AMD Options History — September 2020

In September 2020, AMD traded between $75.10 and $92.09. ATM implied volatility averaged 60.7%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 7.4% (HV 20d: 53.3%). Max pain ranged from $60.00 to $75.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2020-09-03: Highest Volume — 527,996 contracts
2020-09-21: Largest IV spike — 9.2% change
2020-09-03: Highest IV Rank — 42.9%
2020-09-03: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.78	$75.10	$92.09	$92.09	$82.04
Max Pain	$65.48	$60.00	$75.00	$75.00	$67.50
ATM IV	60.7%	54.3%	71.6%	65.4%	64.6%
Expected Move	16.7%	14.8%	20.5%	17.8%	14.8%
HV 20d	53.3%	47.9%	60.5%	50.7%	47.9%
HV 60d	64.1%	62.1%	65.1%	62.8%	64.1%
IV Rank	29.9%	22.2%	42.9%	35.5%	34.5%
IV Percentile	69.9%	46.8%	89.3%	83.7%	79.8%
Term Structure	2.5%	-1.1%	11.4%	0.6%	1.1%
VWIV	58.9%	51.7%	72.0%	63.7%	51.7%
Skew 25d	1.3%	-3.2%	4.1%	-3.2%	1.4%
Skew 10d	2.2%	-5.7%	10.4%	-3.7%	2.6%
Call IV 25d	60.8%	51.8%	71.9%	69.0%	64.2%
Put IV 25d	62.1%	55.3%	74.4%	65.8%	65.6%
Bid-Ask Spread %	3.18	1.61	17.78	2.58	1.99
Gamma HHI	0.08	0.05	0.35	0.09	0.06
Net GEX	39.9M	-33.2M	89.5M	84.9M	81.0M
Net DEX	-3.76B	-6.60B	-2.62B	-6.60B	-4.63B
Net VEX	-18.7M	-19.9M	-17.9M	-17.9M	-19.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.22	0.73	0.22	0.43
Total Volume	332,953.429	191,078	527,996	408,474	274,086
Total OI	2,100,498.333	1,964,716	2,238,290	1,973,619	2,195,117

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
2020-09-01	$92.09	$75.00	65.4%	17.8%	50.7%	35.5%	63.7%	-3.2%	0.6%	84.9M	-6.60B	-17.9M	0.22	2.58	334,697	73,777	1,104,363	869,256
2020-09-02	$90.12	$75.00	68.2%	18.3%	51.5%	38.8%	65.9%	-3.2%	1.4%	89.5M	-6.12B	-18.4M	0.31	3.69	336,827	104,956	1,143,601	883,215
2020-09-03	$82.52	$60.00	71.6%	20.5%	60.4%	42.9%	72.0%	3.1%	-0.5%	30.4M	-3.98B	-18.8M	0.53	3.06	344,157	183,839	1,164,045	907,516
2020-09-04	$82.22	$62.50	67.3%	19.1%	60.1%	37.8%	67.3%	2.6%	0.7%	35.1M	-3.89B	-18.6M	0.64	17.78	306,050	195,894	1,204,940	933,866
2020-09-08	$79.04	$60.00	64.6%	18.4%	60.5%	34.6%	66.3%	-0.2%	-1.1%	31.2M	-3.51B	-17.9M	0.53	4.88	180,143	96,241	1,090,026	884,662
2020-09-09	$81.76	$60.00	61.3%	17.4%	56.5%	30.6%	62.3%	0.4%	-0.4%	49.6M	-4.13B	-18.2M	0.36	2.00	239,078	85,760	1,120,359	915,487
2020-09-10	$79.22	$62.50	60.8%	17.2%	51.1%	30.0%	60.8%	2.4%	-1.0%	32.9M	-3.50B	-18.3M	0.51	2.92	218,785	111,171	1,156,768	937,185
2020-09-11	$76.56	$62.50	55.9%	15.9%	52.4%	24.2%	56.5%	1.5%	-0.6%	-8.3M	-2.78B	-17.9M	0.58	1.88	274,290	160,450	1,186,273	966,817
2020-09-14	$77.89	$62.50	54.9%	15.7%	52.8%	23.0%	56.0%	0.4%	-0.0%	27.9M	-3.29B	-18.0M	0.31	2.48	192,898	59,298	1,112,848	935,660
2020-09-15	$78.33	$65.00	54.3%	15.5%	52.5%	22.3%	55.2%	0.3%	-1.0%	38.2M	-3.46B	-18.4M	0.35	2.90	236,808	83,266	1,157,479	956,548
2020-09-16	$77.10	$65.00	55.7%	16.0%	52.6%	23.9%	56.6%	1.3%	0.1%	25.6M	-3.13B	-18.6M	0.54	2.34	124,246	66,832	1,178,342	978,231
2020-09-17	$76.31	$65.00	56.4%	16.1%	52.7%	24.7%	57.1%	2.7%	2.1%	15.3M	-2.90B	-18.7M	0.59	2.67	204,879	121,421	1,202,751	995,756
2020-09-18	$75.17	$65.00	54.3%	15.6%	52.1%	22.2%	55.0%	2.8%	-0.4%	-33.2M	-2.62B	-18.6M	0.72	1.61	184,880	133,310	1,227,596	1,010,694
2020-09-21	$77.62	$65.00	59.3%	16.6%	53.5%	28.2%	58.4%	1.1%	8.2%	35.1M	-3.30B	-18.9M	0.37	2.24	247,754	92,739	1,053,345	911,371
2020-09-22	$77.44	$65.00	56.6%	16.0%	53.4%	25.0%	56.5%	1.1%	9.3%	45.6M	-3.36B	-19.1M	0.32	1.82	180,134	58,058	1,114,681	934,612
2020-09-23	$75.10	$67.50	59.3%	16.5%	51.7%	28.2%	57.2%	0.9%	7.4%	32.7M	-2.79B	-19.1M	0.41	2.17	164,567	66,765	1,144,175	956,052
2020-09-24	$75.99	$67.50	59.8%	16.4%	52.1%	28.8%	57.5%	2.5%	11.4%	41.0M	-3.01B	-19.1M	0.54	2.39	186,497	100,927	1,170,869	977,287
2020-09-25	$77.99	$67.50	58.6%	15.2%	52.9%	27.4%	53.5%	4.1%	9.8%	56.3M	-3.62B	-19.1M	0.73	1.82	194,289	141,434	1,193,617	989,191
2020-09-28	$79.26	$67.50	61.2%	15.3%	52.9%	30.5%	54.0%	2.6%	3.5%	49.7M	-3.80B	-19.6M	0.35	1.75	183,774	64,504	1,128,408	962,470
2020-09-29	$81.67	$67.50	65.1%	15.5%	48.2%	35.1%	53.9%	2.0%	1.7%	76.7M	-4.57B	-19.9M	0.40	1.90	273,012	109,529	1,175,433	979,553
2020-09-30	$82.04	$67.50	64.6%	14.8%	47.9%	34.5%	51.7%	1.4%	1.1%	81.0M	-4.63B	-19.8M	0.43	1.99	191,655	82,431	1,195,081	1,000,036