AMD Options History — November 2017

In November 2017, AMD traded between $10.79 and $12.07. ATM implied volatility averaged 44.9%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 16.2% (HV 20d: 61.2%). Max pain ranged from $11.50 to $13.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.40.

Notable Days

2017-11-06: Highest Volume — 301,906 contracts
2017-11-21: Largest IV drop — 7.8% change
2017-11-09: Highest IV Rank — 17.0%
2017-11-09: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.27	$10.79	$12.07	$10.79	$10.89
Max Pain	$12.00	$11.50	$13.00	$13.00	$11.50
ATM IV	44.9%	38.9%	49.8%	45.9%	43.9%
Expected Move	13.1%	11.3%	14.6%	14.1%	13.5%
HV 20d	61.2%	39.8%	70.5%	61.7%	40.6%
HV 60d	49.0%	47.6%	49.9%	48.6%	48.8%
IV Rank	8.4%	0.0%	17.0%	8.9%	9.9%
IV Percentile	6.6%	0.0%	20.6%	4.8%	5.2%
Term Structure	-0.2%	-1.7%	1.2%	0.4%	1.0%
VWIV	46.5%	39.8%	51.3%	50.0%	47.9%
Skew 25d	-1.6%	-4.2%	-0.1%	-1.0%	-1.6%
Skew 10d	-3.9%	-8.5%	-0.1%	-1.2%	-3.6%
Call IV 25d	46.5%	41.2%	51.6%	47.4%	45.5%
Put IV 25d	44.9%	38.1%	50.1%	46.4%	44.0%
Bid-Ask Spread %	2.50	2.00	3.33	2.58	2.41
Gamma HHI	0.11	0.10	0.14	0.10	0.12
Net GEX	6.1M	2.1M	11.2M	2.1M	2.9M
Net DEX	-139.4M	-354.6M	26.2M	26.2M	-70.6M
Net VEX	-3.8M	-4.1M	-3.3M	-3.3M	-3.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.19	0.69	0.40	0.54
Total Volume	158,694.333	61,831	301,906	134,749	114,182
Total OI	2,197,547.81	2,033,256	2,334,626	2,069,254	2,296,144

Daily Data (21 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
2017-11-01	$10.79	$13.00	45.9%	14.1%	61.7%	8.9%	50.0%	-1.0%	0.4%	2.1M	26.2M	-3.3M	0.40	2.58	96,371	38,378	1,290,175	779,079
2017-11-02	$10.85	$12.00	46.6%	13.4%	61.8%	10.4%	48.0%	-0.6%	-1.4%	3.2M	4.6M	-3.4M	0.24	2.26	183,378	44,011	1,321,929	787,444
2017-11-03	$11.10	$12.00	44.1%	12.9%	62.9%	5.1%	45.8%	-0.1%	-0.0%	4.0M	-75.8M	-3.6M	0.49	2.00	107,399	52,161	1,411,296	803,697
2017-11-06	$11.93	$12.00	46.5%	13.4%	68.7%	10.2%	47.3%	-1.4%	0.0%	8.3M	-294.8M	-4.0M	0.20	2.53	251,904	50,002	1,342,479	779,452
2017-11-07	$12.07	$12.00	46.5%	13.4%	68.5%	10.2%	47.3%	-3.1%	-0.1%	11.2M	-354.6M	-4.1M	0.19	2.48	229,246	43,333	1,406,018	789,963
2017-11-08	$11.71	$12.00	47.7%	14.0%	68.7%	12.7%	49.6%	-1.8%	1.2%	10.2M	-255.6M	-4.0M	0.29	2.40	117,486	34,428	1,460,994	796,403
2017-11-09	$11.14	$12.00	49.8%	14.6%	69.1%	17.0%	51.3%	-1.5%	1.1%	5.5M	-109.4M	-3.8M	0.42	3.29	137,346	58,303	1,487,194	805,616
2017-11-10	$11.26	$12.00	47.1%	13.5%	69.4%	11.4%	48.6%	-1.6%	-0.3%	6.1M	-126.7M	-3.8M	0.48	2.15	86,661	41,587	1,512,371	821,740
2017-11-13	$11.09	$12.00	47.3%	13.6%	69.1%	11.7%	48.3%	-1.9%	-1.0%	4.8M	-82.3M	-3.7M	0.32	2.35	137,733	44,305	1,437,001	800,068
2017-11-14	$11.11	$12.00	46.6%	13.4%	69.3%	10.2%	47.2%	-0.4%	-1.5%	5.5M	-90.1M	-3.8M	0.69	2.78	57,982	39,859	1,485,170	820,465
2017-11-15	$11.05	$12.00	48.1%	13.8%	69.3%	13.5%	49.6%	-2.8%	0.1%	4.4M	-70.1M	-3.7M	0.44	2.50	71,016	31,500	1,465,100	825,918
2017-11-16	$11.25	$12.00	46.8%	13.4%	70.1%	10.7%	47.5%	-1.6%	0.0%	6.3M	-124.1M	-3.8M	0.29	2.22	78,711	22,983	1,471,785	837,718
2017-11-17	$11.36	$12.00	46.8%	13.3%	70.5%	10.6%	48.4%	-4.2%	0.2%	6.6M	-165.7M	-3.9M	0.27	2.25	223,836	60,137	1,495,176	839,450
2017-11-20	$11.34	$12.00	44.2%	12.7%	69.7%	5.3%	45.1%	-0.9%	-1.7%	6.9M	-183.2M	-3.8M	0.37	2.27	83,435	30,551	1,293,960	739,296
2017-11-21	$11.39	$12.00	40.8%	11.5%	69.5%	0.0%	40.6%	-1.5%	-1.2%	7.9M	-191.6M	-3.8M	0.39	2.57	69,328	26,705	1,322,830	754,303
2017-11-22	$11.38	$12.00	40.4%	11.4%	48.7%	0.0%	40.6%	-2.1%	-1.4%	8.5M	-186.9M	-3.8M	0.54	2.79	51,327	27,669	1,342,873	765,103
2017-11-24	$11.38	$12.00	38.9%	11.3%	48.0%	0.0%	39.8%	-3.1%	-1.1%	9.1M	-178.9M	-3.8M	0.40	2.38	44,194	17,637	1,347,470	781,609
2017-11-27	$11.56	$12.00	40.0%	12.2%	48.1%	2.0%	43.1%	-1.6%	0.5%	7.7M	-230.6M	-3.8M	0.41	3.33	130,699	53,694	1,293,191	765,497
2017-11-28	$11.17	$12.00	42.1%	12.0%	39.8%	6.3%	42.8%	-0.7%	-0.8%	5.4M	-128.5M	-3.9M	0.56	2.39	118,566	65,963	1,347,117	794,997
2017-11-29	$10.84	$11.50	43.6%	13.4%	41.1%	9.3%	46.7%	-0.9%	0.7%	2.2M	-38.7M	-3.8M	0.50	2.66	105,578	52,997	1,395,415	834,998
2017-11-30	$10.89	$11.50	43.9%	13.5%	40.6%	9.9%	47.9%	-1.6%	1.0%	2.9M	-70.6M	-3.9M	0.54	2.41	74,000	40,182	1,433,660	862,484