AMD Options History — December 2021

In December 2021, AMD traded between $133.93 and $154.24. ATM implied volatility averaged 53.7%, placing in the 71.0% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 2.7% (HV 20d: 56.4%). Max pain ranged from $115.00 to $125.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.56.

Notable Days

2021-12-23: Highest Volume — 695,832 contracts
2021-12-03: Largest IV spike — 9.9% change
2021-12-16: Highest IV Rank — 90.2%
2021-12-03: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$143.46	$133.93	$154.24	$151.04	$144.41
Max Pain	$119.09	$115.00	$125.00	$115.00	$125.00
ATM IV	53.7%	48.2%	60.7%	54.4%	53.1%
Expected Move	15.1%	13.3%	17.8%	16.3%	13.3%
HV 20d	56.4%	49.5%	63.5%	59.5%	56.1%
HV 60d	47.7%	43.0%	50.4%	43.5%	49.9%
IV Rank	71.0%	55.6%	90.2%	72.8%	69.4%
IV Percentile	88.7%	79.4%	98.8%	91.7%	86.1%
Term Structure	0.5%	-1.2%	4.6%	0.8%	-0.3%
VWIV	53.6%	48.1%	61.8%	57.0%	48.1%
Skew 25d	1.6%	-1.4%	6.7%	1.8%	-1.0%
Skew 10d	2.7%	-2.3%	11.9%	2.7%	-1.6%
Call IV 25d	54.0%	48.1%	61.9%	54.1%	55.0%
Put IV 25d	55.6%	48.4%	63.0%	55.9%	54.0%
Bid-Ask Spread %	2.30	1.94	2.86	2.50	1.99
Gamma HHI	0.06	0.04	0.08	0.05	0.07
Net GEX	73.2M	-29.9M	150.3M	74.6M	-29.9M
Net DEX	-9.72B	-13.02B	-6.15B	-12.77B	-8.22B
Net VEX	-50.3M	-51.9M	-48.3M	-49.8M	-49.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.39	0.79	0.51	0.55
Total Volume	520,922.955	260,141	695,832	624,660	588,780
Total OI	3,513,533.955	3,136,758	3,805,222	3,600,941	3,498,337

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
2021-12-01	$151.04	$115.00	54.4%	16.3%	59.5%	72.8%	57.0%	1.8%	0.8%	74.6M	-12.77B	-49.8M	0.51	2.50	413,653	211,007	1,713,309	1,887,632
2021-12-02	$151.48	$115.00	52.5%	15.7%	59.5%	67.7%	56.0%	2.4%	0.5%	75.2M	-12.95B	-49.6M	0.69	2.86	288,215	200,260	1,746,462	1,921,321
2021-12-03	$141.82	$115.00	57.7%	17.8%	63.0%	82.1%	61.8%	6.7%	0.6%	-12.9M	-8.64B	-51.8M	0.79	2.69	384,569	305,533	1,757,662	1,930,572
2021-12-06	$138.95	$115.00	57.5%	16.2%	63.5%	81.3%	57.7%	5.4%	-0.4%	30.0M	-8.34B	-51.2M	0.57	2.52	370,487	212,574	1,668,637	1,849,606
2021-12-07	$144.74	$115.00	53.3%	15.2%	55.4%	69.8%	53.8%	3.5%	-0.1%	108.4M	-11.36B	-50.2M	0.45	2.35	408,474	183,852	1,743,923	1,852,922
2021-12-08	$144.24	$115.00	51.6%	14.7%	55.3%	65.0%	52.2%	2.9%	0.1%	127.7M	-11.12B	-50.4M	0.39	2.47	267,666	104,588	1,780,976	1,864,546
2021-12-09	$138.91	$115.00	53.0%	14.9%	52.4%	69.1%	52.8%	2.9%	-0.1%	65.2M	-8.66B	-51.4M	0.60	2.52	358,929	215,353	1,801,275	1,881,125
2021-12-10	$138.22	$120.00	48.2%	13.7%	49.5%	55.6%	49.9%	2.3%	0.2%	14.8M	-8.29B	-50.2M	0.67	1.94	336,271	224,422	1,837,787	1,916,275
2021-12-13	$133.93	$120.00	51.4%	14.4%	50.2%	64.4%	51.3%	2.8%	-1.2%	31.5M	-6.89B	-49.6M	0.60	2.49	237,792	143,080	1,739,244	1,868,913
2021-12-14	$135.81	$120.00	53.6%	15.1%	50.6%	70.5%	53.2%	3.0%	-1.0%	47.4M	-7.51B	-50.5M	0.68	2.16	219,539	148,450	1,755,288	1,883,864
2021-12-15	$145.20	$120.00	55.8%	15.8%	54.4%	76.6%	56.7%	0.9%	-0.5%	145.4M	-11.85B	-51.5M	0.45	2.37	460,945	209,129	1,779,502	1,897,408
2021-12-16	$138.68	$120.00	60.7%	17.1%	56.6%	90.2%	61.4%	1.1%	-1.2%	75.5M	-8.78B	-51.9M	0.50	2.56	417,389	210,302	1,812,224	1,928,403
2021-12-17	$137.61	$120.00	57.1%	16.1%	55.6%	80.3%	57.2%	2.4%	-1.1%	50.3M	-8.31B	-51.8M	0.62	2.30	339,748	211,181	1,858,190	1,947,032
2021-12-20	$135.64	$120.00	56.3%	16.0%	55.6%	78.1%	56.8%	2.4%	3.7%	35.9M	-6.15B	-50.4M	0.64	2.06	158,364	101,777	1,522,501	1,614,257
2021-12-21	$143.39	$120.00	51.9%	14.8%	59.8%	65.9%	52.8%	0.8%	3.9%	120.2M	-9.24B	-49.7M	0.54	2.37	309,283	167,209	1,548,924	1,630,473
2021-12-22	$143.46	$120.00	49.7%	14.3%	58.7%	59.9%	50.8%	0.4%	4.3%	122.2M	-9.17B	-50.1M	0.45	2.01	280,543	125,016	1,569,429	1,670,849
2021-12-23	$146.77	$120.00	48.3%	13.6%	55.8%	55.9%	48.8%	-0.6%	4.6%	150.3M	-10.84B	-49.9M	0.50	2.00	463,100	232,732	1,601,610	1,700,211
2021-12-27	$153.96	$120.00	52.9%	14.0%	58.6%	68.6%	49.9%	-1.1%	-0.0%	137.8M	-12.84B	-48.3M	0.48	1.94	420,965	201,895	1,523,458	1,662,392
2021-12-28	$154.24	$120.00	55.1%	14.5%	56.8%	74.9%	51.2%	-1.4%	-0.3%	146.0M	-13.02B	-48.5M	0.47	2.14	308,790	144,500	1,589,491	1,711,773
2021-12-29	$148.28	$125.00	54.8%	14.2%	57.9%	74.0%	50.7%	-1.1%	-0.3%	71.2M	-10.19B	-49.8M	0.48	1.97	286,461	137,357	1,624,599	1,754,168
2021-12-30	$145.36	$125.00	53.1%	13.6%	56.1%	69.1%	49.0%	-1.4%	-0.4%	23.6M	-8.78B	-49.9M	0.57	2.50	286,803	163,322	1,671,904	1,779,273
2021-12-31	$144.41	$125.00	53.1%	13.3%	56.1%	69.4%	48.1%	-1.0%	-0.3%	-29.9M	-8.22B	-49.1M	0.55	1.99	380,456	208,324	1,690,997	1,807,340