AMD Options History — March 2018

In March 2018, AMD traded between $9.81 and $12.23. ATM implied volatility averaged 59.7%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 25.3% (HV 20d: 34.3%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.73.

Notable Days

2018-03-12: Highest Volume — 819,880 contracts
2018-03-13: Largest IV drop — 29.7% change
2018-03-12: Highest IV Rank — 100.0%
2018-03-12: Largest Expected Move — 25.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.26	$9.81	$12.23	$11.91	$10.04
Max Pain	$12.14	$12.00	$13.00	$13.00	$12.00
ATM IV	59.7%	44.3%	102.5%	55.5%	57.7%
Expected Move	16.5%	12.7%	25.8%	15.9%	13.6%
HV 20d	34.3%	28.9%	48.4%	48.4%	31.8%
HV 60d	45.7%	44.1%	47.7%	47.7%	44.1%
IV Rank	36.3%	8.5%	100.0%	33.1%	29.6%
IV Percentile	57.9%	12.3%	100.0%	52.0%	63.1%
Term Structure	2.6%	-16.8%	12.6%	-0.5%	8.2%
VWIV	59.1%	45.4%	92.1%	55.7%	48.8%
Skew 25d	2.6%	-24.6%	13.4%	4.9%	-2.0%
Skew 10d	10.7%	-4.0%	51.2%	11.0%	-4.0%
Call IV 25d	61.0%	46.0%	111.5%	54.9%	59.0%
Put IV 25d	63.6%	45.4%	116.7%	59.8%	57.0%
Bid-Ask Spread %	4.97	2.33	16.16	5.99	3.44
Gamma HHI	0.22	0.11	0.40	0.11	0.24
Net GEX	-15.4M	-30.4M	-3.5M	-3.5M	-14.2M
Net DEX	350.8M	21.5M	740.6M	21.5M	676.9M
Net VEX	-5.7M	-6.6M	-4.7M	-5.2M	-5.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.73	0.50	5.65	4.71	0.50
Total Volume	359,682.857	86,909	819,880	502,165	204,725
Total OI	3,269,138.19	2,407,239	4,090,916	2,407,239	3,303,535

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
2018-03-01	$11.91	$13.00	55.5%	15.9%	48.4%	33.1%	55.7%	4.9%	-0.5%	-3.5M	21.5M	-5.2M	4.71	5.99	87,896	414,269	1,142,567	1,264,672
2018-03-02	$11.86	$13.00	51.3%	13.7%	47.0%	24.8%	48.7%	4.1%	0.1%	-10.2M	137.6M	-5.4M	3.99	3.91	82,730	329,926	1,187,697	1,567,214
2018-03-05	$11.91	$12.00	56.4%	17.0%	42.4%	34.9%	63.3%	6.5%	0.7%	-9.5M	104.1M	-5.5M	2.10	3.36	62,729	131,551	1,139,759	1,557,568
2018-03-06	$11.76	$12.00	63.9%	19.0%	32.6%	49.9%	72.7%	8.6%	-0.7%	-9.4M	166.9M	-5.6M	5.65	2.37	95,104	536,910	1,164,490	1,629,094
2018-03-07	$12.23	$12.00	68.2%	20.0%	35.3%	58.5%	69.3%	8.2%	-1.6%	-8.4M	36.2M	-6.1M	0.74	4.18	284,763	209,416	1,206,791	1,822,865
2018-03-08	$11.94	$13.00	70.6%	20.6%	36.5%	63.2%	73.5%	5.1%	-0.7%	-10.8M	152.3M	-6.2M	0.77	3.99	186,024	143,818	1,281,056	1,917,656
2018-03-09	$11.69	$12.00	87.3%	22.5%	35.2%	96.6%	80.4%	-24.6%	9.0%	-10.4M	216.2M	-6.3M	0.88	15.97	377,447	331,496	1,355,736	1,982,326
2018-03-12	$11.53	$12.00	102.5%	25.8%	35.6%	100.0%	92.1%	13.4%	-16.8%	-7.3M	213.8M	-6.4M	1.63	16.16	311,393	508,487	1,496,963	2,039,122
2018-03-13	$11.63	$12.00	72.0%	20.7%	33.9%	52.1%	75.4%	7.3%	0.6%	-10.5M	286.1M	-6.6M	1.65	7.94	255,426	420,636	1,646,706	2,356,901
2018-03-14	$11.37	$12.00	56.3%	17.5%	34.7%	27.3%	61.4%	7.6%	4.4%	-22.0M	475.4M	-6.2M	2.02	3.19	141,295	284,980	1,686,467	2,404,449
2018-03-15	$11.45	$12.00	48.9%	14.2%	31.8%	15.7%	52.0%	4.2%	0.9%	-27.1M	425.2M	-6.0M	2.97	2.52	104,266	310,120	1,701,262	2,377,943
2018-03-16	$11.50	$12.00	45.9%	13.6%	31.9%	10.9%	47.8%	-0.3%	1.9%	-20.2M	358.0M	-5.9M	1.15	3.29	96,666	111,203	1,709,936	2,290,973
2018-03-19	$11.44	$12.00	45.2%	12.9%	30.6%	9.8%	46.8%	1.0%	12.6%	-21.6M	272.5M	-5.7M	1.66	4.24	95,141	157,602	1,291,440	1,896,603
2018-03-20	$11.13	$12.00	46.7%	13.4%	31.1%	12.2%	47.9%	1.2%	5.1%	-24.5M	403.6M	-5.6M	0.83	2.95	81,044	67,229	1,329,709	1,875,761
2018-03-21	$11.25	$12.00	44.3%	12.7%	30.6%	8.5%	45.4%	-1.0%	6.5%	-24.7M	321.3M	-5.5M	0.62	2.69	53,698	33,211	1,354,018	1,882,995
2018-03-22	$10.95	$12.00	49.1%	13.7%	31.7%	16.0%	49.4%	1.1%	6.7%	-30.4M	485.4M	-5.4M	0.66	4.55	111,567	73,791	1,373,059	1,889,485
2018-03-23	$10.65	$12.00	53.1%	14.3%	31.5%	22.3%	51.2%	1.8%	8.3%	-14.7M	639.4M	-5.3M	1.16	4.44	75,375	87,794	1,397,907	1,897,616
2018-03-26	$10.43	$12.00	58.3%	14.3%	28.9%	30.4%	50.5%	4.2%	2.5%	-16.2M	560.7M	-5.0M	0.72	2.33	113,541	82,196	1,313,741	1,696,499
2018-03-27	$10.01	$12.00	60.7%	15.5%	30.4%	34.3%	55.2%	-0.9%	3.0%	-14.5M	672.8M	-4.8M	1.07	4.41	103,252	110,339	1,349,096	1,722,943
2018-03-28	$9.81	$12.00	59.5%	15.1%	29.6%	32.4%	53.6%	3.4%	4.2%	-14.3M	740.6M	-4.7M	0.80	2.56	157,596	126,688	1,382,757	1,764,525
2018-03-29	$10.04	$12.00	57.7%	13.6%	31.8%	29.6%	48.8%	-2.0%	8.2%	-14.2M	676.9M	-5.1M	0.50	3.44	136,351	68,374	1,481,896	1,821,639