AMD Options History — January 2020

In January 2020, AMD traded between $47.00 and $51.60. ATM implied volatility averaged 54.1%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 20.3% (HV 20d: 33.8%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2020-01-29: Highest Volume — 876,423 contracts
  • 2020-01-29: Largest IV drop — 22.7% change
  • 2020-01-27: Highest IV Rank — 58.2%
  • 2020-01-27: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.18$47.00$51.60$48.80$47.00
Max Pain$41.12$30.00$45.00$30.00$45.00
ATM IV54.1%42.6%59.8%50.2%46.8%
Expected Move14.9%12.3%17.5%12.6%13.3%
HV 20d33.8%28.4%38.9%37.4%34.1%
HV 60d32.1%31.1%34.3%32.8%34.2%
IV Rank41.3%17.8%58.2%25.8%34.6%
IV Percentile58.0%17.5%77.8%43.3%30.6%
Term Structure-0.6%-3.5%6.9%6.9%3.2%
VWIV52.2%43.4%61.2%44.3%46.8%
Skew 25d2.2%-1.2%4.8%-1.2%2.3%
Skew 10d4.2%1.2%7.9%1.2%4.2%
Call IV 25d53.3%42.8%58.8%53.6%45.5%
Put IV 25d55.5%44.0%63.3%52.4%47.9%
Bid-Ask Spread %1.661.235.451.495.45
Gamma HHI0.120.070.270.090.07
Net GEX64.0M22.9M111.3M60.8M28.7M
Net DEX-3.75B-5.47B-1.63B-4.82B-1.63B
Net VEX-11.4M-12.7M-9.6M-9.6M-12.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.300.750.420.56
Total Volume437,212.333216,971876,423773,882395,228
Total OI2,572,968.9051,973,7933,094,8302,597,5332,498,769

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-01-02$48.80$30.0050.2%12.6%37.4%25.8%44.3%-1.2%6.9%60.8M-4.82B-9.6M0.421.49545,149228,7331,364,7051,232,828
2020-01-03$48.66$30.0055.5%13.2%37.3%35.2%47.3%0.5%2.9%59.0M-4.72B-10.3M0.541.65381,468206,1011,445,3491,304,927
2020-01-06$48.36$40.0059.8%16.1%37.7%45.7%56.5%4.5%-2.3%51.7M-4.37B-10.6M0.551.45187,501103,4711,414,3501,257,133
2020-01-07$48.38$40.0057.9%15.5%37.7%42.2%54.7%4.1%-2.7%64.7M-4.43B-10.7M0.331.72260,55284,8051,469,8921,307,092
2020-01-08$48.11$40.0057.6%15.1%36.9%42.9%52.6%4.8%-2.5%69.9M-4.36B-10.7M0.351.59283,01699,3381,516,4421,335,188
2020-01-09$49.02$40.0058.3%15.2%37.0%47.2%53.2%3.6%-2.9%95.7M-4.85B-10.9M0.301.38478,218144,4731,555,5421,357,411
2020-01-10$48.07$40.0056.4%15.0%38.4%43.3%52.3%2.0%-3.3%87.5M-4.28B-11.1M0.451.39295,645132,4441,603,0711,385,124
2020-01-13$48.73$40.0055.6%14.9%32.0%42.0%52.8%1.7%-2.8%71.9M-4.43B-11.0M0.431.77151,88765,0841,501,9461,328,627
2020-01-14$48.31$40.0055.9%15.1%30.8%46.6%53.0%2.5%-2.6%73.6M-4.28B-11.0M0.541.52151,06181,3381,527,7711,349,359
2020-01-15$48.43$40.0057.3%15.4%30.3%50.3%53.9%2.5%-3.5%78.2M-4.30B-11.1M0.501.66194,72996,6991,542,8021,375,829
2020-01-16$49.70$42.0054.4%14.8%30.9%43.7%51.7%2.1%-3.3%111.3M-5.00B-11.3M0.351.43394,931139,4331,594,0831,425,632
2020-01-17$50.75$43.0053.5%14.7%30.5%41.4%51.6%1.9%-3.0%63.3M-5.47B-11.6M0.381.45425,216159,7191,623,1321,471,698
2020-01-21$51.19$44.0053.6%15.2%30.5%41.7%53.2%1.4%-1.2%63.4M-3.21B-11.5M0.531.26215,225113,1621,117,770856,023
2020-01-22$51.43$44.0054.0%15.5%30.0%42.6%54.3%1.3%-2.0%68.7M-3.32B-11.8M0.631.25156,69198,1911,164,728885,704
2020-01-23$51.60$44.0053.2%15.3%28.4%40.8%53.7%2.7%-1.4%74.0M-3.36B-12.0M0.751.23129,39097,2721,187,273924,578
2020-01-24$50.14$44.0056.5%16.5%30.4%51.7%57.7%1.8%-2.9%58.0M-2.74B-12.1M0.571.46361,217205,0161,202,540963,775
2020-01-27$49.40$44.0058.8%17.5%31.1%58.2%61.2%2.0%-0.4%32.3M-2.36B-12.4M0.581.27198,208115,9381,117,232908,158
2020-01-28$50.59$44.0055.1%16.6%31.7%48.9%57.9%2.4%0.6%42.9M-2.81B-12.6M0.561.36308,930172,8251,176,052954,621
2020-01-29$47.64$45.0042.6%12.4%38.6%17.8%43.7%1.3%5.0%22.9M-1.67B-12.2M0.581.39553,730322,6931,281,4101,035,562
2020-01-30$48.50$44.5043.4%12.3%38.9%24.0%43.4%1.1%4.7%66.1M-2.36B-12.7M0.481.70301,290145,4421,386,8711,081,348
2020-01-31$47.00$45.0046.8%13.3%34.1%34.6%46.8%2.3%3.2%28.7M-1.63B-12.7M0.565.45252,856142,3721,398,4481,100,321