AMD Options History — December 2017

In December 2017, AMD traded between $9.90 and $10.99. ATM implied volatility averaged 42.7%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 4.4% (HV 20d: 38.3%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2017-12-04: Highest Volume — 334,674 contracts
  • 2017-12-26: Largest IV spike — 15.3% change
  • 2017-12-04: Highest IV Rank — 17.6%
  • 2017-12-04: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.37$9.90$10.99$10.73$10.29
Max Pain$11.93$11.00$12.00$11.50$12.00
ATM IV42.7%39.4%47.7%44.9%46.8%
Expected Move12.3%10.9%14.5%13.8%11.4%
HV 20d38.3%31.3%45.9%40.9%40.7%
HV 60d49.4%48.3%50.8%48.8%48.5%
IV Rank7.6%0.9%17.6%12.0%15.6%
IV Percentile6.2%0.4%18.3%7.1%17.9%
Term Structure4.5%-0.2%15.0%1.2%13.8%
VWIV44.6%39.3%53.6%49.5%39.9%
Skew 25d-2.2%-3.8%-0.4%-2.9%-0.8%
Skew 10d-5.0%-8.4%-0.7%-6.7%-5.1%
Call IV 25d44.7%40.3%50.9%47.6%45.1%
Put IV 25d42.5%38.1%48.8%44.7%44.3%
Bid-Ask Spread %2.021.572.422.191.97
Gamma HHI0.150.120.200.120.18
Net GEX1.0M-1.2M4.9M3.4M-1.1M
Net DEX117.9M-52.5M239.9M-22.9M239.9M
Net VEX-3.8M-4.2M-3.4M-3.8M-3.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.401.110.540.77
Total Volume141,592.362,041334,674107,204132,173
Total OI2,599,0742,237,6992,738,0572,327,3482,738,057

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-12-01$10.73$11.5044.9%13.8%40.9%12.0%49.5%-2.9%1.2%3.4M-22.9M-3.8M0.542.1969,58237,6221,452,244875,104
2017-12-04$10.05$11.0047.7%14.5%45.9%17.6%53.6%-1.5%1.6%1.0M86.4M-3.4M0.692.19198,233136,4411,398,556839,143
2017-12-05$9.93$12.0047.6%14.2%35.8%17.3%52.9%-1.8%1.1%618.7K139.9M-3.5M0.852.26128,607108,9661,477,511913,041
2017-12-06$9.98$12.0047.0%14.4%35.4%16.2%53.4%-3.4%1.0%791.7K151.9M-3.7M1.061.57108,039114,9571,535,473977,780
2017-12-07$10.06$12.0041.9%13.0%35.0%5.9%47.2%-1.7%1.6%-944.1K187.7M-3.7M1.111.6355,90862,2791,583,5761,045,293
2017-12-08$9.94$12.0041.4%12.7%31.3%4.9%46.4%-3.8%1.6%-231.5K227.4M-3.7M1.022.0950,20951,2881,600,3061,069,224
2017-12-11$10.15$12.0040.2%12.2%32.2%2.5%44.5%-2.7%2.2%-798.2K187.5M-3.7M0.401.8775,08229,7211,556,1051,040,418
2017-12-12$9.90$12.0042.7%13.0%32.8%7.6%46.7%-3.4%2.1%-1.2M227.8M-3.6M0.611.6767,52941,4591,586,7841,050,937
2017-12-13$10.09$12.0040.9%11.8%33.9%3.9%42.5%-2.9%-0.2%-961.0K192.9M-3.8M0.592.1966,89539,5911,603,6971,065,263
2017-12-14$10.12$12.0041.7%12.1%34.0%5.6%43.7%-3.4%0.3%-806.2K172.2M-3.8M0.731.5835,93226,1091,613,0491,071,726
2017-12-15$10.28$12.0039.6%11.7%33.8%1.2%44.5%-1.6%2.2%1.1M145.7M-3.8M0.682.4279,40053,6661,619,4391,079,788
2017-12-18$10.98$12.0041.8%12.0%41.9%5.8%42.5%-1.7%2.2%4.3M-52.5M-4.2M0.451.84134,99460,9661,519,9151,031,672
2017-12-19$10.95$12.0040.1%11.5%41.9%2.2%41.7%-2.8%5.2%4.9M-43.2M-4.2M0.632.3599,76662,9241,544,0111,054,829
2017-12-20$10.99$12.0039.6%11.3%41.8%1.3%40.4%-1.5%9.0%4.7M-40.8M-4.2M0.572.0860,02634,2391,569,5191,082,537
2017-12-21$10.88$12.0039.4%10.9%41.9%0.9%39.4%-2.2%7.1%4.5M1.7M-4.1M0.682.3153,46836,4071,582,7971,088,437
2017-12-22$10.55$12.0040.2%11.1%43.1%2.5%39.3%-1.5%4.3%675.2K119.4M-3.9M0.722.17125,63489,9481,597,1521,101,250
2017-12-26$10.46$12.0046.3%11.7%42.5%14.7%41.4%-0.4%6.8%-71.6K153.4M-3.8M0.722.1449,22735,2271,564,5201,088,001
2017-12-27$10.54$12.0041.7%11.5%41.3%5.5%41.0%-1.6%11.1%747.9K134.1M-3.8M0.541.7367,35036,4571,573,4841,099,323
2017-12-28$10.54$12.0043.5%11.4%40.0%9.1%40.8%-2.1%15.0%209.4K150.1M-3.8M0.732.0866,65848,8671,577,4371,114,082
2017-12-29$10.29$12.0046.8%11.4%40.7%15.6%39.9%-0.8%13.8%-1.1M239.9M-3.7M0.771.9774,61557,5581,601,3721,136,685