AMD Options History — July 2019 In July 2019, AMD traded between $30.70 and $34.48. ATM implied volatility averaged 57.8%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 22.1% (HV 20d: 35.7%). Max pain ranged from $27.00 to $32.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2019-07-31 : Highest Volume — 626,341 contracts2019-07-31 : Largest IV drop — 24.3% change2019-07-01 : Highest IV Rank — 41.9%2019-07-30 : Largest Expected Move — 18.7%Monthly Statistics Metric Avg Min Max Open Close Price $32.91 $30.70 $34.48 $31.12 $30.70 Max Pain $30.18 $27.00 $32.00 $27.00 $32.00 ATM IV 57.8% 42.3% 61.9% 61.9% 42.3% Expected Move 16.1% 11.9% 18.7% 13.1% 12.8% HV 20d 35.7% 27.1% 51.9% 51.9% 44.1% HV 60d 47.0% 45.9% 49.5% 47.4% 49.5% IV Rank 34.2% 4.4% 41.9% 41.9% 4.4% IV Percentile 39.4% 3.6% 49.2% 49.2% 3.6% Term Structure -2.6% -3.5% -1.3% -2.3% -1.3% VWIV 56.4% 41.4% 64.9% 45.9% 45.4% Skew 25d 2.0% -0.0% 3.0% 2.9% -0.0% Skew 10d 4.1% 0.1% 6.9% 6.9% 0.1% Call IV 25d 56.7% 42.7% 61.5% 61.5% 42.7% Put IV 25d 58.7% 42.6% 64.3% 64.3% 42.6% Bid-Ask Spread % 1.90 1.57 2.34 2.14 1.97 Gamma HHI 0.09 0.07 0.22 0.07 0.07 Net GEX 31.7M -1.1M 47.8M 29.8M -1.1M Net DEX -1.82B -2.48B -632.4M -1.61B -632.4M Net VEX -9.2M -9.6M -9.0M -9.6M -9.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.35 0.81 0.73 0.63 Total Volume 274,250.636 102,808 626,341 273,938 626,341 Total OI 2,359,311.682 2,024,411 2,693,854 2,319,580 2,363,016
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 2019-07-01 $31.12 $27.00 61.9% 13.1% 51.9% 41.9% 45.9% 2.9% -2.3% 29.8M -1.61B -9.6M 0.73 2.14 157,951 115,987 1,198,791 1,120,789 2019-07-02 $31.24 $27.00 59.8% 11.9% 46.8% 37.9% 41.9% 3.0% -2.6% 31.2M -1.61B -9.5M 0.71 2.23 96,991 69,321 1,228,557 1,164,768 2019-07-03 $31.09 $27.00 60.5% 11.9% 46.9% 39.3% 41.4% 2.2% -3.0% 30.2M -1.57B -9.4M 0.74 2.34 59,147 43,661 1,250,050 1,179,079 2019-07-05 $31.47 $30.00 61.1% 16.0% 37.4% 40.4% 56.0% 2.7% -3.5% 47.8M -1.73B -9.4M 0.63 2.01 140,717 88,501 1,265,756 1,192,087 2019-07-08 $32.05 $30.00 61.1% 16.3% 37.4% 40.4% 57.0% 1.6% -3.3% 32.1M -1.83B -9.2M 0.50 1.84 154,368 77,401 1,204,397 1,152,923 2019-07-09 $33.07 $30.00 60.4% 16.4% 38.2% 39.1% 57.4% 1.8% -2.9% 40.3M -2.20B -9.2M 0.49 2.05 242,396 117,896 1,239,566 1,174,897 2019-07-10 $33.80 $30.00 59.4% 16.2% 37.7% 37.3% 57.0% 1.8% -2.9% 45.3M -2.44B -9.2M 0.35 2.04 279,086 96,813 1,266,037 1,199,684 2019-07-11 $33.06 $30.00 59.3% 16.3% 38.6% 36.9% 56.9% 1.6% -3.0% 44.3M -2.13B -9.1M 0.63 2.08 203,961 128,407 1,291,629 1,223,622 2019-07-12 $33.28 $30.00 57.6% 15.9% 36.8% 33.7% 55.4% 2.7% -3.0% 36.5M -2.22B -9.2M 0.57 2.05 154,207 87,199 1,335,313 1,252,255 2019-07-15 $34.48 $30.00 58.5% 16.5% 36.9% 35.4% 57.8% 2.9% -2.8% 40.3M -2.48B -9.0M 0.45 1.78 242,038 109,548 1,248,174 1,205,650 2019-07-16 $33.91 $30.00 59.4% 16.9% 33.8% 37.2% 58.6% 2.5% -2.3% 37.9M -2.25B -9.1M 0.60 2.12 199,381 120,500 1,267,803 1,234,515 2019-07-17 $33.55 $31.00 59.6% 17.1% 32.2% 37.6% 59.5% 2.7% -1.9% 36.5M -2.11B -9.1M 0.65 1.79 191,413 123,791 1,297,412 1,246,770 2019-07-18 $32.93 $31.00 59.3% 17.1% 33.2% 37.0% 59.7% 1.8% -2.1% 27.2M -1.98B -9.3M 0.49 1.83 224,948 110,518 1,369,072 1,295,763 2019-07-19 $32.57 $31.00 58.1% 16.9% 32.4% 34.8% 59.1% 1.4% -2.9% 22.1M -1.86B -9.2M 0.54 1.73 131,685 71,653 1,389,607 1,304,247 2019-07-22 $32.83 $31.00 56.8% 17.0% 30.1% 32.2% 59.4% 1.8% -2.2% 21.1M -1.41B -9.1M 0.64 1.66 105,307 67,408 1,067,218 957,193 2019-07-23 $33.48 $31.00 56.0% 17.1% 30.5% 30.7% 59.7% 1.8% -2.1% 26.7M -1.59B -9.2M 0.50 1.76 91,244 45,516 1,091,928 991,123 2019-07-24 $34.14 $31.00 55.6% 17.3% 29.7% 30.0% 60.2% 1.7% -2.3% 35.2M -1.82B -9.3M 0.51 1.57 141,374 72,040 1,112,012 998,672 2019-07-25 $33.78 $31.00 57.2% 17.6% 28.5% 32.9% 61.6% 1.9% -3.0% 30.5M -1.68B -9.3M 0.81 1.68 87,037 70,109 1,127,782 1,017,059 2019-07-26 $34.08 $31.00 56.3% 17.6% 27.6% 31.2% 61.4% 2.4% -2.8% 40.9M -1.81B -9.2M 0.57 1.61 156,294 89,618 1,144,514 1,033,763 2019-07-29 $33.61 $31.00 56.0% 18.4% 27.9% 30.7% 64.2% 1.4% -2.6% 19.7M -1.55B -9.2M 0.81 1.73 131,914 106,346 1,067,870 975,226 2019-07-30 $33.73 $32.00 55.9% 18.7% 27.1% 30.4% 64.9% 0.9% -2.7% 22.6M -1.63B -9.3M 0.81 1.78 222,807 180,674 1,128,482 1,029,786 2019-07-31 $30.70 $32.00 42.3% 12.8% 44.1% 4.4% 45.4% -0.0% -1.3% -1.1M -632.4M -9.1M 0.63 1.97 384,057 242,284 1,243,321 1,119,695
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