AMD Options History — October 2020

In October 2020, AMD traded between $74.90 and $86.56. ATM implied volatility averaged 61.9%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 23.0% (HV 20d: 38.8%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.44.

Notable Days

2020-10-27: Highest Volume — 807,968 contracts
2020-10-27: Largest IV drop — 14.8% change
2020-10-02: Highest IV Rank — 39.8%
2020-10-26: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.30	$74.90	$86.56	$84.68	$74.90
Max Pain	$79.09	$70.00	$80.00	$70.00	$80.00
ATM IV	61.9%	50.3%	69.0%	65.4%	52.1%
Expected Move	17.2%	14.9%	18.7%	14.9%	15.7%
HV 20d	38.8%	36.6%	49.3%	49.3%	39.1%
HV 60d	56.8%	45.7%	64.2%	64.2%	46.6%
IV Rank	31.3%	17.5%	39.8%	35.5%	19.7%
IV Percentile	69.8%	31.7%	87.3%	82.5%	38.1%
Term Structure	-1.3%	-3.6%	8.5%	1.9%	-0.9%
VWIV	60.2%	52.2%	65.9%	52.2%	54.0%
Skew 25d	0.1%	-1.7%	3.3%	-1.2%	3.3%
Skew 10d	1.0%	-4.0%	7.9%	0.4%	7.9%
Call IV 25d	61.8%	49.5%	68.5%	66.5%	50.9%
Put IV 25d	61.9%	51.6%	69.2%	65.3%	54.2%
Bid-Ask Spread %	2.16	1.39	2.92	1.39	2.15
Gamma HHI	0.07	0.04	0.13	0.08	0.12
Net GEX	54.0M	-26.3M	118.7M	105.4M	-26.3M
Net DEX	-4.10B	-5.70B	-1.50B	-5.53B	-1.50B
Net VEX	-20.2M	-21.0M	-19.8M	-19.9M	-20.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.22	0.69	0.44	0.61
Total Volume	368,132	212,692	807,968	451,335	435,335
Total OI	2,223,742.409	1,896,248	2,428,872	2,226,490	2,396,836

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
2020-10-01	$84.68	$70.00	65.4%	14.9%	49.3%	35.5%	52.2%	-1.2%	1.9%	105.4M	-5.53B	-19.9M	0.44	1.39	312,994	138,341	1,211,078	1,015,412
2020-10-02	$82.12	$70.00	69.0%	15.7%	39.4%	39.8%	55.3%	1.3%	-0.3%	59.8M	-4.58B	-20.0M	0.63	1.63	226,645	141,659	1,224,167	1,035,112
2020-10-05	$86.01	$80.00	67.8%	18.4%	42.7%	38.4%	64.9%	0.6%	-1.9%	81.3M	-5.51B	-19.9M	0.38	1.86	235,160	90,361	1,165,527	988,187
2020-10-06	$84.49	$80.00	67.6%	18.4%	40.5%	38.1%	64.4%	0.4%	8.5%	79.9M	-5.09B	-19.8M	0.37	1.96	261,624	96,807	1,201,406	1,004,593
2020-10-07	$86.56	$80.00	68.5%	18.5%	39.7%	39.2%	64.8%	0.1%	-2.1%	100.3M	-5.70B	-20.3M	0.28	1.76	240,167	67,336	1,224,481	1,026,349
2020-10-08	$86.28	$80.00	65.2%	17.7%	37.6%	35.3%	62.1%	-1.0%	-1.6%	118.7M	-5.64B	-19.9M	0.22	1.78	474,858	103,671	1,258,634	1,043,663
2020-10-09	$82.88	$80.00	61.8%	17.2%	38.5%	31.2%	60.5%	-1.5%	-1.4%	40.9M	-4.41B	-20.0M	0.50	1.89	395,752	196,299	1,305,378	1,057,984
2020-10-12	$84.12	$80.00	61.7%	17.0%	38.4%	31.1%	59.6%	0.6%	-2.1%	75.7M	-4.85B	-20.2M	0.35	2.01	217,512	75,808	1,254,043	1,051,150
2020-10-13	$85.55	$80.00	62.6%	17.2%	38.7%	32.2%	60.3%	-1.5%	-2.2%	92.4M	-5.32B	-20.4M	0.34	2.04	217,939	74,432	1,274,530	1,066,990
2020-10-14	$84.56	$80.00	63.2%	17.3%	38.4%	32.9%	60.8%	-0.9%	-2.5%	82.6M	-5.02B	-20.1M	0.35	2.32	163,602	57,880	1,293,962	1,078,065
2020-10-15	$83.31	$80.00	63.0%	17.4%	38.7%	32.6%	61.5%	-0.9%	-2.8%	57.5M	-4.55B	-20.2M	0.40	2.19	151,477	61,215	1,312,706	1,095,460
2020-10-16	$83.48	$80.00	61.7%	17.0%	38.0%	31.1%	59.8%	-0.8%	-3.6%	45.8M	-4.55B	-20.2M	0.69	2.42	170,410	117,575	1,322,498	1,106,374
2020-10-19	$82.15	$80.00	63.0%	17.8%	37.4%	32.7%	62.5%	0.0%	-3.1%	35.8M	-3.51B	-19.8M	0.51	2.00	150,656	76,846	1,036,102	860,146
2020-10-20	$81.75	$80.00	65.1%	18.5%	37.4%	35.1%	64.7%	-0.6%	-3.6%	29.3M	-3.40B	-20.0M	0.47	2.92	155,244	73,125	1,062,035	893,589
2020-10-21	$79.46	$80.00	62.3%	17.9%	37.2%	31.8%	62.2%	0.0%	-3.2%	14.6M	-2.80B	-20.1M	0.46	2.36	158,049	72,032	1,094,995	914,042
2020-10-22	$79.92	$80.00	60.8%	17.6%	37.0%	30.0%	60.0%	1.9%	-3.1%	18.3M	-2.95B	-20.2M	0.45	2.62	170,901	76,494	1,123,230	938,097
2020-10-23	$81.91	$80.00	61.4%	17.9%	36.9%	30.8%	62.4%	-1.7%	-3.2%	71.1M	-3.71B	-20.4M	0.45	2.73	307,417	138,758	1,160,041	956,911
2020-10-26	$82.02	$80.00	62.2%	18.7%	36.6%	31.7%	65.9%	-0.4%	-1.2%	42.2M	-3.72B	-20.7M	0.32	2.51	329,423	107,013	1,097,094	914,927
2020-10-27	$79.06	$80.00	53.0%	15.9%	37.4%	20.7%	55.5%	0.9%	-0.7%	26.7M	-2.86B	-20.0M	0.38	2.34	585,990	221,978	1,190,979	950,791
2020-10-28	$76.90	$80.00	53.3%	16.0%	38.4%	21.0%	56.5%	1.2%	-0.7%	11.8M	-2.23B	-20.7M	0.43	2.80	289,201	123,674	1,319,770	1,019,972
2020-10-29	$78.45	$80.00	50.3%	15.1%	37.2%	17.5%	53.7%	2.1%	0.7%	24.3M	-2.73B	-21.0M	0.55	1.96	217,813	119,431	1,337,740	1,037,287
2020-10-30	$74.90	$80.00	52.1%	15.7%	39.1%	19.7%	54.0%	3.3%	-0.9%	-26.3M	-1.50B	-20.4M	0.61	2.15	270,903	164,432	1,348,820	1,048,016