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The Short-Term Levels AMD Options Traders are Watching

AMD's July 14 and 15 calls are home to peak front-month open interest

Jul 17, 2017 at 3:43 PM
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Advanced Micro Devices, Inc. (NASDAQ:AMD) has seen some of the heaviest options trading over the past two weeks. According to data from Schaeffer's Senior Quantitative Analyst Rocky White, 1.05 million calls have changed hands on AMD stock in the last 10 sessions, compared to 478,546 -- landing it behind Apple, Bank of America, and Tesla in terms of highest total option volume among all equities.

A sizable chunk of this call volume occurred last Friday, when roughly 189,000 contracts changed hands. Of notable interest 35,000-contract block of September 15 calls that was apparently sold to close for $1.06 apiece. According to Trade-Alert, these calls were initially opened in mid-June for a volume-weighted average price of $0.64 each, netting the call buyer a $1.5 million profit ahead of Advanced Micro Devices' July 25 earnings report.

Even with call open interest falling by roughly 31,000 contracts over the weekend, there are still 1.3 million AMD calls outstanding -- in the 91st annual percentile. Drilling down on the front-month series, the July 14 and 15 calls are home to peak open interest of 42,914 and 52,472 contracts, respectively. Data from the major options exchanges confirms buy-to-open activity here, suggesting traders expect Advanced Micro Devices to be sitting north of the strike at this Friday's close, when the series expires.

Today, AMD options volume is running below the expected intraday rate, though a healthy 137,500 contracts have still been traded. One of the more active options is the July 13.50 put, where roughly 15,000 contracts are on the tape. It looks as if new positions are being purchased here, as options traders take a more bearish approach -- betting on an end-of-week slump for the chip stock.

At last check, AMD stock was trading down 1% at $13.79, as it enters a historically bearish period. Advanced Micro Devices shares have been chopping higher since bouncing off their 180-day moving average in early June, but have twice been rejected near the overhead $14.50 mark -- an area that's served as a ceiling for the shares in 2017.
 
 

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