AMD Options History — February 2018

In February 2018, AMD traded between $11.29 and $13.24. ATM implied volatility averaged 49.9%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 4.7% (HV 20d: 54.6%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.91.

Notable Days

2018-02-26: Highest Volume — 274,920 contracts
2018-02-05: Largest IV spike — 16.2% change
2018-02-08: Highest IV Rank — 41.0%
2018-02-08: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.98	$11.29	$13.24	$13.24	$12.13
Max Pain	$13.00	$13.00	$13.00	$13.00	$13.00
ATM IV	49.9%	45.1%	59.5%	45.1%	50.4%
Expected Move	14.3%	12.7%	16.8%	13.1%	14.6%
HV 20d	54.6%	45.9%	56.7%	45.9%	54.1%
HV 60d	46.8%	44.7%	47.8%	45.2%	47.6%
IV Rank	21.9%	12.2%	41.0%	12.2%	23.0%
IV Percentile	33.6%	13.1%	73.8%	13.1%	39.3%
Term Structure	0.1%	-1.5%	2.1%	0.2%	-0.2%
VWIV	50.4%	45.0%	58.5%	45.9%	50.4%
Skew 25d	1.9%	-1.1%	4.7%	-1.1%	4.4%
Skew 10d	4.4%	-1.8%	11.7%	-1.5%	10.1%
Call IV 25d	50.1%	44.5%	59.5%	46.9%	49.4%
Put IV 25d	52.0%	45.4%	61.3%	45.8%	53.8%
Bid-Ask Spread %	3.36	1.99	10.53	2.09	2.28
Gamma HHI	0.12	0.09	0.13	0.12	0.11
Net GEX	-525.3K	-2.9M	8.7M	8.7M	-2.5M
Net DEX	-61.1M	-422.1M	103.4M	-422.1M	-59.4M
Net VEX	-4.9M	-5.2M	-4.7M	-5.1M	-5.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.39	2.48	0.41	0.78
Total Volume	157,897.053	79,742	274,920	179,393	113,528
Total OI	2,212,951.263	2,048,436	2,384,950	2,245,741	2,384,950

Daily Data (19 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
2018-02-01	$13.24	$13.00	45.1%	13.1%	45.9%	12.2%	45.9%	-1.1%	0.2%	8.7M	-422.1M	-5.1M	0.41	2.09	126,976	52,417	1,188,366	1,057,375
2018-02-02	$12.46	$13.00	46.8%	13.7%	49.6%	15.8%	48.0%	-0.6%	0.6%	1.2M	-152.9M	-4.9M	0.60	2.63	127,046	75,971	1,186,723	1,058,717
2018-02-05	$11.55	$13.00	54.4%	15.7%	56.4%	31.0%	55.3%	0.3%	2.1%	-1.7M	15.7M	-4.7M	0.84	10.53	147,840	123,839	1,071,104	977,332
2018-02-06	$11.62	$13.00	57.1%	16.0%	54.9%	36.3%	55.8%	0.2%	-1.5%	-1.3M	-6.8M	-4.8M	0.65	4.58	107,447	70,247	1,108,090	1,011,677
2018-02-07	$11.68	$13.00	52.3%	14.9%	53.4%	26.7%	52.2%	0.6%	-0.0%	-886.7K	-14.7M	-4.7M	0.67	2.33	79,790	53,736	1,130,699	1,029,697
2018-02-08	$11.29	$13.00	59.5%	16.8%	54.5%	41.0%	58.5%	1.7%	-1.5%	-2.4M	86.1M	-4.7M	0.86	4.35	59,872	51,771	1,141,779	1,049,933
2018-02-09	$11.33	$13.00	57.2%	16.6%	54.1%	36.5%	58.2%	4.7%	1.3%	-2.0M	103.4M	-4.7M	1.08	3.30	84,044	90,454	1,152,782	1,066,572
2018-02-12	$11.69	$13.00	51.4%	14.7%	55.4%	24.9%	51.4%	4.3%	0.1%	-1.3M	-3.0M	-4.7M	0.85	3.85	104,879	88,746	1,082,734	1,042,651
2018-02-13	$11.77	$13.00	49.3%	14.2%	55.4%	20.7%	49.6%	2.0%	-0.2%	-785.9K	-7.9M	-4.9M	1.05	3.33	38,936	40,806	1,135,954	1,097,866
2018-02-14	$12.21	$13.00	46.3%	13.3%	56.5%	14.8%	46.9%	0.6%	-0.3%	1.8M	-132.4M	-5.0M	0.60	2.98	77,370	46,044	1,148,222	1,108,714
2018-02-15	$12.18	$13.00	48.1%	13.8%	55.8%	18.4%	49.7%	0.2%	-0.9%	1.7M	-126.1M	-4.9M	0.74	1.99	84,395	62,683	1,163,099	1,101,961
2018-02-16	$11.85	$13.00	48.2%	13.9%	56.4%	18.5%	48.7%	0.7%	-1.2%	-1.3M	12.1M	-4.9M	0.77	2.62	71,693	55,490	1,180,980	1,129,932
2018-02-20	$12.04	$13.00	47.8%	13.9%	56.7%	17.8%	49.4%	1.6%	0.8%	-1.4M	-59.7M	-4.9M	0.93	3.11	59,816	55,361	1,053,603	1,037,722
2018-02-21	$11.76	$13.00	45.2%	13.3%	56.5%	12.5%	46.4%	-0.8%	0.6%	-2.4M	13.6M	-4.7M	0.71	3.90	47,680	33,953	1,080,722	1,061,054
2018-02-22	$11.83	$13.00	48.6%	13.8%	56.4%	19.2%	49.7%	4.2%	0.4%	-2.9M	10.9M	-4.8M	2.48	2.46	54,426	134,773	1,097,636	1,077,289
2018-02-23	$12.06	$13.00	45.4%	12.7%	56.4%	13.0%	45.0%	4.1%	1.3%	-2.2M	-64.1M	-4.9M	1.11	2.25	57,557	63,761	1,111,486	1,151,267
2018-02-26	$12.42	$13.00	46.8%	13.2%	55.4%	15.7%	47.4%	4.6%	-0.0%	-359.8K	-170.6M	-5.0M	1.80	2.09	98,337	176,583	1,079,144	1,140,928
2018-02-27	$12.52	$13.00	48.2%	14.0%	54.2%	18.5%	49.0%	4.2%	-0.3%	145.8K	-182.5M	-5.2M	0.39	3.18	131,138	50,639	1,111,121	1,236,193
2018-02-28	$12.13	$13.00	50.4%	14.6%	54.1%	23.0%	50.4%	4.4%	-0.2%	-2.5M	-59.4M	-5.1M	0.78	2.28	63,708	49,820	1,134,761	1,250,189