AMD Options History — August 2020

In August 2020, AMD traded between $76.69 and $91.03. ATM implied volatility averaged 52.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 23.0% (HV 20d: 75.8%). Max pain ranged from $55.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.41.

Notable Days

2020-08-04: Highest Volume — 1,118,553 contracts
2020-08-04: Largest IV spike — 16.8% change
2020-08-31: Highest IV Rank — 32.1%
2020-08-31: Largest Expected Move — 16.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.41	$76.69	$91.03	$77.73	$91.03
Max Pain	$69.64	$55.00	$75.00	$55.00	$75.00
ATM IV	52.8%	47.4%	62.5%	50.0%	62.5%
Expected Move	14.9%	13.2%	16.6%	13.8%	16.6%
HV 20d	75.8%	54.4%	88.0%	78.9%	58.5%
HV 60d	61.0%	57.9%	62.9%	57.9%	62.9%
IV Rank	20.5%	14.1%	32.1%	17.2%	32.1%
IV Percentile	47.0%	26.6%	77.8%	38.1%	77.8%
Term Structure	0.5%	-0.9%	1.7%	-0.1%	-0.3%
VWIV	53.0%	47.0%	59.7%	49.0%	58.8%
Skew 25d	0.5%	-2.9%	2.0%	1.7%	-2.7%
Skew 10d	1.5%	-4.6%	6.0%	6.0%	-4.6%
Call IV 25d	53.7%	47.7%	66.6%	50.4%	66.6%
Put IV 25d	54.1%	49.5%	64.0%	52.1%	64.0%
Bid-Ask Spread %	2.98	1.95	4.82	3.82	3.06
Gamma HHI	0.10	0.06	0.23	0.09	0.09
Net GEX	74.8M	31.1M	112.0M	57.1M	77.5M
Net DEX	-5.87B	-7.51B	-4.38B	-5.50B	-6.30B
Net VEX	-16.3M	-17.4M	-14.5M	-14.5M	-17.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.24	0.64	0.50	0.24
Total Volume	400,431.095	156,790	1,118,553	279,062	801,654
Total OI	2,095,473.667	1,792,253	2,285,758	1,968,220	1,870,461

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
2020-08-03	$77.73	$55.00	50.0%	13.8%	78.9%	17.2%	49.0%	1.7%	-0.1%	57.1M	-5.50B	-14.5M	0.50	3.82	185,913	93,149	1,070,738	897,482
2020-08-04	$84.77	$55.00	58.5%	16.4%	81.9%	27.2%	59.7%	-2.9%	-0.9%	71.0M	-7.09B	-14.6M	0.34	4.82	835,008	283,545	1,104,645	915,924
2020-08-05	$85.12	$55.00	54.4%	15.1%	81.8%	22.4%	55.4%	-0.0%	-0.6%	82.5M	-7.10B	-15.9M	0.42	4.41	352,843	147,023	1,205,378	982,737
2020-08-06	$86.51	$70.00	54.4%	15.5%	79.5%	22.4%	55.1%	0.1%	-0.9%	97.7M	-7.51B	-15.7M	0.44	2.96	299,926	131,041	1,242,903	1,009,013
2020-08-07	$84.90	$70.00	55.0%	15.9%	79.1%	23.2%	56.8%	-0.5%	0.1%	99.7M	-6.89B	-16.4M	0.64	3.39	305,760	196,468	1,266,245	1,019,513
2020-08-10	$82.05	$70.00	54.5%	15.5%	79.2%	22.5%	55.0%	1.3%	-0.4%	54.4M	-5.69B	-16.5M	0.53	3.04	233,499	122,579	1,156,233	943,850
2020-08-11	$76.69	$70.00	55.7%	15.9%	85.1%	23.9%	56.7%	2.0%	0.0%	31.1M	-4.38B	-16.8M	0.51	3.28	234,854	119,246	1,192,826	968,656
2020-08-12	$82.58	$70.00	54.9%	15.8%	87.4%	23.0%	55.8%	0.7%	0.4%	73.4M	-6.01B	-16.9M	0.38	3.50	336,924	129,359	1,226,677	994,686
2020-08-13	$82.16	$70.00	51.8%	15.0%	87.5%	19.3%	53.7%	1.3%	0.8%	66.4M	-5.88B	-16.7M	0.50	3.91	205,240	102,138	1,239,068	1,012,488
2020-08-14	$81.17	$70.00	50.7%	14.7%	88.0%	18.0%	51.3%	1.1%	0.8%	40.6M	-5.54B	-16.6M	0.57	2.70	195,661	111,825	1,251,152	1,023,573
2020-08-17	$82.47	$72.50	49.7%	14.3%	87.7%	16.8%	50.6%	1.2%	1.4%	64.9M	-5.82B	-16.0M	0.42	2.15	134,039	56,003	1,159,329	959,899
2020-08-18	$81.83	$72.50	49.0%	14.1%	87.8%	16.0%	49.9%	0.5%	1.3%	64.7M	-5.67B	-16.0M	0.44	1.95	108,706	48,084	1,180,521	975,413
2020-08-19	$81.17	$72.50	49.1%	14.1%	84.8%	16.1%	49.7%	1.4%	1.4%	64.4M	-5.50B	-15.9M	0.41	2.62	170,414	69,161	1,197,405	985,494
2020-08-20	$82.83	$72.50	48.6%	13.9%	82.8%	15.4%	48.8%	1.5%	1.2%	96.0M	-6.03B	-16.1M	0.41	2.55	194,535	80,147	1,228,109	999,796
2020-08-21	$83.73	$72.50	49.6%	14.1%	65.6%	16.6%	49.8%	0.5%	1.3%	95.2M	-6.29B	-16.3M	0.31	2.67	309,921	95,436	1,244,859	1,004,926
2020-08-24	$83.01	$72.50	47.4%	13.2%	65.6%	14.1%	47.0%	1.8%	1.0%	61.8M	-4.76B	-16.1M	0.31	2.10	196,105	59,896	1,004,562	787,691
2020-08-25	$86.37	$72.50	52.4%	14.6%	65.8%	20.1%	51.8%	-0.4%	1.0%	80.4M	-5.52B	-16.7M	0.27	2.89	310,782	84,544	1,029,011	805,451
2020-08-26	$86.08	$75.00	51.0%	14.3%	54.4%	18.3%	51.1%	0.7%	1.7%	100.0M	-5.58B	-16.9M	0.27	2.43	285,217	77,813	1,086,368	826,829
2020-08-27	$84.01	$75.00	53.8%	14.9%	54.7%	21.6%	53.1%	0.7%	0.9%	79.6M	-4.96B	-16.8M	0.41	2.40	229,379	94,342	1,106,135	841,387
2020-08-28	$85.35	$75.00	55.3%	14.9%	54.6%	23.5%	53.1%	-0.1%	1.3%	112.0M	-5.35B	-16.8M	0.37	1.99	277,952	102,922	1,122,954	864,560
2020-08-31	$91.03	$75.00	62.5%	16.6%	58.5%	32.1%	58.8%	-2.7%	-0.3%	77.5M	-6.30B	-17.4M	0.24	3.06	646,388	155,266	1,044,084	826,377