AMD Options History — August 2018

In August 2018, AMD traded between $18.48 and $25.32. ATM implied volatility averaged 45.6%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 9.3% (HV 20d: 54.9%). Max pain ranged from $16.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.48.

Notable Days

2018-08-27: Highest Volume — 1,557,251 contracts
2018-08-27: Largest IV spike — 20.5% change
2018-08-27: Highest IV Rank — 35.0%
2018-08-27: Largest Expected Move — 17.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.03	$18.48	$25.32	$18.53	$25.14
Max Pain	$19.26	$16.00	$22.50	$16.00	$22.50
ATM IV	45.6%	40.0%	59.4%	46.1%	49.5%
Expected Move	13.1%	11.5%	17.4%	13.2%	14.0%
HV 20d	54.9%	42.8%	60.9%	59.7%	43.3%
HV 60d	48.9%	47.4%	51.5%	47.5%	49.2%
IV Rank	14.3%	5.7%	35.0%	14.9%	20.1%
IV Percentile	31.2%	10.3%	77.4%	31.0%	54.8%
Term Structure	-0.1%	-2.2%	0.8%	-1.2%	0.6%
VWIV	46.5%	40.6%	62.3%	46.7%	49.5%
Skew 25d	-0.6%	-3.9%	0.9%	0.3%	-1.5%
Skew 10d	-1.0%	-7.1%	2.1%	-1.9%	-2.0%
Call IV 25d	47.0%	40.8%	59.1%	47.0%	51.6%
Put IV 25d	46.3%	41.1%	58.3%	47.3%	50.1%
Bid-Ask Spread %	2.61	2.07	3.54	2.63	2.76
Gamma HHI	0.13	0.09	0.22	0.16	0.10
Net GEX	20.2M	10.3M	28.3M	23.8M	15.7M
Net DEX	-1.85B	-2.54B	-1.37B	-1.43B	-2.50B
Net VEX	-5.9M	-7.0M	-5.4M	-6.0M	-7.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.32	0.75	0.40	0.55
Total Volume	371,478.217	139,340	1,557,251	159,440	307,774
Total OI	2,680,403.478	2,350,001	3,310,582	2,664,775	3,310,582

Daily Data (23 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
2018-08-01	$18.53	$16.00	46.1%	13.2%	59.7%	14.9%	46.7%	0.3%	-1.2%	23.8M	-1.43B	-6.0M	0.40	2.63	114,112	45,328	1,485,062	1,179,713
2018-08-02	$18.73	$16.00	44.5%	12.7%	59.2%	12.6%	44.6%	-0.0%	-0.7%	21.6M	-1.47B	-5.8M	0.37	2.22	114,471	42,366	1,450,285	1,185,836
2018-08-03	$18.48	$16.00	43.0%	12.2%	57.0%	10.3%	43.8%	-0.4%	-0.6%	10.3M	-1.37B	-5.8M	0.58	2.39	88,153	51,187	1,454,941	1,192,427
2018-08-06	$19.39	$19.00	42.7%	12.2%	58.9%	9.9%	43.4%	-0.6%	0.2%	20.0M	-1.60B	-5.4M	0.38	2.66	208,089	79,498	1,340,252	1,102,621
2018-08-07	$19.47	$19.00	42.9%	12.2%	58.8%	10.1%	43.2%	-0.8%	0.1%	22.8M	-1.66B	-5.7M	0.43	2.73	151,680	65,091	1,398,449	1,134,941
2018-08-08	$19.60	$19.00	42.4%	12.2%	58.0%	9.4%	43.0%	0.3%	0.2%	24.6M	-1.71B	-5.7M	0.56	2.90	116,337	64,875	1,432,983	1,160,538
2018-08-09	$19.17	$19.00	41.3%	12.0%	58.9%	7.7%	42.3%	-0.0%	0.2%	23.4M	-1.54B	-5.9M	0.41	2.90	102,968	42,300	1,449,005	1,189,919
2018-08-10	$19.02	$19.00	43.2%	12.6%	58.6%	10.6%	44.5%	-0.0%	0.5%	25.7M	-1.47B	-5.9M	0.48	3.54	134,728	64,387	1,448,062	1,202,305
2018-08-13	$19.76	$19.00	43.9%	12.6%	59.5%	11.7%	44.5%	-0.1%	0.2%	21.0M	-1.70B	-5.8M	0.36	2.53	178,792	64,973	1,398,048	1,178,582
2018-08-14	$20.12	$19.00	43.0%	12.2%	59.5%	10.2%	43.1%	0.3%	-0.5%	25.1M	-1.83B	-5.8M	0.33	2.65	175,911	57,837	1,423,955	1,193,351
2018-08-15	$19.76	$19.00	45.5%	12.7%	60.2%	14.0%	45.1%	0.9%	-1.1%	25.0M	-1.70B	-5.8M	0.51	3.27	155,035	78,818	1,446,109	1,214,045
2018-08-16	$19.31	$19.00	43.3%	12.3%	60.9%	10.7%	43.3%	0.3%	-0.3%	22.2M	-1.53B	-5.8M	0.32	2.16	157,676	50,839	1,472,990	1,231,569
2018-08-17	$19.72	$19.00	41.3%	11.8%	60.8%	7.7%	42.2%	0.4%	-0.1%	28.3M	-1.70B	-5.8M	0.37	2.32	200,063	74,988	1,493,886	1,239,043
2018-08-20	$20.01	$19.00	41.6%	12.0%	60.8%	8.1%	42.3%	0.3%	0.6%	18.4M	-1.49B	-5.7M	0.37	2.43	143,809	53,532	1,262,969	1,087,032
2018-08-21	$20.36	$19.00	40.0%	11.5%	59.3%	5.7%	40.6%	0.5%	0.7%	21.3M	-1.61B	-5.8M	0.40	2.24	135,308	53,469	1,285,857	1,100,746
2018-08-22	$20.92	$19.00	40.4%	11.6%	59.0%	6.4%	41.2%	-0.4%	0.8%	22.2M	-1.77B	-5.6M	0.56	2.63	162,273	90,537	1,293,385	1,114,931
2018-08-23	$22.21	$19.00	43.9%	12.6%	43.1%	11.7%	44.4%	-1.3%	0.2%	17.2M	-2.11B	-5.4M	0.48	2.08	418,360	199,026	1,300,443	1,147,090
2018-08-24	$23.89	$20.00	49.3%	14.2%	48.2%	19.8%	49.7%	-1.8%	-0.3%	14.2M	-2.52B	-5.4M	0.58	2.07	526,126	305,262	1,351,111	1,229,137
2018-08-27	$25.00	$20.00	59.4%	17.4%	49.0%	35.0%	62.3%	-0.8%	-2.2%	14.0M	-2.54B	-5.8M	0.60	2.66	975,112	582,139	1,347,220	1,278,898
2018-08-28	$24.98	$22.00	56.0%	16.4%	43.2%	29.8%	58.4%	-2.3%	-0.8%	13.1M	-2.39B	-6.6M	0.71	2.90	495,972	353,983	1,538,705	1,496,079
2018-08-29	$25.32	$22.00	54.4%	15.9%	42.8%	27.4%	56.1%	-3.9%	-0.1%	19.0M	-2.54B	-6.9M	0.75	2.60	339,632	253,206	1,623,773	1,533,389
2018-08-30	$24.86	$22.50	52.7%	15.3%	44.5%	24.9%	54.9%	-3.4%	0.7%	16.6M	-2.37B	-7.0M	0.51	2.82	308,975	159,002	1,671,403	1,577,613
2018-08-31	$25.14	$22.50	49.5%	14.0%	43.3%	20.1%	49.5%	-1.5%	0.6%	15.7M	-2.50B	-7.0M	0.55	2.76	198,862	108,912	1,692,979	1,617,603