AMD Options History — January 2021

In January 2021, AMD traded between $85.88 and $97.30. ATM implied volatility averaged 57.9%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 25.7% (HV 20d: 32.3%). Max pain ranged from $90.00 to $92.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.43.

Notable Days

2021-01-27: Highest Volume — 838,335 contracts
2021-01-28: Largest IV drop — 8.4% change
2021-01-26: Highest IV Rank — 28.1%
2021-01-26: Largest Expected Move — 19.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$91.67	$85.88	$97.30	$92.07	$85.88
Max Pain	$90.39	$90.00	$92.50	$90.00	$90.00
ATM IV	57.9%	54.1%	64.2%	61.7%	54.6%
Expected Move	16.2%	15.3%	19.1%	16.2%	15.3%
HV 20d	32.3%	25.6%	42.9%	26.2%	42.8%
HV 60d	38.8%	36.9%	41.1%	37.6%	40.2%
IV Rank	19.9%	15.0%	28.1%	24.9%	15.3%
IV Percentile	59.0%	43.3%	76.2%	69.8%	46.4%
Term Structure	-1.3%	-3.4%	1.8%	-2.4%	0.5%
VWIV	57.8%	54.4%	69.8%	57.0%	55.6%
Skew 25d	-4.2%	-10.0%	-1.0%	-1.4%	-3.9%
Skew 10d	-8.5%	-18.2%	-1.6%	-2.9%	-7.0%
Call IV 25d	60.8%	57.2%	68.4%	62.5%	57.2%
Put IV 25d	56.6%	52.1%	61.1%	61.1%	53.2%
Bid-Ask Spread %	4.62	1.77	14.00	7.36	5.70
Gamma HHI	0.06	0.04	0.12	0.07	0.06
Net GEX	44.2M	-85.9M	127.8M	56.1M	-85.9M
Net DEX	-3.96B	-7.07B	-449.5M	-5.04B	-449.5M
Net VEX	-27.8M	-33.3M	-23.2M	-23.2M	-33.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.28	0.74	0.45	0.59
Total Volume	523,839.737	239,491	838,335	445,663	752,439
Total OI	2,563,325.895	2,096,806	3,038,957	2,344,950	2,956,191

Daily Data (19 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
2021-01-04	$92.07	$90.00	61.7%	16.2%	26.2%	24.9%	57.0%	-1.4%	-2.4%	56.1M	-5.04B	-23.2M	0.45	7.36	307,772	137,891	1,235,008	1,109,942
2021-01-05	$92.52	$90.00	58.6%	15.8%	25.6%	20.9%	55.5%	-1.0%	-1.8%	63.9M	-5.28B	-23.4M	0.53	4.47	156,423	83,068	1,274,327	1,143,945
2021-01-06	$90.56	$90.00	57.5%	15.5%	26.6%	19.4%	55.2%	-2.1%	-1.8%	44.0M	-4.50B	-23.9M	0.47	12.40	197,520	92,100	1,317,576	1,187,909
2021-01-07	$95.10	$90.00	57.4%	15.6%	31.8%	19.2%	54.8%	-1.3%	-1.3%	120.0M	-6.43B	-24.3M	0.46	8.77	280,535	127,995	1,352,790	1,213,592
2021-01-08	$94.56	$90.00	56.6%	15.5%	29.2%	18.3%	54.4%	-1.9%	-0.7%	126.0M	-6.33B	-24.2M	0.54	14.00	232,096	125,944	1,390,798	1,244,227
2021-01-11	$97.30	$90.00	59.8%	16.4%	29.6%	22.4%	58.6%	-2.6%	-2.0%	91.2M	-7.07B	-24.3M	0.41	4.15	382,833	155,191	1,321,481	1,211,150
2021-01-12	$94.87	$92.50	59.3%	16.3%	31.2%	21.8%	57.3%	-2.4%	-1.9%	78.6M	-6.10B	-24.3M	0.31	3.15	445,379	138,480	1,387,534	1,259,441
2021-01-13	$91.99	$92.50	59.2%	16.4%	30.9%	21.6%	57.6%	-3.2%	-2.3%	29.4M	-4.71B	-25.1M	0.42	2.53	409,713	170,676	1,410,730	1,307,631
2021-01-14	$91.12	$92.50	57.6%	15.7%	29.3%	19.5%	54.8%	-1.8%	-3.0%	17.8M	-4.45B	-26.4M	0.42	2.00	346,176	146,668	1,522,001	1,378,717
2021-01-15	$88.48	$90.00	55.2%	15.3%	30.7%	16.5%	54.4%	-2.7%	-3.4%	-10.4M	-2.62B	-26.8M	0.74	1.86	366,252	272,828	1,601,030	1,437,927
2021-01-19	$89.41	$90.00	54.8%	15.6%	31.2%	15.9%	55.7%	-4.9%	-0.5%	2.2M	-1.88B	-28.1M	0.46	2.06	266,380	121,588	1,105,112	991,694
2021-01-20	$88.76	$90.00	55.5%	15.9%	30.7%	16.8%	56.3%	-5.9%	-1.0%	10.3M	-1.82B	-29.2M	0.41	1.77	239,687	98,168	1,182,858	1,044,678
2021-01-21	$91.19	$90.00	56.9%	16.4%	32.2%	18.7%	57.8%	-5.7%	-1.0%	50.2M	-2.99B	-30.4M	0.38	2.05	398,805	150,360	1,247,963	1,088,674
2021-01-22	$93.01	$90.00	58.7%	16.9%	33.0%	20.9%	61.1%	-7.9%	-0.9%	127.8M	-3.98B	-31.2M	0.37	3.04	585,585	219,226	1,293,228	1,138,194
2021-01-25	$93.89	$90.00	59.5%	17.4%	32.9%	22.0%	63.2%	-6.3%	-0.5%	63.9M	-4.00B	-32.1M	0.28	1.80	356,432	99,997	1,245,848	1,074,997
2021-01-26	$95.06	$90.00	64.2%	19.1%	33.1%	28.1%	69.8%	-7.8%	-1.6%	75.4M	-4.62B	-32.5M	0.30	2.60	577,140	171,537	1,332,184	1,102,085
2021-01-27	$88.17	$90.00	59.1%	16.9%	42.9%	21.5%	62.3%	-10.0%	-0.1%	9.2M	-1.66B	-32.3M	0.37	3.69	611,604	226,731	1,538,116	1,191,835
2021-01-28	$87.74	$90.00	54.1%	15.3%	42.9%	15.0%	56.2%	-7.1%	1.8%	-28.9M	-1.34B	-32.9M	0.32	4.33	379,551	122,185	1,601,213	1,260,566
2021-01-29	$85.88	$90.00	54.6%	15.3%	42.8%	15.3%	55.6%	-3.9%	0.5%	-85.9M	-449.5M	-33.3M	0.59	5.70	471,752	280,687	1,654,836	1,301,355