AMD Options History — April 2018

In April 2018, AMD traded between $9.50 and $11.12. ATM implied volatility averaged 58.9%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 15.1% (HV 20d: 43.8%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2018-04-26: Highest Volume — 451,980 contracts
2018-04-26: Largest IV drop — 27.2% change
2018-04-03: Highest IV Rank — 48.0%
2018-04-24: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.09	$9.50	$11.12	$9.54	$10.91
Max Pain	$11.14	$11.00	$12.00	$12.00	$11.00
ATM IV	58.9%	40.8%	69.5%	62.8%	41.9%
Expected Move	16.2%	11.9%	19.0%	15.4%	12.5%
HV 20d	43.8%	34.7%	60.0%	35.1%	56.7%
HV 60d	44.6%	42.8%	50.0%	43.9%	47.8%
IV Rank	31.4%	3.0%	48.0%	37.6%	4.6%
IV Percentile	66.5%	4.0%	89.3%	81.0%	6.7%
Term Structure	-3.4%	-8.1%	-0.5%	-4.8%	-0.5%
VWIV	57.3%	42.2%	67.3%	55.0%	45.2%
Skew 25d	-0.3%	-2.1%	6.8%	6.8%	-0.1%
Skew 10d	0.1%	-6.6%	14.5%	10.1%	-1.1%
Call IV 25d	60.7%	42.0%	70.3%	65.0%	42.6%
Put IV 25d	60.4%	42.3%	71.7%	71.7%	42.6%
Bid-Ask Spread %	2.35	1.79	3.39	2.47	1.99
Gamma HHI	0.27	0.13	0.88	0.23	0.14
Net GEX	-12.0M	-94.2M	8.1M	-11.5M	1.4M
Net DEX	463.7M	-242.0M	767.2M	765.5M	-49.6M
Net VEX	-4.9M	-5.5M	-4.5M	-4.5M	-5.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.31	1.22	1.05	0.66
Total Volume	202,033.714	74,950	451,980	198,263	139,560
Total OI	3,180,382.81	2,466,178	3,532,607	3,223,349	2,656,149

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
2018-04-02	$9.54	$12.00	62.8%	15.4%	35.1%	37.6%	55.0%	6.8%	-4.8%	-11.5M	765.5M	-4.5M	1.05	2.47	96,845	101,418	1,476,054	1,747,295
2018-04-03	$9.50	$12.00	69.5%	15.2%	34.7%	48.0%	55.2%	0.7%	-3.9%	-11.3M	767.2M	-4.6M	0.68	3.39	91,660	62,015	1,507,632	1,758,150
2018-04-04	$9.78	$12.00	67.8%	14.5%	37.6%	45.3%	52.4%	1.6%	-8.1%	-11.4M	706.2M	-4.7M	1.14	1.88	91,558	104,125	1,537,192	1,765,204
2018-04-05	$10.05	$11.00	64.3%	16.9%	35.7%	40.0%	59.6%	-0.6%	-6.4%	-11.1M	606.9M	-5.1M	0.66	2.51	95,955	63,658	1,556,373	1,815,549
2018-04-06	$9.60	$11.00	65.8%	17.5%	37.7%	42.2%	60.9%	-1.4%	-7.9%	-11.0M	756.1M	-4.6M	0.98	2.47	75,498	73,811	1,583,375	1,826,381
2018-04-09	$9.57	$11.00	64.0%	17.1%	37.6%	39.5%	60.5%	-1.6%	-3.4%	-11.3M	765.5M	-4.5M	0.43	2.20	66,878	29,081	1,523,440	1,788,467
2018-04-10	$10.00	$11.00	62.8%	17.1%	42.1%	37.5%	60.1%	-2.1%	-2.6%	-12.8M	636.9M	-4.8M	0.69	2.59	88,573	61,224	1,542,145	1,787,039
2018-04-11	$9.84	$11.00	62.7%	17.3%	41.8%	37.3%	60.4%	-1.9%	-2.7%	-12.1M	697.8M	-4.7M	0.57	2.45	47,855	27,095	1,567,108	1,799,910
2018-04-12	$10.09	$11.00	61.0%	16.8%	43.0%	34.7%	58.9%	0.1%	-3.1%	-11.0M	636.0M	-4.8M	0.95	2.11	53,776	51,014	1,590,529	1,805,561
2018-04-13	$9.94	$11.00	59.3%	16.4%	42.9%	32.0%	57.6%	-0.3%	-3.7%	-12.8M	689.8M	-4.7M	0.91	3.08	197,859	179,539	1,598,198	1,813,361
2018-04-16	$10.12	$11.00	55.7%	15.8%	43.6%	26.3%	55.3%	0.1%	-1.7%	-14.3M	597.6M	-4.7M	0.75	1.94	108,765	81,130	1,590,662	1,773,359
2018-04-17	$10.48	$11.00	55.4%	15.8%	46.0%	25.9%	55.1%	-0.4%	-1.9%	-14.1M	437.9M	-5.0M	0.54	2.70	112,145	60,443	1,628,287	1,806,484
2018-04-18	$10.42	$11.00	56.1%	16.1%	45.2%	27.0%	56.7%	-1.7%	-2.5%	-11.8M	475.3M	-5.0M	0.54	2.16	113,613	61,374	1,662,749	1,817,331
2018-04-19	$10.15	$11.00	62.0%	18.0%	45.6%	36.3%	63.0%	-0.5%	-3.0%	-14.0M	554.7M	-4.9M	1.22	2.18	87,138	106,128	1,680,411	1,807,305
2018-04-20	$10.00	$11.00	60.1%	17.5%	45.0%	33.3%	62.2%	-1.4%	-3.2%	-94.2M	649.2M	-4.8M	0.91	1.98	121,361	110,572	1,700,762	1,831,845
2018-04-23	$10.03	$11.00	58.5%	17.7%	44.2%	30.7%	62.4%	-1.3%	-3.1%	-1.1M	161.3M	-4.8M	0.38	2.98	150,185	57,278	1,249,001	1,217,177
2018-04-24	$10.04	$11.00	61.8%	19.0%	43.7%	35.9%	67.1%	-0.8%	-3.7%	-59.4K	125.8M	-5.1M	0.48	2.17	97,465	46,455	1,353,361	1,254,695
2018-04-25	$9.77	$11.00	60.9%	18.8%	42.3%	34.5%	67.3%	-1.8%	-3.6%	-826.9K	203.5M	-4.9M	0.82	2.40	173,711	142,614	1,390,971	1,278,240
2018-04-26	$11.03	$11.00	44.3%	12.9%	60.0%	8.5%	45.2%	0.0%	-0.6%	8.1M	-204.9M	-5.5M	0.50	2.01	300,560	151,420	1,478,200	1,352,725
2018-04-27	$11.12	$11.00	40.8%	11.9%	59.7%	3.0%	42.2%	0.2%	-0.8%	4.9M	-242.0M	-5.5M	0.31	1.79	276,856	84,498	1,493,515	1,375,847
2018-04-30	$10.91	$11.00	41.9%	12.5%	56.7%	4.6%	45.2%	-0.1%	-0.5%	1.4M	-49.6M	-5.3M	0.66	1.99	84,005	55,555	1,348,134	1,308,015