AMD Options History — May 2018

In May 2018, AMD traded between $10.93 and $13.81. ATM implied volatility averaged 38.1%, placing in the 1.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 8.1% (HV 20d: 46.2%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.56.

Notable Days

2018-05-16: Highest Volume — 255,404 contracts
2018-05-29: Largest IV spike — 8.0% change
2018-05-29: Highest IV Rank — 4.4%
2018-05-01: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.44	$10.93	$13.81	$11.09	$13.73
Max Pain	$10.18	$10.00	$11.00	$11.00	$11.00
ATM IV	38.1%	36.2%	40.1%	40.1%	38.2%
Expected Move	10.9%	9.8%	11.6%	11.6%	11.0%
HV 20d	46.2%	25.3%	56.6%	56.6%	26.4%
HV 60d	43.9%	43.0%	46.4%	46.4%	43.5%
IV Rank	1.0%	0.0%	4.4%	1.9%	3.1%
IV Percentile	1.4%	0.0%	6.7%	2.4%	3.2%
Term Structure	0.3%	-1.5%	1.2%	0.3%	-1.5%
VWIV	38.8%	35.0%	42.2%	42.2%	39.5%
Skew 25d	-0.1%	-2.1%	1.1%	1.1%	-0.2%
Skew 10d	0.3%	-2.3%	4.1%	1.6%	-0.4%
Call IV 25d	39.1%	36.6%	42.8%	40.6%	39.4%
Put IV 25d	39.0%	36.7%	41.7%	41.7%	39.3%
Bid-Ask Spread %	2.02	1.65	2.41	1.86	1.87
Gamma HHI	0.17	0.13	0.36	0.13	0.18
Net GEX	10.0M	3.5M	27.4M	3.6M	11.8M
Net DEX	-536.9M	-864.0M	-53.8M	-116.2M	-827.9M
Net VEX	-5.5M	-5.7M	-5.4M	-5.5M	-5.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.22	0.94	0.71	0.74
Total Volume	160,024.909	81,071	255,404	109,046	120,038
Total OI	2,723,944.091	2,571,660	2,881,263	2,693,834	2,695,791

Daily Data (22 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
2018-05-01	$11.09	$11.00	40.1%	11.6%	56.6%	1.9%	42.2%	1.1%	0.3%	3.6M	-116.2M	-5.5M	0.71	1.86	63,866	45,180	1,377,422	1,316,412
2018-05-02	$11.00	$11.00	38.9%	11.1%	56.3%	0.0%	39.9%	-0.1%	-0.4%	4.0M	-87.2M	-5.4M	0.68	1.98	48,236	32,835	1,405,352	1,326,712
2018-05-03	$10.93	$10.00	38.4%	11.3%	55.9%	0.0%	40.1%	-0.2%	-0.1%	4.1M	-53.8M	-5.4M	0.76	2.06	48,620	37,119	1,423,443	1,339,032
2018-05-04	$11.26	$10.00	38.6%	11.3%	53.3%	0.2%	40.7%	-0.8%	1.0%	3.5M	-206.0M	-5.5M	0.32	2.41	134,118	43,153	1,437,924	1,344,491
2018-05-07	$11.58	$10.00	38.9%	11.5%	53.6%	0.8%	39.9%	-0.2%	0.6%	6.6M	-301.2M	-5.6M	0.47	1.95	128,141	59,883	1,384,960	1,305,484
2018-05-08	$11.57	$10.00	38.1%	11.2%	52.1%	0.0%	39.6%	-0.1%	1.1%	6.9M	-291.2M	-5.5M	0.94	1.93	64,004	60,220	1,416,233	1,329,516
2018-05-09	$11.93	$10.00	39.4%	11.4%	52.0%	2.1%	40.7%	-1.2%	0.3%	8.5M	-445.2M	-5.6M	0.84	2.33	120,654	101,066	1,423,555	1,336,847
2018-05-10	$12.15	$10.00	38.3%	11.1%	51.8%	0.4%	39.3%	0.2%	0.4%	11.5M	-541.4M	-5.6M	0.36	2.16	105,737	38,186	1,443,565	1,350,832
2018-05-11	$11.91	$10.00	37.8%	10.9%	52.1%	0.0%	38.5%	-0.4%	0.6%	6.8M	-425.4M	-5.5M	0.84	1.65	103,746	87,011	1,454,083	1,361,970
2018-05-14	$12.26	$10.00	38.4%	11.1%	52.5%	1.0%	39.3%	-1.1%	0.4%	9.0M	-537.0M	-5.5M	0.36	2.20	131,087	47,053	1,402,349	1,328,282
2018-05-15	$12.40	$10.00	40.1%	11.5%	51.6%	3.6%	41.4%	-2.1%	-0.1%	10.0M	-598.2M	-5.6M	0.22	2.02	156,156	33,635	1,451,881	1,348,453
2018-05-16	$12.79	$10.00	38.3%	11.0%	52.0%	0.7%	38.9%	-0.5%	1.1%	11.1M	-747.2M	-5.6M	0.29	1.79	197,326	58,078	1,442,902	1,353,485
2018-05-17	$12.80	$10.00	38.3%	11.0%	50.3%	0.8%	39.0%	0.5%	0.4%	11.7M	-750.6M	-5.7M	0.46	1.77	64,374	29,408	1,492,010	1,375,268
2018-05-18	$13.07	$10.00	38.4%	10.9%	49.4%	1.1%	39.4%	-0.2%	1.2%	21.2M	-864.0M	-5.7M	0.33	1.79	158,951	52,873	1,498,611	1,382,652
2018-05-21	$12.99	$10.00	36.4%	10.3%	49.8%	0.0%	36.6%	0.1%	0.9%	9.2M	-640.1M	-5.5M	0.63	1.96	97,070	61,421	1,331,073	1,240,587
2018-05-22	$13.01	$10.00	36.5%	10.1%	49.7%	0.2%	36.4%	0.4%	0.1%	9.0M	-625.3M	-5.5M	0.57	2.13	89,132	50,453	1,345,281	1,268,589
2018-05-23	$13.09	$10.00	36.2%	9.8%	47.5%	0.0%	36.4%	-0.1%	0.4%	9.9M	-645.3M	-5.6M	0.45	2.13	70,292	31,374	1,352,543	1,275,519
2018-05-24	$13.35	$10.00	36.3%	9.8%	26.1%	0.2%	35.0%	0.1%	0.6%	12.8M	-747.2M	-5.6M	0.50	2.11	94,387	47,635	1,363,831	1,283,955
2018-05-25	$13.52	$10.00	36.2%	10.0%	26.2%	0.0%	35.3%	0.6%	0.3%	27.4M	-809.0M	-5.5M	0.52	2.21	135,460	70,732	1,367,774	1,298,354
2018-05-29	$13.35	$10.00	39.1%	11.2%	25.3%	4.4%	39.2%	0.4%	-0.7%	8.7M	-696.4M	-5.6M	0.61	2.13	96,537	58,974	1,328,351	1,273,794
2018-05-30	$13.81	$11.00	37.6%	10.6%	26.6%	2.2%	37.3%	0.6%	-1.1%	11.9M	-856.7M	-5.5M	0.67	1.93	147,639	98,688	1,354,495	1,293,107
2018-05-31	$13.73	$11.00	38.2%	11.0%	26.4%	3.1%	39.5%	-0.2%	-1.5%	11.8M	-827.9M	-5.6M	0.74	1.87	69,105	50,933	1,378,750	1,317,041