AMD Options History — June 2020

In June 2020, AMD traded between $49.84 and $57.65. ATM implied volatility averaged 52.4%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 11.2% (HV 20d: 41.3%). Max pain ranged from $50.00 to $52.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.37.

Notable Days

2020-06-09: Highest Volume — 692,361 contracts
2020-06-11: Largest IV spike — 11.1% change
2020-06-29: Highest IV Rank — 27.8%
2020-06-11: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.50	$49.84	$57.65	$53.47	$52.59
Max Pain	$51.23	$50.00	$52.50	$50.00	$52.50
ATM IV	52.4%	47.9%	58.9%	49.5%	55.9%
Expected Move	14.7%	13.8%	16.3%	14.1%	14.3%
HV 20d	41.3%	37.0%	46.3%	41.3%	46.3%
HV 60d	59.2%	52.4%	70.0%	70.0%	52.8%
IV Rank	20.0%	14.6%	27.8%	16.6%	24.1%
IV Percentile	47.3%	29.4%	73.0%	35.3%	59.5%
Term Structure	1.6%	-2.5%	6.1%	-0.1%	-0.8%
VWIV	51.5%	48.1%	56.0%	48.7%	51.4%
Skew 25d	4.2%	-2.6%	10.1%	6.7%	6.5%
Skew 10d	8.6%	-4.3%	32.5%	14.0%	8.3%
Call IV 25d	51.1%	46.2%	57.4%	46.8%	54.2%
Put IV 25d	55.3%	49.3%	62.6%	53.5%	60.6%
Bid-Ask Spread %	2.16	1.43	3.52	1.81	1.95
Gamma HHI	0.09	0.07	0.15	0.08	0.08
Net GEX	46.1M	18.2M	85.7M	37.4M	47.4M
Net DEX	-1.86B	-3.59B	-699.0M	-1.84B	-1.51B
Net VEX	-14.2M	-14.9M	-13.8M	-13.9M	-14.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.23	0.53	0.45	0.28
Total Volume	366,209.636	186,420	692,361	186,420	355,565
Total OI	2,072,364.909	1,713,171	2,297,242	1,953,521	1,947,017

Daily Data (22 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
2020-06-01	$53.47	$50.00	49.5%	14.1%	41.3%	16.6%	48.7%	6.7%	-0.1%	37.4M	-1.84B	-13.9M	0.45	1.81	128,965	57,455	1,065,071	888,450
2020-06-02	$53.17	$51.00	49.1%	13.8%	37.7%	16.0%	48.1%	6.8%	-0.7%	37.1M	-1.77B	-13.9M	0.49	1.95	131,633	64,754	1,097,061	911,069
2020-06-03	$52.80	$51.00	48.9%	13.9%	37.7%	15.8%	48.5%	5.5%	-0.3%	36.9M	-1.69B	-13.8M	0.41	1.82	162,192	65,796	1,129,247	931,559
2020-06-04	$52.42	$50.00	48.8%	13.9%	37.8%	15.7%	48.2%	5.4%	-0.1%	39.2M	-1.58B	-13.9M	0.34	2.88	223,051	75,800	1,172,320	955,242
2020-06-05	$52.95	$50.00	47.9%	13.9%	37.8%	14.6%	48.6%	1.6%	0.4%	60.7M	-1.80B	-13.9M	0.25	2.07	391,095	98,312	1,193,247	963,313
2020-06-08	$52.75	$50.00	49.5%	14.1%	37.0%	16.6%	50.0%	0.2%	-0.4%	41.8M	-1.83B	-13.9M	0.29	1.89	223,159	65,133	1,148,834	923,096
2020-06-09	$56.15	$50.00	50.1%	14.3%	39.9%	17.3%	50.8%	-1.7%	0.2%	77.5M	-3.15B	-14.5M	0.23	2.56	563,113	129,248	1,213,736	953,789
2020-06-10	$57.65	$50.00	51.4%	14.8%	39.3%	18.8%	52.2%	-2.6%	0.7%	85.7M	-3.59B	-14.4M	0.27	1.72	541,196	144,481	1,208,950	964,355
2020-06-11	$53.48	$50.00	57.1%	16.3%	45.8%	25.6%	56.0%	5.7%	-0.2%	39.9M	-1.84B	-14.3M	0.43	3.52	368,483	159,866	1,245,853	985,377
2020-06-12	$53.23	$50.00	57.0%	16.3%	43.3%	25.5%	54.9%	10.1%	-0.5%	38.4M	-1.75B	-14.1M	0.52	2.20	307,341	160,045	1,286,984	990,118
2020-06-15	$54.34	$50.00	54.4%	15.5%	44.0%	22.4%	53.6%	5.5%	3.6%	49.3M	-2.19B	-14.2M	0.28	2.19	236,195	66,753	1,205,680	952,407
2020-06-16	$54.17	$50.00	52.7%	15.1%	43.8%	20.4%	52.4%	3.7%	2.4%	53.4M	-2.17B	-14.2M	0.51	2.18	265,136	135,866	1,250,442	970,643
2020-06-17	$54.67	$52.50	52.6%	15.1%	42.9%	20.2%	52.8%	3.5%	1.3%	63.9M	-2.33B	-14.4M	0.35	3.45	183,137	64,237	1,268,848	986,875
2020-06-18	$54.14	$52.50	52.4%	14.8%	42.9%	20.0%	52.7%	2.3%	2.3%	55.0M	-2.12B	-14.2M	0.34	1.43	163,460	56,370	1,271,549	999,203
2020-06-19	$54.34	$52.50	51.7%	14.5%	42.0%	19.2%	50.9%	2.4%	2.9%	62.0M	-2.21B	-14.1M	0.47	1.71	273,692	129,241	1,289,411	1,007,831
2020-06-22	$54.76	$52.50	50.7%	14.2%	42.1%	18.0%	50.3%	3.0%	4.4%	42.7M	-1.80B	-14.1M	0.26	1.84	293,515	77,636	984,537	728,634
2020-06-23	$54.29	$52.50	50.8%	14.1%	40.4%	18.2%	49.4%	4.0%	5.9%	51.4M	-1.73B	-14.4M	0.31	1.80	270,296	83,051	1,053,404	754,760
2020-06-24	$52.74	$52.50	55.2%	15.4%	41.5%	23.3%	53.8%	5.3%	5.2%	35.2M	-1.33B	-14.3M	0.33	2.10	310,628	102,572	1,094,348	776,802
2020-06-25	$51.74	$52.50	53.8%	14.9%	41.8%	21.6%	52.8%	6.0%	6.1%	23.0M	-1.03B	-14.3M	0.36	2.59	266,163	96,140	1,142,790	805,462
2020-06-26	$51.25	$52.50	55.3%	14.8%	40.7%	23.4%	52.4%	6.8%	5.4%	18.7M	-905.8M	-14.3M	0.53	1.86	160,077	84,664	1,179,420	823,612
2020-06-29	$49.84	$52.50	58.9%	15.0%	41.7%	27.8%	54.3%	5.2%	-2.5%	18.2M	-699.0M	-13.9M	0.37	2.02	234,612	86,488	1,076,589	794,093
2020-06-30	$52.59	$52.50	55.9%	14.3%	46.3%	24.1%	51.4%	6.5%	-0.8%	47.4M	-1.51B	-14.9M	0.28	1.95	276,698	78,867	1,130,560	816,457