AMD Options History — October 2018

In October 2018, AMD traded between $16.37 and $31.35. ATM implied volatility averaged 81.9%, placing in the 68.9% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 9.3% (HV 20d: 72.6%). Max pain ranged from $21.00 to $29.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.82.

Notable Days

2018-10-25: Highest Volume — 767,142 contracts
2018-10-25: Largest IV drop — 25.4% change
2018-10-24: Highest IV Rank — 84.1%
2018-10-24: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.72	$16.37	$31.35	$31.35	$18.19
Max Pain	$26.89	$21.00	$29.00	$21.00	$25.00
ATM IV	81.9%	68.6%	92.0%	78.1%	69.1%
Expected Move	23.1%	17.1%	28.9%	17.1%	21.6%
HV 20d	72.6%	53.7%	106.8%	70.6%	106.8%
HV 60d	67.0%	57.4%	82.5%	57.4%	82.5%
IV Rank	68.9%	48.9%	84.1%	63.2%	49.6%
IV Percentile	95.3%	83.7%	99.6%	96.4%	83.7%
Term Structure	-3.4%	-5.7%	-0.2%	-2.7%	-0.2%
VWIV	80.5%	60.4%	99.6%	60.4%	75.2%
Skew 25d	6.8%	0.3%	11.6%	0.3%	8.4%
Skew 10d	13.9%	1.8%	29.0%	1.8%	23.1%
Call IV 25d	78.7%	65.8%	87.5%	79.9%	65.8%
Put IV 25d	85.5%	71.4%	96.3%	80.2%	74.2%
Bid-Ask Spread %	4.15	2.05	8.87	3.63	3.05
Gamma HHI	0.06	0.05	0.11	0.08	0.05
Net GEX	6.2M	-5.9M	21.1M	21.1M	-704.7K
Net DEX	-1.38B	-3.31B	376.0M	-3.31B	-4.5M
Net VEX	-8.5M	-9.4M	-6.2M	-9.2M	-6.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.45	1.42	0.45	0.93
Total Volume	356,671.087	178,341	767,142	320,807	319,738
Total OI	3,398,434.217	2,795,776	3,757,454	3,532,244	3,033,033

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
2018-10-01	$31.35	$21.00	78.1%	17.1%	70.6%	63.2%	60.4%	0.3%	-2.7%	21.1M	-3.31B	-9.2M	0.45	3.63	221,036	99,771	1,831,103	1,701,141
2018-10-02	$28.96	$21.00	82.2%	18.5%	67.6%	69.3%	64.5%	1.3%	-3.0%	10.4M	-2.46B	-9.3M	0.66	5.24	326,553	215,239	1,874,414	1,722,503
2018-10-03	$28.56	$21.00	81.1%	18.6%	67.6%	67.6%	65.4%	1.6%	-3.3%	9.9M	-2.33B	-9.3M	0.63	2.33	405,228	255,434	1,911,464	1,745,767
2018-10-04	$27.58	$29.00	81.0%	21.7%	68.2%	67.5%	76.0%	2.7%	-3.1%	8.6M	-2.03B	-9.3M	0.83	3.70	169,612	141,538	1,964,876	1,771,135
2018-10-05	$27.33	$29.00	82.1%	22.0%	68.1%	69.2%	76.7%	3.9%	-3.5%	6.0M	-1.94B	-9.3M	1.40	2.99	154,768	216,506	1,979,152	1,778,302
2018-10-08	$26.57	$29.00	81.6%	22.2%	61.8%	68.5%	77.0%	3.2%	-3.5%	6.2M	-1.80B	-8.7M	0.62	4.20	214,279	132,641	1,819,617	1,690,340
2018-10-09	$27.25	$29.00	82.0%	22.4%	62.7%	69.1%	77.6%	2.8%	-3.4%	12.2M	-2.04B	-8.8M	0.62	2.60	158,714	98,069	1,855,273	1,704,144
2018-10-10	$24.91	$29.00	90.0%	24.9%	63.2%	81.1%	86.8%	6.2%	-2.7%	1.8M	-1.33B	-8.7M	0.84	3.65	222,415	187,676	1,875,998	1,715,819
2018-10-11	$25.48	$29.00	90.8%	25.2%	61.2%	82.3%	88.6%	8.2%	-3.4%	5.7M	-1.52B	-9.1M	1.04	7.66	168,093	174,106	1,933,160	1,718,088
2018-10-12	$26.20	$29.00	84.9%	23.6%	53.7%	73.4%	82.8%	7.9%	-3.8%	13.1M	-1.74B	-9.1M	1.08	3.84	150,894	162,639	1,949,202	1,727,492
2018-10-15	$26.40	$29.00	83.8%	23.7%	54.1%	71.7%	82.7%	8.7%	-5.0%	8.7M	-1.81B	-9.0M	0.74	5.15	102,482	75,859	1,836,192	1,685,807
2018-10-16	$28.05	$28.00	80.5%	22.9%	59.6%	66.8%	79.4%	8.5%	-4.9%	15.2M	-2.35B	-9.3M	0.68	7.15	179,472	121,415	1,859,698	1,691,651
2018-10-17	$27.30	$28.00	83.4%	23.9%	59.9%	71.2%	84.0%	9.6%	-5.3%	12.7M	-2.09B	-9.4M	0.77	3.33	106,259	81,546	1,905,864	1,752,187
2018-10-18	$26.67	$28.00	83.5%	24.2%	60.1%	71.4%	84.2%	9.5%	-4.4%	10.1M	-1.93B	-9.2M	0.66	4.05	131,884	86,472	1,926,415	1,760,871
2018-10-19	$23.94	$28.00	87.6%	25.7%	69.8%	77.6%	86.7%	11.2%	-5.7%	890.4K	-1.05B	-8.9M	0.70	8.87	287,195	201,407	1,949,885	1,770,280
2018-10-22	$25.09	$28.00	83.4%	25.3%	69.9%	71.1%	87.4%	8.8%	-3.9%	6.5M	-1.16B	-9.0M	0.56	2.86	176,475	98,385	1,469,645	1,326,131
2018-10-23	$25.18	$27.00	84.3%	26.0%	69.9%	72.5%	89.4%	8.5%	-3.5%	7.6M	-1.21B	-9.0M	0.58	4.40	117,372	68,206	1,511,287	1,355,005
2018-10-24	$23.45	$27.00	92.0%	28.9%	72.8%	84.1%	99.6%	9.3%	-4.3%	4.7M	-816.4M	-8.8M	0.82	5.10	187,402	153,205	1,548,724	1,371,768
2018-10-25	$19.08	$27.00	68.6%	20.9%	98.9%	48.9%	72.1%	4.9%	-1.0%	-5.9M	201.8M	-6.8M	0.91	2.35	402,261	364,881	1,620,085	1,446,987
2018-10-26	$17.56	$26.50	76.1%	23.1%	100.6%	60.1%	82.3%	9.5%	-2.3%	-3.8M	376.0M	-6.5M	1.42	3.01	224,190	319,068	1,686,060	1,478,106
2018-10-29	$16.37	$26.00	80.4%	26.2%	100.2%	66.7%	89.0%	10.8%	-3.8%	-4.2M	341.3M	-6.2M	1.01	4.27	147,346	148,423	1,518,648	1,415,503
2018-10-30	$17.05	$25.00	76.9%	23.6%	101.8%	61.4%	83.5%	11.6%	-2.4%	-3.9M	248.1M	-6.5M	0.98	2.05	114,977	112,304	1,547,673	1,427,492
2018-10-31	$18.19	$25.00	69.1%	21.6%	106.8%	49.6%	75.2%	8.4%	-0.2%	-704.7K	-4.5M	-6.8M	0.93	3.05	165,435	154,303	1,585,971	1,447,062