AMD Options History — May 2021

In May 2021, AMD traded between $73.47 and $80.35. ATM implied volatility averaged 35.1%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 0.0% (HV 20d: 35.1%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-05-19: Highest Volume — 676,067 contracts
  • 2021-05-14: Largest IV drop — 11.6% change
  • 2021-05-12: Highest IV Rank — 21.1%
  • 2021-05-12: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.92$73.47$80.35$78.74$80.35
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV35.1%30.1%41.4%36.6%31.0%
Expected Move10.0%8.4%11.8%10.5%8.7%
HV 20d35.1%27.1%43.1%43.1%28.5%
HV 60d40.3%37.7%41.5%41.5%37.7%
IV Rank4.7%0.0%21.1%1.6%2.1%
IV Percentile1.6%0.0%7.9%0.4%0.4%
Term Structure0.2%-1.3%1.6%-0.2%0.0%
VWIV36.1%30.5%43.3%37.7%31.4%
Skew 25d1.0%-1.1%4.4%-1.0%-0.0%
Skew 10d2.3%-1.6%10.0%-1.6%0.6%
Call IV 25d35.2%29.9%40.7%37.8%31.5%
Put IV 25d36.2%31.0%45.1%36.8%31.5%
Bid-Ask Spread %2.571.704.064.062.05
Gamma HHI0.060.040.110.050.11
Net GEX-9.5M-91.3M134.4M-16.1M134.4M
Net DEX1.13B-1.77B3.46B347.8M-1.77B
Net VEX-44.5M-47.1M-42.3M-42.8M-46.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.340.770.520.35
Total Volume356,758.15193,468676,067628,838495,450
Total OI3,822,880.33,434,9454,183,6023,434,9453,756,884

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$78.74$80.0036.6%10.5%43.1%1.6%37.7%-1.0%-0.2%-16.1M347.8M-42.8M0.524.06414,712214,1261,805,4461,629,499
2021-05-04$78.13$80.0036.9%10.7%43.1%2.2%38.2%-0.5%-0.2%-4.8M606.4M-43.7M0.613.37279,981171,4821,925,9821,706,609
2021-05-05$77.81$80.0035.7%10.4%42.8%0.0%37.3%-0.2%0.3%-11.4M896.1M-44.2M0.442.91247,994109,2801,979,6281,777,262
2021-05-06$77.33$80.0037.2%10.3%42.5%4.0%37.1%-0.4%-1.3%-27.8M1.25B-44.2M0.453.11206,23092,9332,038,3661,821,488
2021-05-07$78.67$80.0033.4%9.7%43.1%0.0%34.5%-1.1%-0.1%25.4M342.1M-44.9M0.602.66213,017128,3792,050,9581,837,903
2021-05-10$76.35$80.0035.8%10.3%39.8%6.3%37.1%0.4%0.3%-52.9M1.76B-42.7M0.452.36190,31685,5881,898,5311,775,827
2021-05-11$76.56$80.0037.3%10.7%39.1%10.3%38.5%1.5%-0.8%-41.6M1.57B-43.9M0.672.67170,698114,2321,960,1251,830,318
2021-05-12$74.66$80.0041.4%11.8%39.5%21.1%43.3%4.4%-0.1%-62.7M2.56B-43.6M0.772.58162,753125,0072,008,1471,862,086
2021-05-13$73.47$80.0038.6%11.3%33.5%13.6%39.5%4.2%0.7%-91.3M3.46B-42.3M0.612.44200,014121,4802,029,5431,898,438
2021-05-14$74.62$80.0034.1%9.9%34.3%1.9%37.0%3.0%0.7%-69.8M2.88B-43.4M0.612.49245,131148,5022,070,9361,919,873
2021-05-17$74.37$80.0035.8%10.2%34.1%6.3%37.2%2.0%0.5%-72.7M2.88B-43.2M0.522.14178,13892,6351,996,9971,902,513
2021-05-18$74.92$80.0034.5%9.9%33.8%3.0%36.1%1.6%-0.1%-62.3M2.62B-43.3M0.572.29127,31672,6292,047,1661,939,378
2021-05-19$75.76$80.0037.9%10.9%32.8%11.8%38.7%1.0%-0.5%-29.0M1.83B-44.6M0.492.43454,997221,0702,067,4181,951,125
2021-05-20$78.09$80.0036.0%10.2%33.8%6.8%36.6%0.7%0.9%55.0M25.6M-47.1M0.342.76399,427134,9862,128,5141,985,025
2021-05-21$77.17$80.0034.3%9.7%29.4%2.4%35.1%0.8%1.1%25.1M763.7M-46.7M0.382.36285,835107,2012,193,5551,990,047
2021-05-24$77.62$80.0032.2%9.1%27.2%0.0%32.8%0.9%0.3%15.6M242.4M-45.7M0.432.25168,42672,5301,851,9501,757,690
2021-05-25$77.76$80.0031.8%9.0%27.1%0.0%32.0%0.8%0.2%24.1M177.0M-45.7M0.402.37181,15272,1051,874,2291,783,795
2021-05-26$78.33$80.0031.2%8.7%27.1%0.0%31.4%1.1%1.6%43.5M-191.1M-45.9M0.402.33137,71855,7501,892,2491,794,835
2021-05-27$77.77$80.0030.1%8.4%27.2%0.0%30.5%1.1%0.5%29.0M282.5M-44.9M0.401.70167,96767,9761,913,8671,803,404
2021-05-28$80.35$80.0031.0%8.7%28.5%2.1%31.4%-0.0%0.0%134.4M-1.77B-46.7M0.352.05367,432128,0181,936,0161,820,868