AMD Options History — December 2018

In December 2018, AMD traded between $16.82 and $23.73. ATM implied volatility averaged 75.0%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded below realized volatility by 4.7% (HV 20d: 79.7%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.78.

Notable Days

2018-12-05: Highest Volume — 410,647 contracts
2018-12-04: Largest IV spike — 12.9% change
2018-12-24: Highest IV Rank — 82.3%
2018-12-24: Largest Expected Move — 24.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.36	$16.82	$23.73	$23.73	$18.43
Max Pain	$17.40	$16.00	$20.00	$20.00	$16.00
ATM IV	75.0%	59.2%	90.8%	59.2%	84.5%
Expected Move	21.5%	18.4%	24.9%	18.4%	21.2%
HV 20d	79.7%	73.5%	87.8%	76.3%	79.8%
HV 60d	88.3%	86.5%	90.1%	88.8%	88.9%
IV Rank	58.5%	34.6%	82.3%	34.6%	72.9%
IV Percentile	84.9%	53.2%	98.8%	53.2%	94.8%
Term Structure	2.1%	-3.5%	11.5%	1.0%	-1.2%
VWIV	74.8%	64.7%	88.7%	64.7%	74.4%
Skew 25d	5.0%	2.1%	10.2%	2.1%	5.3%
Skew 10d	9.7%	-3.4%	23.3%	7.2%	17.6%
Call IV 25d	73.1%	58.5%	96.4%	58.5%	84.7%
Put IV 25d	78.1%	60.6%	105.4%	60.6%	90.0%
Bid-Ask Spread %	3.03	1.68	8.13	1.97	2.50
Gamma HHI	0.05	0.04	0.07	0.05	0.05
Net GEX	1.4M	-4.3M	9.9M	9.9M	1.7M
Net DEX	-382.5M	-1.46B	197.2M	-1.46B	-288.8M
Net VEX	-6.9M	-7.9M	-6.1M	-7.9M	-6.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.49	1.31	0.78	0.82
Total Volume	246,374.55	157,273	410,647	409,027	158,897
Total OI	3,009,992.5	2,877,549	3,119,012	2,877,549	2,917,221

Daily Data (20 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
2018-12-03	$23.73	$20.00	59.2%	18.4%	76.3%	34.6%	64.7%	2.1%	1.0%	9.9M	-1.46B	-7.9M	0.78	1.97	229,215	179,812	1,445,024	1,432,525
2018-12-04	$21.13	$20.00	66.8%	21.1%	87.8%	46.1%	73.3%	3.4%	0.8%	1.2M	-694.0M	-7.8M	0.97	3.05	203,266	197,026	1,480,113	1,486,280
2018-12-05	$21.11	$20.00	68.0%	21.7%	87.2%	48.0%	75.3%	3.4%	0.6%	1.1M	-695.7M	-7.7M	0.96	8.13	209,352	201,295	1,480,113	1,486,280
2018-12-06	$21.25	$17.00	69.4%	20.2%	84.8%	50.1%	70.6%	5.8%	3.1%	3.8M	-758.7M	-7.7M	1.31	3.23	165,338	216,636	1,527,870	1,483,633
2018-12-07	$20.24	$17.00	72.1%	21.4%	85.8%	54.1%	73.4%	5.3%	1.7%	-3.5M	-472.4M	-7.6M	0.58	3.36	99,273	58,000	1,558,896	1,528,418
2018-12-10	$19.98	$17.00	72.4%	20.9%	85.9%	54.6%	72.2%	4.9%	-0.3%	3.0M	-494.0M	-7.5M	0.61	3.07	105,412	63,828	1,525,651	1,461,771
2018-12-11	$20.11	$17.00	71.7%	20.6%	78.6%	53.6%	71.3%	4.2%	-0.5%	3.8M	-529.1M	-7.3M	0.62	2.60	122,077	76,040	1,539,488	1,481,255
2018-12-12	$20.62	$17.00	68.3%	19.5%	78.8%	48.3%	68.4%	3.5%	-0.1%	7.1M	-675.5M	-7.4M	0.68	2.12	102,376	69,704	1,557,925	1,491,614
2018-12-13	$19.88	$17.00	67.2%	19.4%	75.2%	46.8%	67.6%	3.4%	0.3%	2.3M	-435.8M	-7.2M	0.49	2.23	113,472	55,872	1,566,976	1,503,495
2018-12-14	$19.81	$17.00	68.4%	19.7%	74.6%	48.6%	68.9%	4.6%	0.7%	2.0M	-425.9M	-7.0M	1.14	2.28	102,693	116,917	1,588,534	1,505,569
2018-12-17	$18.68	$17.00	74.5%	21.3%	76.2%	57.8%	74.2%	4.6%	-3.5%	-1.3M	-171.4M	-6.6M	0.68	2.18	94,877	64,676	1,515,576	1,465,646
2018-12-18	$19.54	$17.00	71.3%	20.4%	73.5%	53.0%	72.1%	3.4%	-0.8%	1.8M	-386.5M	-6.9M	0.74	1.68	105,503	77,592	1,556,530	1,479,426
2018-12-19	$18.07	$17.00	74.2%	21.3%	78.7%	57.4%	73.8%	5.4%	-0.5%	-4.3M	-2.3M	-6.3M	0.55	2.79	149,084	82,663	1,559,785	1,499,569
2018-12-20	$17.97	$17.00	79.4%	22.6%	78.3%	65.2%	78.6%	5.4%	5.3%	-3.9M	-32.6M	-6.5M	0.80	2.85	145,003	116,397	1,596,276	1,490,624
2018-12-21	$16.91	$17.00	83.8%	24.0%	79.8%	71.7%	82.6%	5.6%	-0.4%	-1.4M	197.2M	-6.1M	0.97	2.82	140,376	135,575	1,620,745	1,498,267
2018-12-24	$16.82	$17.00	90.8%	24.9%	78.5%	82.3%	88.7%	9.1%	11.1%	-1.1M	66.5M	-6.1M	0.83	4.20	93,123	76,944	1,501,954	1,395,349
2018-12-26	$17.69	$17.00	85.0%	23.6%	77.8%	73.6%	82.4%	4.7%	6.1%	1.3M	-103.7M	-6.2M	0.61	3.28	156,825	94,899	1,526,921	1,409,659
2018-12-27	$17.39	$17.00	87.0%	23.8%	77.6%	76.6%	82.8%	10.2%	6.8%	2.5M	-82.0M	-6.1M	0.76	3.33	164,439	125,347	1,565,280	1,420,272
2018-12-28	$17.85	$17.00	85.9%	23.4%	78.5%	74.9%	81.3%	5.9%	11.5%	946.1K	-201.8M	-6.4M	0.72	2.90	150,100	107,567	1,605,814	1,443,506
2018-12-31	$18.43	$16.00	84.5%	21.2%	79.8%	72.9%	74.4%	5.3%	-1.2%	1.7M	-288.8M	-6.3M	0.82	2.50	87,290	71,607	1,509,495	1,407,726