AMD Options History — September 2019

In September 2019, AMD traded between $28.71 and $31.52. ATM implied volatility averaged 47.1%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 6.5% (HV 20d: 40.7%). Max pain ranged from $30.00 to $32.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.55.

Notable Days

2019-09-23: Highest Volume — 513,602 contracts
2019-09-27: Largest IV spike — 20.9% change
2019-09-27: Highest IV Rank — 40.2%
2019-09-27: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.25	$28.71	$31.52	$30.99	$28.94
Max Pain	$30.20	$30.00	$32.00	$32.00	$30.00
ATM IV	47.1%	41.4%	61.8%	48.5%	57.8%
Expected Move	12.9%	12.1%	14.7%	14.1%	13.5%
HV 20d	40.7%	25.1%	71.1%	71.1%	28.1%
HV 60d	51.9%	50.8%	53.3%	53.2%	51.5%
IV Rank	11.3%	0.0%	40.2%	13.8%	32.2%
IV Percentile	14.7%	0.0%	58.3%	13.5%	48.4%
Term Structure	2.7%	-0.3%	10.0%	-0.2%	-0.1%
VWIV	45.2%	41.2%	50.7%	49.7%	46.7%
Skew 25d	3.8%	2.3%	5.7%	5.0%	5.2%
Skew 10d	7.3%	3.9%	17.1%	9.8%	9.4%
Call IV 25d	45.0%	39.1%	57.5%	46.2%	57.4%
Put IV 25d	48.8%	43.0%	63.2%	51.2%	62.6%
Bid-Ask Spread %	1.79	1.48	2.10	1.87	2.10
Gamma HHI	0.06	0.05	0.12	0.06	0.06
Net GEX	10.2M	-12.9M	26.6M	12.1M	4.0M
Net DEX	-668.3M	-1.10B	-271.5M	-883.8M	-421.0M
Net VEX	-9.8M	-10.2M	-9.4M	-10.2M	-10.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.20	0.91	0.79	0.31
Total Volume	240,899.45	110,920	513,602	132,020	186,660
Total OI	2,581,503.55	2,334,291	2,839,707	2,410,276	2,672,402

Daily Data (20 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
2019-09-03	$30.99	$32.00	48.5%	14.1%	71.1%	13.8%	49.7%	5.0%	-0.2%	12.1M	-883.8M	-10.2M	0.79	1.87	73,872	58,148	1,222,313	1,187,963
2019-09-04	$30.94	$32.00	46.7%	13.2%	70.8%	10.3%	46.1%	4.4%	0.0%	14.2M	-866.4M	-10.0M	0.64	1.98	96,762	62,135	1,244,925	1,205,565
2019-09-05	$31.52	$30.00	43.7%	12.6%	70.9%	4.4%	44.3%	3.3%	0.3%	26.6M	-1.10B	-10.1M	0.59	1.59	155,463	92,323	1,270,918	1,218,807
2019-09-06	$30.52	$30.00	43.6%	12.6%	49.0%	4.2%	43.5%	2.4%	0.3%	2.6M	-665.8M	-9.9M	0.44	1.76	149,661	66,084	1,297,121	1,244,635
2019-09-09	$30.49	$30.00	43.6%	12.8%	47.8%	4.3%	45.4%	3.5%	1.0%	11.6M	-700.9M	-9.8M	0.52	1.98	144,226	74,550	1,251,664	1,210,341
2019-09-10	$30.20	$30.00	44.1%	12.8%	43.5%	5.3%	44.6%	3.0%	0.4%	7.7M	-596.2M	-9.5M	0.47	1.97	150,231	70,546	1,277,518	1,238,963
2019-09-11	$29.80	$30.00	42.9%	12.3%	43.5%	2.9%	43.0%	2.3%	-0.1%	7.1M	-461.7M	-9.4M	0.44	1.64	163,642	72,040	1,315,363	1,260,781
2019-09-12	$30.31	$30.00	42.3%	12.5%	39.4%	1.8%	44.1%	3.1%	1.9%	17.6M	-676.0M	-9.7M	0.54	1.67	156,375	84,214	1,345,550	1,276,897
2019-09-13	$30.78	$30.00	41.4%	12.2%	39.1%	0.0%	44.2%	3.9%	1.7%	24.4M	-817.9M	-9.7M	0.91	1.61	120,309	109,581	1,341,722	1,297,709
2019-09-16	$30.87	$30.00	42.8%	12.4%	35.2%	2.8%	44.2%	3.8%	4.8%	12.1M	-792.5M	-9.6M	0.62	1.48	90,824	56,096	1,258,731	1,272,430
2019-09-17	$31.01	$30.00	42.3%	12.2%	35.0%	1.6%	42.5%	3.5%	4.0%	17.1M	-837.6M	-9.5M	0.61	1.67	68,812	42,108	1,285,747	1,282,044
2019-09-18	$30.45	$30.00	43.5%	12.5%	34.8%	4.2%	43.0%	4.1%	6.1%	11.3M	-609.6M	-9.4M	0.72	1.65	166,419	120,533	1,303,542	1,297,079
2019-09-19	$30.30	$30.00	43.3%	12.1%	33.7%	3.8%	41.2%	3.9%	5.4%	9.2M	-621.5M	-9.6M	0.62	1.92	108,157	66,653	1,326,472	1,302,738
2019-09-20	$29.90	$30.00	46.0%	12.6%	33.8%	9.0%	43.8%	3.6%	5.2%	-12.9M	-469.0M	-9.4M	0.49	1.77	170,379	82,990	1,350,376	1,323,566
2019-09-23	$30.69	$30.00	48.4%	12.9%	25.1%	13.7%	44.7%	4.3%	6.5%	9.1M	-870.1M	-9.4M	0.20	1.75	429,247	84,355	1,161,638	1,172,653
2019-09-24	$29.44	$30.00	55.4%	14.0%	28.9%	27.5%	49.0%	3.8%	3.0%	10.3M	-537.3M	-9.9M	0.51	1.81	261,148	132,616	1,365,191	1,229,691
2019-09-25	$29.53	$30.00	53.8%	13.4%	29.0%	24.4%	46.4%	3.2%	3.4%	10.9M	-562.2M	-10.1M	0.43	1.89	211,938	92,166	1,436,602	1,271,971
2019-09-26	$29.57	$30.00	51.1%	13.5%	27.6%	19.1%	47.1%	3.9%	10.0%	14.0M	-609.4M	-10.2M	0.43	1.88	160,097	68,312	1,479,402	1,289,334
2019-09-27	$28.71	$30.00	61.8%	14.7%	27.7%	40.2%	50.7%	5.7%	-0.3%	-4.0M	-271.5M	-10.1M	0.69	1.75	187,982	130,335	1,525,576	1,314,131
2019-09-30	$28.94	$30.00	57.8%	13.5%	28.1%	32.2%	46.7%	5.2%	-0.1%	4.0M	-421.0M	-10.0M	0.31	2.10	142,781	43,879	1,382,367	1,290,035