AMD Options History — January 2019

In January 2019, AMD traded between $17.15 and $24.45. ATM implied volatility averaged 78.1%, placing in the 63.3% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 1.0% (HV 20d: 77.2%). Max pain ranged from $16.00 to $22.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.75.

Notable Days

2019-01-30: Highest Volume — 745,831 contracts
2019-01-30: Largest IV drop — 23.1% change
2019-01-03: Highest IV Rank — 84.4%
2019-01-29: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.35	$17.15	$24.45	$18.78	$24.45
Max Pain	$20.95	$16.00	$22.00	$16.00	$21.00
ATM IV	78.1%	57.4%	92.2%	85.3%	61.4%
Expected Move	22.4%	17.1%	25.6%	20.5%	17.1%
HV 20d	77.2%	64.0%	99.7%	68.7%	99.7%
HV 60d	87.0%	75.8%	93.1%	89.1%	83.0%
IV Rank	63.3%	32.0%	84.4%	73.9%	38.1%
IV Percentile	82.2%	39.7%	99.6%	96.0%	49.6%
Term Structure	-3.1%	-5.3%	1.5%	-2.6%	-0.8%
VWIV	78.2%	59.8%	88.5%	72.1%	59.8%
Skew 25d	5.2%	0.3%	9.6%	9.6%	0.3%
Skew 10d	9.2%	1.7%	13.8%	10.1%	1.7%
Call IV 25d	75.1%	55.9%	88.8%	77.3%	60.9%
Put IV 25d	80.4%	59.0%	95.8%	86.9%	61.2%
Bid-Ask Spread %	2.30	1.48	3.78	3.42	2.99
Gamma HHI	0.07	0.04	0.29	0.05	0.06
Net GEX	4.7M	-2.5M	16.7M	2.3M	12.4M
Net DEX	-539.8M	-1.20B	36.9M	-353.5M	-1.20B
Net VEX	-6.4M	-7.0M	-5.8M	-6.3M	-7.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.39	1.00	0.85	0.89
Total Volume	291,179.571	58,938	745,831	166,265	679,632
Total OI	2,663,092.19	1,750,596	3,268,866	2,952,637	2,275,796

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
2019-01-02	$18.78	$16.00	85.3%	20.5%	68.7%	73.9%	72.1%	9.6%	-2.6%	2.3M	-353.5M	-6.3M	0.85	3.42	89,675	76,590	1,520,152	1,432,485
2019-01-03	$17.15	$22.00	92.2%	24.4%	64.0%	84.4%	83.7%	7.0%	-4.3%	-2.5M	36.9M	-5.8M	0.74	2.53	142,275	105,881	1,535,457	1,448,541
2019-01-04	$18.93	$22.00	88.0%	23.4%	74.9%	78.1%	81.0%	9.6%	1.5%	9.4M	-458.2M	-6.3M	0.70	2.27	200,680	140,337	1,578,744	1,447,870
2019-01-07	$20.56	$22.00	88.5%	23.6%	81.1%	78.8%	82.4%	5.7%	-5.3%	5.2M	-816.3M	-6.6M	0.72	1.87	49,673	35,797	1,533,425	1,430,245
2019-01-08	$20.71	$22.00	86.7%	23.3%	79.2%	76.2%	81.8%	5.8%	-4.8%	6.4M	-876.6M	-6.7M	0.84	1.94	153,934	128,868	1,592,347	1,475,086
2019-01-09	$20.19	$21.00	83.6%	23.0%	79.6%	71.4%	80.1%	6.1%	-3.4%	5.9M	-717.2M	-6.6M	0.66	1.48	294,073	194,418	1,623,398	1,506,529
2019-01-10	$19.77	$21.00	83.7%	22.9%	79.9%	71.6%	80.0%	5.5%	-4.8%	1.5M	-565.5M	-6.5M	0.90	2.24	197,191	176,624	1,649,635	1,548,793
2019-01-11	$20.29	$21.00	83.1%	22.9%	80.0%	70.7%	80.1%	4.0%	-4.3%	4.3M	-785.4M	-6.6M	0.61	1.88	147,471	89,395	1,698,320	1,570,546
2019-01-14	$20.38	$21.00	79.1%	22.5%	78.8%	64.8%	77.9%	4.7%	-3.6%	5.2M	-727.9M	-6.4M	0.77	2.04	86,629	66,837	1,596,460	1,496,514
2019-01-15	$20.43	$21.00	74.9%	21.4%	78.8%	58.3%	73.7%	4.7%	-2.8%	5.9M	-718.4M	-6.3M	0.76	2.34	154,640	117,783	1,615,307	1,510,769
2019-01-16	$19.76	$21.00	74.1%	21.2%	76.7%	57.1%	74.2%	4.7%	-2.3%	1.3M	-549.9M	-6.2M	0.86	1.74	83,739	72,217	1,629,261	1,511,860
2019-01-17	$20.30	$21.00	74.0%	21.4%	75.7%	57.0%	74.4%	4.7%	-3.1%	5.4M	-732.4M	-6.3M	0.69	2.19	138,258	95,126	1,641,065	1,513,957
2019-01-18	$20.77	$21.00	72.9%	21.3%	69.8%	55.4%	75.0%	5.0%	-4.3%	2.0M	-863.8M	-6.4M	0.39	1.71	207,146	80,444	1,639,053	1,526,944
2019-01-22	$19.78	$21.00	77.4%	23.3%	72.4%	62.2%	81.2%	5.3%	-3.7%	-52.1K	-88.6M	-6.1M	0.86	3.78	99,352	85,696	905,430	845,166
2019-01-23	$19.74	$21.00	78.7%	24.1%	68.3%	64.1%	84.2%	4.9%	-4.0%	-459.0K	-70.6M	-6.1M	0.79	2.11	91,632	72,241	932,794	873,077
2019-01-24	$20.82	$21.00	75.9%	23.6%	69.9%	59.9%	82.3%	4.7%	-4.1%	4.4M	-290.1M	-6.4M	0.70	2.55	132,286	92,124	956,015	896,559
2019-01-25	$21.93	$21.00	74.2%	23.5%	70.0%	57.3%	82.1%	4.4%	-3.9%	13.6M	-529.7M	-6.6M	0.48	1.77	228,741	110,698	981,930	934,347
2019-01-28	$20.20	$21.00	75.4%	25.1%	76.9%	59.1%	86.9%	5.3%	-1.6%	1.1M	-141.7M	-6.2M	0.77	2.29	33,382	25,556	985,474	900,186
2019-01-29	$19.36	$21.00	74.7%	25.6%	78.6%	58.0%	88.5%	4.5%	-2.9%	-683.3K	-2.3M	-6.1M	0.83	3.45	214,562	177,337	1,045,716	951,071
2019-01-30	$22.95	$21.00	57.4%	17.4%	98.0%	32.0%	61.7%	3.1%	-0.5%	16.7M	-882.7M	-6.8M	1.00	1.75	373,646	372,185	1,130,983	1,037,629
2019-01-31	$24.45	$21.00	61.4%	17.1%	99.7%	38.1%	59.8%	0.3%	-0.8%	12.4M	-1.20B	-7.0M	0.89	2.99	358,916	320,716	1,119,792	1,156,004