AMD Options History — October 2021

In October 2021, AMD traded between $100.26 and $123.05. ATM implied volatility averaged 42.1%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 7.0% (HV 20d: 35.0%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2021-10-27: Highest Volume — 1,076,117 contracts
2021-10-27: Largest IV drop — 14.3% change
2021-10-26: Highest IV Rank — 49.4%
2021-10-26: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.35	$100.26	$123.05	$102.47	$120.22
Max Pain	$105.00	$105.00	$105.00	$105.00	$105.00
ATM IV	42.1%	34.7%	47.5%	45.6%	34.7%
Expected Move	12.0%	10.2%	14.1%	11.2%	10.2%
HV 20d	35.0%	27.3%	39.5%	34.0%	27.7%
HV 60d	38.4%	31.5%	40.6%	39.2%	31.5%
IV Rank	37.1%	18.2%	49.4%	42.8%	18.2%
IV Percentile	42.1%	11.1%	71.8%	61.5%	11.1%
Term Structure	-0.8%	-2.2%	0.7%	-0.9%	0.7%
VWIV	42.7%	37.1%	50.1%	39.4%	37.1%
Skew 25d	0.2%	-2.0%	2.4%	2.4%	-1.6%
Skew 10d	1.1%	-4.6%	6.3%	6.3%	-3.1%
Call IV 25d	42.8%	36.1%	47.5%	45.4%	36.1%
Put IV 25d	43.0%	34.5%	49.1%	47.8%	34.5%
Bid-Ask Spread %	1.76	1.40	2.36	1.66	1.99
Gamma HHI	0.11	0.04	0.50	0.05	0.21
Net GEX	150.7M	17.4M	412.1M	47.5M	210.4M
Net DEX	-6.67B	-10.27B	-1.60B	-2.52B	-8.78B
Net VEX	-45.9M	-47.5M	-43.3M	-47.3M	-43.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.34	0.58	0.56	0.52
Total Volume	508,676.095	251,827	1,076,117	362,656	569,021
Total OI	3,324,252.524	2,979,407	3,576,506	3,389,745	3,576,506

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
2021-10-01	$102.47	$105.00	45.6%	11.2%	34.0%	42.8%	39.4%	2.4%	-0.9%	47.5M	-2.52B	-47.3M	0.56	1.66	232,556	130,100	1,704,524	1,685,221
2021-10-04	$100.26	$105.00	47.5%	13.0%	34.3%	47.4%	46.7%	2.0%	-0.9%	17.4M	-1.60B	-46.9M	0.54	1.72	182,091	98,339	1,595,522	1,644,401
2021-10-05	$102.13	$105.00	43.9%	12.2%	35.2%	39.2%	43.2%	2.2%	-1.1%	33.1M	-2.24B	-46.7M	0.43	1.62	175,986	75,841	1,628,007	1,676,098
2021-10-06	$103.03	$105.00	44.4%	12.2%	34.3%	40.3%	43.5%	2.4%	-1.0%	66.0M	-2.79B	-46.9M	0.56	1.88	163,865	92,294	1,660,192	1,698,960
2021-10-07	$106.49	$105.00	42.9%	11.8%	36.4%	36.6%	42.4%	1.1%	-1.1%	137.2M	-4.79B	-47.3M	0.52	1.77	377,627	195,036	1,676,412	1,708,828
2021-10-08	$105.24	$105.00	42.2%	11.7%	36.5%	38.1%	41.8%	1.5%	-1.0%	196.5M	-4.07B	-46.9M	0.55	1.62	227,919	125,194	1,693,029	1,724,454
2021-10-11	$105.19	$105.00	41.9%	11.8%	36.3%	37.5%	41.7%	1.6%	-0.6%	66.2M	-3.64B	-45.8M	0.52	1.81	170,657	88,508	1,592,566	1,676,336
2021-10-12	$104.91	$105.00	42.1%	11.9%	36.1%	38.0%	41.7%	2.0%	-0.6%	70.6M	-3.53B	-45.7M	0.58	1.79	189,179	110,179	1,625,110	1,698,837
2021-10-13	$109.15	$105.00	41.6%	11.8%	38.8%	36.6%	41.8%	1.3%	-0.6%	150.8M	-6.16B	-45.3M	0.49	1.89	461,269	227,243	1,650,978	1,712,056
2021-10-14	$111.76	$105.00	41.2%	11.8%	39.5%	35.5%	42.0%	0.5%	-0.2%	178.8M	-8.01B	-46.4M	0.34	1.87	502,002	169,497	1,698,457	1,756,571
2021-10-15	$112.03	$105.00	39.8%	11.3%	38.4%	31.5%	41.0%	1.0%	-0.4%	302.1M	-8.25B	-46.4M	0.46	1.73	273,540	126,099	1,733,987	1,811,638
2021-10-18	$116.40	$105.00	41.7%	11.9%	37.7%	36.9%	42.6%	-1.1%	-1.4%	128.3M	-8.15B	-45.9M	0.41	1.40	468,091	192,719	1,439,817	1,539,590
2021-10-19	$116.09	$105.00	41.6%	11.9%	37.4%	36.6%	42.4%	-0.9%	-1.2%	142.5M	-8.18B	-46.1M	0.43	1.45	310,470	134,047	1,467,379	1,561,096
2021-10-20	$116.36	$105.00	43.0%	12.3%	37.3%	40.4%	44.1%	-0.5%	-1.8%	166.8M	-8.28B	-47.5M	0.41	1.51	302,058	125,069	1,571,046	1,614,902
2021-10-21	$119.32	$105.00	42.3%	12.2%	37.7%	39.3%	43.3%	-1.7%	-1.7%	207.7M	-9.80B	-46.4M	0.39	1.64	347,906	137,118	1,592,920	1,646,039
2021-10-22	$119.92	$105.00	43.3%	12.6%	37.4%	42.2%	44.9%	-1.5%	-2.2%	412.1M	-9.94B	-45.7M	0.35	1.70	485,753	170,446	1,606,122	1,684,262
2021-10-25	$122.26	$105.00	42.5%	12.7%	37.3%	39.8%	45.4%	-1.3%	-0.7%	143.0M	-10.04B	-43.9M	0.43	1.49	371,468	158,386	1,550,116	1,605,508
2021-10-26	$123.05	$105.00	45.9%	14.1%	28.0%	49.4%	50.1%	-2.0%	-1.1%	149.9M	-10.27B	-45.3M	0.37	2.36	610,250	226,170	1,632,388	1,649,081
2021-10-27	$122.38	$105.00	39.4%	11.8%	27.3%	31.2%	42.5%	-2.0%	-0.1%	184.2M	-10.03B	-44.8M	0.40	2.26	766,592	309,525	1,763,177	1,709,880
2021-10-28	$120.63	$105.00	35.8%	10.6%	27.9%	21.3%	38.5%	-0.6%	0.5%	153.4M	-9.07B	-44.0M	0.44	1.87	418,010	184,078	1,805,550	1,741,740
2021-10-29	$120.22	$105.00	34.7%	10.2%	27.7%	18.2%	37.1%	-1.6%	0.7%	210.4M	-8.78B	-43.3M	0.52	1.99	374,208	194,813	1,816,816	1,759,690