AMD Options History — December 2019

In December 2019, AMD traded between $38.62 and $46.50. ATM implied volatility averaged 40.0%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 7.1% (HV 20d: 32.9%). Max pain ranged from $27.00 to $34.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2019-12-12: Highest Volume — 567,508 contracts
2019-12-30: Largest IV spike — 10.8% change
2019-12-31: Highest IV Rank — 27.6%
2019-12-03: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.28	$38.62	$46.50	$38.77	$45.91
Max Pain	$29.50	$27.00	$34.50	$34.50	$30.00
ATM IV	40.0%	36.1%	51.2%	39.7%	51.2%
Expected Move	11.2%	10.1%	12.1%	12.0%	11.7%
HV 20d	32.9%	28.5%	38.5%	31.1%	32.8%
HV 60d	30.9%	29.8%	32.7%	29.9%	31.0%
IV Rank	7.7%	0.8%	27.6%	7.2%	27.6%
IV Percentile	10.1%	0.4%	47.6%	6.7%	47.6%
Term Structure	2.6%	-0.0%	9.8%	1.7%	1.0%
VWIV	39.8%	36.0%	43.0%	42.1%	41.8%
Skew 25d	2.3%	0.6%	4.5%	2.9%	4.5%
Skew 10d	4.7%	1.4%	10.6%	5.1%	10.6%
Call IV 25d	39.2%	35.1%	51.6%	39.0%	50.9%
Put IV 25d	41.5%	36.4%	55.3%	41.9%	55.3%
Bid-Ask Spread %	1.54	1.14	1.91	1.83	1.70
Gamma HHI	0.11	0.07	0.30	0.09	0.07
Net GEX	59.8M	31.8M	113.1M	31.8M	53.6M
Net DEX	-3.31B	-4.30B	-2.24B	-2.30B	-3.73B
Net VEX	-9.6M	-10.2M	-9.2M	-9.7M	-10.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.35	1.13	0.86	0.61
Total Volume	280,005.667	106,442	567,508	153,883	170,976
Total OI	2,592,626.381	2,426,991	2,796,723	2,483,828	2,565,878

Daily Data (21 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
2019-12-02	$38.77	$34.50	39.7%	12.0%	31.1%	7.2%	42.1%	2.9%	1.7%	31.8M	-2.30B	-9.7M	0.86	1.83	82,767	71,116	1,295,579	1,188,249
2019-12-03	$38.62	$34.50	40.8%	12.1%	28.5%	9.2%	43.0%	3.5%	1.6%	32.1M	-2.24B	-9.8M	1.13	1.91	112,217	126,589	1,314,613	1,199,543
2019-12-04	$39.62	$34.50	40.2%	12.1%	29.4%	8.0%	42.3%	2.5%	1.9%	50.0M	-2.68B	-9.6M	0.55	1.70	139,800	76,864	1,335,891	1,217,890
2019-12-05	$39.66	$27.00	38.9%	11.8%	29.3%	5.8%	42.1%	2.7%	2.4%	64.8M	-2.69B	-9.5M	0.69	1.68	95,678	65,594	1,356,098	1,233,368
2019-12-06	$39.68	$27.00	36.4%	11.1%	29.3%	1.3%	39.6%	1.9%	2.6%	65.6M	-2.69B	-9.3M	0.61	1.55	121,649	74,430	1,357,895	1,243,514
2019-12-09	$39.05	$28.00	38.3%	11.2%	30.2%	4.7%	39.3%	2.5%	0.2%	38.8M	-2.36B	-9.3M	0.80	1.48	97,614	77,722	1,266,855	1,188,946
2019-12-10	$39.34	$28.00	38.3%	11.2%	30.2%	4.8%	39.8%	3.4%	0.5%	45.1M	-2.49B	-9.3M	0.66	1.56	105,633	69,646	1,298,848	1,216,772
2019-12-11	$39.41	$28.00	38.9%	11.4%	30.1%	5.7%	39.9%	3.3%	1.1%	48.0M	-2.50B	-9.5M	0.74	1.36	61,113	45,329	1,325,350	1,240,997
2019-12-12	$42.16	$28.00	39.6%	11.3%	37.2%	7.1%	39.9%	2.6%	-0.0%	60.4M	-3.62B	-9.2M	0.47	1.63	387,126	180,382	1,339,536	1,249,941
2019-12-13	$41.28	$28.00	37.5%	10.9%	37.9%	3.3%	38.6%	1.7%	0.7%	62.3M	-3.32B	-9.5M	0.56	1.83	323,077	181,536	1,401,098	1,304,760
2019-12-16	$42.25	$28.00	37.1%	10.7%	38.5%	2.6%	37.8%	1.4%	1.4%	62.2M	-3.48B	-9.4M	0.53	1.24	194,188	103,037	1,352,139	1,250,313
2019-12-17	$42.94	$28.00	36.9%	10.6%	37.5%	2.2%	37.8%	1.9%	0.8%	68.1M	-3.73B	-9.5M	0.42	1.30	161,622	68,159	1,391,513	1,280,999
2019-12-18	$42.50	$29.00	37.0%	10.6%	35.0%	2.4%	37.4%	2.0%	0.8%	71.1M	-3.55B	-9.7M	0.49	1.33	129,282	63,441	1,413,613	1,301,478
2019-12-19	$42.86	$29.00	36.1%	10.3%	34.6%	0.8%	36.4%	1.4%	1.6%	90.0M	-3.76B	-9.6M	0.44	1.36	193,708	85,040	1,435,903	1,313,930
2019-12-20	$43.92	$29.00	36.2%	10.1%	32.8%	1.1%	36.0%	0.6%	3.0%	113.1M	-4.24B	-9.5M	0.35	1.14	313,891	110,515	1,462,750	1,333,973
2019-12-23	$45.41	$29.00	38.6%	10.7%	33.7%	5.2%	38.2%	1.9%	9.8%	60.4M	-3.95B	-9.4M	0.49	1.44	258,516	127,276	1,292,833	1,134,158
2019-12-24	$46.43	$30.00	40.6%	10.8%	34.0%	8.8%	38.2%	1.0%	6.0%	62.1M	-4.30B	-9.5M	0.43	1.82	267,032	113,517	1,335,472	1,180,092
2019-12-26	$46.50	$30.00	43.1%	11.8%	32.3%	13.1%	41.4%	2.1%	6.9%	68.9M	-4.27B	-10.0M	0.52	1.37	328,767	171,590	1,373,079	1,223,234
2019-12-27	$46.17	$30.00	44.9%	11.6%	32.8%	16.4%	41.5%	2.1%	7.4%	59.8M	-4.08B	-10.2M	0.51	1.59	180,764	92,550	1,424,011	1,277,353
2019-12-30	$45.45	$30.00	49.8%	11.8%	33.4%	25.0%	42.0%	2.3%	2.2%	46.7M	-3.56B	-10.1M	0.60	1.45	156,281	94,085	1,327,481	1,199,209
2019-12-31	$45.91	$30.00	51.2%	11.7%	32.8%	27.6%	41.8%	4.5%	1.0%	53.6M	-3.73B	-10.1M	0.61	1.70	105,912	65,064	1,350,563	1,215,315