AMD Options History — March 2022

In March 2022, AMD traded between $102.45 and $123.40. ATM implied volatility averaged 55.7%, placing in the 62.2% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded below realized volatility by 16.1% (HV 20d: 71.8%). Max pain ranged from $110.00 to $125.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.56.

Notable Days

2022-03-31: Highest Volume — 1,269,330 contracts
2022-03-09: Largest IV drop — 12.0% change
2022-03-07: Highest IV Rank — 86.6%
2022-03-07: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.63	$102.45	$123.40	$113.07	$110.31
Max Pain	$114.43	$110.00	$125.00	$125.00	$110.00
ATM IV	55.7%	48.1%	66.4%	62.2%	54.6%
Expected Move	16.7%	14.3%	20.9%	18.7%	15.6%
HV 20d	71.8%	57.8%	81.0%	75.7%	59.2%
HV 60d	65.2%	63.7%	66.6%	64.0%	66.2%
IV Rank	62.2%	45.1%	86.6%	76.9%	59.9%
IV Percentile	81.2%	65.9%	98.0%	96.8%	79.4%
Term Structure	0.6%	-2.2%	4.3%	-0.9%	2.0%
VWIV	57.7%	51.1%	71.7%	63.3%	53.9%
Skew 25d	7.4%	2.9%	11.6%	9.2%	5.3%
Skew 10d	13.6%	4.7%	21.2%	16.7%	9.3%
Call IV 25d	52.4%	46.5%	60.9%	57.4%	52.1%
Put IV 25d	59.8%	50.5%	72.5%	66.6%	57.4%
Bid-Ask Spread %	15.17	7.64	22.37	8.17	20.63
Gamma HHI	0.05	0.03	0.10	0.04	0.04
Net GEX	68.9M	-13.3M	204.6M	31.5M	3.4M
Net DEX	-1.06B	-5.32B	2.11B	-216.0M	462.1M
Net VEX	-52.5M	-55.6M	-49.0M	-52.4M	-51.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.38	0.84	0.58	0.47
Total Volume	705,806.261	380,787	1,269,330	697,856	1,269,330
Total OI	3,089,336	2,742,774	3,357,732	2,986,940	3,106,905

Daily Data (23 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
2022-03-01	$113.07	$125.00	62.2%	18.7%	75.7%	76.9%	63.3%	9.2%	-0.9%	31.5M	-216.0M	-52.4M	0.58	8.17	442,552	255,304	1,579,628	1,407,312
2022-03-02	$118.94	$125.00	55.1%	16.3%	77.3%	61.0%	57.0%	8.9%	-0.2%	120.2M	-2.27B	-54.6M	0.42	7.97	490,730	208,408	1,660,475	1,443,426
2022-03-03	$111.16	$122.00	60.2%	18.0%	78.5%	72.5%	60.9%	9.4%	-0.8%	2.3M	513.7M	-52.0M	0.54	8.33	521,221	280,665	1,682,966	1,463,371
2022-03-04	$107.25	$120.00	63.4%	18.9%	79.2%	79.7%	64.0%	11.0%	-0.7%	-13.3M	1.64B	-51.0M	0.81	8.27	423,738	341,546	1,766,425	1,490,701
2022-03-07	$103.68	$120.00	66.4%	20.9%	78.8%	86.6%	71.7%	11.6%	-1.6%	-2.8M	1.94B	-49.7M	0.56	8.48	302,274	169,857	1,602,350	1,433,769
2022-03-08	$105.99	$120.00	65.6%	20.3%	79.5%	84.6%	70.8%	10.3%	-0.8%	18.2M	1.27B	-50.7M	0.55	8.59	405,583	221,355	1,647,940	1,447,236
2022-03-09	$111.43	$120.00	57.7%	17.8%	81.0%	66.9%	61.7%	9.0%	-0.2%	65.5M	-459.6M	-52.4M	0.49	7.64	386,715	189,485	1,673,160	1,460,224
2022-03-10	$106.07	$120.00	59.4%	18.1%	80.6%	70.7%	63.0%	9.7%	-0.1%	11.1M	1.43B	-50.2M	0.72	8.25	350,034	252,704	1,689,954	1,488,604
2022-03-11	$104.80	$120.00	60.1%	18.0%	78.7%	72.3%	63.0%	9.0%	-0.3%	20.8M	1.68B	-50.2M	0.80	7.92	335,139	267,387	1,737,492	1,510,879
2022-03-14	$102.45	$110.00	64.0%	18.2%	69.2%	81.2%	61.5%	10.9%	-2.2%	-6.4M	2.11B	-49.0M	0.84	21.14	206,573	174,214	1,612,758	1,470,513
2022-03-15	$109.13	$110.00	58.6%	17.1%	72.4%	68.8%	58.7%	9.8%	-0.7%	40.9M	102.4M	-52.2M	0.69	22.37	321,673	222,908	1,646,198	1,491,942
2022-03-16	$114.86	$110.00	53.5%	15.9%	72.4%	57.4%	54.8%	7.7%	-1.1%	87.7M	-2.10B	-54.0M	0.64	20.21	372,443	236,920	1,700,032	1,553,729
2022-03-17	$111.54	$110.00	52.0%	15.6%	72.5%	53.9%	53.6%	7.3%	-1.7%	62.1M	-648.9M	-52.0M	0.73	19.21	431,881	317,035	1,709,390	1,571,032
2022-03-18	$113.85	$110.00	48.1%	14.7%	71.4%	45.1%	51.3%	5.9%	-0.5%	134.2M	-1.77B	-52.4M	0.49	21.31	588,648	288,373	1,765,921	1,591,811
2022-03-21	$115.02	$110.00	50.8%	15.2%	71.4%	51.3%	52.6%	6.7%	2.2%	76.7M	-2.27B	-52.8M	0.41	20.58	518,499	211,928	1,425,736	1,317,038
2022-03-22	$114.88	$110.00	49.4%	14.9%	71.1%	48.1%	51.7%	6.0%	2.4%	100.6M	-2.32B	-53.0M	0.41	20.42	507,285	210,004	1,520,864	1,362,922
2022-03-23	$114.92	$110.00	49.5%	15.0%	68.0%	48.2%	52.4%	5.3%	3.7%	109.8M	-2.28B	-53.6M	0.50	21.38	440,239	222,049	1,574,430	1,409,839
2022-03-24	$119.97	$110.00	50.1%	15.1%	66.9%	49.6%	53.2%	3.1%	3.4%	204.6M	-4.72B	-55.6M	0.38	19.37	785,577	300,170	1,602,984	1,430,415
2022-03-25	$118.87	$110.00	49.7%	15.1%	65.4%	48.9%	52.9%	3.1%	4.3%	159.8M	-3.93B	-55.1M	0.47	17.41	600,649	281,789	1,638,026	1,470,616
2022-03-28	$119.92	$110.00	50.5%	15.0%	65.3%	50.6%	52.9%	3.5%	2.8%	103.3M	-3.88B	-54.1M	0.55	18.29	298,862	165,141	1,519,679	1,374,964
2022-03-29	$123.40	$110.00	48.7%	14.3%	58.8%	46.4%	51.1%	2.9%	2.6%	154.9M	-5.32B	-54.7M	0.40	17.09	429,198	172,021	1,565,489	1,412,988
2022-03-30	$119.07	$110.00	50.5%	14.7%	57.8%	50.6%	51.5%	3.7%	2.7%	100.2M	-3.35B	-54.1M	0.46	15.97	558,626	256,812	1,592,190	1,430,405
2022-03-31	$110.31	$110.00	54.6%	15.6%	59.2%	59.9%	53.9%	5.3%	2.0%	3.4M	462.1M	-51.7M	0.47	20.63	861,906	407,424	1,644,121	1,462,784