AMD Options History — November 2018

In November 2018, AMD traded between $18.75 and $21.74. ATM implied volatility averaged 68.2%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded below realized volatility by 36.4% (HV 20d: 104.6%). Max pain ranged from $18.00 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.79.

Notable Days

2018-11-02: Highest Volume — 402,718 contracts
2018-11-26: Largest IV drop — 9.9% change
2018-11-20: Highest IV Rank — 59.6%
2018-11-01: Largest Expected Move — 23.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.40	$18.75	$21.74	$20.08	$21.35
Max Pain	$20.33	$18.00	$25.00	$25.00	$20.00
ATM IV	68.2%	61.6%	75.7%	71.4%	62.2%
Expected Move	19.8%	18.2%	23.1%	23.1%	19.2%
HV 20d	104.6%	67.0%	119.4%	115.0%	67.0%
HV 60d	86.9%	84.8%	89.1%	85.0%	85.9%
IV Rank	48.2%	38.4%	59.6%	53.1%	39.2%
IV Percentile	79.3%	63.9%	86.9%	86.1%	66.7%
Term Structure	-1.5%	-4.9%	0.8%	-1.9%	-1.3%
VWIV	69.9%	64.1%	81.8%	81.8%	67.6%
Skew 25d	4.9%	2.7%	7.1%	6.1%	2.9%
Skew 10d	10.0%	5.9%	14.1%	13.0%	7.3%
Call IV 25d	66.5%	60.1%	71.9%	69.5%	62.0%
Put IV 25d	71.3%	64.7%	78.6%	75.5%	64.9%
Bid-Ask Spread %	2.80	2.05	4.54	2.09	2.48
Gamma HHI	0.05	0.04	0.13	0.04	0.13
Net GEX	5.2M	-254.3K	10.6M	4.4M	10.6M
Net DEX	-577.8M	-914.1M	-203.9M	-502.3M	-881.1M
Net VEX	-7.8M	-8.3M	-7.3M	-7.7M	-7.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.47	1.29	0.54	0.66
Total Volume	259,542.238	163,600	402,718	392,632	203,513
Total OI	3,013,908.857	2,766,250	3,204,404	3,087,279	2,985,057

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
2018-11-01	$20.08	$25.00	71.4%	23.1%	115.0%	53.1%	81.8%	6.1%	-1.9%	4.4M	-502.3M	-7.7M	0.54	2.09	254,333	138,299	1,630,032	1,457,247
2018-11-02	$20.25	$25.00	71.7%	22.3%	115.3%	53.6%	78.8%	4.7%	-1.1%	7.4M	-572.6M	-7.7M	0.78	3.66	225,888	176,830	1,668,825	1,490,906
2018-11-05	$19.92	$19.00	70.9%	19.5%	115.2%	52.3%	72.5%	4.0%	-0.5%	2.8M	-390.8M	-7.7M	0.56	2.41	143,204	80,258	1,569,796	1,417,754
2018-11-06	$20.56	$18.00	69.9%	19.1%	115.5%	50.8%	68.2%	4.1%	-1.0%	5.4M	-587.5M	-7.7M	0.48	2.57	261,635	126,057	1,606,627	1,432,350
2018-11-07	$21.74	$20.00	65.9%	18.2%	114.4%	44.8%	64.1%	2.7%	-0.5%	8.4M	-885.0M	-8.3M	0.47	2.56	247,096	115,294	1,669,862	1,434,146
2018-11-08	$21.07	$20.00	66.0%	18.5%	114.2%	45.0%	64.9%	3.0%	-0.3%	6.6M	-693.0M	-8.1M	0.60	2.46	119,480	71,938	1,692,998	1,454,674
2018-11-09	$21.11	$20.00	66.0%	18.7%	113.4%	45.0%	65.2%	4.3%	0.8%	6.6M	-697.5M	-8.1M	0.84	2.37	138,872	117,103	1,715,816	1,473,577
2018-11-12	$19.18	$20.00	72.3%	20.1%	117.1%	54.5%	70.1%	5.9%	-1.7%	1.1M	-203.9M	-7.4M	0.75	2.66	133,649	100,072	1,636,536	1,423,368
2018-11-13	$19.49	$20.00	69.7%	19.6%	114.3%	50.6%	67.8%	5.3%	-1.1%	2.1M	-257.3M	-7.6M	0.76	2.34	93,053	70,547	1,664,547	1,442,650
2018-11-14	$21.00	$20.00	71.7%	20.1%	118.8%	53.6%	71.5%	5.3%	-2.1%	7.0M	-670.2M	-8.0M	0.79	2.65	140,690	110,753	1,680,719	1,459,070
2018-11-15	$21.48	$20.00	67.8%	19.3%	119.4%	47.6%	67.8%	4.9%	-0.5%	8.6M	-799.9M	-8.1M	0.85	4.54	115,237	97,427	1,696,671	1,478,267
2018-11-16	$20.70	$20.00	66.5%	18.7%	114.3%	45.8%	66.3%	4.2%	-1.7%	4.4M	-555.3M	-7.9M	0.87	4.49	153,873	133,568	1,709,901	1,494,503
2018-11-19	$19.20	$20.00	71.5%	20.4%	114.9%	53.3%	71.3%	5.0%	-4.9%	1.0M	-333.9M	-7.5M	0.94	3.31	116,224	109,830	1,418,783	1,347,467
2018-11-20	$19.20	$20.00	75.7%	21.6%	114.8%	59.6%	74.7%	6.6%	-3.4%	1.8M	-352.5M	-7.6M	0.81	2.15	143,332	116,384	1,448,248	1,359,029
2018-11-21	$18.75	$20.00	69.9%	20.0%	112.9%	50.9%	70.5%	6.2%	-3.3%	-254.3K	-236.5M	-7.3M	1.29	2.28	115,952	149,258	1,478,441	1,384,941
2018-11-23	$19.38	$20.00	70.5%	20.6%	87.0%	51.7%	72.9%	7.1%	-4.1%	4.5M	-402.1M	-7.6M	1.00	4.02	87,158	87,148	1,501,461	1,428,362
2018-11-26	$19.99	$20.00	63.5%	19.0%	81.7%	41.2%	67.7%	5.8%	0.0%	2.5M	-516.9M	-7.4M	1.29	2.77	78,921	101,969	1,415,085	1,388,073
2018-11-27	$21.17	$20.00	65.0%	19.6%	78.3%	43.4%	69.9%	5.7%	-0.8%	6.2M	-825.8M	-7.8M	0.85	2.62	165,296	139,947	1,443,033	1,420,953
2018-11-28	$21.33	$20.00	61.6%	18.8%	77.6%	38.4%	66.6%	5.0%	-0.6%	6.6M	-856.2M	-7.9M	0.72	2.26	160,834	115,557	1,464,564	1,456,527
2018-11-29	$21.45	$20.00	61.9%	19.0%	75.0%	38.7%	66.7%	4.1%	-0.9%	10.3M	-914.1M	-7.8M	0.84	2.05	105,659	88,249	1,491,446	1,459,774
2018-11-30	$21.35	$20.00	62.2%	19.2%	67.0%	39.2%	67.6%	2.9%	-1.3%	10.6M	-881.1M	-7.8M	0.66	2.48	122,753	80,760	1,503,049	1,482,008