AMD Options History — December 2020

In December 2020, AMD traded between $89.73 and $97.15. ATM implied volatility averaged 49.6%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 14.7% (HV 20d: 34.9%). Max pain ranged from $60.00 to $82.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.36.

Notable Days

2020-12-02: Highest Volume — 769,891 contracts
2020-12-28: Largest IV spike — 12.4% change
2020-12-07: Highest IV Rank — 17.7%
2020-12-07: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.13	$89.73	$97.15	$92.65	$91.45
Max Pain	$68.07	$60.00	$82.50	$82.50	$70.00
ATM IV	49.6%	46.9%	54.2%	48.7%	53.2%
Expected Move	14.0%	12.7%	15.2%	14.0%	13.2%
HV 20d	34.9%	26.2%	46.2%	46.2%	26.7%
HV 60d	40.3%	37.9%	42.4%	42.4%	37.9%
IV Rank	14.4%	5.6%	17.7%	15.2%	13.8%
IV Percentile	25.0%	11.1%	45.2%	21.4%	40.1%
Term Structure	2.0%	-1.1%	7.7%	1.0%	0.9%
VWIV	49.8%	45.1%	53.5%	49.5%	46.8%
Skew 25d	-2.0%	-5.5%	0.5%	-2.7%	-0.3%
Skew 10d	-4.6%	-8.9%	0.0%	-4.1%	-0.7%
Call IV 25d	51.0%	47.8%	56.3%	50.8%	52.9%
Put IV 25d	49.0%	44.5%	53.6%	48.1%	52.7%
Bid-Ask Spread %	2.80	1.27	13.11	3.82	2.49
Gamma HHI	0.09	0.06	0.18	0.09	0.07
Net GEX	100.7M	25.7M	170.3M	127.9M	66.6M
Net DEX	-6.28B	-8.21B	-4.52B	-6.96B	-4.89B
Net VEX	-23.7M	-24.5M	-23.2M	-23.5M	-23.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.36	0.20	0.64	0.28	0.52
Total Volume	393,014.045	194,517	769,891	580,867	215,836
Total OI	2,538,374.318	2,312,061	2,720,605	2,390,115	2,517,833

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
2020-12-01	$92.65	$82.50	48.7%	14.0%	46.2%	15.2%	49.5%	-2.7%	1.0%	127.9M	-6.96B	-23.5M	0.28	3.82	454,150	126,717	1,312,989	1,077,126
2020-12-02	$93.81	$82.50	48.6%	14.3%	45.6%	15.1%	51.0%	-5.5%	1.6%	137.3M	-7.32B	-23.2M	0.20	2.16	641,643	128,248	1,325,608	1,099,234
2020-12-03	$92.28	$60.00	47.6%	14.3%	43.0%	13.9%	50.4%	-2.4%	0.3%	121.3M	-6.59B	-23.4M	0.36	13.11	293,109	104,080	1,366,507	1,119,927
2020-12-04	$93.80	$60.00	48.4%	14.9%	42.9%	14.8%	51.9%	-4.8%	1.0%	146.4M	-7.18B	-23.5M	0.34	2.45	449,921	151,100	1,377,030	1,144,637
2020-12-07	$93.88	$65.00	50.8%	15.2%	41.2%	17.7%	53.4%	-0.7%	0.9%	112.9M	-7.00B	-23.9M	0.26	3.53	297,106	76,828	1,345,016	1,113,159
2020-12-08	$92.83	$65.00	47.6%	14.4%	40.6%	13.8%	51.7%	-0.1%	2.3%	115.5M	-6.62B	-24.2M	0.29	1.68	273,605	79,098	1,419,932	1,154,633
2020-12-09	$89.73	$65.00	50.6%	14.6%	32.7%	17.4%	52.9%	-2.1%	0.1%	70.6M	-5.34B	-24.4M	0.21	1.94	450,035	95,292	1,446,258	1,180,693
2020-12-10	$91.96	$65.00	50.2%	14.9%	31.3%	16.9%	53.5%	-2.5%	2.1%	107.2M	-6.22B	-24.5M	0.31	2.48	240,177	73,722	1,476,638	1,198,821
2020-12-11	$91.62	$65.00	48.8%	14.3%	31.5%	15.3%	51.4%	-1.3%	1.6%	76.0M	-6.07B	-24.1M	0.64	2.01	205,392	131,356	1,491,474	1,215,022
2020-12-14	$94.74	$65.00	49.1%	14.2%	32.7%	15.6%	50.4%	-3.0%	-0.8%	122.9M	-7.23B	-23.4M	0.26	1.72	428,729	110,564	1,383,531	1,165,753
2020-12-15	$97.15	$65.00	50.3%	14.5%	32.7%	17.0%	51.1%	-2.2%	1.8%	155.4M	-8.21B	-23.6M	0.23	1.27	508,082	117,478	1,416,987	1,190,179
2020-12-16	$96.97	$65.00	49.5%	14.2%	32.8%	16.1%	50.2%	-2.7%	0.9%	165.6M	-8.07B	-23.8M	0.30	1.56	195,323	58,213	1,455,016	1,214,177
2020-12-17	$96.51	$65.00	48.8%	13.9%	32.7%	15.2%	49.0%	-3.1%	2.1%	170.3M	-7.90B	-23.5M	0.33	1.51	214,712	70,767	1,477,602	1,220,319
2020-12-18	$94.74	$67.50	48.1%	13.8%	33.1%	14.4%	49.0%	-1.9%	1.9%	145.5M	-7.01B	-23.4M	0.38	9.44	307,923	117,588	1,480,760	1,239,845
2020-12-21	$93.35	$70.00	48.8%	13.9%	33.8%	15.1%	49.6%	0.5%	7.7%	77.4M	-5.58B	-23.7M	0.49	1.55	316,518	155,554	1,261,199	1,050,862
2020-12-22	$93.17	$70.00	49.1%	13.5%	33.9%	13.0%	48.3%	-0.3%	5.7%	68.5M	-5.51B	-24.1M	0.34	1.40	252,945	85,441	1,320,349	1,129,013
2020-12-23	$92.08	$70.00	47.0%	13.1%	34.3%	8.1%	46.5%	-1.1%	7.2%	44.1M	-5.08B	-24.3M	0.43	1.62	174,741	74,293	1,352,191	1,164,034
2020-12-24	$91.57	$70.00	46.9%	12.7%	33.8%	5.6%	45.1%	-3.5%	7.4%	39.3M	-4.76B	-24.3M	0.52	1.50	127,705	66,812	1,379,359	1,190,666
2020-12-28	$91.53	$70.00	52.7%	13.4%	33.8%	13.1%	47.5%	0.1%	-1.1%	35.3M	-4.84B	-23.4M	0.37	1.44	179,832	66,412	1,279,546	1,131,735
2020-12-29	$90.69	$70.00	53.0%	13.5%	26.2%	13.5%	48.2%	-1.6%	-0.3%	25.7M	-4.52B	-23.4M	0.49	1.56	205,412	101,443	1,312,210	1,153,851
2020-12-30	$92.28	$70.00	54.2%	13.5%	27.0%	15.1%	48.2%	-2.7%	-0.2%	83.3M	-5.32B	-23.5M	0.41	1.40	157,819	64,588	1,334,255	1,158,259
2020-12-31	$91.45	$70.00	53.2%	13.2%	26.7%	13.8%	46.8%	-0.3%	0.9%	66.6M	-4.89B	-23.4M	0.52	2.49	141,605	74,231	1,348,392	1,169,441