AMD Options History — May 2019

In May 2019, AMD traded between $26.28 and $29.09. ATM implied volatility averaged 49.9%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 6.3% (HV 20d: 43.5%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.65.

Notable Days

2019-05-28: Highest Volume — 664,478 contracts
2019-05-07: Largest IV spike — 14.3% change
2019-05-07: Highest IV Rank — 32.8%
2019-05-28: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.42	$26.28	$29.09	$26.89	$27.53
Max Pain	$27.64	$25.00	$28.00	$25.00	$28.00
ATM IV	49.9%	45.9%	54.5%	47.4%	53.0%
Expected Move	14.1%	12.5%	15.1%	13.8%	15.1%
HV 20d	43.5%	34.2%	58.1%	41.5%	55.0%
HV 60d	49.4%	46.0%	53.9%	46.0%	52.9%
IV Rank	24.2%	17.4%	32.8%	20.1%	27.5%
IV Percentile	28.8%	19.0%	36.9%	25.4%	34.9%
Term Structure	-0.5%	-1.7%	0.6%	-1.1%	-0.4%
VWIV	49.3%	44.0%	53.0%	48.1%	52.8%
Skew 25d	2.2%	0.7%	4.3%	0.7%	1.5%
Skew 10d	4.6%	1.5%	8.0%	1.5%	3.4%
Call IV 25d	48.9%	45.6%	52.9%	47.1%	52.9%
Put IV 25d	51.1%	46.6%	55.8%	47.8%	54.4%
Bid-Ask Spread %	2.96	2.17	3.92	2.39	2.81
Gamma HHI	0.07	0.05	0.20	0.07	0.06
Net GEX	12.6M	-3.8K	32.1M	4.7M	7.4M
Net DEX	-884.5M	-1.34B	-523.6M	-737.1M	-845.4M
Net VEX	-8.6M	-9.3M	-8.1M	-8.2M	-9.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.45	0.85	0.61	0.58
Total Volume	270,083.045	100,384	664,478	534,502	255,203
Total OI	2,210,984.864	2,022,287	2,371,308	2,207,258	2,332,902

Daily Data (22 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
2019-05-01	$26.89	$25.00	47.4%	13.8%	41.5%	20.1%	48.1%	0.7%	-1.1%	4.7M	-737.1M	-8.2M	0.61	2.39	332,612	201,890	1,119,009	1,088,249
2019-05-02	$28.23	$25.00	47.4%	13.5%	34.2%	20.1%	47.6%	1.6%	-0.3%	25.1M	-1.17B	-8.4M	0.66	3.29	238,898	156,781	1,146,884	1,104,717
2019-05-03	$28.29	$26.00	45.9%	12.5%	34.2%	17.4%	44.0%	1.0%	0.3%	25.3M	-1.18B	-8.3M	0.72	2.17	123,059	88,502	1,169,497	1,121,816
2019-05-06	$27.41	$28.00	47.7%	13.6%	35.9%	20.6%	47.4%	1.5%	-0.3%	7.9M	-863.1M	-8.3M	0.71	2.52	113,632	80,745	1,060,927	1,024,745
2019-05-07	$26.45	$28.00	54.5%	15.0%	37.5%	32.8%	51.8%	2.9%	-1.6%	1.2M	-600.4M	-8.4M	0.77	2.88	114,286	87,702	1,095,920	1,055,136
2019-05-08	$27.24	$28.00	51.5%	14.3%	35.9%	27.3%	50.6%	1.5%	-0.9%	8.9M	-857.3M	-8.5M	0.61	3.92	123,691	75,761	1,120,508	1,065,835
2019-05-09	$27.19	$28.00	54.0%	14.9%	35.1%	31.8%	51.6%	3.1%	-1.1%	7.7M	-815.2M	-8.5M	0.68	3.19	159,642	109,327	1,147,866	1,094,974
2019-05-10	$27.89	$28.00	49.2%	13.7%	36.4%	23.2%	48.1%	3.4%	-0.7%	32.1M	-1.10B	-8.4M	0.85	3.41	151,382	129,260	1,186,518	1,110,006
2019-05-13	$26.28	$28.00	53.4%	14.9%	42.1%	30.8%	51.3%	4.3%	-1.3%	3.0M	-606.9M	-8.1M	0.83	3.22	156,872	129,501	1,081,659	1,037,993
2019-05-14	$27.24	$28.00	50.1%	14.0%	43.7%	24.9%	48.7%	3.5%	-1.7%	11.4M	-879.5M	-8.5M	0.55	3.24	218,754	120,657	1,137,902	1,100,645
2019-05-15	$27.62	$28.00	48.4%	13.6%	43.3%	21.8%	47.7%	2.7%	-1.1%	17.3M	-983.2M	-8.7M	0.84	2.54	89,639	75,347	1,164,910	1,119,084
2019-05-16	$28.04	$28.00	47.0%	13.4%	43.3%	19.3%	46.9%	2.8%	-0.4%	25.6M	-1.14B	-8.8M	0.73	3.28	133,069	97,776	1,184,523	1,134,607
2019-05-17	$27.45	$28.00	48.4%	13.9%	44.0%	21.9%	48.5%	2.5%	0.2%	11.6M	-909.1M	-8.8M	0.63	2.49	167,407	105,041	1,204,379	1,166,929
2019-05-20	$26.73	$28.00	50.8%	14.5%	44.3%	26.2%	50.7%	2.3%	-0.0%	3.6M	-633.4M	-8.7M	0.72	3.09	113,529	81,690	1,016,921	1,005,366
2019-05-21	$27.30	$28.00	46.3%	13.3%	45.0%	18.0%	46.4%	1.9%	0.6%	9.1M	-790.9M	-8.7M	0.46	2.73	92,863	43,076	1,053,345	1,029,679
2019-05-22	$27.47	$28.00	48.0%	13.8%	44.1%	21.2%	47.8%	2.3%	0.0%	13.8M	-855.0M	-8.8M	0.56	3.05	64,388	35,996	1,082,965	1,050,119
2019-05-23	$26.36	$28.00	50.5%	14.5%	45.1%	25.6%	50.8%	3.1%	-0.1%	2.6M	-523.6M	-8.6M	0.57	2.90	144,066	82,186	1,103,237	1,054,341
2019-05-24	$26.47	$28.00	47.8%	13.7%	45.0%	20.8%	48.1%	2.3%	-0.1%	-3.8K	-580.3M	-8.7M	0.55	3.06	117,531	64,956	1,141,910	1,062,822
2019-05-28	$29.09	$28.00	52.1%	15.1%	56.6%	28.4%	53.0%	1.1%	-0.8%	19.5M	-1.34B	-9.1M	0.49	2.99	445,403	219,075	1,082,183	1,023,951
2019-05-29	$28.09	$28.00	51.9%	15.0%	58.1%	26.1%	52.3%	1.2%	-0.4%	17.2M	-1.02B	-9.2M	0.63	2.87	207,759	130,799	1,167,559	1,091,417
2019-05-30	$28.02	$28.00	51.6%	14.7%	57.4%	25.6%	51.3%	1.1%	-0.8%	21.3M	-1.03B	-9.3M	0.45	3.01	180,721	81,353	1,202,575	1,095,137
2019-05-31	$27.53	$28.00	53.0%	15.1%	55.0%	27.5%	52.8%	1.5%	-0.4%	7.4M	-845.4M	-9.2M	0.58	2.81	161,565	93,638	1,230,677	1,102,225