AMD Options History — January 2018

In January 2018, AMD traded between $11.00 and $13.74. ATM implied volatility averaged 59.6%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 14.2% (HV 20d: 45.4%). Max pain ranged from $12.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2018-01-03: Highest Volume — 552,867 contracts
2018-01-31: Largest IV drop — 29.8% change
2018-01-03: Highest IV Rank — 64.0%
2018-01-30: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.36	$11.00	$13.74	$11.00	$13.74
Max Pain	$12.05	$12.00	$12.50	$12.00	$12.50
ATM IV	59.6%	46.6%	71.0%	56.6%	46.6%
Expected Move	17.0%	12.3%	22.5%	12.3%	14.2%
HV 20d	45.4%	41.7%	48.9%	47.3%	45.2%
HV 60d	49.8%	42.1%	53.7%	50.6%	44.6%
IV Rank	41.3%	15.3%	64.0%	35.2%	15.3%
IV Percentile	66.0%	17.5%	87.3%	53.2%	17.5%
Term Structure	-2.9%	-4.9%	-0.3%	-2.3%	-0.3%
VWIV	60.1%	43.2%	79.2%	43.2%	50.4%
Skew 25d	-0.9%	-4.2%	1.6%	-1.2%	-0.7%
Skew 10d	-1.6%	-8.0%	4.0%	-1.9%	-0.9%
Call IV 25d	61.1%	47.8%	69.6%	59.0%	47.8%
Put IV 25d	60.2%	47.1%	69.3%	57.8%	47.1%
Bid-Ask Spread %	2.58	1.86	5.17	2.00	2.10
Gamma HHI	0.13	0.10	0.18	0.14	0.14
Net GEX	6.5M	2.0M	13.3M	2.0M	13.3M
Net DEX	-363.1M	-660.2M	16.1M	16.1M	-660.2M
Net VEX	-4.6M	-5.0M	-4.1M	-4.1M	-5.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.30	0.71	0.42	0.54
Total Volume	218,904.905	90,432	552,867	138,150	497,383
Total OI	2,484,937.476	1,745,694	2,907,746	2,704,392	2,214,095

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
2018-01-02	$11.00	$12.00	56.6%	12.3%	47.3%	35.2%	43.2%	-1.2%	-2.3%	2.0M	16.1M	-4.1M	0.42	2.00	97,453	40,697	1,568,555	1,135,837
2018-01-03	$11.56	$12.00	71.0%	14.4%	43.3%	64.0%	53.0%	-0.3%	-3.6%	6.9M	-231.2M	-4.5M	0.37	2.51	404,450	148,417	1,589,215	1,148,074
2018-01-04	$12.08	$12.00	62.1%	16.2%	44.5%	46.2%	57.1%	-3.9%	-4.2%	10.8M	-425.2M	-4.6M	0.59	2.60	193,522	113,971	1,610,663	1,201,848
2018-01-05	$11.88	$12.00	61.9%	16.1%	45.5%	45.8%	57.4%	-4.2%	-4.6%	6.8M	-280.5M	-4.6M	0.71	2.47	125,676	89,276	1,619,304	1,243,230
2018-01-08	$12.29	$12.00	58.1%	15.8%	46.4%	38.2%	55.9%	-1.9%	-1.5%	9.7M	-455.5M	-4.5M	0.41	2.34	144,378	58,833	1,576,723	1,164,903
2018-01-09	$11.83	$12.00	61.0%	16.5%	48.9%	44.1%	58.3%	-2.4%	-3.2%	5.7M	-233.3M	-4.5M	0.65	2.44	102,835	67,229	1,586,485	1,188,133
2018-01-10	$11.96	$12.00	57.5%	15.8%	48.7%	37.1%	55.7%	-2.5%	-2.3%	7.5M	-286.8M	-4.5M	0.67	2.64	77,062	51,985	1,611,287	1,207,603
2018-01-11	$12.14	$12.00	56.4%	15.6%	47.1%	34.8%	54.9%	-3.0%	-2.5%	9.8M	-391.0M	-4.6M	0.40	2.44	64,477	25,955	1,624,018	1,225,634
2018-01-12	$12.03	$12.00	55.9%	15.4%	47.5%	33.9%	54.9%	-1.7%	-2.9%	7.7M	-318.0M	-4.5M	0.70	2.54	128,917	89,674	1,629,354	1,227,457
2018-01-16	$11.92	$12.00	57.3%	16.3%	47.9%	36.7%	57.4%	1.1%	-1.7%	7.4M	-221.4M	-4.5M	0.62	2.26	83,150	51,673	1,601,095	1,210,627
2018-01-17	$12.18	$12.00	57.8%	16.6%	48.0%	37.8%	58.7%	-0.4%	-3.0%	9.5M	-379.1M	-4.5M	0.53	2.71	110,136	58,024	1,602,670	1,224,939
2018-01-18	$12.48	$12.00	57.8%	16.8%	43.5%	37.8%	59.1%	1.6%	-4.9%	9.9M	-584.2M	-4.5M	0.38	2.34	186,262	71,395	1,633,377	1,252,135
2018-01-19	$12.58	$12.00	59.8%	17.6%	43.4%	41.8%	61.5%	-0.1%	-4.7%	2.9M	-619.3M	-4.6M	0.45	2.31	109,129	49,494	1,635,283	1,272,463
2018-01-22	$12.65	$12.00	57.6%	17.4%	43.4%	37.2%	61.4%	-0.8%	-1.7%	3.4M	-307.2M	-4.5M	0.53	1.86	101,636	54,174	911,890	833,804
2018-01-23	$12.92	$12.00	58.9%	18.0%	43.1%	40.0%	63.0%	-0.0%	-2.2%	4.9M	-389.4M	-4.7M	0.43	2.58	103,758	44,647	961,568	868,857
2018-01-24	$12.71	$12.00	59.2%	18.5%	41.7%	40.5%	65.0%	-0.4%	-2.9%	4.5M	-343.1M	-4.8M	0.51	2.69	77,029	39,134	1,003,751	894,726
2018-01-25	$12.41	$12.00	60.2%	19.2%	42.9%	42.5%	67.2%	-0.2%	-2.7%	2.9M	-264.7M	-4.8M	0.46	2.93	65,062	30,044	1,025,527	912,126
2018-01-26	$12.93	$12.00	63.9%	20.3%	44.4%	49.8%	71.2%	0.4%	-3.3%	3.0M	-400.6M	-4.9M	0.30	2.24	113,839	34,628	1,042,192	925,569
2018-01-29	$13.33	$12.00	66.4%	22.2%	44.8%	54.8%	78.6%	0.8%	-3.3%	4.4M	-478.0M	-4.9M	0.41	3.08	242,132	98,083	1,019,124	905,370
2018-01-30	$12.90	$12.50	66.3%	22.5%	45.8%	54.7%	79.2%	1.2%	-2.5%	4.0M	-372.3M	-5.0M	0.62	5.17	217,055	134,329	1,107,955	966,221
2018-01-31	$13.74	$12.50	46.6%	14.2%	45.2%	15.3%	50.4%	-0.7%	-0.3%	13.3M	-660.2M	-5.0M	0.54	2.10	323,841	173,542	1,186,979	1,027,116