AMD Options History — August 2021

In August 2021, AMD traded between $103.88 and $118.83. ATM implied volatility averaged 44.3%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 4.1% (HV 20d: 48.3%). Max pain ranged from $85.00 to $92.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.42.

Notable Days

2021-08-04: Highest Volume — 2,534,241 contracts
2021-08-04: Largest IV spike — 32.5% change
2021-08-04: Highest IV Rank — 77.8%
2021-08-04: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$108.84	$103.88	$118.83	$108.63	$110.72
Max Pain	$90.34	$85.00	$92.50	$85.00	$92.50
ATM IV	44.3%	38.5%	61.9%	42.9%	38.5%
Expected Move	12.7%	10.6%	19.0%	12.6%	10.6%
HV 20d	48.3%	41.6%	53.8%	42.2%	42.4%
HV 60d	38.0%	33.9%	39.5%	33.9%	39.5%
IV Rank	37.2%	23.9%	77.8%	34.0%	23.9%
IV Percentile	39.6%	17.5%	91.3%	32.9%	17.5%
Term Structure	-0.4%	-4.8%	0.8%	-1.3%	0.6%
VWIV	46.1%	38.5%	67.2%	44.6%	38.5%
Skew 25d	-3.3%	-8.1%	-0.5%	-1.8%	-1.2%
Skew 10d	-5.3%	-15.1%	1.4%	-1.5%	-0.8%
Call IV 25d	47.3%	40.2%	67.4%	45.0%	40.2%
Put IV 25d	44.0%	39.0%	59.4%	43.2%	39.0%
Bid-Ask Spread %	2.41	1.44	5.47	5.47	1.72
Gamma HHI	0.07	0.04	0.31	0.08	0.08
Net GEX	121.5M	25.8M	316.0M	144.4M	138.8M
Net DEX	-8.24B	-14.46B	-5.52B	-10.60B	-7.51B
Net VEX	-46.7M	-48.2M	-43.6M	-43.8M	-45.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.24	0.62	0.39	0.34
Total Volume	861,337.182	345,312	2,534,241	1,206,954	345,312
Total OI	3,685,888.636	3,282,902	4,125,454	3,282,902	3,449,408

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
2021-08-02	$108.63	$85.00	42.9%	12.6%	42.2%	34.0%	44.6%	-1.8%	-1.3%	144.4M	-10.60B	-43.8M	0.39	5.47	867,713	339,241	1,660,760	1,622,142
2021-08-03	$112.59	$85.00	46.7%	14.0%	43.3%	42.9%	50.0%	-3.1%	-1.7%	153.3M	-12.10B	-43.6M	0.49	3.77	1,137,106	558,783	1,704,993	1,677,859
2021-08-04	$118.83	$85.00	61.9%	19.0%	41.6%	77.8%	67.2%	-8.1%	-4.8%	156.7M	-14.46B	-44.8M	0.43	3.45	1,769,892	764,349	1,792,968	1,739,813
2021-08-05	$112.08	$90.00	51.0%	13.9%	48.2%	52.7%	49.7%	-2.9%	-1.7%	189.5M	-11.79B	-46.4M	0.62	3.10	883,260	543,631	1,924,486	1,845,935
2021-08-06	$110.14	$90.00	46.6%	13.1%	49.2%	42.7%	48.6%	-4.4%	-1.1%	80.6M	-9.17B	-47.9M	0.50	3.64	990,726	496,913	2,090,407	2,035,047
2021-08-09	$107.58	$90.00	47.1%	13.5%	50.5%	43.8%	48.1%	-6.1%	0.4%	88.4M	-7.86B	-47.9M	0.52	2.85	529,576	272,759	1,794,679	1,862,099
2021-08-10	$106.94	$90.00	48.4%	13.6%	50.5%	46.8%	52.0%	-7.4%	-0.8%	82.0M	-7.54B	-48.1M	0.52	2.39	544,501	283,823	1,870,349	1,907,339
2021-08-11	$107.81	$90.00	46.4%	13.5%	50.0%	42.1%	48.4%	-6.7%	0.8%	93.4M	-7.93B	-48.2M	0.43	2.20	469,969	200,548	1,960,508	1,951,977
2021-08-12	$106.73	$90.00	43.2%	12.4%	48.7%	34.8%	45.1%	-4.3%	0.0%	77.9M	-7.43B	-47.2M	0.54	3.99	331,318	177,847	2,015,509	1,976,257
2021-08-13	$110.51	$90.00	44.7%	12.8%	48.6%	38.2%	46.5%	-5.9%	-0.1%	184.4M	-9.68B	-47.5M	0.39	2.42	849,842	330,380	2,051,917	1,995,206
2021-08-16	$107.22	$90.00	43.8%	12.6%	50.9%	36.1%	47.3%	-6.0%	0.5%	112.0M	-7.79B	-47.0M	0.40	1.73	432,912	171,857	1,836,154	1,869,132
2021-08-17	$107.37	$90.00	43.5%	12.5%	50.9%	35.5%	44.7%	-3.6%	0.3%	119.0M	-7.71B	-47.2M	0.53	1.59	354,605	186,813	1,930,094	1,895,119
2021-08-18	$104.08	$90.00	42.7%	12.3%	52.9%	33.7%	44.6%	-2.5%	-0.1%	56.5M	-6.02B	-46.9M	0.39	1.86	411,912	159,182	1,977,914	1,933,465
2021-08-19	$103.88	$92.50	43.1%	12.4%	52.7%	34.6%	46.0%	-1.4%	-0.1%	25.8M	-5.52B	-47.9M	0.44	1.53	381,272	167,227	1,994,542	1,987,499
2021-08-20	$104.51	$92.50	41.1%	11.8%	52.7%	30.0%	44.0%	-1.5%	0.1%	67.9M	-5.90B	-47.6M	0.49	1.44	343,811	167,945	2,037,380	2,006,262
2021-08-23	$108.67	$92.50	41.1%	11.8%	53.8%	30.0%	43.8%	-0.8%	-0.2%	88.4M	-6.54B	-46.9M	0.29	1.61	467,839	134,054	1,614,552	1,690,792
2021-08-24	$107.84	$92.50	40.4%	11.6%	53.7%	28.4%	41.5%	-0.5%	0.0%	97.0M	-6.41B	-46.5M	0.29	1.79	345,763	100,590	1,649,951	1,728,850
2021-08-25	$108.45	$92.50	39.9%	11.3%	47.5%	27.2%	41.0%	-1.3%	0.2%	147.5M	-6.80B	-47.2M	0.24	1.61	407,179	99,049	1,741,871	1,754,715
2021-08-26	$107.22	$92.50	39.7%	11.2%	44.3%	26.7%	41.5%	-0.8%	0.4%	133.4M	-6.22B	-47.0M	0.47	1.63	316,127	148,461	1,780,751	1,771,565
2021-08-27	$111.06	$92.50	39.9%	11.1%	44.9%	27.1%	40.0%	-0.7%	0.6%	316.0M	-8.62B	-46.2M	0.32	1.76	689,181	222,559	1,815,620	1,786,051
2021-08-30	$111.55	$92.50	41.2%	11.6%	44.3%	30.1%	41.6%	-2.1%	0.3%	121.2M	-7.79B	-46.0M	0.26	1.54	438,182	115,409	1,631,155	1,726,458
2021-08-31	$110.72	$92.50	38.5%	10.6%	42.4%	23.9%	38.5%	-1.2%	0.6%	138.8M	-7.51B	-45.9M	0.34	1.72	258,086	87,226	1,693,872	1,755,536