AMD Options History — February 2021

In February 2021, AMD traded between $82.69 and $93.44. ATM implied volatility averaged 46.0%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 6.7% (HV 20d: 39.3%). Max pain ranged from $90.00 to $90.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.43.

Notable Days

2021-02-08: Highest Volume — 625,360 contracts
2021-02-26: Largest IV drop — 11.2% change
2021-02-01: Highest IV Rank — 12.1%
2021-02-25: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$88.67	$82.69	$93.44	$87.60	$85.16
Max Pain	$90.00	$90.00	$90.00	$90.00	$90.00
ATM IV	46.0%	42.5%	52.2%	52.2%	44.6%
Expected Move	13.2%	12.3%	14.5%	14.2%	13.0%
HV 20d	39.3%	33.3%	43.8%	43.5%	35.2%
HV 60d	35.5%	33.7%	39.9%	39.9%	34.8%
IV Rank	4.4%	0.0%	12.1%	12.1%	2.6%
IV Percentile	9.0%	0.0%	35.7%	35.7%	4.8%
Term Structure	0.8%	-0.8%	2.7%	0.8%	2.7%
VWIV	47.1%	44.2%	51.3%	51.3%	47.0%
Skew 25d	-1.5%	-3.9%	3.3%	-2.8%	3.3%
Skew 10d	-3.3%	-7.6%	4.7%	-7.4%	-0.2%
Call IV 25d	47.6%	44.2%	55.3%	55.3%	44.7%
Put IV 25d	46.1%	41.7%	52.5%	52.5%	48.0%
Bid-Ask Spread %	4.05	2.10	9.36	3.01	7.22
Gamma HHI	0.05	0.04	0.11	0.05	0.05
Net GEX	59.1M	-22.3M	215.1M	22.1M	7.6M
Net DEX	-2.08B	-4.91B	768.4M	-1.67B	-252.4M
Net VEX	-35.4M	-37.2M	-33.9M	-34.7M	-35.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.23	0.69	0.26	0.69
Total Volume	385,970.368	298,136	625,360	390,328	381,875
Total OI	2,881,023.895	2,645,729	3,104,397	2,645,729	2,992,950

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
2021-02-01	$87.60	$90.00	52.2%	14.2%	43.5%	12.1%	51.3%	-2.8%	0.8%	22.1M	-1.67B	-34.7M	0.26	3.01	310,892	79,436	1,415,192	1,230,537
2021-02-02	$88.77	$90.00	48.6%	12.9%	43.8%	7.4%	46.6%	-3.5%	-0.5%	51.5M	-2.21B	-34.9M	0.27	3.27	244,987	66,310	1,476,537	1,253,729
2021-02-03	$87.88	$90.00	46.0%	12.3%	43.8%	4.0%	44.2%	-2.4%	1.0%	51.8M	-1.82B	-34.1M	0.32	2.72	238,817	77,543	1,506,924	1,265,171
2021-02-04	$87.33	$90.00	43.6%	13.0%	43.2%	0.8%	46.5%	-2.0%	1.2%	50.1M	-1.52B	-33.9M	0.36	3.61	251,141	90,786	1,553,047	1,295,071
2021-02-05	$88.01	$90.00	42.5%	12.7%	39.1%	0.0%	45.6%	-2.5%	1.3%	101.8M	-1.84B	-34.3M	0.56	2.14	242,641	135,540	1,565,837	1,316,921
2021-02-08	$91.40	$90.00	44.5%	13.3%	41.8%	2.6%	47.2%	-3.9%	0.8%	80.3M	-3.47B	-35.4M	0.32	3.40	472,637	152,723	1,449,564	1,278,628
2021-02-09	$91.33	$90.00	44.8%	13.3%	40.2%	3.0%	46.7%	-3.6%	1.4%	113.6M	-3.63B	-36.2M	0.36	5.94	301,134	108,542	1,569,547	1,310,522
2021-02-10	$91.99	$90.00	46.7%	13.7%	39.5%	5.4%	48.8%	-3.8%	0.9%	142.1M	-4.08B	-37.2M	0.23	4.70	392,931	89,420	1,630,565	1,349,343
2021-02-11	$92.41	$90.00	46.2%	13.5%	38.0%	4.8%	48.1%	-2.4%	0.6%	164.5M	-4.26B	-37.0M	0.30	8.33	255,371	76,654	1,645,597	1,356,412
2021-02-12	$93.44	$90.00	46.5%	13.5%	38.0%	5.1%	48.0%	-2.5%	0.8%	215.1M	-4.91B	-36.8M	0.46	3.82	403,394	183,627	1,660,586	1,374,287
2021-02-16	$91.34	$90.00	46.4%	13.3%	37.4%	5.1%	47.2%	-2.5%	1.0%	87.8M	-3.24B	-36.2M	0.45	2.48	251,604	112,151	1,579,993	1,334,798
2021-02-17	$90.08	$90.00	45.1%	12.9%	37.6%	3.3%	46.1%	-1.4%	1.2%	54.1M	-2.45B	-36.1M	0.38	2.10	216,466	81,670	1,628,471	1,380,900
2021-02-18	$88.88	$90.00	46.1%	13.2%	37.8%	4.6%	46.8%	-0.8%	0.9%	8.0M	-1.69B	-35.6M	0.52	2.22	214,405	110,556	1,614,752	1,401,997
2021-02-19	$89.63	$90.00	43.6%	12.5%	36.6%	1.4%	44.5%	-0.3%	0.8%	26.4M	-2.12B	-36.1M	0.64	2.90	219,962	140,655	1,655,745	1,448,652
2021-02-22	$85.48	$90.00	45.9%	13.0%	39.3%	4.4%	46.8%	0.3%	-0.8%	-18.9M	-250.3M	-34.3M	0.51	5.48	205,600	104,444	1,384,195	1,302,719
2021-02-23	$84.84	$90.00	44.9%	12.8%	39.0%	3.1%	45.6%	1.2%	0.2%	-22.3M	48.2M	-34.2M	0.61	2.18	229,619	140,770	1,430,226	1,337,772
2021-02-24	$86.51	$90.00	45.9%	13.1%	39.5%	4.4%	46.5%	0.5%	0.9%	5.2M	-855.9M	-35.6M	0.43	2.12	249,295	108,386	1,467,321	1,361,768
2021-02-25	$82.69	$90.00	50.2%	14.5%	33.3%	9.9%	51.1%	0.7%	-0.8%	-18.3M	768.4M	-34.5M	0.54	9.36	253,994	137,459	1,518,152	1,395,026
2021-02-26	$85.16	$90.00	44.6%	13.0%	35.2%	2.6%	47.0%	3.3%	2.7%	7.6M	-252.4M	-35.5M	0.69	7.22	226,016	155,859	1,559,605	1,433,345