AMD Options History — April 2019

In April 2019, AMD traded between $26.35 and $29.02. ATM implied volatility averaged 65.5%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 10.2% (HV 20d: 55.2%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2019-04-03: Highest Volume — 886,255 contracts
  • 2019-04-18: Largest IV drop — 9.2% change
  • 2019-04-04: Highest IV Rank — 56.7%
  • 2019-04-29: Largest Expected Move — 21.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.86$26.35$29.02$26.35$27.55
Max Pain$24.48$23.00$25.00$23.00$25.00
ATM IV65.5%61.1%67.9%61.9%62.5%
Expected Move18.8%16.5%21.8%16.5%20.7%
HV 20d55.2%40.7%66.4%62.8%40.7%
HV 60d60.7%45.8%66.7%66.7%45.9%
IV Rank52.3%44.5%56.7%45.9%46.9%
IV Percentile60.8%47.2%66.7%53.2%51.2%
Term Structure-2.9%-4.9%-1.3%-2.4%-3.4%
VWIV65.7%57.5%75.8%57.5%71.9%
Skew 25d1.8%1.0%3.7%1.9%1.3%
Skew 10d4.1%0.7%13.0%3.5%2.0%
Call IV 25d64.4%60.5%67.6%61.0%61.0%
Put IV 25d66.2%62.1%70.1%62.9%62.2%
Bid-Ask Spread %2.902.024.342.263.72
Gamma HHI0.090.060.230.070.06
Net GEX15.8M-3.6M24.6M14.7M10.1M
Net DEX-1.27B-1.81B-955.7M-1.07B-955.7M
Net VEX-8.3M-8.8M-7.8M-7.8M-8.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.371.110.611.11
Total Volume259,114.952134,866886,255213,169352,893
Total OI2,285,274.191,876,2832,580,5132,151,3652,030,230

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$26.35$23.0061.9%16.5%62.8%45.9%57.5%1.9%-2.4%14.7M-1.07B-7.8M0.612.26132,17380,9961,117,5891,033,776
2019-04-02$26.71$23.0066.0%17.3%62.8%53.2%61.0%1.5%-2.3%17.7M-1.18B-8.0M0.832.20109,18490,3741,149,3951,058,089
2019-04-03$28.95$23.0064.7%17.4%64.4%51.0%61.0%1.3%-1.3%21.2M-1.81B-8.1M0.633.79543,575342,6801,170,5701,091,407
2019-04-04$29.02$24.0067.9%18.0%63.7%56.7%62.5%2.7%-2.7%16.3M-1.75B-8.7M0.734.34219,938159,9641,253,6421,194,619
2019-04-05$28.98$24.0067.1%18.0%63.6%55.2%63.3%1.5%-4.4%-3.6M-1.76B-8.8M0.673.52229,852153,7621,302,5431,227,443
2019-04-08$28.55$24.0065.5%17.8%63.5%52.4%62.9%1.3%-2.5%19.8M-1.52B-8.4M0.863.18110,42295,3581,229,7081,151,980
2019-04-09$27.29$24.0067.1%18.3%66.3%55.1%63.8%1.0%-3.0%10.5M-1.12B-8.4M0.682.92193,063130,3451,252,0841,180,584
2019-04-10$27.85$24.0066.3%18.2%66.4%53.8%63.4%2.3%-3.1%18.6M-1.34B-8.6M0.413.08178,59573,3791,302,4501,201,117
2019-04-11$27.80$25.0067.3%18.1%65.4%55.5%63.3%1.3%-4.9%17.2M-1.33B-8.6M0.632.9382,84152,0251,334,8551,222,267
2019-04-12$27.85$25.0067.1%18.4%65.4%55.1%64.5%2.0%-4.2%18.3M-1.32B-8.6M0.563.18124,58869,4621,348,2421,232,271
2019-04-15$27.30$25.0064.7%18.2%66.2%50.9%63.4%2.5%-2.3%16.3M-1.17B-8.3M0.622.94102,49263,2031,269,9651,174,366
2019-04-16$27.90$25.0063.1%18.0%55.7%48.1%62.6%3.1%-2.7%22.8M-1.38B-8.3M0.512.74126,89164,7731,290,5581,200,130
2019-04-17$27.53$25.0067.3%19.3%55.9%55.6%67.5%3.7%-3.7%19.4M-1.22B-8.3M0.372.91180,47867,2201,306,3321,211,769
2019-04-18$27.62$25.0061.1%17.7%46.7%44.5%61.7%1.6%-2.7%14.5M-1.29B-8.2M0.552.23109,77460,2181,335,1881,223,246
2019-04-22$28.15$25.0065.5%19.6%41.9%52.4%68.1%2.1%-2.4%14.7M-1.10B-8.2M0.672.54101,28868,238982,781893,502
2019-04-23$27.88$25.0064.7%19.7%41.6%50.9%68.7%1.6%-2.4%14.6M-1.05B-8.2M0.602.02111,39067,3331,015,157918,874
2019-04-24$28.57$25.0065.3%20.1%41.3%52.0%70.1%1.1%-2.5%20.9M-1.24B-8.3M0.452.43148,85866,6591,041,021953,308
2019-04-25$27.68$25.0067.3%20.9%41.9%55.6%72.7%1.2%-3.0%13.0M-978.1M-8.3M0.622.83115,84771,4471,069,249975,169
2019-04-26$27.87$25.0066.9%21.2%41.9%54.9%73.9%1.5%-2.5%24.6M-1.03B-8.3M0.822.71133,269109,6021,094,000989,288
2019-04-29$27.68$25.0065.7%21.8%41.9%52.7%75.8%1.5%-2.2%9.2M-970.2M-8.4M0.602.4292,04354,9221,011,645950,349
2019-04-30$27.55$25.0062.5%20.7%40.7%46.9%71.9%1.3%-3.4%10.1M-955.7M-8.4M1.113.72167,402185,4911,051,858978,372