AMD Options History — November 2019

In November 2019, AMD traded between $34.85 and $41.51. ATM implied volatility averaged 39.1%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 10.0% (HV 20d: 29.1%). Max pain ranged from $30.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.56.

Notable Days

  • 2019-11-19: Highest Volume — 825,266 contracts
  • 2019-11-19: Largest IV spike — 12.7% change
  • 2019-11-19: Highest IV Rank — 15.7%
  • 2019-11-21: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.06$34.85$41.51$34.85$39.11
Max Pain$32.45$30.00$34.00$30.00$34.00
ATM IV39.1%35.6%44.5%35.6%37.7%
Expected Move11.4%10.7%12.8%10.7%11.0%
HV 20d29.1%26.0%32.3%30.1%31.8%
HV 60d32.1%28.5%37.8%37.3%30.7%
IV Rank6.2%0.0%15.7%0.0%3.6%
IV Percentile3.7%0.0%13.5%0.0%2.0%
Term Structure0.1%-1.3%0.9%0.5%0.1%
VWIV40.2%38.0%45.1%38.4%38.9%
Skew 25d1.8%1.1%2.5%1.6%1.9%
Skew 10d3.0%1.3%4.6%3.1%3.4%
Call IV 25d38.7%35.3%44.8%35.3%37.0%
Put IV 25d40.5%36.9%45.9%36.9%39.0%
Bid-Ask Spread %1.831.523.041.731.89
Gamma HHI0.100.070.190.190.09
Net GEX46.5M32.6M59.9M51.0M32.6M
Net DEX-2.85B-3.61B-2.42B-2.58B-2.51B
Net VEX-9.7M-10.3M-9.4M-9.6M-9.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.350.830.490.45
Total Volume341,351.1147,336825,266349,492147,336
Total OI2,741,491.92,404,0992,966,1152,905,2002,693,704

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$34.85$30.0035.6%10.7%30.1%0.0%38.4%1.6%0.5%51.0M-2.58B-9.6M0.491.73234,879114,6131,498,3651,406,835
2019-11-04$36.25$31.0038.6%11.4%31.8%5.2%40.5%1.7%0.6%38.7M-2.74B-9.5M0.491.72260,856127,5731,364,2491,312,816
2019-11-05$36.09$31.0039.7%11.6%29.8%7.2%40.5%2.2%-0.1%41.1M-2.69B-9.7M0.643.04246,515157,9451,410,8011,342,309
2019-11-06$35.91$31.0038.4%11.3%30.4%4.9%39.5%2.3%0.6%38.9M-2.57B-9.7M0.781.65131,197102,5701,444,9781,387,830
2019-11-07$36.16$32.0038.0%11.3%29.8%4.2%39.9%2.2%0.8%48.0M-2.72B-9.8M0.521.82159,06883,3501,472,2591,396,950
2019-11-08$36.20$32.0037.3%11.1%26.1%2.9%39.2%2.5%0.7%51.8M-2.73B-9.7M0.491.93116,95357,7941,479,2111,408,577
2019-11-11$36.26$32.0037.1%10.9%26.0%2.6%38.0%2.1%0.8%42.8M-2.64B-9.4M0.532.06116,50262,2021,401,0271,338,512
2019-11-12$36.64$32.0037.1%10.9%26.0%2.6%38.5%1.8%0.9%48.7M-2.80B-9.4M0.601.74135,98281,5971,434,0591,356,628
2019-11-13$37.52$32.0039.0%11.2%26.5%5.9%39.7%1.2%0.2%56.2M-3.15B-9.5M0.551.65219,713119,9401,460,2141,380,766
2019-11-14$38.31$32.0038.8%11.3%26.8%5.5%39.7%1.9%0.6%59.9M-3.48B-9.6M0.401.63286,463115,1281,501,4671,417,778
2019-11-15$38.61$32.0037.9%10.9%26.3%4.1%38.5%1.9%-0.1%54.6M-3.61B-9.6M0.401.75339,220135,2621,521,9771,444,138
2019-11-18$39.80$32.0039.5%11.3%26.3%6.8%40.0%1.9%-0.8%47.7M-2.93B-9.7M0.451.55265,151118,6151,252,6771,151,422
2019-11-19$41.51$33.0044.5%12.7%26.7%15.7%44.9%1.8%-1.2%51.1M-3.50B-9.9M0.351.52612,524212,7421,313,2801,189,224
2019-11-20$40.95$33.0044.2%12.7%27.7%15.1%44.7%1.4%-1.1%56.7M-3.28B-10.1M0.561.62347,045193,8551,373,1501,257,698
2019-11-21$39.61$34.0044.4%12.8%32.3%15.4%45.1%1.1%-1.3%44.2M-2.72B-10.3M0.811.52306,676247,0861,431,6751,279,674
2019-11-22$39.20$34.0041.1%11.8%32.3%9.7%41.7%1.2%-0.5%33.3M-2.56B-10.1M0.832.19170,165140,4761,476,4621,299,059
2019-11-25$39.80$34.0038.4%11.3%31.5%4.9%40.2%1.7%0.7%46.4M-2.76B-9.8M0.581.86173,503100,2821,378,6711,220,777
2019-11-26$38.95$34.0038.3%11.0%31.9%4.6%39.0%1.9%0.7%36.4M-2.42B-9.9M0.641.72135,96386,7621,404,0261,252,411
2019-11-27$39.41$34.0037.1%10.7%31.8%2.6%38.0%1.7%0.2%50.4M-2.65B-9.8M0.662.0898,74164,7781,421,4521,252,730
2019-11-29$39.11$34.0037.7%11.0%31.8%3.6%38.9%1.9%0.1%32.6M-2.51B-9.7M0.451.89101,45045,8861,433,2431,260,461