AMD Options History — September 2021

In September 2021, AMD traded between $100.58 and $110.22. ATM implied volatility averaged 38.4%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 9.3% (HV 20d: 29.1%). Max pain ranged from $95.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2021-09-28: Highest Volume — 585,634 contracts
2021-09-27: Largest IV spike — 17.1% change
2021-09-28: Highest IV Rank — 46.3%
2021-09-28: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$105.56	$100.58	$110.22	$110.22	$103.19
Max Pain	$105.48	$95.00	$110.00	$95.00	$105.00
ATM IV	38.4%	35.1%	47.0%	37.8%	45.8%
Expected Move	10.7%	9.4%	12.5%	10.3%	11.6%
HV 20d	29.1%	24.4%	37.2%	37.2%	34.1%
HV 60d	39.1%	37.8%	40.0%	39.5%	39.3%
IV Rank	25.0%	16.5%	46.3%	22.3%	43.3%
IV Percentile	23.4%	11.1%	69.0%	16.3%	62.3%
Term Structure	1.2%	-1.2%	5.9%	0.5%	-0.9%
VWIV	38.3%	34.1%	43.8%	37.6%	40.6%
Skew 25d	1.3%	-1.1%	4.7%	-1.1%	2.1%
Skew 10d	4.0%	-1.1%	9.0%	-1.1%	5.6%
Call IV 25d	38.7%	32.5%	47.5%	39.4%	45.6%
Put IV 25d	40.0%	35.3%	50.2%	38.2%	47.7%
Bid-Ask Spread %	1.80	1.37	2.17	1.69	1.75
Gamma HHI	0.08	0.04	0.26	0.07	0.05
Net GEX	81.1M	6.7M	230.6M	139.7M	69.0M
Net DEX	-4.43B	-7.22B	-1.49B	-7.22B	-2.97B
Net VEX	-45.1M	-46.9M	-43.5M	-45.6M	-46.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.26	0.64	0.30	0.41
Total Volume	411,002.238	247,140	585,634	336,842	570,226
Total OI	3,415,342.667	2,987,770	3,813,156	3,536,823	3,342,508

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
2021-09-01	$110.22	$95.00	37.8%	10.3%	37.2%	22.3%	37.6%	-1.1%	0.5%	139.7M	-7.22B	-45.6M	0.30	1.69	258,256	78,586	1,754,100	1,782,723
2021-09-02	$109.01	$105.00	36.7%	10.9%	31.2%	19.9%	39.3%	-0.6%	0.8%	116.6M	-6.61B	-44.6M	0.33	1.93	284,768	94,124	1,773,872	1,800,038
2021-09-03	$109.97	$105.00	35.3%	10.5%	30.8%	16.5%	37.8%	0.2%	1.1%	230.6M	-7.14B	-44.8M	0.39	1.66	351,941	137,083	1,814,963	1,809,959
2021-09-07	$109.19	$105.00	37.0%	10.8%	29.7%	21.9%	38.2%	-0.2%	0.7%	95.4M	-6.57B	-43.5M	0.47	1.85	249,895	118,530	1,665,564	1,753,177
2021-09-08	$106.24	$105.00	38.4%	11.1%	31.3%	25.2%	39.7%	-0.4%	0.4%	51.7M	-5.22B	-43.9M	0.48	1.86	327,361	156,330	1,705,860	1,774,629
2021-09-09	$106.44	$105.00	37.3%	10.8%	31.1%	22.4%	38.3%	-0.1%	0.6%	56.1M	-5.10B	-44.1M	0.58	2.02	209,810	121,035	1,761,256	1,805,331
2021-09-10	$105.27	$110.00	36.7%	10.5%	31.2%	21.0%	38.0%	0.9%	0.1%	31.1M	-4.29B	-44.3M	0.62	1.87	215,977	133,834	1,815,114	1,826,047
2021-09-13	$104.44	$110.00	36.1%	10.4%	28.3%	19.7%	36.8%	1.2%	-0.4%	33.7M	-4.05B	-43.8M	0.53	1.80	238,860	126,385	1,726,287	1,796,184
2021-09-14	$105.62	$110.00	36.6%	10.5%	26.7%	20.9%	37.6%	1.1%	-1.1%	51.8M	-4.71B	-43.7M	0.30	1.72	382,276	115,794	1,756,000	1,823,441
2021-09-15	$105.51	$110.00	35.8%	10.2%	26.7%	18.7%	36.5%	-0.3%	0.4%	62.1M	-4.69B	-44.4M	0.44	1.73	222,586	97,029	1,806,112	1,861,447
2021-09-16	$106.53	$105.00	36.0%	10.3%	24.4%	19.4%	37.1%	-0.7%	-0.1%	107.7M	-5.52B	-45.1M	0.37	1.83	333,956	123,599	1,863,135	1,895,437
2021-09-17	$104.19	$105.00	36.1%	10.3%	25.8%	19.5%	37.3%	1.6%	0.6%	21.4M	-3.69B	-45.1M	0.54	1.96	295,029	157,937	1,899,472	1,913,684
2021-09-20	$100.78	$105.00	40.9%	11.8%	28.3%	31.3%	41.8%	4.7%	4.4%	21.1M	-1.77B	-45.0M	0.64	1.97	252,105	161,166	1,487,269	1,500,501
2021-09-21	$103.12	$105.00	38.0%	10.9%	25.6%	24.1%	38.6%	3.8%	3.7%	44.1M	-2.62B	-45.3M	0.41	2.17	230,022	95,048	1,530,244	1,539,421
2021-09-22	$104.26	$105.00	36.2%	10.3%	26.0%	19.8%	36.6%	3.2%	5.3%	83.8M	-3.29B	-45.9M	0.42	1.93	174,267	72,873	1,580,860	1,577,535
2021-09-23	$106.30	$105.00	35.4%	9.8%	26.9%	18.0%	35.0%	2.3%	5.7%	153.3M	-4.48B	-46.6M	0.32	1.85	304,489	98,881	1,615,507	1,607,921
2021-09-24	$105.76	$105.00	35.1%	9.4%	26.7%	17.0%	34.1%	2.8%	5.9%	187.1M	-4.12B	-46.2M	0.64	1.37	189,639	120,814	1,629,922	1,625,477
2021-09-27	$108.19	$105.00	41.1%	10.4%	24.8%	31.7%	37.1%	0.6%	-0.3%	109.2M	-5.18B	-46.2M	0.26	1.50	438,231	114,956	1,528,750	1,571,193
2021-09-28	$101.92	$105.00	47.0%	12.5%	32.2%	46.3%	43.8%	2.7%	-1.2%	31.4M	-2.22B	-46.6M	0.47	1.63	398,858	186,776	1,555,591	1,599,679
2021-09-29	$100.58	$105.00	46.6%	12.0%	32.3%	45.2%	42.1%	3.2%	-1.1%	6.7M	-1.49B	-45.8M	0.41	1.71	276,834	114,881	1,623,383	1,622,603
2021-09-30	$103.19	$105.00	45.8%	11.6%	34.1%	43.3%	40.6%	2.1%	-0.9%	69.0M	-2.97B	-46.9M	0.41	1.75	404,289	165,937	1,690,120	1,652,388