AMD Options History — October 2019

In October 2019, AMD traded between $28.30 and $33.83. ATM implied volatility averaged 56.7%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 27.2% (HV 20d: 29.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.63.

Notable Days

2019-10-30: Highest Volume — 488,030 contracts
2019-10-30: Largest IV drop — 32.6% change
2019-10-03: Highest IV Rank — 44.5%
2019-10-29: Largest Expected Move — 19.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.71	$28.30	$33.83	$28.87	$33.83
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	56.7%	38.0%	64.0%	62.1%	38.2%
Expected Move	16.2%	11.0%	19.7%	13.8%	11.1%
HV 20d	29.5%	26.3%	33.0%	27.9%	29.2%
HV 60d	50.1%	47.0%	51.5%	51.4%	47.1%
IV Rank	30.6%	0.0%	44.5%	40.7%	0.5%
IV Percentile	46.3%	0.0%	63.1%	60.3%	0.4%
Term Structure	-2.3%	-3.9%	0.2%	-3.6%	0.2%
VWIV	56.6%	39.1%	68.4%	48.2%	39.8%
Skew 25d	4.1%	1.2%	6.1%	5.0%	1.2%
Skew 10d	7.4%	2.3%	12.1%	9.5%	2.3%
Call IV 25d	54.5%	37.5%	61.8%	60.2%	38.3%
Put IV 25d	58.6%	39.2%	66.7%	65.2%	39.5%
Bid-Ask Spread %	2.09	1.47	4.97	1.64	1.77
Gamma HHI	0.09	0.06	0.26	0.06	0.10
Net GEX	27.0M	1.4M	55.2M	6.7M	52.0M
Net DEX	-1.15B	-2.10B	-223.7M	-436.8M	-2.10B
Net VEX	-10.1M	-10.4M	-9.7M	-10.0M	-9.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.37	1.51	0.57	0.58
Total Volume	264,616.739	133,601	488,030	175,529	401,252
Total OI	2,820,574.957	2,535,188	3,045,366	2,729,356	2,867,969

Daily Data (23 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
2019-10-01	$28.87	$30.00	62.1%	13.8%	27.9%	40.7%	48.2%	5.0%	-3.6%	6.7M	-436.8M	-10.0M	0.57	1.64	112,101	63,428	1,427,687	1,301,669
2019-10-02	$28.30	$30.00	63.9%	14.4%	28.4%	44.4%	50.0%	5.3%	-1.9%	1.4M	-223.7M	-9.9M	0.48	1.63	179,894	86,534	1,450,105	1,311,723
2019-10-03	$28.66	$30.00	64.0%	17.1%	27.9%	44.5%	59.4%	4.9%	-2.5%	10.0M	-383.7M	-10.2M	0.37	1.73	242,269	88,667	1,484,767	1,333,347
2019-10-04	$28.94	$30.00	59.5%	16.2%	26.3%	35.6%	56.3%	4.7%	-1.1%	16.6M	-539.6M	-10.3M	0.57	1.69	125,681	71,876	1,564,788	1,354,286
2019-10-07	$28.99	$30.00	59.5%	16.5%	26.4%	35.7%	57.1%	5.3%	-1.2%	11.5M	-577.0M	-10.1M	0.46	1.93	105,015	48,385	1,487,115	1,309,862
2019-10-08	$28.34	$30.00	62.7%	17.4%	27.2%	42.0%	59.7%	5.6%	-1.2%	4.3M	-309.6M	-10.0M	0.50	2.29	148,321	73,753	1,511,306	1,321,125
2019-10-09	$28.61	$30.00	63.0%	17.4%	27.3%	42.4%	61.7%	6.1%	-2.2%	7.6M	-444.2M	-10.2M	0.65	4.20	81,132	52,469	1,546,102	1,344,755
2019-10-10	$28.44	$30.00	61.4%	17.0%	26.4%	39.3%	58.2%	4.3%	-2.6%	5.5M	-368.6M	-9.9M	0.68	1.87	123,975	84,640	1,563,946	1,358,961
2019-10-11	$29.94	$30.00	58.6%	16.3%	32.2%	33.9%	56.5%	5.5%	-2.4%	42.5M	-1.11B	-10.4M	0.49	4.97	239,629	117,212	1,597,306	1,393,247
2019-10-14	$30.49	$30.00	58.5%	16.6%	32.9%	33.7%	57.0%	4.5%	-2.8%	33.5M	-1.23B	-10.1M	0.43	1.89	188,347	80,553	1,510,744	1,349,686
2019-10-15	$30.73	$30.00	56.3%	16.0%	33.0%	29.3%	56.3%	4.0%	-1.7%	45.3M	-1.38B	-10.1M	0.49	2.11	143,398	70,295	1,555,214	1,376,630
2019-10-16	$30.86	$30.00	56.2%	16.1%	32.4%	29.1%	55.9%	3.7%	-2.2%	48.5M	-1.44B	-10.1M	0.52	2.41	167,140	87,521	1,578,309	1,391,535
2019-10-17	$31.15	$30.00	56.2%	16.2%	32.4%	29.1%	58.3%	4.8%	-2.2%	51.4M	-1.59B	-10.0M	0.81	1.84	119,034	96,186	1,587,730	1,408,158
2019-10-18	$31.05	$30.00	57.0%	16.5%	32.0%	30.6%	58.4%	4.6%	-2.2%	55.2M	-1.53B	-10.2M	0.70	1.59	187,918	132,408	1,596,566	1,448,800
2019-10-21	$32.01	$30.00	55.5%	16.7%	32.5%	27.7%	58.7%	4.3%	-3.4%	25.7M	-1.51B	-10.1M	0.45	1.47	186,891	83,746	1,339,837	1,195,351
2019-10-22	$31.55	$30.00	56.5%	17.1%	28.9%	29.8%	59.1%	4.1%	-3.8%	26.0M	-1.35B	-10.3M	0.58	1.53	102,355	59,879	1,386,486	1,226,426
2019-10-23	$31.40	$30.00	55.9%	17.3%	29.0%	28.6%	60.4%	3.8%	-3.8%	26.2M	-1.29B	-10.2M	1.51	1.66	96,826	146,299	1,411,476	1,249,614
2019-10-24	$31.73	$30.00	55.9%	17.3%	29.1%	28.5%	60.0%	2.9%	-3.8%	27.0M	-1.42B	-10.3M	0.99	1.59	73,998	73,089	1,433,876	1,303,218
2019-10-25	$32.69	$30.00	52.8%	16.8%	27.8%	22.4%	58.3%	2.7%	-3.9%	39.4M	-1.85B	-10.3M	0.69	1.69	170,755	118,579	1,446,452	1,327,225
2019-10-28	$33.69	$30.00	55.0%	18.9%	29.0%	26.8%	66.0%	2.8%	-2.3%	24.9M	-1.93B	-10.1M	0.55	1.89	214,842	117,952	1,362,021	1,264,085
2019-10-29	$33.09	$30.00	56.4%	19.7%	30.3%	29.4%	68.4%	2.4%	-2.7%	23.6M	-1.72B	-10.4M	0.76	2.82	246,338	187,573	1,415,097	1,304,203
2019-10-30	$33.07	$30.00	38.0%	11.0%	28.7%	0.0%	39.1%	1.7%	0.2%	35.5M	-1.73B	-9.9M	0.77	1.78	275,012	213,018	1,477,468	1,396,951
2019-10-31	$33.83	$30.00	38.2%	11.1%	29.2%	0.5%	39.8%	1.2%	0.2%	52.0M	-2.10B	-9.7M	0.58	1.77	254,383	146,869	1,474,466	1,393,503