AMD Options History — April 2020

In April 2020, AMD traded between $42.18 and $57.31. ATM implied volatility averaged 67.0%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 12.4% (HV 20d: 79.5%). Max pain ranged from $42.00 to $52.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2020-04-16: Highest Volume — 591,423 contracts
2020-04-29: Largest IV drop — 14.2% change
2020-04-01: Highest IV Rank — 54.3%
2020-04-01: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.13	$42.18	$57.31	$43.57	$52.65
Max Pain	$48.48	$42.00	$52.50	$42.00	$52.50
ATM IV	67.0%	51.8%	81.1%	81.1%	53.7%
Expected Move	19.4%	15.0%	22.1%	22.1%	15.8%
HV 20d	79.5%	67.5%	95.9%	91.6%	67.5%
HV 60d	72.1%	66.1%	75.3%	66.1%	74.1%
IV Rank	37.5%	19.3%	54.3%	54.3%	21.5%
IV Percentile	83.6%	46.4%	94.8%	94.8%	52.4%
Term Structure	-2.4%	-8.3%	7.5%	-8.3%	0.5%
VWIV	68.5%	52.9%	77.7%	76.3%	55.4%
Skew 25d	8.4%	3.3%	15.8%	13.1%	4.3%
Skew 10d	16.0%	1.1%	40.4%	30.1%	7.9%
Call IV 25d	63.7%	50.0%	70.8%	70.4%	52.4%
Put IV 25d	72.1%	54.3%	83.5%	83.5%	56.7%
Bid-Ask Spread %	2.63	1.43	4.13	4.13	1.83
Gamma HHI	0.08	0.05	0.13	0.06	0.06
Net GEX	26.8M	-6.9M	45.4M	5.2M	18.8M
Net DEX	-2.15B	-3.58B	-186.9M	-572.7M	-1.62B
Net VEX	-13.9M	-14.8M	-12.7M	-13.3M	-14.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.44	0.89	0.75	0.46
Total Volume	380,366.429	200,786	591,423	375,536	327,981
Total OI	2,135,688.857	1,911,338	2,375,177	2,155,172	2,266,258

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
2020-04-01	$43.57	$42.00	81.1%	22.1%	91.6%	54.3%	76.3%	13.1%	-8.3%	5.2M	-572.7M	-13.3M	0.75	4.13	214,833	160,703	1,123,317	1,031,855
2020-04-02	$44.23	$45.00	73.4%	20.6%	91.1%	45.1%	71.8%	12.9%	7.5%	5.2M	-684.6M	-13.1M	0.73	3.40	157,042	114,760	1,127,123	1,053,676
2020-04-03	$42.18	$45.00	72.6%	20.9%	92.3%	44.1%	71.3%	10.0%	-7.1%	-6.9M	-186.9M	-12.7M	0.80	3.32	177,672	141,568	1,141,612	1,064,664
2020-04-06	$47.17	$45.00	65.9%	18.0%	95.9%	36.1%	63.9%	15.8%	-8.1%	17.7M	-1.42B	-13.2M	0.64	2.75	242,650	155,656	1,064,717	1,030,092
2020-04-07	$48.12	$45.00	70.8%	18.9%	95.6%	42.0%	66.4%	9.9%	-2.3%	24.4M	-1.68B	-13.7M	0.89	3.27	190,123	169,874	1,101,471	1,062,978
2020-04-08	$48.88	$45.00	64.8%	18.2%	95.6%	34.8%	65.0%	9.6%	-0.6%	30.5M	-1.88B	-13.6M	0.84	2.54	109,260	91,526	1,116,083	1,087,702
2020-04-09	$48.15	$45.00	65.0%	18.5%	79.6%	35.0%	65.6%	14.0%	-3.0%	25.5M	-1.70B	-13.5M	0.89	2.69	171,175	153,147	1,130,144	1,100,902
2020-04-13	$50.84	$45.00	66.5%	18.8%	79.6%	36.9%	67.0%	11.6%	-2.5%	32.6M	-2.27B	-13.3M	0.71	3.28	169,011	119,916	1,080,875	1,043,705
2020-04-14	$54.80	$46.00	64.0%	18.3%	81.8%	33.9%	65.6%	8.1%	-1.8%	45.4M	-3.32B	-13.2M	0.65	2.71	311,591	202,995	1,111,984	1,076,918
2020-04-15	$55.22	$46.00	67.8%	19.5%	81.9%	38.4%	68.0%	8.0%	-2.3%	38.6M	-3.31B	-13.6M	0.74	3.05	300,780	222,737	1,132,532	1,124,219
2020-04-16	$56.97	$50.00	68.8%	19.8%	74.0%	39.5%	70.6%	6.8%	-2.4%	42.4M	-3.58B	-14.2M	0.59	2.60	371,785	219,638	1,160,046	1,143,859
2020-04-17	$56.55	$50.00	66.8%	19.4%	72.6%	37.2%	68.7%	5.7%	-2.7%	34.3M	-3.45B	-14.3M	0.60	2.07	227,419	135,647	1,194,083	1,181,094
2020-04-20	$57.31	$50.00	69.8%	20.8%	71.7%	40.7%	73.4%	3.3%	-3.4%	31.3M	-2.80B	-14.3M	0.51	2.08	237,518	120,579	990,259	921,079
2020-04-21	$53.20	$52.00	73.6%	22.0%	78.8%	45.3%	77.7%	7.4%	-3.3%	17.6M	-1.81B	-14.7M	0.76	2.79	299,518	228,125	1,027,788	952,137
2020-04-22	$56.00	$52.00	72.1%	21.6%	70.6%	43.6%	76.2%	7.1%	-3.7%	35.9M	-2.60B	-14.8M	0.53	2.03	195,405	103,913	1,063,585	947,554
2020-04-23	$56.16	$52.50	71.3%	21.3%	70.1%	42.6%	75.0%	6.5%	-3.0%	38.8M	-2.66B	-14.8M	0.44	2.46	211,261	93,248	1,080,618	952,579
2020-04-24	$56.25	$52.50	65.6%	19.3%	69.8%	35.8%	70.7%	6.1%	-2.5%	34.6M	-2.66B	-14.5M	0.74	2.03	174,384	128,396	1,077,689	963,443
2020-04-27	$56.70	$52.50	62.2%	19.5%	69.8%	31.6%	68.8%	7.1%	-0.7%	35.0M	-2.68B	-14.1M	0.54	2.79	190,092	102,271	1,016,105	901,888
2020-04-28	$55.94	$52.50	60.4%	19.3%	70.2%	29.5%	67.8%	5.2%	-0.9%	34.5M	-2.50B	-14.1M	0.59	1.43	287,359	170,186	1,065,154	947,596
2020-04-29	$53.74	$52.50	51.8%	15.0%	69.4%	19.3%	52.9%	4.4%	0.3%	20.8M	-1.82B	-13.8M	0.50	1.96	390,998	194,953	1,164,525	1,025,558
2020-04-30	$52.65	$52.50	53.7%	15.8%	67.5%	21.5%	55.4%	4.3%	0.5%	18.8M	-1.62B	-14.2M	0.46	1.83	223,962	104,019	1,226,192	1,040,066