AMD Options History — June 2021

In June 2021, AMD traded between $79.92 and $94.26. ATM implied volatility averaged 32.5%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 6.4% (HV 20d: 26.1%). Max pain ranged from $77.50 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.40.

Notable Days

2021-06-17: Highest Volume — 1,216,290 contracts
2021-06-28: Largest IV spike — 14.2% change
2021-06-30: Highest IV Rank — 39.8%
2021-06-30: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.36	$79.92	$94.26	$81.02	$94.26
Max Pain	$78.41	$77.50	$80.00	$80.00	$80.00
ATM IV	32.5%	28.1%	45.4%	32.7%	45.4%
Expected Move	8.9%	8.2%	10.4%	9.4%	10.4%
HV 20d	26.1%	21.2%	32.9%	25.6%	32.9%
HV 60d	33.8%	31.8%	37.8%	37.8%	34.5%
IV Rank	8.7%	0.0%	39.8%	6.2%	39.8%
IV Percentile	5.8%	0.0%	39.3%	2.0%	39.3%
Term Structure	1.4%	-1.7%	7.1%	-0.4%	-1.2%
VWIV	32.1%	29.4%	37.4%	33.8%	37.4%
Skew 25d	-1.0%	-4.0%	0.9%	-0.4%	-4.0%
Skew 10d	-1.7%	-7.8%	1.4%	-0.4%	-7.8%
Call IV 25d	33.9%	28.4%	48.1%	33.8%	48.1%
Put IV 25d	32.9%	28.3%	44.1%	33.4%	44.1%
Bid-Ask Spread %	2.12	1.63	3.08	1.90	2.23
Gamma HHI	0.06	0.04	0.09	0.04	0.09
Net GEX	84.7M	11.8M	165.3M	64.6M	157.2M
Net DEX	-2.82B	-7.91B	-645.7M	-1.79B	-7.91B
Net VEX	-44.5M	-46.7M	-43.2M	-46.4M	-45.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.26	0.67	0.31	0.26
Total Volume	426,160.864	212,358	1,216,290	438,799	1,090,022
Total OI	3,576,917.955	3,104,162	4,010,742	3,629,097	3,318,489

Daily Data (22 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
2021-06-01	$81.02	$80.00	32.7%	9.4%	25.6%	6.2%	33.8%	-0.4%	-0.4%	64.6M	-1.79B	-46.4M	0.31	1.90	335,506	103,293	1,855,242	1,773,855
2021-06-02	$82.01	$80.00	32.4%	9.3%	25.6%	5.6%	33.5%	-1.0%	-0.1%	89.8M	-2.42B	-46.7M	0.35	2.08	242,003	84,178	1,898,336	1,798,681
2021-06-03	$80.51	$77.50	33.3%	9.2%	26.6%	7.8%	32.3%	0.5%	-1.7%	59.4M	-1.32B	-45.8M	0.43	2.14	181,586	77,590	1,935,377	1,807,427
2021-06-04	$81.67	$77.50	32.3%	9.2%	26.8%	5.4%	32.7%	0.2%	-0.5%	109.7M	-2.23B	-45.7M	0.41	2.17	221,416	91,718	1,937,426	1,819,415
2021-06-07	$81.33	$77.50	31.5%	9.1%	26.3%	3.4%	32.6%	0.5%	0.2%	46.5M	-1.71B	-45.0M	0.53	1.77	138,468	73,890	1,864,467	1,787,163
2021-06-08	$80.81	$77.50	29.9%	8.7%	23.7%	0.0%	31.3%	0.3%	0.6%	35.6M	-1.35B	-44.4M	0.51	2.21	146,957	74,345	1,889,774	1,810,530
2021-06-09	$79.92	$77.50	29.0%	8.5%	24.3%	0.0%	30.7%	-0.2%	0.5%	11.8M	-645.7M	-43.9M	0.67	1.63	197,515	132,204	1,911,100	1,829,824
2021-06-10	$81.44	$77.50	29.7%	8.4%	22.7%	1.6%	30.2%	0.9%	-1.3%	86.2M	-1.88B	-44.0M	0.59	2.15	309,501	182,545	1,948,670	1,883,195
2021-06-11	$81.20	$77.50	28.1%	8.2%	21.6%	0.0%	29.4%	-0.1%	0.2%	49.4M	-1.80B	-44.7M	0.37	1.86	219,848	80,752	1,975,150	1,900,946
2021-06-14	$81.22	$77.50	29.1%	8.4%	21.2%	2.2%	29.8%	0.1%	0.5%	43.0M	-1.77B	-43.7M	0.34	1.99	181,918	62,755	1,902,840	1,859,921
2021-06-15	$80.44	$77.50	28.7%	8.3%	21.7%	1.5%	29.5%	-0.0%	1.4%	27.0M	-1.15B	-43.2M	0.31	2.52	186,420	57,342	1,931,213	1,874,876
2021-06-16	$80.26	$77.50	29.4%	8.4%	21.7%	3.0%	30.2%	-0.2%	0.8%	32.4M	-1.13B	-43.3M	0.46	3.08	174,432	79,833	1,972,044	1,886,804
2021-06-17	$84.62	$77.50	31.7%	9.1%	27.9%	8.3%	33.2%	-2.0%	-0.8%	165.3M	-4.67B	-44.2M	0.29	2.99	941,952	274,338	1,996,840	1,907,085
2021-06-18	$84.53	$77.50	33.3%	9.5%	26.4%	12.0%	35.1%	-3.2%	0.7%	129.1M	-4.31B	-44.7M	0.31	2.14	476,296	147,821	2,071,578	1,939,164
2021-06-21	$82.38	$77.50	31.4%	8.9%	27.9%	7.5%	32.4%	-0.8%	6.4%	47.4M	-1.98B	-43.8M	0.37	2.02	274,936	101,581	1,587,293	1,516,869
2021-06-22	$83.67	$77.50	31.2%	8.8%	28.2%	7.2%	32.2%	-0.9%	6.1%	80.4M	-2.74B	-43.9M	0.29	1.85	222,354	64,140	1,598,544	1,545,074
2021-06-23	$83.88	$80.00	30.4%	8.6%	28.2%	5.3%	30.8%	-1.6%	7.1%	95.1M	-2.95B	-43.4M	0.41	1.72	212,400	87,590	1,635,540	1,555,045
2021-06-24	$86.08	$80.00	32.5%	8.9%	29.3%	10.2%	32.2%	-2.2%	6.1%	160.7M	-4.27B	-44.6M	0.36	1.97	419,349	152,160	1,678,177	1,586,403
2021-06-25	$85.73	$80.00	33.3%	8.5%	29.1%	11.9%	30.9%	-1.8%	6.3%	118.6M	-3.91B	-44.4M	0.53	1.84	192,389	102,009	1,697,377	1,601,840
2021-06-28	$87.28	$80.00	38.0%	9.2%	27.7%	22.8%	33.0%	-3.3%	-0.2%	108.8M	-4.43B	-44.5M	0.34	1.80	245,937	82,544	1,622,324	1,555,357
2021-06-29	$89.71	$80.00	40.7%	9.4%	28.9%	29.0%	33.8%	-2.9%	-0.8%	145.2M	-5.75B	-44.3M	0.31	2.66	498,152	153,554	1,657,932	1,566,988
2021-06-30	$94.26	$80.00	45.4%	10.4%	32.9%	39.8%	37.4%	-4.0%	-1.2%	157.2M	-7.91B	-45.3M	0.26	2.23	863,711	226,311	1,725,545	1,592,944