AMD Options History — November 2020

In November 2020, AMD traded between $74.26 and $92.30. ATM implied volatility averaged 45.7%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 1.0% (HV 20d: 46.7%). Max pain ranged from $79.00 to $82.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2020-11-30: Highest Volume — 969,283 contracts
2020-11-30: Largest IV spike — 15.4% change
2020-11-30: Highest IV Rank — 19.1%
2020-11-30: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.14	$74.26	$92.30	$74.26	$92.30
Max Pain	$80.45	$79.00	$82.50	$80.00	$82.50
ATM IV	45.7%	42.9%	52.0%	50.3%	52.0%
Expected Move	13.3%	12.3%	15.4%	15.0%	15.4%
HV 20d	46.7%	34.1%	51.3%	34.1%	46.7%
HV 60d	45.8%	42.4%	47.3%	46.5%	42.4%
IV Rank	11.6%	8.3%	19.1%	17.5%	19.1%
IV Percentile	16.9%	9.1%	37.7%	31.0%	37.7%
Term Structure	-0.2%	-1.2%	1.6%	-0.5%	1.6%
VWIV	46.9%	43.6%	54.2%	53.0%	54.2%
Skew 25d	0.3%	-3.1%	4.0%	2.8%	-3.1%
Skew 10d	0.6%	-5.5%	7.4%	7.4%	-5.5%
Call IV 25d	46.1%	42.4%	54.3%	49.4%	54.3%
Put IV 25d	46.4%	42.7%	52.4%	52.2%	51.1%
Bid-Ask Spread %	2.53	1.76	6.60	2.47	2.26
Gamma HHI	0.11	0.05	0.58	0.05	0.10
Net GEX	108.6M	15.0M	452.1M	15.0M	91.9M
Net DEX	-4.34B	-6.61B	-1.88B	-1.88B	-6.61B
Net VEX	-21.9M	-23.3M	-20.0M	-20.0M	-22.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.22	0.73	0.73	0.22
Total Volume	359,687.2	180,274	969,283	246,562	969,283
Total OI	2,333,125.8	2,126,159	2,524,521	2,138,194	2,236,576

Daily Data (20 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
2020-11-02	$74.26	$80.00	50.3%	15.0%	34.1%	17.5%	53.0%	2.8%	-0.5%	15.0M	-1.88B	-20.0M	0.73	2.47	142,412	104,150	1,184,728	953,466
2020-11-03	$76.67	$80.00	49.6%	15.1%	36.6%	16.3%	52.2%	4.0%	-1.0%	31.6M	-2.48B	-20.3M	0.42	2.66	133,868	56,855	1,184,728	953,466
2020-11-04	$81.15	$79.00	47.0%	14.5%	41.5%	13.2%	50.8%	1.4%	-1.2%	84.9M	-3.99B	-21.4M	0.50	2.22	267,456	133,852	1,244,935	1,010,686
2020-11-05	$82.59	$80.00	46.8%	13.7%	42.2%	12.9%	48.5%	1.0%	0.1%	104.9M	-4.50B	-21.8M	0.47	6.60	190,965	89,859	1,278,726	1,038,484
2020-11-06	$85.84	$80.00	44.3%	13.4%	42.0%	9.9%	46.9%	2.1%	0.7%	123.2M	-5.69B	-21.7M	0.41	4.01	332,007	135,508	1,296,883	1,056,603
2020-11-09	$84.05	$80.00	43.9%	12.5%	42.5%	9.4%	44.5%	1.8%	-0.6%	95.1M	-4.62B	-21.4M	0.40	2.63	295,958	118,863	1,241,169	1,004,644
2020-11-10	$78.28	$80.00	46.9%	13.6%	48.8%	13.0%	48.0%	1.2%	-0.2%	29.0M	-2.61B	-21.4M	0.45	2.34	257,557	115,755	1,300,594	1,038,240
2020-11-11	$81.31	$80.00	45.4%	13.1%	51.0%	11.2%	46.1%	1.0%	0.1%	77.1M	-3.77B	-22.3M	0.32	1.76	232,632	74,197	1,363,507	1,077,089
2020-11-12	$81.74	$80.00	45.7%	13.2%	50.8%	11.5%	46.4%	1.4%	-0.7%	87.3M	-3.94B	-22.4M	0.49	2.11	178,398	87,093	1,391,509	1,091,758
2020-11-13	$81.33	$80.00	43.8%	12.5%	50.8%	9.3%	44.2%	0.3%	-0.6%	83.7M	-3.72B	-22.0M	0.53	2.15	185,493	99,090	1,401,022	1,102,239
2020-11-16	$83.38	$80.00	45.1%	13.0%	51.3%	10.9%	46.1%	0.3%	-0.0%	90.1M	-4.39B	-21.6M	0.32	2.57	213,859	68,291	1,299,961	1,059,472
2020-11-17	$83.33	$80.00	44.0%	12.6%	51.3%	9.6%	45.3%	-0.7%	0.1%	106.6M	-4.47B	-22.1M	0.33	1.89	135,473	44,801	1,362,507	1,080,707
2020-11-18	$82.78	$80.00	44.7%	12.8%	50.2%	10.3%	45.6%	-1.3%	-0.9%	102.0M	-4.24B	-22.0M	0.37	2.43	147,588	54,563	1,376,057	1,091,580
2020-11-19	$85.06	$80.00	44.6%	12.9%	51.0%	10.3%	45.5%	-1.1%	-0.5%	189.6M	-5.30B	-21.9M	0.25	1.76	449,757	111,422	1,394,068	1,098,786
2020-11-20	$84.97	$80.00	42.9%	12.3%	50.3%	8.3%	43.7%	-1.0%	0.4%	452.1M	-5.21B	-22.0M	0.35	2.78	277,226	97,747	1,405,149	1,119,372
2020-11-23	$85.19	$80.00	43.3%	12.5%	50.4%	8.6%	44.2%	0.2%	-0.4%	87.5M	-4.55B	-21.7M	0.28	1.93	298,315	83,823	1,147,212	978,947
2020-11-24	$84.94	$82.50	43.7%	12.3%	48.3%	9.2%	43.6%	1.0%	-1.1%	82.1M	-4.43B	-22.0M	0.33	2.07	235,860	78,426	1,179,309	1,003,124
2020-11-25	$86.76	$82.50	44.5%	12.5%	47.2%	10.2%	44.4%	-2.5%	0.5%	118.6M	-5.25B	-22.9M	0.37	2.19	331,960	122,621	1,237,344	1,033,195
2020-11-27	$86.90	$82.50	45.1%	13.0%	46.9%	10.8%	45.9%	-2.2%	-0.5%	120.8M	-5.18B	-23.3M	0.41	1.86	170,844	69,917	1,270,936	1,073,738
2020-11-30	$92.30	$82.50	52.0%	15.4%	46.7%	19.1%	54.2%	-3.1%	1.6%	91.9M	-6.61B	-22.9M	0.22	2.26	792,769	176,514	1,197,756	1,038,820