AMD Options History — November 2021

In November 2021, AMD traded between $125.05 and $161.83. ATM implied volatility averaged 47.6%, placing in the 53.9% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 2.4% (HV 20d: 45.1%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2021-11-08: Highest Volume — 1,843,519 contracts
2021-11-08: Largest IV spike — 20.7% change
2021-11-08: Highest IV Rank — 74.0%
2021-11-30: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$146.98	$125.05	$161.83	$125.05	$158.08
Max Pain	$110.24	$105.00	$115.00	$105.00	$115.00
ATM IV	47.6%	37.9%	54.8%	37.9%	53.8%
Expected Move	13.8%	11.4%	15.8%	11.4%	15.8%
HV 20d	45.1%	27.5%	56.3%	27.5%	56.3%
HV 60d	38.2%	32.2%	42.3%	32.2%	42.3%
IV Rank	53.9%	27.0%	74.0%	27.0%	71.3%
IV Percentile	73.5%	22.6%	92.9%	22.6%	90.9%
Term Structure	0.3%	-0.6%	2.7%	-0.1%	2.7%
VWIV	49.1%	40.4%	55.9%	40.4%	55.9%
Skew 25d	-3.9%	-8.5%	0.9%	-1.9%	0.9%
Skew 10d	-8.2%	-15.9%	1.8%	-4.0%	1.8%
Call IV 25d	50.8%	39.7%	61.2%	39.7%	54.1%
Put IV 25d	46.9%	37.9%	54.9%	37.9%	54.9%
Bid-Ask Spread %	2.13	1.75	2.68	2.31	2.33
Gamma HHI	0.10	0.05	0.30	0.08	0.06
Net GEX	202.0M	82.3M	312.4M	170.1M	136.9M
Net DEX	-16.00B	-19.31B	-10.51B	-10.51B	-15.62B
Net VEX	-45.3M	-49.0M	-41.4M	-42.5M	-48.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.29	0.66	0.42	0.43
Total Volume	763,268.286	387,805	1,843,519	472,622	714,149
Total OI	3,595,233.952	3,230,634	3,971,598	3,230,634	3,507,909

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
2021-11-01	$125.05	$105.00	37.9%	11.4%	27.5%	27.0%	40.4%	-1.9%	-0.1%	170.1M	-10.51B	-42.5M	0.42	2.31	332,039	140,583	1,584,270	1,646,364
2021-11-02	$128.42	$105.00	39.9%	12.1%	27.9%	32.7%	42.8%	-2.5%	0.3%	205.8M	-12.09B	-42.3M	0.33	2.10	498,979	166,286	1,625,569	1,677,228
2021-11-03	$130.39	$105.00	39.7%	12.0%	27.9%	32.2%	42.8%	-2.4%	0.4%	239.0M	-12.99B	-42.5M	0.29	2.01	528,281	151,265	1,660,815	1,697,455
2021-11-04	$136.52	$105.00	45.3%	13.1%	29.6%	47.7%	47.1%	-4.7%	0.1%	222.8M	-15.55B	-42.4M	0.33	2.38	1,083,823	362,858	1,694,999	1,716,557
2021-11-05	$136.55	$110.00	45.4%	13.2%	28.6%	47.9%	47.8%	-4.2%	0.4%	250.8M	-15.41B	-44.3M	0.31	2.22	756,970	238,298	1,814,608	1,802,648
2021-11-08	$150.04	$110.00	54.8%	15.8%	40.1%	74.0%	55.7%	-8.5%	0.1%	179.5M	-18.64B	-41.4M	0.30	2.49	1,422,133	421,386	1,672,993	1,737,234
2021-11-09	$148.53	$110.00	54.5%	15.7%	40.7%	73.2%	55.7%	-7.6%	0.2%	213.3M	-18.02B	-44.3M	0.39	1.76	728,331	283,988	1,832,023	1,845,474
2021-11-10	$139.63	$110.00	47.9%	13.9%	48.5%	54.9%	49.6%	-3.7%	0.5%	151.3M	-13.96B	-45.1M	0.59	2.08	600,877	355,728	1,867,876	1,899,705
2021-11-11	$146.16	$110.00	46.9%	13.6%	49.8%	52.1%	47.6%	-5.0%	0.7%	232.9M	-16.80B	-44.8M	0.55	2.62	459,151	253,921	1,910,137	1,934,060
2021-11-12	$147.98	$110.00	45.8%	13.4%	49.6%	49.1%	47.1%	-5.3%	1.1%	312.4M	-18.08B	-45.7M	0.43	1.89	476,466	205,161	1,968,665	2,002,933
2021-11-15	$146.67	$110.00	45.4%	13.1%	49.4%	47.8%	46.4%	-3.8%	0.0%	198.7M	-16.26B	-45.8M	0.55	1.93	275,250	150,219	1,800,407	1,869,118
2021-11-16	$152.69	$110.00	47.8%	13.7%	50.1%	54.7%	48.0%	-5.6%	-0.4%	231.4M	-18.87B	-45.2M	0.43	2.06	483,930	205,875	1,829,639	1,908,576
2021-11-17	$151.33	$110.00	48.0%	13.8%	50.6%	55.2%	49.9%	-4.9%	-0.5%	212.0M	-17.72B	-46.6M	0.42	1.95	396,153	166,109	1,848,840	1,958,586
2021-11-18	$154.93	$110.00	47.6%	13.7%	50.5%	54.0%	48.6%	-5.2%	-0.3%	256.9M	-19.31B	-46.1M	0.37	1.75	612,676	228,099	1,889,498	1,995,979
2021-11-19	$155.24	$110.00	46.6%	13.4%	50.6%	51.3%	47.3%	-4.2%	-0.1%	290.5M	-19.13B	-45.8M	0.41	1.80	391,131	160,757	1,908,775	2,034,831
2021-11-22	$154.39	$110.00	48.3%	13.9%	50.9%	55.9%	49.5%	-3.3%	-0.2%	137.1M	-15.19B	-46.6M	0.47	2.08	453,444	214,699	1,600,263	1,768,480
2021-11-23	$149.12	$115.00	50.0%	14.5%	53.5%	60.5%	51.5%	-2.7%	-0.6%	82.3M	-12.89B	-49.0M	0.63	2.26	352,935	222,479	1,651,310	1,814,224
2021-11-24	$157.28	$115.00	49.7%	14.3%	55.4%	59.9%	50.4%	-3.5%	-0.1%	193.6M	-16.31B	-47.6M	0.53	1.87	364,807	194,152	1,679,003	1,849,663
2021-11-26	$155.71	$115.00	51.8%	15.1%	55.1%	65.8%	53.4%	-0.7%	-0.2%	175.0M	-15.49B	-48.6M	0.66	2.68	234,109	153,696	1,701,115	1,877,559
2021-11-29	$161.83	$115.00	51.7%	15.1%	55.5%	65.5%	53.7%	-2.9%	1.7%	150.9M	-17.21B	-45.7M	0.36	2.06	432,013	155,428	1,603,957	1,810,568
2021-11-30	$158.08	$115.00	53.8%	15.8%	56.3%	71.3%	55.9%	0.9%	2.7%	136.9M	-15.62B	-48.2M	0.43	2.33	499,757	214,392	1,662,393	1,845,516