AMD Options History — July 2021

In July 2021, AMD traded between $85.80 and $106.20. ATM implied volatility averaged 41.0%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 5.5% (HV 20d: 35.5%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.41.

Notable Days

2021-07-29: Highest Volume — 2,205,725 contracts
2021-07-19: Largest IV spike — 11.0% change
2021-07-01: Highest IV Rank — 35.9%
2021-07-19: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.01	$85.80	$106.20	$93.17	$106.20
Max Pain	$82.86	$80.00	$85.00	$80.00	$85.00
ATM IV	41.0%	37.5%	43.7%	43.7%	40.0%
Expected Move	11.3%	9.3%	12.2%	9.6%	11.3%
HV 20d	35.5%	32.1%	41.9%	32.2%	41.9%
HV 60d	32.1%	29.4%	34.6%	34.6%	33.8%
IV Rank	29.7%	21.6%	35.9%	35.9%	27.4%
IV Percentile	22.1%	15.5%	30.2%	29.0%	20.6%
Term Structure	-0.9%	-2.5%	0.8%	-0.6%	-0.5%
VWIV	40.2%	34.0%	43.6%	35.0%	40.4%
Skew 25d	-1.3%	-4.4%	0.1%	-3.5%	-1.7%
Skew 10d	-2.4%	-7.9%	1.1%	-7.1%	-3.2%
Call IV 25d	42.5%	40.1%	46.8%	46.8%	41.5%
Put IV 25d	41.1%	38.2%	43.6%	43.2%	39.8%
Bid-Ask Spread %	2.49	1.78	4.29	2.44	3.96
Gamma HHI	0.09	0.05	0.18	0.09	0.09
Net GEX	124.4M	9.3M	259.8M	174.6M	162.7M
Net DEX	-5.49B	-11.96B	-1.92B	-7.38B	-11.96B
Net VEX	-44.1M	-45.9M	-42.5M	-45.9M	-42.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.27	0.74	0.45	0.35
Total Volume	597,808.81	230,971	2,205,725	682,391	1,567,205
Total OI	3,351,106	2,993,261	3,589,455	3,461,344	3,485,567

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
2021-07-01	$93.17	$80.00	43.7%	9.6%	32.2%	35.9%	35.0%	-3.5%	-0.6%	174.6M	-7.38B	-45.9M	0.45	2.44	470,667	211,724	1,815,230	1,646,114
2021-07-02	$94.60	$80.00	43.4%	9.3%	32.3%	35.2%	34.0%	-4.4%	-0.6%	259.8M	-8.24B	-45.5M	0.27	3.09	591,516	158,396	1,854,314	1,671,040
2021-07-06	$94.49	$80.00	43.3%	11.8%	32.1%	34.9%	42.0%	-3.0%	-2.5%	150.6M	-7.36B	-45.2M	0.31	1.87	269,660	82,828	1,757,897	1,609,346
2021-07-07	$90.51	$80.00	42.8%	11.6%	36.6%	33.8%	41.5%	-1.8%	-0.5%	108.4M	-5.18B	-45.0M	0.36	2.54	375,707	133,953	1,782,380	1,636,032
2021-07-08	$89.51	$82.50	43.4%	11.7%	36.6%	35.2%	41.6%	-1.5%	-1.8%	95.4M	-4.61B	-45.0M	0.71	2.35	285,460	201,351	1,831,610	1,662,020
2021-07-09	$90.83	$82.50	41.0%	11.3%	36.4%	29.8%	40.4%	-1.2%	-0.8%	145.3M	-5.34B	-44.9M	0.42	2.01	284,123	120,029	1,849,220	1,687,913
2021-07-12	$90.90	$82.50	41.1%	11.3%	36.3%	29.9%	40.4%	-1.3%	-1.2%	118.9M	-5.39B	-44.0M	0.38	2.29	189,888	72,255	1,761,442	1,650,883
2021-07-13	$90.33	$82.50	40.4%	11.2%	36.5%	28.4%	40.0%	-0.9%	-1.2%	127.7M	-5.13B	-44.1M	0.38	1.99	170,577	65,241	1,804,110	1,672,580
2021-07-14	$89.31	$82.50	40.7%	11.1%	36.6%	29.0%	39.5%	-1.1%	-1.7%	113.8M	-4.54B	-43.7M	0.40	3.00	164,524	66,447	1,817,855	1,685,934
2021-07-15	$86.94	$82.50	39.9%	11.1%	38.3%	27.1%	39.4%	-0.4%	-1.4%	45.2M	-3.15B	-43.2M	0.43	2.10	269,812	116,834	1,843,213	1,694,368
2021-07-16	$85.80	$82.50	38.9%	10.9%	34.0%	24.9%	38.9%	0.1%	-0.9%	9.3M	-2.64B	-42.7M	0.74	1.78	199,760	148,162	1,873,693	1,715,762
2021-07-19	$86.08	$82.50	43.2%	12.2%	34.0%	34.7%	43.6%	0.1%	-1.4%	26.3M	-1.92B	-43.6M	0.43	2.31	191,328	83,090	1,524,436	1,468,825
2021-07-20	$87.63	$82.50	39.8%	11.3%	33.0%	26.8%	40.0%	0.1%	-0.6%	56.5M	-2.68B	-43.5M	0.36	2.08	181,562	65,739	1,571,344	1,491,206
2021-07-21	$89.03	$82.50	39.4%	11.3%	33.0%	26.0%	40.1%	-0.1%	-0.4%	99.2M	-3.51B	-43.8M	0.43	1.88	235,779	100,245	1,623,633	1,517,973
2021-07-22	$90.97	$85.00	40.5%	11.7%	33.7%	28.6%	41.0%	-0.2%	-0.8%	147.5M	-4.60B	-44.4M	0.34	2.02	355,709	122,279	1,663,598	1,547,629
2021-07-23	$92.08	$85.00	41.9%	12.1%	32.8%	31.8%	42.9%	-0.9%	-1.1%	230.4M	-5.16B	-45.1M	0.28	2.08	365,165	102,072	1,714,009	1,592,280
2021-07-26	$91.78	$85.00	40.2%	11.8%	32.8%	27.8%	42.4%	-1.0%	-1.0%	87.1M	-4.47B	-44.0M	0.43	2.18	165,142	70,881	1,575,571	1,514,479
2021-07-27	$90.81	$85.00	40.3%	11.8%	32.7%	28.1%	42.1%	-0.3%	-0.5%	87.1M	-4.10B	-44.5M	0.37	2.56	390,851	146,016	1,631,309	1,538,705
2021-07-28	$97.94	$85.00	37.5%	10.7%	41.1%	21.6%	38.4%	-1.9%	0.1%	190.7M	-7.63B	-43.3M	0.32	3.51	1,177,742	378,541	1,682,231	1,558,734
2021-07-29	$103.26	$85.00	39.3%	11.2%	41.6%	25.7%	40.5%	-2.8%	0.8%	176.9M	-10.40B	-42.5M	0.37	4.29	1,610,381	595,344	1,741,947	1,606,794
2021-07-30	$106.20	$85.00	40.0%	11.3%	41.9%	27.4%	40.4%	-1.7%	-0.5%	162.7M	-11.96B	-42.7M	0.35	3.96	1,159,057	408,148	1,813,928	1,671,639