AMD Options History — October 2017

In October 2017, AMD traded between $10.89 and $14.27. ATM implied volatility averaged 55.5%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 14.2% (HV 20d: 41.3%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.59.

Notable Days

2017-10-25: Highest Volume — 584,597 contracts
2017-10-25: Largest IV drop — 26.0% change
2017-10-09: Highest IV Rank — 42.1%
2017-10-24: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.28	$10.89	$14.27	$12.72	$10.99
Max Pain	$13.00	$13.00	$13.00	$13.00	$13.00
ATM IV	55.5%	43.3%	61.6%	58.3%	44.8%
Expected Move	15.4%	12.6%	18.0%	14.1%	13.5%
HV 20d	41.3%	25.4%	65.4%	36.6%	61.7%
HV 60d	39.6%	35.2%	48.9%	38.6%	48.7%
IV Rank	29.2%	3.3%	42.1%	35.0%	6.5%
IV Percentile	39.1%	1.2%	63.9%	46.8%	3.2%
Term Structure	-2.4%	-4.8%	0.5%	-2.0%	0.5%
VWIV	54.3%	44.6%	62.9%	50.4%	48.0%
Skew 25d	-1.3%	-3.0%	0.2%	-1.0%	-0.9%
Skew 10d	-1.6%	-6.2%	0.3%	-2.0%	-0.6%
Call IV 25d	57.3%	44.3%	64.8%	60.1%	46.2%
Put IV 25d	56.0%	43.3%	61.9%	59.1%	45.3%
Bid-Ask Spread %	2.48	1.87	6.31	2.44	2.27
Gamma HHI	0.14	0.09	0.21	0.14	0.09
Net GEX	11.5M	1.3M	18.7M	7.9M	2.6M
Net DEX	-514.4M	-820.7M	16.0M	-371.1M	-5.0M
Net VEX	-3.6M	-3.9M	-3.1M	-3.6M	-3.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.31	1.04	0.75	0.43
Total Volume	201,121.182	85,655	584,597	102,591	207,790
Total OI	1,983,552.227	1,582,258	2,118,580	1,934,152	2,018,314

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
2017-10-02	$12.72	$13.00	58.3%	14.1%	36.6%	35.0%	50.4%	-1.0%	-2.0%	7.9M	-371.1M	-3.6M	0.75	2.44	58,569	44,022	1,200,166	733,986
2017-10-03	$13.42	$13.00	61.5%	14.3%	41.0%	41.9%	50.5%	-0.5%	-4.8%	13.0M	-585.4M	-3.8M	0.31	2.36	205,892	63,004	1,220,238	755,477
2017-10-04	$13.30	$13.00	61.4%	13.8%	41.0%	41.6%	48.6%	-2.6%	-3.7%	15.7M	-563.6M	-3.8M	0.50	3.41	69,715	34,522	1,252,801	760,811
2017-10-05	$13.35	$13.00	59.2%	16.1%	40.6%	36.9%	56.6%	-2.4%	-3.3%	17.2M	-581.3M	-3.8M	0.69	2.04	70,716	48,565	1,272,308	767,731
2017-10-06	$13.25	$13.00	59.7%	15.9%	38.5%	38.0%	56.7%	-2.9%	-4.7%	10.6M	-537.7M	-3.9M	1.04	2.65	67,718	70,183	1,281,182	789,707
2017-10-09	$13.48	$13.00	61.6%	16.5%	38.2%	42.1%	58.0%	-1.8%	-2.6%	11.4M	-581.1M	-3.8M	0.70	2.24	110,715	77,946	1,237,524	808,336
2017-10-10	$13.69	$13.00	61.2%	16.5%	37.4%	41.1%	57.8%	-0.9%	-3.5%	13.9M	-646.9M	-3.8M	0.59	2.02	78,809	46,284	1,250,996	834,410
2017-10-11	$13.85	$13.00	58.9%	16.2%	37.2%	36.4%	56.8%	-1.4%	-2.7%	16.9M	-705.9M	-3.8M	0.71	2.33	76,589	54,287	1,253,735	839,469
2017-10-12	$14.19	$13.00	56.6%	15.8%	37.7%	31.4%	55.5%	-0.1%	-1.9%	18.7M	-820.7M	-3.8M	0.38	2.23	154,087	58,320	1,259,520	855,398
2017-10-13	$14.22	$13.00	56.7%	15.8%	37.4%	31.7%	56.5%	0.2%	-2.1%	16.2M	-814.9M	-3.8M	0.48	1.97	83,722	40,343	1,262,372	856,208
2017-10-16	$14.27	$13.00	58.4%	16.6%	34.5%	35.4%	58.1%	-1.2%	-3.3%	17.0M	-788.6M	-3.7M	0.52	1.89	61,671	31,941	1,226,008	806,089
2017-10-17	$14.17	$13.00	57.7%	16.5%	34.7%	33.8%	57.9%	-1.4%	-2.4%	17.4M	-765.3M	-3.7M	0.40	2.07	61,146	24,509	1,238,740	813,832
2017-10-18	$14.07	$13.00	57.9%	16.6%	33.1%	34.2%	58.0%	-0.7%	-3.1%	17.0M	-735.3M	-3.6M	0.47	2.45	68,941	32,334	1,244,971	817,173
2017-10-19	$13.93	$13.00	56.4%	16.3%	33.0%	31.1%	57.3%	-0.5%	-3.4%	17.2M	-690.0M	-3.6M	0.59	1.87	62,707	37,092	1,254,499	823,909
2017-10-20	$13.82	$13.00	57.0%	16.5%	33.0%	32.2%	57.9%	-1.6%	-1.8%	9.3M	-629.2M	-3.6M	0.36	2.80	124,338	45,283	1,260,291	832,558
2017-10-23	$14.10	$13.00	57.8%	17.4%	26.3%	34.0%	61.0%	-0.8%	-2.1%	10.1M	-591.4M	-3.6M	0.75	2.24	116,833	87,297	1,010,450	571,808
2017-10-24	$14.24	$13.00	58.5%	18.0%	25.4%	35.5%	62.9%	-1.4%	-2.8%	11.2M	-643.2M	-3.6M	0.70	6.31	194,636	135,440	1,059,705	594,890
2017-10-25	$12.33	$13.00	43.3%	12.8%	58.5%	3.3%	45.8%	-0.8%	0.0%	1.3M	-125.1M	-3.2M	0.72	2.49	340,789	243,808	1,124,211	667,876
2017-10-26	$12.01	$13.00	43.7%	12.8%	59.1%	4.2%	46.0%	-3.0%	0.3%	2.2M	-96.9M	-3.3M	0.76	1.87	129,835	99,135	1,220,181	706,692
2017-10-27	$11.82	$13.00	43.7%	12.6%	59.2%	4.2%	44.6%	-1.9%	-2.3%	4.0M	-53.8M	-3.3M	0.54	2.25	239,356	128,606	1,266,112	735,663
2017-10-30	$10.89	$13.00	46.9%	14.3%	65.4%	11.1%	50.4%	0.0%	-0.1%	2.2M	16.0M	-3.1M	0.72	2.39	253,788	183,383	1,167,787	684,015
2017-10-31	$10.99	$13.00	44.8%	13.5%	61.7%	6.5%	48.0%	-0.9%	0.5%	2.6M	-5.0M	-3.3M	0.43	2.27	145,709	62,081	1,254,880	763,434