AMD Options History — May 2017

In May 2017, AMD traded between $10.02 and $13.59. ATM implied volatility averaged 53.1%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded below realized volatility by 51.2% (HV 20d: 104.3%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.47.

Notable Days

2017-05-02: Highest Volume — 655,840 contracts
2017-05-16: Largest IV spike — 16.1% change
2017-05-01: Highest IV Rank — 36.0%
2017-05-01: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.04	$10.02	$13.59	$13.59	$11.17
Max Pain	$10.98	$10.00	$13.00	$13.00	$11.00
ATM IV	53.1%	47.6%	61.3%	61.3%	47.6%
Expected Move	15.5%	13.3%	20.2%	20.2%	13.8%
HV 20d	104.3%	39.7%	118.3%	39.7%	66.4%
HV 60d	73.6%	50.7%	78.9%	50.7%	74.0%
IV Rank	14.2%	0.0%	36.0%	36.0%	0.0%
IV Percentile	12.6%	0.0%	46.4%	46.4%	0.0%
Term Structure	-0.5%	-2.9%	0.7%	-1.7%	0.1%
VWIV	54.7%	47.1%	72.3%	71.0%	48.1%
Skew 25d	-0.4%	-1.8%	0.6%	-1.4%	-0.3%
Skew 10d	-1.1%	-7.3%	1.0%	-2.9%	-0.6%
Call IV 25d	54.5%	49.2%	63.7%	62.4%	49.4%
Put IV 25d	54.1%	48.7%	62.2%	61.0%	49.1%
Bid-Ask Spread %	2.39	1.92	3.29	2.44	2.01
Gamma HHI	0.11	0.08	0.14	0.12	0.10
Net GEX	5.9M	649.7K	11.7M	7.8M	7.5M
Net DEX	-206.7M	-678.2M	17.2M	-454.1M	-252.8M
Net VEX	-3.1M	-3.8M	-2.3M	-3.1M	-3.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.27	1.17	0.42	0.38
Total Volume	216,550.273	66,554	655,840	282,488	94,675
Total OI	1,807,774.045	1,333,064	2,132,569	1,333,064	1,802,231

Daily Data (22 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
2017-05-01	$13.59	$13.00	61.3%	20.2%	39.7%	36.0%	71.0%	-1.4%	-1.7%	7.8M	-454.1M	-3.1M	0.42	2.44	198,496	83,992	891,149	441,915
2017-05-02	$10.39	$13.00	61.1%	19.9%	102.0%	35.5%	72.3%	-1.4%	-1.2%	649.7K	16.3M	-2.3M	0.46	2.56	449,237	206,603	969,442	487,877
2017-05-03	$10.35	$12.50	55.9%	17.7%	101.9%	21.5%	62.2%	0.4%	-0.5%	1.6M	-1.8M	-2.4M	0.54	2.44	250,083	135,277	1,103,433	552,383
2017-05-04	$10.11	$11.00	55.0%	15.3%	101.6%	19.2%	54.0%	0.4%	-1.5%	1.8M	17.2M	-2.4M	0.52	1.95	105,480	55,154	1,198,204	610,161
2017-05-05	$10.19	$10.00	53.1%	14.9%	100.1%	14.1%	52.8%	0.2%	-0.7%	3.0M	-9.8M	-2.5M	0.35	2.69	136,714	48,168	1,229,039	618,450
2017-05-08	$10.02	$10.00	49.7%	14.2%	99.4%	5.1%	50.0%	-0.4%	-0.2%	2.3M	-24.0M	-2.5M	0.42	2.07	76,482	32,270	1,104,935	572,588
2017-05-09	$10.15	$10.00	49.8%	14.3%	99.7%	5.3%	50.9%	-0.3%	0.3%	3.1M	-66.3M	-2.6M	0.42	2.82	101,572	42,454	1,152,323	584,640
2017-05-10	$10.76	$10.00	51.3%	14.8%	102.9%	9.5%	52.5%	0.2%	0.7%	7.3M	-208.3M	-3.0M	0.28	2.29	184,709	52,124	1,194,510	605,827
2017-05-11	$11.09	$10.00	51.7%	14.7%	103.7%	10.4%	52.3%	0.0%	0.3%	9.2M	-277.4M	-3.1M	0.36	2.35	192,309	69,273	1,233,770	625,782
2017-05-12	$11.18	$11.00	51.9%	14.9%	103.4%	10.9%	52.5%	-0.3%	0.1%	8.7M	-310.6M	-3.4M	0.28	2.13	109,863	30,637	1,281,248	667,375
2017-05-15	$11.40	$10.00	51.2%	14.7%	103.7%	9.1%	52.1%	-0.6%	0.0%	10.4M	-338.7M	-3.4M	0.27	2.38	181,118	49,554	1,252,843	619,432
2017-05-16	$12.68	$11.00	59.4%	17.0%	110.1%	31.0%	59.4%	-1.8%	-2.9%	11.7M	-678.2M	-3.8M	0.42	3.29	397,224	164,939	1,290,868	641,090
2017-05-17	$11.23	$11.00	58.1%	16.7%	118.2%	27.5%	59.5%	-1.0%	-1.0%	8.0M	-228.5M	-3.5M	0.60	3.09	220,349	131,985	1,357,748	724,251
2017-05-18	$11.30	$11.00	57.0%	16.3%	117.9%	24.6%	57.8%	-0.6%	0.3%	10.2M	-257.3M	-3.6M	0.48	2.56	126,471	60,850	1,404,421	728,148
2017-05-19	$11.38	$11.00	51.1%	14.8%	118.0%	8.9%	51.9%	-0.5%	-1.1%	6.4M	-265.7M	-3.6M	0.68	2.39	70,813	48,132	1,390,061	726,811
2017-05-22	$11.00	$11.00	52.5%	15.1%	118.3%	12.5%	53.2%	0.6%	-0.4%	4.7M	-203.8M	-3.4M	0.42	2.41	132,158	55,286	1,129,050	588,706
2017-05-23	$10.86	$11.00	52.7%	14.9%	117.6%	13.1%	52.8%	-0.1%	0.4%	4.6M	-185.4M	-3.4M	0.37	2.02	74,614	27,753	1,175,290	610,654
2017-05-24	$10.91	$11.00	51.4%	14.4%	117.7%	9.6%	50.9%	0.1%	0.1%	5.2M	-194.0M	-3.3M	0.48	2.41	44,981	21,573	1,186,538	616,642
2017-05-25	$10.99	$11.00	49.9%	14.0%	117.5%	5.6%	50.1%	-0.5%	-1.0%	6.1M	-198.8M	-3.3M	1.17	2.08	38,275	44,784	1,196,931	621,403
2017-05-26	$11.00	$11.00	48.1%	13.3%	117.5%	0.9%	47.1%	-0.4%	0.6%	4.4M	-194.0M	-3.3M	0.67	1.92	59,587	39,913	1,203,184	634,928
2017-05-30	$11.12	$11.00	49.0%	14.2%	117.2%	3.3%	49.7%	-0.5%	-0.9%	5.4M	-232.1M	-3.3M	0.31	2.28	90,043	28,132	1,141,687	603,061
2017-05-31	$11.17	$11.00	47.6%	13.8%	66.4%	0.0%	48.1%	-0.3%	0.1%	7.5M	-252.8M	-3.3M	0.38	2.01	68,438	26,237	1,187,178	615,053