AMD Options History — September 2017

In September 2017, AMD traded between $12.23 and $13.56. ATM implied volatility averaged 49.7%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 12.9% (HV 20d: 36.8%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.53.

Notable Days

2017-09-21: Highest Volume — 483,878 contracts
2017-09-25: Largest IV spike — 17.0% change
2017-09-29: Highest IV Rank — 39.8%
2017-09-08: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.77	$12.23	$13.56	$13.15	$12.74
Max Pain	$13.00	$13.00	$13.00	$13.00	$13.00
ATM IV	49.7%	41.7%	60.5%	47.0%	60.5%
Expected Move	14.3%	13.1%	15.7%	13.6%	13.7%
HV 20d	36.8%	31.9%	41.5%	41.5%	37.0%
HV 60d	44.7%	38.9%	49.4%	49.4%	38.9%
IV Rank	14.6%	0.0%	39.8%	3.2%	39.8%
IV Percentile	17.3%	0.0%	57.1%	2.8%	57.1%
Term Structure	4.2%	-0.9%	8.6%	0.7%	-0.3%
VWIV	50.4%	46.6%	54.9%	49.9%	48.5%
Skew 25d	-0.1%	-2.6%	1.1%	-0.4%	-2.6%
Skew 10d	0.7%	-4.3%	6.5%	-0.3%	1.4%
Call IV 25d	50.6%	41.3%	61.6%	48.5%	61.6%
Put IV 25d	50.5%	41.9%	60.5%	48.1%	59.0%
Bid-Ask Spread %	3.69	1.66	26.23	3.44	2.32
Gamma HHI	0.15	0.12	0.18	0.15	0.13
Net GEX	9.7M	5.8M	17.0M	12.4M	7.8M
Net DEX	-407.7M	-621.2M	-271.6M	-573.3M	-374.4M
Net VEX	-3.5M	-3.8M	-3.2M	-3.5M	-3.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.29	1.12	0.29	0.54
Total Volume	162,226.25	71,393	483,878	199,489	82,523
Total OI	1,865,406.05	1,673,450	2,020,041	1,843,007	2,020,041

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
2017-09-01	$13.15	$13.00	47.0%	13.6%	41.5%	3.2%	49.9%	-0.4%	0.7%	12.4M	-573.3M	-3.5M	0.29	3.44	154,068	45,421	1,227,256	615,751
2017-09-05	$12.93	$13.00	49.5%	15.5%	41.0%	8.9%	54.4%	0.4%	-0.9%	11.5M	-452.1M	-3.4M	0.79	2.41	85,188	67,181	1,178,198	598,521
2017-09-06	$12.85	$13.00	47.1%	15.2%	40.4%	3.4%	53.5%	0.3%	-0.3%	11.2M	-436.5M	-3.4M	0.68	2.57	59,620	40,539	1,197,818	620,979
2017-09-07	$12.67	$13.00	46.2%	15.0%	40.0%	1.4%	52.6%	0.2%	0.1%	9.8M	-374.5M	-3.4M	0.51	2.44	54,626	28,023	1,209,986	634,728
2017-09-08	$12.25	$13.00	47.3%	15.7%	36.9%	3.9%	54.9%	0.6%	0.5%	7.2M	-271.7M	-3.2M	0.70	2.60	103,814	72,282	1,220,899	640,669
2017-09-11	$12.54	$13.00	43.5%	14.3%	37.8%	0.0%	50.1%	-0.0%	6.3%	9.0M	-352.6M	-3.3M	0.32	1.88	79,068	25,536	1,209,555	637,280
2017-09-12	$12.30	$13.00	43.2%	14.4%	35.0%	0.0%	51.0%	-0.1%	6.9%	7.4M	-292.3M	-3.2M	0.47	2.25	79,730	37,774	1,225,860	641,307
2017-09-13	$12.23	$13.00	41.7%	14.0%	33.7%	0.0%	49.0%	0.6%	7.2%	6.5M	-271.6M	-3.2M	0.53	1.66	77,454	41,411	1,248,888	656,493
2017-09-14	$12.26	$13.00	42.0%	13.6%	32.0%	0.5%	47.5%	0.6%	6.4%	6.3M	-276.9M	-3.2M	0.71	2.04	60,740	43,199	1,260,935	669,122
2017-09-15	$12.51	$13.00	44.1%	14.1%	31.9%	4.9%	49.4%	1.0%	8.0%	8.7M	-347.3M	-3.3M	0.45	1.82	137,434	61,880	1,273,907	683,801
2017-09-18	$13.09	$13.00	47.6%	13.9%	35.6%	12.5%	49.2%	0.0%	7.9%	11.8M	-505.9M	-3.5M	0.41	2.95	192,744	78,123	1,085,050	588,400
2017-09-19	$13.11	$13.00	48.3%	14.0%	32.9%	13.9%	49.3%	1.1%	7.5%	12.3M	-510.1M	-3.6M	0.48	2.13	108,535	51,641	1,123,674	614,424
2017-09-20	$13.56	$13.00	51.2%	14.7%	34.4%	20.1%	51.2%	-1.7%	8.3%	14.0M	-621.2M	-3.7M	0.30	26.23	111,940	33,613	1,153,166	627,478
2017-09-21	$13.41	$13.00	53.3%	15.1%	34.0%	24.5%	53.2%	-1.0%	4.3%	17.0M	-618.9M	-3.7M	0.40	2.49	346,822	137,056	1,179,141	632,810
2017-09-22	$13.30	$13.00	48.6%	13.1%	34.3%	14.6%	46.6%	-2.0%	8.6%	11.9M	-547.4M	-3.7M	1.12	2.86	100,766	112,420	1,213,178	679,418
2017-09-25	$12.61	$13.00	56.9%	14.3%	39.6%	32.1%	50.8%	0.4%	3.8%	5.8M	-313.8M	-3.7M	0.51	2.70	126,844	64,896	1,147,452	719,497
2017-09-26	$12.45	$13.00	58.2%	13.5%	39.5%	34.9%	48.5%	0.8%	4.4%	5.9M	-283.1M	-3.6M	0.64	4.42	90,116	57,274	1,193,104	719,746
2017-09-27	$12.77	$13.00	58.8%	13.9%	40.3%	36.2%	49.0%	-0.8%	2.7%	8.7M	-375.3M	-3.7M	0.30	2.73	94,216	28,615	1,224,686	741,821
2017-09-28	$12.68	$13.00	59.0%	13.9%	38.2%	36.6%	49.4%	-0.1%	1.9%	8.7M	-354.2M	-3.7M	0.41	1.88	50,572	20,821	1,247,214	745,868
2017-09-29	$12.74	$13.00	60.5%	13.7%	37.0%	39.8%	48.5%	-2.6%	-0.3%	7.8M	-374.4M	-3.8M	0.54	2.32	53,640	28,883	1,263,361	756,680