AMD Options History — July 2018

In July 2018, AMD traded between $15.00 and $19.54. ATM implied volatility averaged 58.7%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 13.6% (HV 20d: 45.1%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.53.

Notable Days

2018-07-26: Highest Volume — 738,398 contracts
2018-07-26: Largest IV drop — 30.5% change
2018-07-05: Highest IV Rank — 41.5%
2018-07-25: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.75	$15.00	$19.54	$15.07	$18.56
Max Pain	$15.00	$14.00	$16.00	$14.00	$16.00
ATM IV	58.7%	43.8%	63.7%	62.6%	48.2%
Expected Move	16.3%	12.8%	19.5%	13.5%	14.2%
HV 20d	45.1%	32.6%	59.7%	49.7%	59.7%
HV 60d	44.2%	37.6%	47.6%	45.0%	47.6%
IV Rank	33.9%	11.6%	41.5%	39.8%	18.1%
IV Percentile	75.0%	22.2%	92.9%	85.7%	46.8%
Term Structure	-2.4%	-5.0%	0.4%	-3.0%	-1.2%
VWIV	57.1%	44.4%	67.7%	47.4%	49.9%
Skew 25d	0.7%	-1.3%	2.2%	2.2%	0.3%
Skew 10d	1.2%	-2.9%	4.9%	4.9%	-2.9%
Call IV 25d	59.0%	44.4%	64.5%	62.7%	49.1%
Put IV 25d	59.8%	44.8%	66.0%	64.9%	49.4%
Bid-Ask Spread %	2.27	1.73	3.54	1.99	2.32
Gamma HHI	0.12	0.09	0.19	0.10	0.15
Net GEX	14.6M	4.6M	28.0M	9.9M	19.8M
Net DEX	-1.19B	-1.77B	-727.5M	-739.5M	-1.40B
Net VEX	-6.0M	-6.4M	-5.5M	-6.4M	-5.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.33	0.76	0.75	0.39
Total Volume	231,979.238	79,407	738,398	108,192	383,089
Total OI	2,746,436.095	2,265,084	2,943,565	2,828,531	2,575,955

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
2018-07-02	$15.07	$14.00	62.6%	13.5%	49.7%	39.8%	47.4%	2.2%	-3.0%	9.9M	-739.5M	-6.4M	0.75	1.99	61,680	46,512	1,482,307	1,346,224
2018-07-03	$15.00	$14.00	63.6%	14.0%	49.7%	41.4%	49.2%	1.0%	-3.4%	10.2M	-727.5M	-6.3M	0.69	3.54	47,038	32,369	1,496,966	1,356,164
2018-07-05	$15.45	$15.00	63.7%	17.1%	46.5%	41.5%	60.4%	2.1%	-3.1%	13.6M	-880.3M	-6.3M	0.47	1.75	77,262	36,111	1,505,201	1,364,580
2018-07-06	$16.35	$15.00	62.8%	16.8%	47.0%	40.1%	59.1%	1.0%	-2.9%	13.3M	-1.22B	-6.2M	0.51	2.07	151,349	76,488	1,516,982	1,374,112
2018-07-09	$16.58	$15.00	61.9%	16.9%	46.7%	38.8%	59.7%	-0.4%	-1.6%	15.3M	-1.23B	-6.1M	0.56	1.83	126,431	70,769	1,477,156	1,356,961
2018-07-10	$16.55	$15.00	60.6%	16.7%	45.1%	36.8%	58.4%	1.1%	-0.9%	16.0M	-1.24B	-6.1M	0.58	1.73	70,450	40,916	1,508,553	1,385,815
2018-07-11	$16.24	$15.00	60.7%	16.6%	45.7%	36.9%	58.7%	0.2%	-2.5%	13.6M	-1.12B	-6.2M	0.45	1.79	71,879	32,000	1,518,706	1,393,992
2018-07-12	$16.54	$15.00	62.2%	16.6%	44.0%	39.2%	58.0%	0.4%	-5.0%	17.0M	-1.23B	-6.0M	0.35	2.87	111,392	39,129	1,522,174	1,399,026
2018-07-13	$16.29	$15.00	59.4%	16.5%	43.8%	34.9%	57.7%	1.2%	-2.6%	11.1M	-1.13B	-6.0M	0.64	1.87	72,239	46,525	1,524,364	1,407,469
2018-07-16	$16.59	$15.00	58.7%	16.6%	44.0%	33.9%	58.1%	0.9%	-2.2%	12.7M	-1.22B	-5.9M	0.45	2.60	115,094	51,856	1,464,343	1,381,625
2018-07-17	$16.86	$15.00	60.3%	17.2%	41.7%	36.3%	60.4%	0.8%	-3.1%	14.5M	-1.32B	-5.9M	0.37	2.29	83,799	30,991	1,479,565	1,399,271
2018-07-18	$16.81	$15.00	61.2%	17.5%	40.8%	37.7%	61.2%	0.0%	-4.0%	16.0M	-1.31B	-5.9M	0.33	2.49	82,744	27,286	1,495,334	1,403,025
2018-07-19	$16.67	$15.00	61.2%	17.7%	40.9%	37.8%	61.9%	1.3%	-3.1%	15.2M	-1.25B	-5.9M	0.48	1.95	72,084	34,443	1,517,354	1,411,945
2018-07-20	$16.52	$15.00	61.5%	17.9%	34.7%	38.1%	62.8%	1.1%	-2.9%	4.6M	-1.18B	-6.0M	0.76	1.88	83,588	63,388	1,519,193	1,424,372
2018-07-23	$16.65	$15.00	60.2%	18.0%	34.7%	36.2%	63.1%	1.0%	-2.1%	10.6M	-947.4M	-5.9M	0.59	2.08	84,474	49,602	1,250,976	1,014,108
2018-07-24	$16.21	$15.00	62.6%	18.9%	33.1%	39.8%	65.9%	0.6%	-2.7%	10.0M	-844.8M	-5.9M	0.69	2.18	105,470	72,930	1,277,512	1,037,107
2018-07-25	$16.05	$15.00	63.1%	19.5%	32.6%	40.5%	67.7%	1.2%	-3.1%	9.9M	-807.6M	-5.9M	0.70	2.46	247,425	174,275	1,313,835	1,066,167
2018-07-26	$18.32	$15.00	43.8%	12.8%	55.2%	11.6%	44.4%	0.4%	-0.2%	27.1M	-1.65B	-5.5M	0.34	2.56	549,370	189,028	1,433,868	1,156,324
2018-07-27	$18.89	$15.00	44.7%	12.9%	55.7%	12.9%	45.8%	0.2%	0.4%	28.0M	-1.77B	-5.6M	0.53	2.58	457,778	241,386	1,433,347	1,208,251
2018-07-30	$19.54	$16.00	49.6%	14.4%	55.2%	20.2%	50.5%	-1.3%	-1.2%	18.7M	-1.75B	-5.5M	0.44	2.91	320,335	140,590	1,346,250	1,128,679
2018-07-31	$18.56	$16.00	48.2%	14.2%	59.7%	18.1%	49.9%	0.3%	-1.2%	19.8M	-1.40B	-5.8M	0.39	2.32	274,957	108,132	1,403,417	1,172,538