AMD Options History — April 2021

In April 2021, AMD traded between $78.62 and $85.51. ATM implied volatility averaged 42.6%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 3.4% (HV 20d: 39.2%). Max pain ranged from $80.00 to $84.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2021-04-28: Highest Volume — 939,234 contracts
2021-04-28: Largest IV drop — 20.4% change
2021-04-26: Highest IV Rank — 29.8%
2021-04-26: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.85	$78.62	$85.51	$80.88	$81.58
Max Pain	$80.19	$80.00	$84.00	$84.00	$80.00
ATM IV	42.6%	36.1%	47.7%	40.2%	36.1%
Expected Move	11.9%	9.5%	13.9%	9.5%	10.3%
HV 20d	39.2%	31.4%	43.6%	43.6%	41.2%
HV 60d	41.1%	39.6%	42.2%	41.7%	40.9%
IV Rank	14.3%	0.0%	29.8%	5.9%	0.0%
IV Percentile	10.3%	0.0%	30.2%	1.6%	0.0%
Term Structure	-1.7%	-5.3%	0.4%	-2.8%	-0.6%
VWIV	42.2%	34.3%	49.0%	34.3%	37.7%
Skew 25d	-2.2%	-6.4%	-0.8%	-1.2%	-1.8%
Skew 10d	-3.4%	-11.4%	2.2%	-1.0%	-2.7%
Call IV 25d	44.5%	38.0%	49.8%	43.5%	38.0%
Put IV 25d	42.3%	36.2%	45.7%	42.3%	36.2%
Bid-Ask Spread %	2.99	2.11	7.17	2.99	2.32
Gamma HHI	0.05	0.04	0.10	0.10	0.04
Net GEX	47.6M	-27.9M	116.7M	58.8M	17.7M
Net DEX	-1.48B	-3.75B	644.9M	-943.9M	-1.10B
Net VEX	-43.2M	-46.5M	-39.3M	-40.9M	-44.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.33	0.64	0.60	0.54
Total Volume	442,170.571	136,522	939,234	409,031	516,033
Total OI	3,409,079.238	3,149,795	3,742,436	3,295,066	3,742,436

Daily Data (21 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
2021-04-01	$80.88	$84.00	40.2%	9.5%	43.6%	5.9%	34.3%	-1.2%	-2.8%	58.8M	-943.9M	-40.9M	0.60	2.99	256,403	152,628	1,647,501	1,647,565
2021-04-05	$81.33	$80.00	42.4%	11.4%	43.6%	13.2%	40.7%	-1.6%	-1.3%	21.9M	-896.5M	-41.0M	0.45	2.38	94,349	42,173	1,594,314	1,591,266
2021-04-06	$81.45	$80.00	42.6%	11.5%	39.1%	14.0%	41.8%	-2.3%	-1.5%	43.2M	-1.01B	-41.3M	0.35	2.73	159,816	56,165	1,645,653	1,617,552
2021-04-07	$82.33	$80.00	41.8%	11.6%	34.7%	11.5%	40.6%	-2.3%	-2.0%	59.1M	-1.42B	-41.0M	0.51	7.17	207,592	105,386	1,668,294	1,626,625
2021-04-08	$83.38	$80.00	41.4%	11.1%	34.6%	10.6%	39.3%	-1.5%	-5.3%	103.8M	-2.11B	-41.4M	0.43	2.97	222,382	95,787	1,700,408	1,638,863
2021-04-09	$83.10	$80.00	41.1%	11.1%	31.4%	9.6%	39.5%	-1.3%	-1.5%	85.5M	-1.80B	-41.6M	0.49	3.06	167,416	82,335	1,734,493	1,659,272
2021-04-12	$78.62	$80.00	44.1%	11.8%	37.2%	18.1%	41.6%	-1.8%	-4.2%	-27.9M	644.9M	-39.3M	0.61	3.38	385,858	234,005	1,663,909	1,613,862
2021-04-13	$80.14	$80.00	42.0%	11.5%	37.4%	12.1%	41.0%	-1.6%	-1.7%	21.7M	-418.4M	-41.3M	0.37	2.44	244,891	90,104	1,749,927	1,674,524
2021-04-14	$78.62	$80.00	43.4%	11.9%	37.7%	16.1%	42.2%	-0.8%	-1.8%	-19.9M	444.4M	-41.0M	0.64	2.79	227,105	146,199	1,777,428	1,699,248
2021-04-15	$83.01	$80.00	42.6%	11.9%	42.8%	14.0%	42.5%	-3.3%	-1.5%	116.7M	-2.41B	-44.3M	0.39	3.19	565,232	220,413	1,852,441	1,778,206
2021-04-16	$82.01	$80.00	42.6%	11.9%	38.0%	14.0%	42.4%	-2.6%	-1.8%	25.9M	-1.54B	-44.4M	0.44	2.91	358,476	156,035	1,916,931	1,816,721
2021-04-19	$80.94	$80.00	44.5%	12.6%	38.4%	19.1%	45.0%	-1.8%	-1.7%	26.5M	-1.15B	-44.1M	0.33	2.37	272,583	89,342	1,595,139	1,554,656
2021-04-20	$79.37	$80.00	45.8%	13.0%	38.3%	22.8%	46.4%	-1.5%	-1.5%	6.4M	-403.7M	-43.9M	0.48	2.11	181,339	87,240	1,660,655	1,584,563
2021-04-21	$81.26	$80.00	44.6%	12.8%	38.0%	19.3%	45.3%	-1.5%	-1.8%	49.5M	-1.44B	-44.8M	0.45	2.99	191,046	86,259	1,688,779	1,609,343
2021-04-22	$79.19	$80.00	45.4%	13.1%	38.7%	22.6%	46.5%	-1.6%	-0.3%	3.0M	-327.8M	-44.1M	0.52	2.68	243,768	125,668	1,721,957	1,631,030
2021-04-23	$82.80	$80.00	44.6%	12.9%	41.5%	20.7%	45.5%	-0.9%	0.4%	43.5M	-2.52B	-45.8M	0.55	2.84	397,292	219,567	1,769,960	1,672,841
2021-04-26	$85.20	$80.00	47.7%	13.9%	42.4%	29.8%	48.9%	-4.4%	-1.4%	73.2M	-3.35B	-46.1M	0.45	2.86	355,343	159,798	1,693,224	1,607,396
2021-04-27	$85.51	$80.00	46.9%	13.8%	42.4%	27.5%	49.0%	-6.4%	-1.4%	100.6M	-3.75B	-46.5M	0.37	3.40	474,807	176,532	1,809,605	1,640,581
2021-04-28	$84.24	$80.00	37.4%	10.7%	42.4%	0.0%	38.5%	-3.5%	-1.0%	90.5M	-2.88B	-44.8M	0.37	2.59	687,374	251,860	1,899,398	1,701,219
2021-04-29	$83.85	$80.00	37.4%	10.6%	40.8%	0.1%	38.3%	-2.5%	-1.6%	99.3M	-2.60B	-45.4M	0.34	2.72	372,777	126,204	1,961,797	1,731,082
2021-04-30	$81.58	$80.00	36.1%	10.3%	41.2%	0.0%	37.7%	-1.8%	-0.6%	17.7M	-1.10B	-44.3M	0.54	2.32	335,529	180,504	1,984,995	1,757,441