AMD Options History — July 2017

In July 2017, AMD traded between $12.15 and $14.69. ATM implied volatility averaged 73.3%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 14.3% (HV 20d: 58.9%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.51.

Notable Days

2017-07-26: Highest Volume — 677,210 contracts
2017-07-26: Largest IV drop — 25.5% change
2017-07-06: Highest IV Rank — 100.0%
2017-07-06: Largest Expected Move — 22.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.72	$12.15	$14.69	$12.15	$13.65
Max Pain	$12.40	$12.00	$13.00	$12.00	$13.00
ATM IV	73.3%	53.5%	89.0%	71.1%	55.1%
Expected Move	20.3%	15.0%	22.8%	17.6%	15.5%
HV 20d	58.9%	49.1%	66.4%	64.8%	49.9%
HV 60d	77.5%	59.5%	81.3%	78.8%	59.5%
IV Rank	65.1%	18.2%	100.0%	70.0%	21.9%
IV Percentile	79.5%	15.5%	100.0%	83.7%	21.4%
Term Structure	-2.2%	-5.2%	2.8%	2.8%	-0.8%
VWIV	72.1%	52.7%	82.9%	64.1%	54.8%
Skew 25d	-1.6%	-4.9%	2.5%	2.5%	0.9%
Skew 10d	-3.7%	-9.8%	3.3%	-1.6%	2.5%
Call IV 25d	75.4%	54.3%	87.2%	72.3%	55.9%
Put IV 25d	73.8%	54.5%	87.1%	74.8%	56.7%
Bid-Ask Spread %	2.63	1.77	4.63	4.14	1.77
Gamma HHI	0.15	0.12	0.19	0.12	0.14
Net GEX	11.0M	6.8M	18.2M	6.8M	7.9M
Net DEX	-677.4M	-931.1M	-348.8M	-348.8M	-495.4M
Net VEX	-4.0M	-4.2M	-3.7M	-3.8M	-3.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.29	0.94	0.47	0.45
Total Volume	243,554.2	114,653	677,210	130,637	157,734
Total OI	2,080,759.8	1,727,236	2,272,399	2,021,929	1,740,082

Daily Data (20 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
2017-07-03	$12.15	$12.00	71.1%	17.6%	64.8%	70.0%	64.1%	2.5%	2.8%	6.8M	-348.8M	-3.8M	0.47	4.14	89,021	41,616	1,327,743	694,186
2017-07-05	$13.16	$12.00	81.2%	19.6%	66.4%	97.9%	69.6%	-1.5%	-5.2%	11.2M	-627.6M	-4.1M	0.33	3.19	222,369	74,149	1,366,147	714,213
2017-07-06	$13.00	$12.00	89.0%	22.8%	65.7%	100.0%	82.9%	-0.1%	-3.7%	11.4M	-584.7M	-4.1M	0.29	3.18	171,590	50,426	1,419,386	740,560
2017-07-07	$13.30	$12.00	83.2%	22.7%	65.3%	86.6%	80.1%	0.1%	-2.3%	11.5M	-684.7M	-4.2M	0.31	3.44	252,753	78,018	1,467,587	756,055
2017-07-10	$13.83	$12.00	82.2%	22.5%	63.4%	84.2%	78.9%	-1.2%	-1.9%	14.7M	-802.8M	-4.2M	0.68	2.69	111,030	75,235	1,418,889	730,741
2017-07-11	$13.90	$12.00	78.5%	21.4%	63.2%	75.8%	76.4%	-2.6%	-3.2%	14.9M	-807.9M	-4.2M	0.51	2.64	159,426	80,842	1,441,524	762,837
2017-07-12	$14.31	$12.00	75.7%	21.1%	63.4%	69.2%	76.3%	-4.3%	-1.4%	15.9M	-931.1M	-4.1M	0.59	2.13	103,230	60,674	1,425,314	775,761
2017-07-13	$13.62	$12.00	78.4%	21.8%	66.0%	75.5%	76.6%	-2.9%	-2.9%	10.5M	-686.2M	-4.1M	0.74	1.89	175,362	129,353	1,432,685	794,449
2017-07-14	$13.89	$12.00	75.9%	21.2%	64.9%	69.8%	75.7%	-3.8%	-3.0%	11.6M	-749.4M	-4.1M	0.54	2.25	183,023	99,656	1,439,775	832,624
2017-07-17	$13.83	$12.00	78.2%	22.2%	65.0%	75.1%	78.2%	-4.9%	-3.3%	9.7M	-704.9M	-4.0M	0.54	2.48	102,696	55,033	1,331,563	780,897
2017-07-18	$13.45	$13.00	77.9%	22.2%	65.1%	74.5%	78.5%	-3.4%	-3.0%	6.9M	-592.9M	-3.9M	0.51	2.90	122,358	62,028	1,353,383	793,248
2017-07-19	$13.59	$13.00	77.5%	22.2%	62.0%	73.6%	78.0%	-4.3%	-4.4%	9.5M	-656.9M	-3.9M	0.33	4.63	103,235	34,427	1,385,994	803,940
2017-07-20	$13.77	$13.00	75.0%	21.7%	51.0%	67.8%	76.0%	-3.8%	-3.6%	12.0M	-732.4M	-3.9M	0.56	2.33	73,553	41,100	1,423,503	812,488
2017-07-21	$13.82	$13.00	76.1%	22.2%	50.0%	70.3%	78.4%	-2.0%	-3.8%	8.6M	-730.1M	-4.0M	0.33	2.02	143,235	47,590	1,432,623	823,853
2017-07-24	$14.20	$12.00	75.0%	22.3%	51.1%	67.8%	77.9%	-0.9%	-3.3%	10.2M	-712.8M	-4.0M	0.36	1.93	152,519	55,636	1,123,713	603,523
2017-07-25	$14.11	$12.00	71.8%	21.5%	50.5%	60.4%	75.8%	-1.3%	-2.3%	10.9M	-696.4M	-4.0M	0.94	2.25	181,335	171,186	1,168,326	626,499
2017-07-26	$14.69	$13.00	53.5%	15.0%	49.9%	18.2%	52.7%	0.3%	0.1%	18.2M	-837.0M	-3.9M	0.50	2.38	451,161	226,049	1,217,234	715,139
2017-07-27	$14.11	$13.00	55.1%	15.5%	51.8%	21.7%	55.1%	1.4%	0.8%	10.1M	-602.6M	-3.8M	0.62	2.32	229,163	142,085	1,220,010	726,003
2017-07-28	$13.97	$13.00	54.8%	15.6%	49.1%	21.1%	56.0%	0.5%	0.5%	7.7M	-563.6M	-3.8M	0.58	1.94	101,766	59,422	1,245,316	747,383
2017-07-31	$13.65	$13.00	55.1%	15.5%	49.9%	21.9%	54.8%	0.9%	-0.8%	7.9M	-495.4M	-3.7M	0.45	1.77	108,855	48,879	1,103,504	636,578