AMD Options History — July 2020

In July 2020, AMD traded between $52.41 and $78.22. ATM implied volatility averaged 59.7%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 6.6% (HV 20d: 53.2%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.40.

Notable Days

2020-07-24: Highest Volume — 1,388,099 contracts
2020-07-09: Largest IV spike — 12.9% change
2020-07-24: Highest IV Rank — 39.3%
2020-07-24: Largest Expected Move — 20.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.25	$52.41	$78.22	$52.68	$77.33
Max Pain	$53.41	$50.00	$55.00	$52.50	$55.00
ATM IV	59.7%	51.2%	68.6%	56.6%	51.2%
Expected Move	16.6%	12.4%	20.0%	13.4%	14.1%
HV 20d	53.2%	40.3%	78.8%	46.3%	78.8%
HV 60d	48.8%	42.7%	57.9%	47.7%	57.9%
IV Rank	28.8%	18.6%	39.3%	25.0%	18.6%
IV Percentile	71.7%	44.0%	87.3%	66.3%	44.0%
Term Structure	-1.5%	-3.5%	0.3%	-1.1%	0.3%
VWIV	58.5%	44.4%	69.7%	48.2%	49.6%
Skew 25d	-1.5%	-5.1%	4.7%	4.7%	1.1%
Skew 10d	-3.8%	-12.4%	8.9%	8.3%	3.5%
Call IV 25d	61.3%	51.4%	73.4%	53.6%	51.4%
Put IV 25d	59.8%	52.5%	68.6%	58.3%	52.5%
Bid-Ask Spread %	2.70	1.73	4.82	2.10	2.70
Gamma HHI	0.11	0.08	0.46	0.09	0.08
Net GEX	62.8M	44.9M	121.1M	54.1M	57.7M
Net DEX	-3.14B	-6.81B	-1.39B	-1.51B	-6.30B
Net VEX	-15.1M	-16.2M	-14.2M	-14.8M	-14.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.22	0.69	0.42	0.68
Total Volume	526,629.455	202,324	1,388,099	209,347	514,812
Total OI	2,025,760.727	1,739,349	2,292,477	1,990,697	2,292,477

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
2020-07-01	$52.68	$52.50	56.6%	13.4%	46.3%	25.0%	48.2%	4.7%	-1.1%	54.1M	-1.51B	-14.8M	0.42	2.10	147,399	61,948	1,159,752	830,945
2020-07-02	$52.41	$52.50	53.6%	12.4%	46.2%	21.4%	44.4%	3.8%	-1.2%	47.9M	-1.39B	-14.5M	0.38	1.83	148,429	56,790	1,171,352	837,518
2020-07-06	$53.34	$50.00	57.2%	15.5%	46.5%	25.7%	54.4%	1.2%	-0.3%	47.9M	-1.61B	-14.5M	0.22	2.14	303,418	65,479	1,085,834	806,350
2020-07-07	$53.12	$50.00	57.1%	15.6%	46.5%	25.7%	54.6%	2.4%	-0.9%	59.1M	-1.59B	-14.4M	0.24	2.21	221,937	53,575	1,143,638	826,908
2020-07-08	$53.16	$50.00	57.3%	15.7%	40.4%	25.8%	54.9%	3.5%	-1.9%	57.1M	-1.54B	-14.5M	0.32	2.17	168,981	53,841	1,145,206	841,720
2020-07-09	$57.31	$50.00	64.7%	17.8%	48.0%	34.6%	62.7%	-3.0%	-2.0%	77.3M	-3.10B	-15.2M	0.23	3.60	702,914	160,529	1,160,319	859,247
2020-07-10	$55.90	$52.50	63.5%	17.4%	40.3%	33.3%	61.7%	-4.2%	-1.0%	75.6M	-2.59B	-15.4M	0.29	4.82	392,086	115,052	1,205,655	888,063
2020-07-13	$54.07	$52.50	63.6%	17.4%	42.2%	33.4%	62.7%	-5.1%	-2.1%	47.0M	-1.78B	-14.8M	0.28	3.70	402,190	114,149	1,149,630	846,068
2020-07-14	$54.41	$52.50	65.9%	18.2%	41.6%	36.2%	64.1%	-2.1%	-2.0%	46.3M	-1.79B	-15.0M	0.37	3.63	212,090	78,828	1,181,169	876,311
2020-07-15	$55.24	$52.50	64.5%	17.8%	42.0%	34.4%	62.1%	-2.5%	-2.7%	58.7M	-2.07B	-15.0M	0.69	1.99	322,224	222,763	1,208,596	892,897
2020-07-16	$54.98	$55.00	64.0%	17.6%	41.9%	33.8%	62.5%	-3.5%	-3.5%	56.0M	-2.10B	-15.7M	0.39	2.92	145,777	56,547	1,230,339	925,830
2020-07-17	$55.09	$55.00	57.6%	16.1%	41.7%	26.2%	56.6%	-3.7%	-1.8%	121.1M	-2.17B	-15.5M	0.33	3.83	241,278	80,088	1,235,133	940,639
2020-07-20	$57.22	$55.00	58.5%	16.6%	43.7%	27.3%	58.1%	-2.4%	-1.7%	44.9M	-2.35B	-15.7M	0.25	1.88	290,481	73,569	992,122	747,227
2020-07-21	$56.92	$55.00	58.9%	16.8%	43.8%	27.8%	59.0%	-0.4%	-1.2%	53.7M	-2.34B	-15.8M	0.41	2.67	222,934	90,459	1,049,501	766,577
2020-07-22	$61.84	$55.00	62.7%	18.0%	52.1%	32.3%	62.9%	-5.0%	-2.6%	60.1M	-3.71B	-15.8M	0.39	2.10	733,055	288,537	1,063,062	790,774
2020-07-23	$59.70	$55.00	60.9%	17.6%	52.7%	30.2%	62.0%	-4.2%	-1.9%	60.8M	-2.97B	-16.2M	0.43	2.22	463,178	199,323	1,123,357	866,105
2020-07-24	$69.49	$55.00	68.6%	20.0%	72.9%	39.3%	69.7%	-4.8%	-3.4%	56.4M	-5.69B	-15.6M	0.40	2.28	988,951	399,148	1,156,002	871,086
2020-07-27	$68.96	$55.00	62.8%	18.5%	72.8%	32.4%	66.3%	-2.6%	-1.1%	48.6M	-4.53B	-15.4M	0.47	1.73	355,518	165,931	1,056,397	854,507
2020-07-28	$67.99	$55.00	59.3%	17.5%	71.9%	28.2%	61.3%	-2.3%	-1.2%	53.2M	-4.34B	-15.4M	0.59	2.92	337,218	198,856	1,131,222	896,817
2020-07-29	$76.03	$55.00	53.4%	15.4%	78.6%	21.2%	54.8%	-2.3%	-0.6%	102.2M	-6.70B	-14.2M	0.45	3.37	750,018	340,988	1,233,542	971,005
2020-07-30	$78.22	$55.00	52.6%	15.0%	78.5%	20.3%	53.6%	-1.8%	0.2%	94.8M	-6.81B	-14.2M	0.51	2.67	425,826	218,734	1,238,851	1,016,986
2020-07-31	$77.33	$55.00	51.2%	14.1%	78.8%	18.6%	49.6%	1.1%	0.3%	57.7M	-6.30B	-14.4M	0.68	2.70	306,983	207,829	1,245,444	1,047,033