AMD Options History — February 2020

In February 2020, AMD traded between $44.26 and $58.84. ATM implied volatility averaged 53.2%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 9.1% (HV 20d: 44.1%). Max pain ranged from $45.00 to $52.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.59.

Notable Days

2020-02-21: Highest Volume — 709,136 contracts
2020-02-28: Largest IV spike — 15.1% change
2020-02-27: Highest IV Rank — 100.0%
2020-02-28: Largest Expected Move — 26.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.36	$44.26	$58.84	$47.94	$44.26
Max Pain	$49.42	$45.00	$52.50	$45.00	$51.50
ATM IV	53.2%	43.5%	84.2%	44.1%	84.2%
Expected Move	15.3%	11.4%	26.2%	11.6%	26.2%
HV 20d	44.1%	34.9%	57.6%	34.9%	56.4%
HV 60d	37.3%	34.2%	44.0%	34.2%	44.0%
IV Rank	50.8%	24.2%	100.0%	26.2%	100.0%
IV Percentile	51.0%	19.8%	100.0%	21.8%	100.0%
Term Structure	-1.1%	-4.4%	-0.2%	-0.3%	-4.4%
VWIV	54.1%	40.8%	93.5%	40.8%	93.5%
Skew 25d	4.2%	-1.9%	17.4%	3.4%	17.4%
Skew 10d	8.7%	-3.7%	35.8%	6.0%	35.8%
Call IV 25d	52.3%	43.1%	77.6%	44.3%	77.6%
Put IV 25d	56.5%	46.2%	94.9%	47.7%	94.9%
Bid-Ask Spread %	2.20	1.52	4.06	1.63	4.06
Gamma HHI	0.12	0.05	0.37	0.08	0.05
Net GEX	56.9M	1.7M	121.0M	43.6M	7.0M
Net DEX	-2.97B	-5.43B	-165.1M	-2.04B	-223.0M
Net VEX	-13.1M	-14.5M	-12.3M	-12.4M	-14.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.33	1.11	0.33	0.91
Total Volume	463,667.526	227,866	709,136	340,168	542,005
Total OI	2,385,683.316	2,150,949	2,681,122	2,150,949	2,507,252

Daily Data (19 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
2020-02-03	$47.94	$45.00	44.1%	11.6%	34.9%	26.2%	40.8%	3.4%	-0.3%	43.6M	-2.04B	-12.4M	0.33	1.63	254,819	85,349	1,177,719	973,230
2020-02-04	$49.48	$45.00	43.5%	11.5%	36.7%	24.2%	41.2%	3.1%	-0.6%	64.2M	-2.75B	-12.6M	0.62	1.52	189,195	116,967	1,238,355	993,811
2020-02-05	$49.77	$45.00	44.0%	11.4%	36.7%	26.0%	40.8%	3.2%	-0.4%	70.6M	-2.88B	-12.7M	0.57	1.55	145,256	82,610	1,265,429	1,027,105
2020-02-06	$49.12	$48.00	44.8%	12.6%	37.0%	28.5%	46.1%	3.3%	-0.6%	67.8M	-2.59B	-12.8M	0.54	2.03	241,508	131,603	1,290,565	1,043,923
2020-02-07	$49.93	$48.00	45.0%	12.7%	36.9%	29.1%	44.4%	2.4%	-1.0%	100.6M	-3.05B	-12.9M	0.55	2.20	276,004	152,435	1,329,247	1,070,021
2020-02-10	$52.23	$48.00	46.9%	13.2%	39.2%	34.9%	46.9%	2.8%	-0.4%	62.9M	-3.67B	-12.7M	0.48	2.37	272,250	129,868	1,251,474	1,011,439
2020-02-11	$53.66	$48.00	47.9%	13.7%	39.9%	38.1%	47.8%	1.9%	-0.6%	67.1M	-4.20B	-12.7M	0.33	2.57	505,232	165,691	1,290,771	1,060,411
2020-02-12	$53.91	$49.00	46.7%	13.3%	39.5%	34.2%	47.0%	2.3%	-0.5%	75.7M	-4.17B	-12.7M	0.41	1.84	216,076	88,388	1,325,787	1,096,926
2020-02-13	$54.39	$49.00	47.0%	13.4%	39.5%	35.3%	47.1%	2.1%	-0.2%	85.1M	-4.40B	-12.7M	0.67	2.47	214,013	143,141	1,350,766	1,117,709
2020-02-14	$55.09	$50.00	44.6%	12.7%	38.9%	27.7%	45.3%	1.7%	-0.2%	121.0M	-4.75B	-12.6M	0.59	1.98	191,777	113,463	1,373,624	1,152,753
2020-02-18	$57.14	$50.00	48.2%	13.8%	40.2%	38.8%	49.0%	0.3%	-0.8%	64.5M	-4.96B	-12.3M	0.39	1.82	479,501	188,206	1,287,541	1,081,699
2020-02-19	$58.84	$50.00	50.7%	14.5%	41.0%	46.7%	52.3%	-1.9%	-1.3%	78.2M	-5.43B	-12.7M	0.33	2.19	452,144	147,479	1,348,256	1,118,859
2020-02-20	$57.22	$50.00	51.7%	14.9%	42.8%	49.9%	52.9%	-0.7%	-1.0%	64.4M	-4.76B	-13.3M	0.48	2.74	443,676	212,927	1,418,681	1,160,831
2020-02-21	$53.22	$52.50	56.3%	16.3%	51.0%	64.1%	57.1%	3.2%	-1.3%	42.4M	-3.10B	-14.1M	0.63	2.04	434,023	275,113	1,490,912	1,190,210
2020-02-24	$49.66	$52.50	60.4%	17.7%	56.0%	76.6%	63.7%	6.0%	-1.5%	24.3M	-1.41B	-13.9M	1.11	1.66	285,546	315,994	1,234,317	944,396
2020-02-25	$47.66	$52.50	66.3%	19.8%	57.6%	94.9%	69.1%	8.5%	-1.5%	17.4M	-948.2M	-14.3M	0.81	2.64	240,712	194,081	1,301,870	1,022,361
2020-02-26	$47.53	$52.50	64.8%	19.3%	56.8%	90.2%	67.8%	7.8%	-1.6%	22.1M	-961.6M	-14.1M	0.68	2.11	174,603	118,933	1,327,339	1,025,231
2020-02-27	$44.72	$52.50	73.1%	21.6%	56.9%	100.0%	74.7%	13.2%	-2.8%	1.7M	-165.1M	-13.9M	0.77	2.41	333,632	255,463	1,352,304	1,074,859
2020-02-28	$44.26	$51.50	84.2%	26.2%	56.4%	100.0%	93.5%	17.4%	-4.4%	7.0M	-223.0M	-14.5M	0.91	4.06	284,407	257,598	1,404,607	1,102,645