AMD Options History — June 2019

In June 2019, AMD traded between $27.51 and $33.25. ATM implied volatility averaged 53.9%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 4.5% (HV 20d: 58.4%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2019-06-06: Highest Volume — 718,794 contracts
  • 2019-06-13: Largest IV drop — 7.1% change
  • 2019-06-28: Highest IV Rank — 40.4%
  • 2019-06-03: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.45$27.51$33.25$27.51$30.40
Max Pain$25.95$25.00$28.00$28.00$27.00
ATM IV53.9%48.0%61.1%56.3%61.1%
Expected Move14.8%14.0%16.5%16.5%14.1%
HV 20d58.4%51.3%62.3%55.0%51.5%
HV 60d52.0%47.2%56.0%52.8%47.2%
IV Rank26.8%15.3%40.4%33.3%40.4%
IV Percentile32.6%17.5%45.6%38.5%45.6%
Term Structure2.9%-1.1%10.4%-1.1%2.5%
VWIV51.8%49.0%57.5%57.5%49.8%
Skew 25d1.4%-0.6%3.6%2.0%3.0%
Skew 10d3.3%-1.1%7.9%4.1%5.2%
Call IV 25d53.6%47.8%59.8%55.7%59.3%
Put IV 25d55.0%48.9%62.6%57.7%62.3%
Bid-Ask Spread %2.351.783.103.092.17
Gamma HHI0.080.060.270.070.27
Net GEX27.2M13.5M54.7M14.9M54.7M
Net DEX-1.55B-2.47B-883.3M-883.3M-1.48B
Net VEX-9.4M-9.7M-9.2M-9.2M-9.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.440.880.450.58
Total Volume338,182.85170,294718,794464,358191,275
Total OI2,409,108.452,193,5122,551,9112,193,5122,457,575

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$27.51$28.0056.3%16.5%55.0%33.3%57.5%2.0%-1.1%14.9M-883.3M-9.2M0.453.09321,273143,0851,150,6241,042,888
2019-06-04$29.39$28.0052.7%15.2%58.7%24.3%53.2%2.0%-0.5%33.9M-1.51B-9.4M0.462.92250,403114,3011,215,1891,071,844
2019-06-05$29.45$28.0052.9%15.4%56.8%24.7%54.1%1.6%-0.4%34.3M-1.51B-9.4M0.533.10194,948103,8681,236,7121,108,648
2019-06-06$31.88$25.0055.2%15.7%62.2%29.1%55.3%-0.2%-0.9%35.9M-2.35B-9.3M0.541.98467,040251,7541,272,0941,131,285
2019-06-07$32.48$25.0053.3%15.4%62.2%25.6%54.3%-0.6%-0.1%38.3M-2.47B-9.4M0.552.08274,370152,0441,292,0151,214,340
2019-06-10$33.25$25.0054.6%15.8%62.1%28.0%55.3%-0.2%0.7%31.7M-2.35B-9.4M0.462.55364,318168,1741,208,6731,129,310
2019-06-11$32.41$25.0052.8%15.3%58.2%24.5%54.0%0.1%1.0%28.1M-2.02B-9.6M0.672.54208,334140,1991,248,7121,186,416
2019-06-12$32.25$25.0051.6%15.0%57.6%22.4%52.7%0.3%0.4%29.1M-1.97B-9.5M0.572.90140,43979,9491,267,3401,190,223
2019-06-13$31.29$25.0048.0%14.0%59.2%15.3%49.0%1.1%1.0%22.8M-1.65B-9.3M0.512.39203,318103,3831,299,4101,201,848
2019-06-14$30.49$25.0049.1%14.4%60.2%17.5%50.1%1.6%1.4%15.2M-1.37B-9.3M0.702.05210,460147,2711,311,7301,216,239
2019-06-17$29.30$25.0049.8%14.3%61.5%18.9%50.4%0.7%7.9%13.5M-1.05B-9.2M0.451.78223,688100,2001,212,3601,152,752
2019-06-18$30.47$26.0049.2%14.1%61.7%17.6%49.4%0.5%7.9%27.7M-1.49B-9.5M0.472.22236,775110,2851,271,3461,174,841
2019-06-19$30.60$26.0049.5%14.2%61.5%18.2%50.0%1.0%10.4%27.2M-1.52B-9.5M0.462.67116,88153,4131,288,7681,199,713
2019-06-20$29.94$26.0051.3%14.2%62.3%21.7%49.8%1.0%9.3%22.8M-1.29B-9.4M0.442.00189,46284,2281,311,8081,201,033
2019-06-21$29.12$26.0053.8%14.5%61.1%26.4%50.8%1.9%9.3%14.1M-981.1M-9.3M0.881.95211,102185,3921,335,0251,216,886
2019-06-24$29.28$26.0056.6%14.3%61.1%31.8%50.3%3.6%2.3%17.0M-1.09B-9.2M0.631.98145,88192,2061,173,0541,060,390
2019-06-25$28.87$26.0059.2%14.5%51.5%36.8%50.6%2.8%2.3%16.0M-993.8M-9.4M0.452.23167,72776,2851,215,5081,101,921
2019-06-26$29.94$26.0060.7%14.4%51.3%39.6%50.9%3.2%1.7%29.1M-1.34B-9.7M0.582.10181,695104,8231,251,1131,132,899
2019-06-27$30.71$26.0060.4%14.0%51.9%39.1%49.3%3.0%2.2%36.8M-1.60B-9.7M0.562.25162,95690,4521,268,8731,160,764
2019-06-28$30.40$27.0061.1%14.1%51.5%40.4%49.8%3.0%2.5%54.7M-1.48B-9.7M0.582.17120,89070,3851,286,5931,170,982