AMD Options History — February 2022

In February 2022, AMD traded between $110.02 and $132.68. ATM implied volatility averaged 56.7%, placing in the 64.5% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 12.9% (HV 20d: 69.6%). Max pain ranged from $120.00 to $135.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.53.

Notable Days

  • 2022-02-02: Highest Volume — 1,282,949 contracts
  • 2022-02-11: Largest IV spike — 20.8% change
  • 2022-02-01: Highest IV Rank — 79.6%
  • 2022-02-01: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$119.65$110.02$132.68$116.26$122.57
Max Pain$127.11$120.00$135.00$135.00$125.00
ATM IV56.7%47.2%63.4%63.4%54.7%
Expected Move16.5%13.7%20.8%20.8%16.0%
HV 20d69.6%58.8%78.9%58.8%75.1%
HV 60d59.2%54.6%62.5%58.4%62.0%
IV Rank64.5%43.2%79.6%79.6%60.0%
IV Percentile89.3%73.4%97.6%97.6%84.1%
Term Structure-0.4%-2.3%0.4%-2.3%-0.3%
VWIV57.8%48.3%72.9%72.9%56.7%
Skew 25d6.6%3.6%9.6%4.6%8.1%
Skew 10d12.0%6.1%17.7%7.5%14.5%
Call IV 25d53.9%45.9%61.2%61.2%51.0%
Put IV 25d60.6%49.8%68.2%65.8%59.1%
Bid-Ask Spread %6.252.2012.202.708.60
Gamma HHI0.050.030.090.030.05
Net GEX74.6M-43.8K159.4M43.2M94.7M
Net DEX-2.03B-6.41B1.28B-982.4M-3.51B
Net VEX-53.3M-54.9M-50.6M-50.6M-54.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.370.840.440.42
Total Volume738,753.526444,7051,282,949691,205629,630
Total OI3,047,073.4212,801,3693,364,8942,841,4192,873,119

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$116.26$135.0063.4%20.8%58.8%79.6%72.9%4.6%-2.3%43.2M-982.4M-50.6M0.442.70480,636210,5691,471,5121,369,907
2022-02-02$122.58$130.0056.8%17.7%62.2%64.8%61.8%3.6%-1.0%121.6M-3.49B-52.9M0.422.20901,907381,0421,597,6721,426,760
2022-02-03$120.68$120.0060.2%17.0%60.0%72.5%59.1%5.3%-0.8%85.7M-2.46B-54.6M0.542.97419,326228,2671,657,5021,476,967
2022-02-04$123.88$120.0053.8%15.4%61.1%58.1%54.3%5.0%-0.0%128.9M-3.59B-54.6M0.543.21432,758235,3011,687,4731,492,674
2022-02-07$123.91$120.0054.0%15.4%60.5%58.5%53.9%4.3%-0.0%71.7M-2.97B-53.6M0.513.39328,478166,7391,497,4571,364,472
2022-02-08$127.81$125.0049.7%14.3%61.7%48.7%50.0%4.5%0.1%112.5M-4.31B-54.0M0.592.98279,194165,5111,547,8761,400,513
2022-02-09$132.68$125.0047.2%13.7%61.2%43.2%48.3%4.0%0.4%159.4M-6.41B-54.6M0.413.22503,399208,5621,580,2371,423,195
2022-02-10$125.31$130.0052.1%15.0%64.3%54.2%52.6%5.8%0.4%66.4M-3.06B-53.9M0.602.60396,059236,7081,611,7241,455,896
2022-02-11$112.12$130.0062.9%18.0%74.1%78.6%60.8%9.6%-0.1%-43.8K1.28B-51.2M0.573.11768,719440,7511,656,2271,478,172
2022-02-14$115.30$130.0061.1%17.5%74.3%74.5%60.5%7.8%-0.6%37.7M-271.3M-52.7M0.563.25376,329209,9521,622,4821,432,868
2022-02-15$121.33$130.0056.7%16.3%76.4%64.6%56.6%6.9%-0.9%88.4M-2.40B-54.2M0.3711.80580,835214,1611,660,3141,455,731
2022-02-16$117.87$130.0056.7%16.3%76.7%64.6%57.7%6.6%-0.1%71.5M-1.16B-53.6M0.4611.59464,693211,8541,725,4711,490,972
2022-02-17$113.13$130.0058.2%16.7%75.8%67.9%58.3%7.3%-0.0%23.2M625.6M-52.1M0.6511.65384,914250,3561,803,1141,521,583
2022-02-18$114.39$130.0058.7%16.9%75.8%69.0%60.0%8.9%-0.5%47.8M56.6M-52.8M0.8412.20450,615379,0201,823,9621,540,932
2022-02-22$116.45$130.0058.8%17.2%74.3%69.3%59.4%8.3%-0.7%45.9M-1.34B-53.2M0.508.29429,682215,3471,456,8801,344,489
2022-02-23$110.02$125.0061.9%18.1%76.7%76.3%62.2%8.8%-0.9%4.2M641.2M-50.9M0.518.33409,240207,6961,522,9301,384,862
2022-02-24$116.18$125.0057.8%16.8%78.9%67.1%59.1%8.6%-0.5%72.8M-1.40B-53.5M0.668.28478,050317,2271,566,6131,406,340
2022-02-25$120.96$125.0052.2%15.0%75.1%54.4%53.9%7.8%-0.1%142.8M-3.76B-54.4M0.408.39746,737296,0531,619,1811,446,316
2022-02-28$122.57$125.0054.7%16.0%75.1%60.0%56.7%8.1%-0.3%94.7M-3.51B-54.9M0.428.60444,922184,7081,503,3511,369,768