AMD Options History — September 2018

In September 2018, AMD traded between $27.47 and $32.58. ATM implied volatility averaged 74.3%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 10.1% (HV 20d: 64.1%). Max pain ranged from $17.00 to $23.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.52.

Notable Days

  • 2018-09-13: Highest Volume — 1,345,813 contracts
  • 2018-09-28: Largest IV spike — 14.9% change
  • 2018-09-28: Highest IV Rank — 80.3%
  • 2018-09-14: Largest Expected Move — 23.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.78$27.47$32.58$28.03$30.87
Max Pain$19.50$17.00$23.00$22.50$21.00
ATM IV74.3%60.4%89.5%63.7%89.5%
Expected Move19.8%16.7%23.6%19.9%19.0%
HV 20d64.1%53.3%71.6%53.5%70.6%
HV 60d56.1%53.0%59.1%53.3%58.1%
IV Rank57.4%36.6%80.3%41.5%80.3%
IV Percentile96.6%79.4%99.6%93.7%99.6%
Term Structure4.5%-3.6%23.8%-2.6%-3.2%
VWIV70.1%59.0%84.2%69.7%66.9%
Skew 25d-3.4%-6.1%4.1%-4.3%4.1%
Skew 10d-4.1%-12.6%9.1%-5.0%8.1%
Call IV 25d76.9%62.8%90.7%67.0%87.6%
Put IV 25d73.5%60.9%91.6%62.8%91.6%
Bid-Ask Spread %3.041.885.102.312.86
Gamma HHI0.100.070.130.100.11
Net GEX26.8M5.8M35.4M19.1M5.8M
Net DEX-3.76B-4.55B-3.08B-3.26B-3.09B
Net VEX-8.6M-9.6M-6.5M-6.5M-9.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.370.900.390.90
Total Volume590,704.105267,1261,345,813954,291651,621
Total OI3,591,5513,013,0923,987,7683,013,0923,693,188

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-09-04$28.03$22.5063.7%19.9%53.5%41.5%69.7%-4.3%-2.6%19.1M-3.26B-6.5M0.392.31686,907267,3841,525,5031,487,589
2018-09-05$28.47$23.0070.2%21.7%53.3%51.3%76.8%-4.6%-1.6%26.1M-3.43B-7.2M0.373.14814,698304,6061,660,1401,582,968
2018-09-06$27.81$17.0065.5%18.1%55.2%44.2%63.6%-3.2%-1.7%28.3M-3.21B-7.8M0.552.62317,017175,4901,790,6901,654,422
2018-09-07$27.47$17.0060.4%17.3%54.4%36.6%61.2%-1.9%-0.9%18.9M-3.08B-7.9M0.492.35286,291140,4331,829,6511,693,386
2018-09-10$29.75$17.0065.9%18.7%57.7%44.9%65.7%-3.8%-0.4%26.4M-3.72B-7.6M0.412.22428,490175,1441,681,6961,602,713
2018-09-11$29.94$17.0065.1%19.1%57.6%43.6%67.6%-3.4%1.5%31.4M-3.78B-7.7M0.412.12402,694166,8841,738,3411,650,193
2018-09-12$32.09$17.0070.8%20.1%60.1%52.2%71.0%-5.1%-1.1%31.1M-4.53B-7.6M0.451.88559,041249,7931,788,1661,708,344
2018-09-13$30.08$18.0076.3%21.7%66.3%60.5%77.6%-6.1%-1.6%25.6M-3.67B-8.7M0.525.10884,991460,8221,852,6911,788,667
2018-09-14$32.57$19.0082.0%23.6%67.3%69.1%84.2%-5.9%0.7%35.4M-4.55B-8.9M0.524.02597,863308,2061,967,7881,880,975
2018-09-17$32.28$20.0079.4%22.7%68.4%65.1%81.1%-4.8%19.1%25.4M-4.18B-9.2M0.483.97305,980145,9551,903,5111,811,325
2018-09-18$31.94$20.0079.1%22.7%69.5%64.7%79.8%-3.8%21.8%26.3M-4.08B-9.4M0.512.64314,642158,9971,964,4931,844,451
2018-09-19$31.32$20.0071.3%20.4%71.1%52.9%72.6%-2.8%23.8%26.7M-3.85B-9.6M0.723.29225,714162,6482,040,1331,874,425
2018-09-20$31.24$20.0073.3%19.8%71.6%55.9%70.3%-4.1%21.1%25.8M-3.82B-9.4M0.473.09228,884107,9712,056,2791,884,711
2018-09-21$31.03$20.0076.0%19.5%70.6%59.9%68.9%-3.1%22.1%30.1M-3.74B-9.5M0.454.01314,370140,1242,081,3201,906,448
2018-09-24$32.50$20.0085.1%19.7%68.4%73.7%69.3%-3.0%-3.6%27.8M-3.85B-9.2M0.482.97224,475108,6951,832,4031,635,228
2018-09-25$32.58$20.0080.3%18.2%67.6%66.4%64.4%-3.7%-2.6%31.3M-3.89B-9.1M0.632.87209,504131,8331,879,9361,671,624
2018-09-26$32.49$21.0079.2%17.3%67.6%64.9%61.3%-2.9%-3.6%32.9M-3.84B-9.1M0.483.32180,16186,9651,909,1561,713,466
2018-09-27$32.45$21.0077.9%16.7%67.8%62.8%59.0%-1.9%-2.3%34.5M-3.81B-9.0M0.732.94172,249125,8361,916,0481,737,401
2018-09-28$30.87$21.0089.5%19.0%70.6%80.3%66.9%4.1%-3.2%5.8M-3.09B-9.5M0.902.86342,969308,6521,926,4251,766,763