AMD Options History — April 2017

In April 2017, AMD traded between $12.35 and $14.63. ATM implied volatility averaged 67.8%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 25.5% (HV 20d: 42.3%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.52.

Notable Days

2017-04-06: Highest Volume — 326,166 contracts
2017-04-26: Largest IV spike — 10.9% change
2017-04-12: Highest IV Rank — 73.0%
2017-04-11: Largest Expected Move — 20.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.27	$12.35	$14.63	$14.63	$13.32
Max Pain	$13.11	$13.00	$14.00	$13.00	$13.00
ATM IV	67.8%	57.9%	75.3%	66.4%	64.6%
Expected Move	18.8%	14.4%	20.7%	15.1%	20.3%
HV 20d	42.3%	36.7%	46.8%	36.7%	42.1%
HV 60d	58.6%	50.7%	61.0%	58.7%	50.7%
IV Rank	53.1%	26.7%	73.0%	49.4%	44.6%
IV Percentile	67.1%	27.0%	89.7%	63.5%	58.7%
Term Structure	-1.6%	-4.5%	2.2%	-1.8%	-3.9%
VWIV	66.2%	51.2%	73.0%	53.3%	71.8%
Skew 25d	0.1%	-2.3%	2.8%	-1.4%	-1.2%
Skew 10d	-2.6%	-8.8%	2.7%	-5.4%	-4.5%
Call IV 25d	69.1%	57.4%	75.5%	68.5%	66.9%
Put IV 25d	69.2%	57.8%	77.6%	67.1%	65.7%
Bid-Ask Spread %	3.26	2.37	5.17	3.92	2.59
Gamma HHI	0.13	0.10	0.21	0.14	0.11
Net GEX	6.1M	2.3M	10.6M	9.2M	6.6M
Net DEX	-387.7M	-676.4M	-181.2M	-676.4M	-397.4M
Net VEX	-3.1M	-3.2M	-2.9M	-3.2M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.33	0.91	0.87	0.48
Total Volume	123,865.895	43,976	326,166	126,141	101,838
Total OI	1,611,423.842	1,318,191	1,821,975	1,522,332	1,434,417

Daily Data (19 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
2017-04-03	$14.63	$13.00	66.4%	15.1%	36.7%	49.4%	53.3%	-1.4%	-1.8%	9.2M	-676.4M	-3.2M	0.87	3.92	67,468	58,673	934,602	587,730
2017-04-04	$14.15	$13.00	68.9%	15.7%	39.3%	56.1%	55.2%	1.6%	-0.9%	5.4M	-540.4M	-3.1M	0.79	3.73	76,405	60,362	949,345	613,561
2017-04-05	$14.21	$13.00	69.0%	14.4%	39.2%	56.3%	51.2%	2.8%	2.2%	5.9M	-560.0M	-3.1M	0.33	5.17	112,882	37,005	971,907	632,813
2017-04-06	$13.26	$14.00	72.2%	20.3%	46.8%	64.7%	71.4%	1.8%	-1.0%	3.1M	-319.2M	-3.0M	0.60	3.87	203,765	122,401	993,727	638,582
2017-04-07	$13.49	$14.00	73.5%	19.9%	45.2%	68.2%	69.7%	-0.6%	-1.6%	8.7M	-401.2M	-3.2M	0.40	3.25	112,200	44,765	1,044,997	663,865
2017-04-10	$13.11	$13.00	71.3%	20.0%	44.5%	62.5%	70.6%	2.0%	-0.5%	4.5M	-355.0M	-3.1M	0.42	3.23	90,698	37,951	1,014,453	623,183
2017-04-11	$13.04	$13.00	73.6%	20.7%	44.4%	68.6%	72.7%	0.3%	-0.2%	4.4M	-344.4M	-3.1M	0.46	3.49	119,005	54,367	1,041,860	635,362
2017-04-12	$12.75	$13.00	75.3%	20.6%	44.8%	73.0%	72.6%	2.2%	-3.4%	2.8M	-280.4M	-3.0M	0.39	3.35	59,516	23,376	1,081,014	647,907
2017-04-13	$12.35	$13.00	69.2%	19.3%	45.4%	56.7%	68.0%	1.1%	-1.6%	2.3M	-181.2M	-2.9M	0.51	3.46	113,572	58,393	1,099,967	644,875
2017-04-17	$12.44	$13.00	72.9%	20.6%	45.4%	66.7%	73.0%	-1.0%	-0.8%	3.3M	-239.8M	-3.0M	0.91	3.63	22,990	20,986	1,090,963	633,843
2017-04-18	$12.90	$13.00	69.1%	19.7%	41.8%	56.5%	68.8%	-1.6%	-0.6%	6.5M	-333.5M	-3.0M	0.69	2.83	52,033	35,773	1,116,972	637,746
2017-04-19	$12.84	$13.00	66.9%	19.2%	40.6%	50.8%	67.6%	0.6%	-2.0%	6.0M	-310.8M	-3.0M	0.48	2.87	63,283	30,435	1,132,464	650,228
2017-04-20	$13.08	$13.00	65.9%	19.0%	40.8%	48.1%	66.5%	-0.8%	-1.3%	8.1M	-373.7M	-3.1M	0.42	2.71	73,024	30,947	1,148,546	657,801
2017-04-21	$13.02	$13.00	65.3%	18.9%	40.5%	46.4%	66.6%	-0.3%	-0.9%	10.6M	-367.0M	-3.1M	0.44	2.37	59,565	26,397	1,159,724	662,251
2017-04-24	$13.12	$13.00	58.9%	17.1%	40.6%	29.6%	60.6%	1.7%	-4.5%	5.6M	-354.4M	-3.0M	0.37	3.15	74,390	27,275	870,920	447,271
2017-04-25	$13.44	$13.00	57.9%	17.4%	41.7%	26.7%	60.7%	-1.6%	-1.8%	7.8M	-425.3M	-3.1M	0.46	2.73	70,793	32,813	899,148	458,696
2017-04-26	$13.42	$13.00	64.2%	19.3%	41.7%	43.5%	69.3%	-1.7%	-3.8%	7.1M	-427.3M	-3.2M	0.39	2.95	53,428	20,915	920,629	468,163
2017-04-27	$13.63	$13.00	63.0%	19.7%	42.1%	40.3%	69.1%	-2.3%	-2.8%	7.8M	-478.1M	-3.2M	0.37	2.64	75,491	28,272	933,517	474,004
2017-04-28	$13.32	$13.00	64.6%	20.3%	42.1%	44.6%	71.8%	-1.2%	-3.9%	6.6M	-397.4M	-3.1M	0.48	2.59	68,702	33,136	953,948	480,469