AMD Options History — February 2019

In February 2019, AMD traded between $22.61 and $24.81. ATM implied volatility averaged 50.3%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 29.5% (HV 20d: 79.8%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.67.

Notable Days

2019-02-15: Highest Volume — 322,185 contracts
2019-02-05: Largest IV drop — 6.9% change
2019-02-01: Highest IV Rank — 30.7%
2019-02-01: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.60	$22.61	$24.81	$24.46	$23.53
Max Pain	$22.95	$22.00	$23.00	$22.00	$23.00
ATM IV	50.3%	45.1%	56.6%	56.6%	45.1%
Expected Move	14.3%	12.5%	16.3%	16.3%	12.5%
HV 20d	79.8%	36.6%	92.1%	92.1%	36.6%
HV 60d	78.4%	75.1%	82.9%	82.9%	75.6%
IV Rank	21.4%	13.5%	30.7%	30.7%	13.5%
IV Percentile	29.6%	20.2%	38.5%	38.5%	20.2%
Term Structure	0.4%	-0.9%	2.2%	0.8%	-0.2%
VWIV	50.0%	43.7%	57.3%	57.3%	43.7%
Skew 25d	1.3%	0.5%	2.1%	0.6%	1.6%
Skew 10d	3.1%	0.7%	5.2%	2.7%	4.2%
Call IV 25d	49.8%	44.4%	56.6%	56.6%	44.4%
Put IV 25d	51.2%	46.0%	57.2%	57.2%	46.0%
Bid-Ask Spread %	2.27	1.71	3.02	2.53	2.55
Gamma HHI	0.09	0.05	0.45	0.45	0.06
Net GEX	7.1M	-18.6M	15.7M	-18.6M	3.5M
Net DEX	-703.1M	-1.12B	-470.8M	-1.12B	-520.5M
Net VEX	-6.8M	-7.1M	-6.5M	-7.1M	-6.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.44	1.09	0.95	0.75
Total Volume	211,579.211	125,677	322,185	313,562	125,677
Total OI	2,068,902.526	1,784,025	2,407,583	2,407,583	2,001,415

Daily Data (19 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
2019-02-01	$24.46	$22.00	56.6%	16.3%	92.1%	30.7%	57.3%	0.6%	0.8%	-18.6M	-1.12B	-7.1M	0.95	2.53	161,014	152,548	1,154,416	1,253,167
2019-02-04	$24.07	$23.00	54.6%	15.6%	87.6%	27.8%	54.5%	1.3%	-0.4%	6.3M	-857.9M	-7.0M	1.09	1.89	101,882	111,195	1,042,884	1,039,738
2019-02-05	$23.29	$23.00	50.8%	14.8%	84.8%	22.1%	51.7%	0.5%	1.0%	1.8M	-634.2M	-7.0M	0.91	1.71	168,290	152,886	1,075,705	1,080,060
2019-02-06	$23.29	$23.00	50.6%	14.9%	84.8%	21.8%	51.9%	1.2%	1.2%	6.0M	-675.7M	-7.0M	0.55	2.01	116,274	64,204	1,114,565	1,081,273
2019-02-07	$22.61	$23.00	54.1%	15.6%	85.0%	27.0%	54.3%	2.1%	0.3%	1.6M	-470.8M	-7.0M	0.93	1.80	138,754	129,242	1,136,400	1,087,475
2019-02-08	$23.05	$23.00	54.8%	15.8%	84.6%	28.1%	55.1%	1.0%	0.6%	3.5M	-625.2M	-7.0M	0.62	2.27	156,609	97,047	1,155,129	1,098,946
2019-02-11	$22.90	$23.00	53.0%	15.2%	84.4%	25.4%	52.9%	2.0%	1.3%	6.4M	-592.7M	-6.8M	0.45	2.18	86,993	38,938	1,079,493	1,012,821
2019-02-12	$22.80	$23.00	52.0%	14.9%	84.5%	23.8%	52.6%	0.9%	0.9%	9.2M	-578.8M	-6.7M	0.66	2.01	97,377	63,861	1,108,680	1,020,519
2019-02-13	$22.84	$23.00	49.0%	14.1%	84.5%	19.4%	49.1%	1.4%	0.9%	10.3M	-582.1M	-6.7M	0.49	2.25	92,791	45,778	1,118,921	1,030,409
2019-02-14	$23.12	$23.00	51.3%	14.7%	83.2%	22.9%	51.2%	1.4%	1.4%	13.4M	-669.3M	-6.8M	0.44	2.79	164,985	72,529	1,129,189	1,034,633
2019-02-15	$23.69	$23.00	50.1%	14.2%	83.2%	21.0%	49.7%	1.7%	2.2%	10.9M	-895.2M	-6.8M	0.55	2.14	207,503	114,682	1,170,459	1,054,263
2019-02-19	$24.04	$23.00	50.3%	14.1%	83.0%	21.3%	49.8%	1.0%	0.4%	12.2M	-750.6M	-6.6M	0.55	2.99	170,829	93,764	947,120	836,905
2019-02-20	$24.01	$23.00	49.5%	13.8%	80.4%	20.0%	48.6%	1.2%	-0.9%	12.8M	-733.6M	-6.7M	0.54	3.02	105,469	56,710	1,001,748	883,249
2019-02-21	$23.90	$23.00	48.8%	13.6%	80.5%	19.1%	47.7%	1.5%	0.1%	13.7M	-696.9M	-6.7M	0.67	2.40	80,862	53,996	1,023,409	900,539
2019-02-22	$24.20	$23.00	47.2%	13.0%	78.8%	16.7%	45.7%	1.7%	0.2%	10.8M	-818.5M	-6.7M	0.62	2.70	116,466	72,702	1,037,272	914,432
2019-02-25	$24.81	$23.00	46.6%	12.9%	77.4%	15.7%	45.2%	1.8%	-0.2%	15.7M	-913.8M	-6.6M	0.56	2.21	146,072	82,298	980,045	868,484
2019-02-26	$24.28	$23.00	46.0%	12.6%	70.9%	14.8%	44.0%	1.0%	-0.9%	11.3M	-727.0M	-6.7M	0.73	2.02	91,857	67,054	999,255	899,518
2019-02-27	$23.45	$23.00	46.0%	12.9%	70.2%	14.8%	44.8%	1.5%	-0.5%	4.4M	-490.7M	-6.5M	0.70	1.77	129,797	91,070	1,014,967	921,645
2019-02-28	$23.53	$23.00	45.1%	12.5%	36.6%	13.5%	43.7%	1.6%	-0.2%	3.5M	-520.5M	-6.7M	0.75	2.55	71,878	53,799	1,046,630	954,785