AMD Options History — August 2017

In August 2017, AMD traded between $12.01 and $13.72. ATM implied volatility averaged 49.3%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 9.2% (HV 20d: 40.1%). Max pain ranged from $13.00 to $14.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.47.

Notable Days

2017-08-30: Highest Volume — 212,507 contracts
2017-08-14: Largest IV drop — 14.7% change
2017-08-10: Highest IV Rank — 23.3%
2017-08-10: Largest Expected Move — 16.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.70	$12.01	$13.72	$13.72	$12.97
Max Pain	$13.22	$13.00	$14.00	$13.00	$13.00
ATM IV	49.3%	45.6%	55.7%	52.6%	47.5%
Expected Move	13.9%	12.5%	16.0%	14.0%	12.8%
HV 20d	40.1%	36.8%	47.9%	47.9%	41.4%
HV 60d	53.7%	49.7%	59.7%	59.5%	49.7%
IV Rank	8.4%	0.0%	23.3%	15.9%	4.5%
IV Percentile	6.5%	0.0%	25.8%	11.5%	3.2%
Term Structure	0.1%	-1.2%	1.5%	-0.3%	1.5%
VWIV	49.2%	44.5%	56.6%	49.8%	45.7%
Skew 25d	0.7%	-0.5%	2.2%	0.5%	-0.5%
Skew 10d	1.8%	-0.7%	5.6%	2.9%	1.0%
Call IV 25d	50.1%	46.3%	56.0%	53.0%	48.7%
Put IV 25d	50.8%	46.8%	57.4%	53.5%	48.2%
Bid-Ask Spread %	1.97	1.33	4.50	1.78	2.46
Gamma HHI	0.13	0.11	0.16	0.13	0.16
Net GEX	7.4M	3.3M	14.1M	9.0M	14.1M
Net DEX	-341.2M	-515.0M	-196.1M	-515.0M	-507.8M
Net VEX	-3.4M	-3.7M	-3.1M	-3.7M	-3.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.18	0.85	0.44	0.33
Total Volume	133,070.652	77,072	212,507	97,025	200,245
Total OI	1,791,627.174	1,615,505	1,917,334	1,782,057	1,802,244

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
2017-08-01	$13.72	$13.00	52.6%	14.0%	47.9%	15.9%	49.8%	0.5%	-0.3%	9.0M	-515.0M	-3.7M	0.44	1.78	67,293	29,732	1,130,548	651,509
2017-08-02	$13.38	$13.00	53.6%	14.5%	40.4%	18.3%	51.3%	1.5%	-1.2%	7.5M	-430.8M	-3.6M	0.55	1.75	87,806	48,309	1,145,259	656,776
2017-08-03	$13.25	$14.00	51.6%	14.7%	40.3%	13.6%	51.7%	1.3%	-0.7%	7.2M	-407.1M	-3.6M	0.51	2.06	76,384	38,989	1,160,196	664,931
2017-08-04	$13.10	$14.00	49.9%	14.2%	39.6%	9.9%	50.3%	0.2%	-1.1%	6.6M	-376.1M	-3.5M	0.37	1.71	94,474	35,361	1,177,835	672,205
2017-08-07	$13.41	$14.00	49.3%	14.3%	37.9%	8.4%	49.8%	0.5%	1.0%	8.7M	-472.4M	-3.6M	0.40	1.92	75,522	29,879	1,126,398	639,359
2017-08-08	$13.13	$14.00	49.3%	14.2%	38.4%	8.5%	49.8%	0.5%	0.5%	8.0M	-414.8M	-3.5M	0.63	1.76	56,229	35,603	1,151,167	647,505
2017-08-09	$12.85	$14.00	52.5%	15.0%	37.0%	15.7%	53.0%	0.8%	-0.2%	5.4M	-335.3M	-3.4M	0.60	1.68	117,356	70,954	1,158,286	664,091
2017-08-10	$12.17	$13.00	55.7%	16.0%	37.8%	23.3%	56.6%	1.4%	0.1%	3.3M	-198.3M	-3.3M	0.70	1.92	121,860	85,716	1,187,179	674,130
2017-08-11	$12.20	$13.00	54.9%	15.8%	36.8%	21.3%	55.1%	2.2%	0.3%	3.8M	-196.1M	-3.3M	0.85	1.75	102,513	86,763	1,218,245	693,221
2017-08-14	$12.74	$13.00	46.8%	13.4%	40.8%	2.6%	47.6%	0.3%	1.4%	7.1M	-346.9M	-3.3M	0.51	1.76	88,755	45,021	1,169,925	653,275
2017-08-15	$13.05	$13.00	47.1%	13.5%	41.0%	3.3%	47.6%	-0.2%	1.0%	10.0M	-441.3M	-3.4M	0.47	1.80	72,059	33,720	1,191,359	658,978
2017-08-16	$12.65	$13.00	47.6%	13.6%	42.0%	4.4%	48.5%	0.8%	-0.2%	8.2M	-339.3M	-3.3M	0.54	1.79	71,174	38,634	1,208,549	665,736
2017-08-17	$12.36	$13.00	48.8%	14.0%	42.1%	7.1%	49.2%	0.8%	-0.1%	5.5M	-257.9M	-3.2M	0.71	1.33	59,104	42,146	1,222,973	676,383
2017-08-18	$12.42	$13.00	48.4%	13.9%	42.1%	6.4%	48.9%	1.1%	0.2%	5.7M	-255.8M	-3.2M	0.76	1.83	74,503	56,572	1,234,469	682,865
2017-08-21	$12.01	$13.00	48.1%	13.6%	41.4%	5.7%	49.5%	1.2%	-0.2%	3.6M	-205.7M	-3.1M	0.48	1.98	95,688	45,905	1,039,399	576,106
2017-08-22	$12.17	$13.00	47.6%	13.7%	42.1%	4.5%	49.4%	1.1%	-0.0%	5.3M	-244.3M	-3.1M	0.30	2.00	76,475	22,972	1,070,093	588,906
2017-08-23	$12.49	$13.00	46.4%	13.2%	40.2%	1.6%	47.5%	1.1%	0.4%	8.4M	-322.1M	-3.2M	0.19	2.01	96,884	18,850	1,094,339	595,009
2017-08-24	$12.51	$13.00	45.8%	13.0%	38.5%	0.2%	46.1%	-0.2%	0.0%	10.3M	-338.4M	-3.3M	0.45	1.83	79,572	36,190	1,128,501	598,883
2017-08-25	$12.41	$13.00	49.2%	13.3%	38.5%	8.2%	47.4%	0.1%	-0.5%	6.8M	-306.2M	-3.3M	0.30	1.84	115,891	35,136	1,138,883	606,474
2017-08-28	$12.24	$13.00	49.1%	13.5%	38.1%	8.0%	48.5%	0.1%	-0.3%	7.1M	-277.6M	-3.2M	0.20	1.84	86,982	17,825	1,116,727	587,494
2017-08-29	$12.16	$13.00	46.8%	12.7%	37.9%	2.6%	44.9%	0.4%	0.1%	7.5M	-265.6M	-3.2M	0.39	4.50	55,510	21,562	1,139,801	592,647
2017-08-30	$12.63	$13.00	45.6%	12.5%	40.2%	0.0%	44.5%	0.4%	0.4%	11.9M	-393.2M	-3.4M	0.18	1.93	179,651	32,856	1,153,735	594,832
2017-08-31	$12.97	$13.00	47.5%	12.8%	41.4%	4.5%	45.7%	-0.5%	1.5%	14.1M	-507.8M	-3.5M	0.33	2.46	150,162	50,083	1,198,566	603,678