AMD Options History — March 2021

In March 2021, AMD traded between $74.60 and $86.20. ATM implied volatility averaged 42.6%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 2.0% (HV 20d: 44.6%). Max pain ranged from $84.00 to $90.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.61.

Notable Days

2021-03-04: Highest Volume — 601,914 contracts
2021-03-25: Largest IV spike — 9.7% change
2021-03-31: Highest IV Rank — 11.2%
2021-03-08: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$79.48	$74.60	$86.20	$86.20	$78.76
Max Pain	$87.89	$84.00	$90.00	$90.00	$84.00
ATM IV	42.6%	37.6%	48.0%	42.7%	42.5%
Expected Move	11.8%	9.8%	13.3%	12.0%	9.8%
HV 20d	44.6%	34.4%	50.5%	34.7%	45.4%
HV 60d	38.9%	34.9%	41.3%	34.9%	41.3%
IV Rank	3.2%	0.0%	11.2%	0.2%	11.2%
IV Percentile	3.8%	0.0%	17.5%	0.4%	4.0%
Term Structure	1.0%	-7.9%	8.5%	-0.1%	-1.1%
VWIV	42.2%	35.7%	47.5%	42.6%	35.7%
Skew 25d	0.1%	-5.5%	2.4%	1.6%	-0.9%
Skew 10d	1.7%	-1.9%	12.2%	1.1%	0.3%
Call IV 25d	43.1%	37.3%	50.8%	42.3%	43.9%
Put IV 25d	43.2%	38.0%	50.5%	43.9%	43.0%
Bid-Ask Spread %	4.18	2.32	7.79	3.62	3.08
Gamma HHI	0.06	0.05	0.08	0.05	0.05
Net GEX	-18.8M	-55.8M	21.5M	5.3M	16.0M
Net DEX	1.28B	-633.1M	3.10B	-633.1M	321.2M
Net VEX	-35.6M	-38.6M	-31.5M	-35.1M	-38.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.35	1.01	0.35	0.65
Total Volume	352,994	204,433	601,914	216,379	439,077
Total OI	3,111,701.522	2,719,944	3,564,237	2,826,381	3,164,865

Daily Data (23 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
2021-03-01	$86.20	$90.00	42.7%	12.0%	34.7%	0.2%	42.6%	1.6%	-0.1%	5.3M	-633.1M	-35.1M	0.35	3.62	160,639	55,740	1,435,061	1,391,320
2021-03-02	$84.81	$90.00	43.1%	12.1%	34.4%	0.7%	43.3%	0.3%	-0.9%	-2.4M	6.5M	-34.6M	0.43	5.64	143,333	61,100	1,475,085	1,407,765
2021-03-03	$81.62	$90.00	44.6%	13.1%	36.2%	2.7%	47.5%	-0.3%	-0.5%	-30.1M	1.31B	-33.1M	0.69	4.67	220,879	152,327	1,497,527	1,421,771
2021-03-04	$78.13	$90.00	46.3%	12.9%	38.8%	4.9%	45.1%	-0.3%	-7.9%	-52.6M	2.63B	-31.7M	0.71	6.92	351,811	250,103	1,536,882	1,487,612
2021-03-05	$78.45	$90.00	45.0%	12.5%	39.0%	3.2%	44.2%	2.4%	2.5%	-46.3M	2.58B	-32.7M	0.69	3.84	277,079	190,436	1,581,480	1,518,409
2021-03-08	$74.60	$90.00	48.0%	13.3%	41.8%	7.1%	47.5%	1.2%	-0.9%	-49.6M	3.10B	-31.5M	0.52	5.97	281,610	145,510	1,507,478	1,491,534
2021-03-09	$78.67	$90.00	45.8%	12.8%	44.3%	4.2%	45.5%	0.3%	-1.1%	-21.0M	1.80B	-35.3M	0.44	5.77	262,665	114,299	1,598,633	1,533,851
2021-03-10	$77.98	$90.00	44.3%	12.6%	44.2%	2.3%	45.6%	0.7%	-0.6%	-22.6M	2.13B	-35.1M	0.70	4.27	167,248	117,498	1,649,379	1,561,865
2021-03-11	$81.38	$90.00	44.4%	12.2%	47.5%	2.5%	43.2%	-0.9%	-2.4%	21.5M	692.9M	-36.9M	0.61	4.84	250,592	151,716	1,682,945	1,589,892
2021-03-12	$80.99	$90.00	44.3%	12.5%	47.3%	2.3%	45.9%	-5.5%	-0.9%	9.9M	879.7M	-36.9M	0.59	7.79	188,861	111,365	1,700,436	1,628,725
2021-03-15	$82.34	$90.00	42.6%	12.2%	47.6%	0.0%	43.4%	-0.5%	1.1%	-2.8M	586.9M	-36.9M	0.40	3.16	232,666	92,529	1,641,310	1,601,486
2021-03-16	$83.10	$90.00	41.4%	11.9%	47.5%	0.0%	42.5%	0.0%	4.2%	18.0M	315.6M	-37.7M	0.66	4.37	265,588	174,923	1,694,686	1,632,506
2021-03-17	$82.59	$87.50	42.2%	12.1%	47.4%	1.1%	43.1%	-0.1%	-0.0%	9.3M	503.9M	-37.6M	0.54	4.39	156,054	84,606	1,730,356	1,678,628
2021-03-18	$78.24	$87.50	44.1%	12.7%	50.5%	3.5%	45.7%	0.1%	-0.4%	-55.8M	2.37B	-36.1M	0.65	3.92	284,659	183,824	1,760,566	1,694,033
2021-03-19	$78.53	$87.50	40.3%	11.5%	50.4%	0.0%	41.0%	0.1%	0.2%	-22.9M	2.29B	-36.3M	0.69	4.12	240,506	165,633	1,821,048	1,743,189
2021-03-22	$80.31	$85.00	39.0%	11.0%	49.0%	0.0%	38.5%	0.4%	5.6%	305.8K	105.3M	-36.4M	0.36	2.32	199,939	71,489	1,366,445	1,353,499
2021-03-23	$78.31	$85.00	37.9%	10.7%	49.6%	0.0%	38.2%	0.3%	5.3%	-18.5M	881.6M	-35.4M	0.56	2.80	189,933	105,833	1,428,702	1,382,042
2021-03-24	$76.98	$85.00	37.6%	10.7%	49.0%	0.0%	38.0%	1.1%	6.2%	-35.1M	1.41B	-34.8M	0.85	2.80	184,148	156,856	1,479,410	1,428,123
2021-03-25	$76.47	$85.00	41.3%	11.0%	46.7%	6.9%	39.3%	0.1%	8.5%	-43.4M	1.66B	-36.5M	0.59	2.86	200,362	118,564	1,533,040	1,500,461
2021-03-26	$76.59	$85.00	38.6%	10.7%	45.1%	2.2%	38.6%	0.7%	5.8%	-33.5M	1.53B	-36.7M	1.01	3.27	204,079	205,163	1,579,221	1,531,439
2021-03-29	$77.02	$85.00	41.1%	10.7%	44.8%	8.1%	37.6%	0.7%	1.2%	-31.8M	1.27B	-37.2M	0.78	3.07	133,781	104,978	1,491,036	1,548,678
2021-03-30	$75.92	$85.00	42.2%	10.5%	44.8%	10.6%	38.3%	0.6%	-0.8%	-44.0M	1.71B	-36.4M	0.56	2.76	172,519	96,342	1,530,649	1,556,067
2021-03-31	$78.76	$84.00	42.5%	9.8%	45.4%	11.2%	35.7%	-0.9%	-1.1%	16.0M	321.2M	-38.6M	0.65	3.08	266,231	172,846	1,580,687	1,584,178