AMD Options History — March 2019

In March 2019, AMD traded between $22.02 and $28.04. ATM implied volatility averaged 50.6%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 6.5% (HV 20d: 44.1%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2019-03-19: Highest Volume — 666,300 contracts
  • 2019-03-19: Largest IV spike — 22.0% change
  • 2019-03-27: Highest IV Rank — 47.1%
  • 2019-03-27: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.27$22.02$28.04$23.70$25.52
Max Pain$22.86$22.00$23.00$23.00$23.00
ATM IV50.6%41.4%62.5%43.5%61.4%
Expected Move15.4%11.6%17.5%11.6%16.7%
HV 20d44.1%28.5%63.1%28.5%62.5%
HV 60d68.9%67.0%72.5%72.5%69.4%
IV Rank24.6%9.4%47.1%11.0%45.0%
IV Percentile30.9%11.9%55.6%15.9%50.8%
Term Structure3.3%-1.7%13.9%0.0%1.5%
VWIV53.7%40.7%61.0%40.7%58.3%
Skew 25d1.0%-2.4%3.0%1.8%3.0%
Skew 10d1.6%-8.6%6.7%3.5%3.9%
Call IV 25d49.9%41.7%63.0%42.8%59.9%
Put IV 25d50.9%40.9%63.5%44.6%62.9%
Bid-Ask Spread %2.441.693.641.812.41
Gamma HHI0.070.050.270.070.06
Net GEX7.4M-12.5M21.4M7.2M11.9M
Net DEX-680.4M-1.74B-144.9M-569.8M-850.4M
Net VEX-7.2M-8.1M-6.6M-6.7M-7.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.450.970.570.77
Total Volume260,303.429100,076666,300162,042193,387
Total OI2,100,666.8571,897,8032,299,5232,025,4752,272,841

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$23.70$23.0043.5%11.6%28.5%11.0%40.7%1.8%0.0%7.2M-569.8M-6.7M0.571.81103,49358,5491,055,335970,140
2019-03-04$23.31$23.0046.5%13.2%28.9%15.5%45.8%2.5%0.2%5.2M-473.4M-6.6M0.481.97111,22853,501986,384924,177
2019-03-05$23.59$23.0045.0%12.0%28.9%13.3%42.1%1.8%0.4%8.4M-550.3M-6.7M0.571.6963,70836,3681,017,329942,902
2019-03-06$22.45$23.0049.7%14.2%31.8%20.4%49.5%2.3%-0.5%-90.0K-262.0M-6.6M0.661.80132,88387,2931,033,931955,666
2019-03-07$22.09$23.0049.8%14.3%32.2%20.6%49.8%2.9%-1.7%-3.4M-165.0M-6.6M0.751.77108,23481,1161,067,943979,913
2019-03-08$22.02$23.0049.5%13.3%30.6%20.0%46.9%2.9%0.2%-12.5M-144.9M-6.7M0.852.03108,47692,1601,087,4531,007,362
2019-03-11$22.95$22.0044.6%15.8%33.4%12.7%55.2%1.7%0.8%4.5M-432.6M-6.8M0.552.62135,28174,7001,049,308977,009
2019-03-12$23.48$22.0044.2%15.6%34.3%12.1%54.3%1.8%0.9%11.9M-631.9M-6.9M0.602.47126,19275,4571,088,515998,511
2019-03-13$23.49$22.0042.1%15.3%34.2%10.7%53.2%1.5%1.5%13.8M-628.9M-6.9M0.612.46102,45962,0281,102,5901,018,364
2019-03-14$22.91$23.0042.0%15.3%35.5%10.4%53.3%0.9%1.0%6.7M-401.0M-6.8M0.972.60123,452120,1271,114,8231,030,583
2019-03-15$23.23$23.0041.7%15.3%35.6%9.8%53.3%-1.3%1.8%3.8M-531.8M-6.9M0.663.39112,27573,9751,129,2631,062,782
2019-03-18$23.27$23.0041.4%15.0%34.4%9.4%52.1%0.2%11.5%4.8M-441.2M-6.9M0.692.0769,02547,435987,440910,363
2019-03-19$25.86$23.0050.5%16.2%51.0%25.6%56.6%-1.1%8.6%12.7M-1.08B-7.2M0.503.17443,493222,8071,012,266922,577
2019-03-20$25.74$23.0049.9%16.3%51.0%24.5%56.9%0.4%10.2%18.6M-1.12B-7.7M0.612.88319,444196,3761,125,5671,000,598
2019-03-21$28.04$23.0056.2%17.0%58.6%35.8%59.6%-2.4%9.7%21.4M-1.74B-7.9M0.452.58445,140199,3431,157,1301,045,291
2019-03-22$26.45$23.0059.4%17.5%63.1%41.4%60.9%0.2%13.9%12.7M-1.17B-8.1M0.853.64241,669206,0991,188,4511,111,072
2019-03-25$26.04$23.0060.6%17.0%63.0%43.6%59.1%1.0%1.4%8.6M-937.6M-8.0M0.852.89116,23199,0671,108,7721,041,503
2019-03-26$25.54$23.0060.6%16.9%62.9%43.7%58.9%1.0%2.5%7.3M-808.3M-7.9M0.742.07114,12184,1771,134,4111,051,817
2019-03-27$24.88$23.0062.5%17.5%62.3%47.1%61.0%-0.7%3.2%3.5M-623.1M-7.8M0.812.50127,428102,6241,153,7381,052,366
2019-03-28$25.16$23.0061.1%16.9%62.4%44.4%59.2%0.2%2.0%7.5M-725.6M-7.8M0.752.40111,81283,7391,175,1381,062,380
2019-03-29$25.52$23.0061.4%16.7%62.5%45.0%58.3%3.0%1.5%11.9M-850.4M-7.8M0.772.41109,00484,3831,196,9911,075,850