AMD Options History — January 2022

In January 2022, AMD traded between $103.21 and $150.21. ATM implied volatility averaged 61.3%, placing in the 85.3% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 9.6% (HV 20d: 51.7%). Max pain ranged from $125.00 to $140.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.66.

Notable Days

2022-01-21: Highest Volume — 768,596 contracts
2022-01-28: Largest IV drop — 10.0% change
2022-01-21: Highest IV Rank — 100.0%
2022-01-27: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$126.89	$103.21	$150.21	$150.21	$113.31
Max Pain	$137.25	$125.00	$140.00	$125.00	$135.00
ATM IV	61.3%	54.0%	72.4%	54.4%	60.2%
Expected Move	17.7%	14.0%	22.2%	14.0%	19.0%
HV 20d	51.7%	43.9%	60.2%	52.6%	60.2%
HV 60d	53.7%	50.1%	59.0%	50.1%	59.0%
IV Rank	85.3%	71.8%	100.0%	72.8%	72.5%
IV Percentile	95.9%	87.7%	100.0%	88.5%	96.0%
Term Structure	-1.8%	-3.6%	-0.7%	-0.7%	-1.6%
VWIV	62.0%	50.3%	78.1%	50.3%	66.8%
Skew 25d	3.8%	-1.4%	10.6%	-1.4%	5.9%
Skew 10d	6.4%	-2.2%	19.3%	-2.2%	10.4%
Call IV 25d	60.1%	54.2%	67.9%	56.0%	57.0%
Put IV 25d	63.8%	54.6%	77.8%	54.6%	62.9%
Bid-Ask Spread %	2.79	2.04	3.97	2.20	2.37
Gamma HHI	0.05	0.03	0.28	0.07	0.03
Net GEX	10.2M	-44.8M	106.5M	106.5M	22.7M
Net DEX	-2.54B	-11.19B	2.95B	-11.19B	158.4M
Net VEX	-48.0M	-50.4M	-43.4M	-47.9M	-48.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.40	0.90	0.43	0.51
Total Volume	581,452.8	365,098	768,596	542,267	562,583
Total OI	3,294,589.15	2,444,017	3,724,357	3,289,806	2,732,668

Daily Data (20 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
2022-01-03	$150.21	$125.00	54.4%	14.0%	52.6%	72.8%	50.3%	-1.4%	-0.7%	106.5M	-11.19B	-47.9M	0.43	2.20	378,852	163,415	1,582,594	1,707,212
2022-01-04	$144.23	$125.00	56.4%	14.6%	54.2%	78.4%	52.4%	-0.8%	-0.9%	33.7M	-8.31B	-49.9M	0.48	2.04	486,394	234,739	1,633,791	1,748,598
2022-01-05	$136.75	$125.00	57.4%	15.2%	55.5%	81.3%	53.8%	0.9%	-1.1%	-19.6M	-4.91B	-49.9M	0.57	2.22	386,096	221,387	1,705,725	1,800,536
2022-01-06	$135.65	$140.00	55.9%	15.7%	55.6%	76.9%	55.4%	1.6%	-0.9%	-38.0M	-4.18B	-50.0M	0.76	2.44	311,052	234,960	1,738,728	1,838,329
2022-01-07	$132.05	$140.00	56.6%	15.8%	54.8%	78.9%	56.3%	2.4%	-1.0%	-44.8M	-2.52B	-49.2M	0.82	2.45	303,181	247,823	1,768,446	1,866,268
2022-01-10	$131.95	$140.00	58.7%	16.4%	54.8%	84.7%	57.9%	2.8%	-1.0%	-14.6M	-3.12B	-49.3M	0.79	3.37	318,448	251,229	1,652,087	1,809,662
2022-01-11	$137.71	$140.00	55.9%	15.7%	55.9%	76.9%	55.8%	1.5%	-1.1%	25.9M	-6.07B	-50.0M	0.40	2.49	431,582	173,109	1,700,793	1,834,107
2022-01-12	$137.62	$140.00	54.0%	15.3%	55.7%	71.8%	54.1%	1.2%	-0.7%	40.1M	-6.02B	-50.4M	0.51	2.89	289,945	148,169	1,758,022	1,855,452
2022-01-13	$133.15	$140.00	57.4%	16.1%	51.0%	81.0%	56.8%	1.9%	-1.4%	-2.9M	-3.67B	-49.8M	0.62	2.61	399,148	249,003	1,781,583	1,878,038
2022-01-14	$136.59	$140.00	56.4%	16.0%	49.6%	78.3%	56.8%	2.0%	-0.7%	42.9M	-5.33B	-50.4M	0.76	2.70	332,266	251,280	1,816,682	1,907,675
2022-01-18	$131.80	$140.00	61.1%	17.4%	51.1%	91.4%	61.1%	2.2%	-2.6%	7.4M	-3.47B	-48.1M	0.77	2.94	206,612	158,486	1,714,884	1,819,664
2022-01-19	$129.07	$140.00	60.2%	17.3%	51.3%	88.9%	60.7%	2.1%	-2.4%	-5.7M	-2.30B	-47.4M	0.74	2.45	284,562	210,391	1,741,717	1,841,982
2022-01-20	$122.45	$140.00	60.9%	17.6%	49.4%	90.8%	60.7%	3.0%	-3.0%	-13.8M	237.3M	-45.7M	0.75	3.63	433,153	325,551	1,730,340	1,839,102
2022-01-21	$120.21	$140.00	66.7%	19.5%	49.5%	100.0%	66.2%	5.8%	-3.6%	92.2M	811.8M	-47.0M	0.90	3.31	405,456	363,140	1,802,940	1,877,108
2022-01-24	$114.77	$140.00	72.4%	21.9%	49.7%	100.0%	76.8%	8.4%	-2.8%	-3.1M	789.0M	-46.1M	0.72	2.81	415,377	298,952	1,237,843	1,206,174
2022-01-25	$112.25	$140.00	72.1%	22.0%	44.4%	99.3%	75.9%	7.9%	-2.9%	4.4M	1.02B	-46.8M	0.67	2.43	219,989	147,400	1,344,027	1,272,162
2022-01-26	$110.71	$140.00	72.0%	22.2%	43.9%	99.1%	74.3%	10.6%	-2.9%	5.2M	1.44B	-46.1M	0.52	3.97	298,783	155,910	1,388,168	1,291,499
2022-01-27	$103.21	$140.00	72.4%	22.2%	47.3%	99.9%	78.1%	10.0%	-2.9%	-16.9M	2.95B	-43.4M	0.77	2.97	412,764	316,279	1,441,457	1,316,123
2022-01-28	$104.10	$135.00	65.1%	20.1%	48.2%	83.6%	70.0%	7.7%	-2.1%	-16.9M	2.83B	-44.6M	0.75	3.43	344,187	257,403	1,523,421	1,386,176
2022-01-31	$113.31	$135.00	60.2%	19.0%	60.2%	72.5%	66.8%	5.9%	-1.6%	22.7M	158.4M	-48.2M	0.51	2.37	371,661	190,922	1,400,346	1,332,322