	4.9%	10.5M	-636.9M	-3.0M	0.73	4.78	151,062	110,247	886,515	485,036
2017-03-21	$13.86	$13.00	58.6%	16.9%	60.3%	28.8%	59.2%	0.9%	8.3%	8.7M	-533.1M	-3.1M	0.57	4.95	96,364	55,384	919,011	517,700
2017-03-22	$14.08	$13.00	57.4%	16.5%	60.0%	25.6%	58.1%	-0.2%	12.1%	9.9M	-576.4M	-3.0M	0.47	3.78	75,533	35,170	930,272	530,799
2017-03-23	$13.84	$13.00	60.5%	16.8%	60.3%	33.9%	59.2%	1.5%	9.1%	9.7M	-516.5M	-3.0M	0.84	3.46	52,680	43,996	942,248	540,161
2017-03-24	$13.74	$13.00	65.0%	17.7%	60.2%	45.8%	61.7%	2.1%	7.0%	6.8M	-486.8M	-3.0M	0.55	6.80	73,126	40,394	943,994	557,719
2017-03-27	$13.70	$13.00	71.1%	17.4%	54.3%	61.8%	61.6%	0.2%	-3.6%	7.5M	-487.7M	-3.0M	0.51	3.39	67,648	34,301	898,524	526,671
2017-03-28	$13.69	$13.00	72.2%	18.4%	51.3%	64.7%	64.6%	0.4%	-2.5%	8.6M	-495.9M	-3.0M	0.54	3.65	67,415	36,605	920,992	536,740
2017-03-29	$13.72	$13.00	71.9%	16.6%	48.7%	64.0%	58.8%	2.1%	-1.0%	8.9M	-489.9M	-3.0M	0.50	3.28	52,696	26,580	927,176	553,401
2017-03-30	$14.00	$13.00	64.1%	15.7%	42.3%	43.3%	55.1%	1.7%	8.9%	11.0M	-569.0M	-3.0M	0.49	3.77	112,929	55,812	940,326	563,445
2017-03-31	$14.59	$13.00	61.9%	14.4%	36.8%	37.5%	50.4%	1.0%	11.9%	14.6M	-739.2M	-3.1M	0.47	3.91	206,352	97,141	970,710	593,850