AMD Options History — June 2017

In June 2017, AMD traded between $10.88 and $14.36. ATM implied volatility averaged 56.5%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 4.5% (HV 20d: 61.1%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.50.

Notable Days

2017-06-09: Highest Volume — 518,837 contracts
2017-06-07: Largest IV spike — 10.6% change
2017-06-30: Highest IV Rank — 54.9%
2017-06-27: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.47	$10.88	$14.36	$10.94	$12.56
Max Pain	$11.91	$11.00	$12.00	$11.00	$12.00
ATM IV	56.5%	45.7%	66.0%	46.4%	65.7%
Expected Move	16.2%	12.9%	17.9%	13.2%	17.5%
HV 20d	61.1%	42.6%	71.7%	66.9%	64.0%
HV 60d	76.9%	74.1%	79.7%	74.1%	79.7%
IV Rank	27.6%	0.0%	54.9%	0.0%	54.9%
IV Percentile	30.6%	0.0%	68.3%	0.0%	68.3%
Term Structure	2.8%	-1.3%	6.5%	-0.8%	4.8%
VWIV	57.0%	45.5%	62.8%	46.7%	62.2%
Skew 25d	-0.1%	-1.7%	1.3%	-0.3%	-0.1%
Skew 10d	0.1%	-3.4%	6.0%	-0.2%	0.8%
Call IV 25d	57.2%	46.7%	66.6%	47.9%	63.7%
Put IV 25d	57.1%	47.2%	67.0%	47.6%	63.6%
Bid-Ask Spread %	2.38	1.83	3.90	1.83	2.51
Gamma HHI	0.12	0.10	0.15	0.10	0.13
Net GEX	9.8M	4.8M	14.6M	5.8M	5.2M
Net DEX	-523.7M	-1.01B	-168.0M	-190.0M	-402.6M
Net VEX	-3.9M	-4.3M	-3.2M	-3.2M	-3.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.28	0.81	0.47	0.65
Total Volume	236,255.773	88,877	518,837	88,877	166,812
Total OI	1,989,218	1,799,401	2,127,359	1,819,498	2,127,359

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
2017-06-01	$10.94	$11.00	46.4%	13.2%	66.9%	0.0%	46.7%	-0.3%	-0.8%	5.8M	-190.0M	-3.2M	0.47	1.83	60,382	28,495	1,197,810	621,688
2017-06-02	$10.88	$11.00	45.7%	12.9%	66.3%	0.0%	45.5%	0.5%	-1.3%	4.8M	-168.0M	-3.2M	0.73	2.01	57,272	41,847	1,213,244	630,728
2017-06-05	$11.24	$12.00	48.4%	14.7%	67.1%	6.9%	52.8%	-0.5%	0.7%	6.9M	-264.2M	-3.3M	0.28	2.07	103,134	29,055	1,177,788	621,613
2017-06-06	$12.04	$12.00	49.4%	14.9%	70.2%	9.4%	52.9%	0.8%	0.4%	10.9M	-470.6M	-3.6M	0.32	2.09	252,396	80,704	1,205,304	624,226
2017-06-07	$12.45	$12.00	54.7%	15.8%	70.7%	22.6%	55.9%	-1.0%	-0.7%	12.0M	-586.3M	-3.8M	0.31	2.08	329,869	101,213	1,237,292	633,788
2017-06-08	$12.84	$12.00	53.5%	15.6%	68.9%	19.6%	54.9%	-1.5%	0.7%	13.4M	-687.1M	-3.9M	0.45	2.43	165,919	74,398	1,281,530	662,253
2017-06-09	$12.20	$12.00	58.5%	17.4%	71.6%	32.2%	61.1%	-0.7%	1.0%	9.8M	-525.2M	-3.9M	0.56	2.45	332,484	186,353	1,316,984	689,587
2017-06-12	$12.08	$12.00	58.5%	17.5%	71.7%	32.3%	61.5%	0.6%	2.0%	9.7M	-454.1M	-3.9M	0.43	1.98	162,125	70,266	1,289,535	665,278
2017-06-13	$11.99	$12.00	55.3%	16.5%	71.6%	24.2%	58.4%	-0.4%	2.2%	10.5M	-441.1M	-3.9M	0.45	2.22	123,893	56,168	1,348,424	690,615
2017-06-14	$11.75	$12.00	53.5%	16.1%	60.5%	19.6%	56.7%	0.1%	2.4%	9.7M	-369.2M	-3.8M	0.31	2.24	77,083	23,920	1,379,938	698,664
2017-06-15	$11.46	$12.00	54.2%	16.2%	42.7%	21.3%	57.3%	1.3%	2.9%	7.9M	-294.0M	-3.7M	0.56	2.30	84,184	46,775	1,394,481	702,949
2017-06-16	$11.42	$12.00	53.5%	15.7%	42.6%	19.8%	55.2%	0.9%	2.4%	6.5M	-273.8M	-3.6M	0.50	2.15	90,883	45,035	1,408,353	708,862
2017-06-19	$11.90	$12.00	52.9%	15.3%	45.0%	18.1%	54.3%	-1.3%	6.3%	9.0M	-385.7M	-3.8M	0.35	2.39	110,056	39,067	1,265,643	619,715
2017-06-20	$12.64	$12.00	57.8%	16.6%	47.3%	30.4%	58.5%	-0.8%	5.1%	12.7M	-588.2M	-4.1M	0.35	2.43	232,392	81,781	1,307,381	635,311
2017-06-21	$13.95	$12.00	59.3%	17.0%	56.7%	34.2%	59.5%	-1.7%	3.5%	14.3M	-937.2M	-4.3M	0.41	2.40	339,856	138,691	1,340,302	667,866
2017-06-22	$14.33	$12.00	59.6%	16.9%	56.9%	35.0%	58.7%	-1.1%	4.2%	14.6M	-1.01B	-4.3M	0.46	2.28	268,518	122,976	1,355,854	710,374
2017-06-23	$14.36	$12.00	60.8%	17.0%	57.0%	38.0%	59.9%	-0.2%	3.8%	12.7M	-993.2M	-4.3M	0.53	2.44	204,417	109,206	1,363,076	752,553
2017-06-26	$14.04	$12.00	64.4%	17.4%	58.3%	47.1%	61.4%	0.3%	4.7%	12.2M	-821.4M	-4.3M	0.63	3.90	115,489	72,859	1,310,255	705,482
2017-06-27	$13.48	$12.00	66.0%	17.9%	61.2%	51.0%	62.8%	0.3%	4.3%	10.3M	-663.7M	-4.2M	0.81	2.96	90,261	72,851	1,326,352	708,983
2017-06-28	$13.22	$12.00	62.6%	16.2%	62.1%	44.7%	56.8%	0.9%	6.5%	8.9M	-574.9M	-4.1M	0.74	2.45	108,473	79,801	1,335,670	735,901
2017-06-29	$12.66	$12.00	63.3%	17.6%	64.0%	46.7%	61.4%	0.7%	5.9%	7.2M	-417.4M	-3.9M	0.65	2.85	133,862	86,406	1,348,031	745,754
2017-06-30	$12.56	$12.00	65.7%	17.5%	64.0%	54.9%	62.2%	-0.1%	4.8%	5.2M	-402.6M	-3.9M	0.65	2.51	101,131	65,681	1,372,494	754,865