AMD Options History — June 2018

In June 2018, AMD traded between $14.30 and $17.04. ATM implied volatility averaged 49.3%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 8.1% (HV 20d: 41.2%). Max pain ranged from $11.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.58.

Notable Days

2018-06-14: Highest Volume — 589,998 contracts
2018-06-25: Largest IV spike — 21.0% change
2018-06-27: Highest IV Rank — 40.0%
2018-06-27: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.62	$14.30	$17.04	$14.30	$15.01
Max Pain	$13.33	$11.00	$14.00	$11.00	$14.00
ATM IV	49.3%	38.4%	62.7%	38.4%	61.2%
Expected Move	13.2%	11.5%	14.2%	11.5%	13.2%
HV 20d	41.2%	27.3%	52.1%	27.5%	51.0%
HV 60d	45.8%	43.3%	47.4%	43.5%	46.3%
IV Rank	19.9%	3.4%	40.0%	3.4%	37.7%
IV Percentile	43.5%	5.2%	85.7%	5.2%	81.3%
Term Structure	2.3%	-1.4%	11.8%	-1.2%	1.2%
VWIV	46.6%	41.5%	50.1%	41.5%	46.8%
Skew 25d	-0.2%	-4.0%	3.3%	0.4%	1.6%
Skew 10d	0.1%	-4.0%	5.7%	0.9%	-3.0%
Call IV 25d	50.4%	39.9%	64.1%	39.9%	60.3%
Put IV 25d	50.2%	40.4%	65.5%	40.4%	61.9%
Bid-Ask Spread %	2.18	1.69	4.14	2.40	1.87
Gamma HHI	0.13	0.08	0.22	0.17	0.09
Net GEX	11.9M	6.2M	16.3M	10.7M	6.2M
Net DEX	-1.15B	-1.62B	-713.0M	-1.05B	-713.0M
Net VEX	-6.1M	-6.6M	-5.5M	-5.5M	-6.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.37	0.86	0.56	0.70
Total Volume	307,032.524	129,192	589,998	314,009	129,192
Total OI	2,866,602.667	2,651,545	3,145,247	2,704,418	2,950,256

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
2018-06-01	$14.30	$11.00	38.4%	11.5%	27.5%	3.4%	41.5%	0.4%	-1.2%	10.7M	-1.05B	-5.5M	0.56	2.40	201,492	112,517	1,388,679	1,315,739
2018-06-04	$14.77	$13.00	40.9%	11.8%	27.7%	7.2%	41.9%	-1.0%	-0.1%	11.3M	-1.12B	-5.5M	0.37	1.69	244,115	89,158	1,358,935	1,296,907
2018-06-05	$14.85	$13.00	40.8%	11.7%	27.3%	7.0%	41.5%	0.1%	-0.1%	15.1M	-1.18B	-5.7M	0.55	1.92	106,628	59,089	1,445,584	1,324,932
2018-06-06	$15.72	$13.00	43.0%	12.5%	31.1%	10.3%	44.2%	-1.1%	0.6%	13.7M	-1.45B	-5.5M	0.56	1.95	337,250	188,574	1,438,111	1,347,977
2018-06-07	$14.96	$13.00	47.5%	13.4%	38.1%	17.1%	47.1%	-4.0%	0.1%	11.6M	-1.12B	-5.9M	0.56	2.24	271,260	153,202	1,467,602	1,409,998
2018-06-08	$15.28	$13.00	44.3%	12.8%	38.2%	12.3%	45.3%	-1.5%	0.1%	11.1M	-1.27B	-5.9M	0.64	1.81	185,007	118,012	1,526,430	1,426,872
2018-06-11	$15.85	$13.00	44.2%	12.9%	37.2%	12.1%	45.3%	-1.3%	1.1%	13.1M	-1.41B	-5.6M	0.46	2.14	208,433	95,901	1,449,367	1,396,237
2018-06-12	$15.78	$13.00	43.6%	12.5%	37.4%	11.2%	44.1%	-1.0%	-0.2%	13.8M	-1.36B	-5.7M	0.50	2.20	162,887	81,406	1,472,055	1,438,109
2018-06-13	$16.41	$13.00	45.4%	13.0%	38.5%	13.9%	46.0%	-1.5%	0.1%	16.3M	-1.62B	-5.6M	0.56	1.83	253,767	141,035	1,506,935	1,461,716
2018-06-14	$16.11	$13.00	47.6%	13.7%	39.6%	17.3%	48.8%	-1.2%	0.6%	15.0M	-1.45B	-5.9M	0.38	4.14	427,374	162,624	1,528,156	1,492,287
2018-06-15	$16.35	$13.00	44.7%	12.9%	39.4%	12.9%	45.6%	-1.7%	0.3%	12.7M	-1.59B	-6.1M	0.72	1.91	172,078	124,462	1,623,229	1,522,018
2018-06-18	$17.04	$13.00	49.1%	14.0%	40.7%	19.6%	49.7%	-1.3%	8.0%	13.2M	-1.42B	-6.1M	0.49	2.19	305,910	148,959	1,371,402	1,280,143
2018-06-19	$16.63	$14.00	49.2%	14.1%	42.3%	19.7%	50.0%	-0.6%	10.2%	12.0M	-1.26B	-6.2M	0.54	2.25	229,361	124,217	1,412,203	1,339,920
2018-06-20	$16.54	$14.00	47.5%	13.6%	42.6%	17.1%	47.9%	-1.0%	7.0%	13.3M	-1.24B	-6.4M	0.51	2.11	148,350	75,439	1,471,300	1,371,559
2018-06-21	$15.60	$14.00	50.7%	14.0%	49.4%	21.9%	49.5%	1.5%	10.3%	8.3M	-869.5M	-6.5M	0.64	2.11	210,610	134,492	1,488,721	1,381,149
2018-06-22	$15.76	$14.00	50.7%	13.4%	49.3%	21.9%	47.2%	0.5%	11.8%	11.2M	-951.1M	-6.5M	0.62	1.90	128,677	80,060	1,547,953	1,401,390
2018-06-25	$15.17	$14.00	61.4%	14.1%	51.9%	38.0%	50.1%	1.4%	-1.4%	8.5M	-747.7M	-6.6M	0.73	2.60	211,268	154,933	1,468,522	1,352,091
2018-06-26	$15.51	$14.00	60.9%	13.8%	51.7%	37.3%	48.8%	1.3%	1.0%	11.5M	-905.1M	-6.5M	0.53	2.18	101,464	54,174	1,511,137	1,371,175
2018-06-27	$15.10	$14.00	62.7%	14.2%	52.1%	40.0%	48.9%	3.3%	-0.2%	9.0M	-736.5M	-6.6M	0.71	2.27	99,221	70,175	1,523,401	1,382,451
2018-06-28	$15.29	$14.00	62.2%	13.7%	52.1%	39.2%	48.0%	2.7%	-1.3%	11.2M	-803.2M	-6.5M	0.86	1.96	77,798	67,112	1,540,186	1,395,822
2018-06-29	$15.01	$14.00	61.2%	13.2%	51.0%	37.7%	46.8%	1.6%	1.2%	6.2M	-713.0M	-6.4M	0.70	1.87	76,167	53,025	1,552,884	1,397,372