AMD Options History — April 2022

In April 2022, AMD traded between $85.31 and $110.30. ATM implied volatility averaged 61.7%, placing in the 75.8% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 8.0% (HV 20d: 53.7%). Max pain ranged from $91.00 to $115.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.64.

Notable Days

2022-04-01: Highest Volume — 983,752 contracts
2022-04-13: Largest IV drop — 7.2% change
2022-04-26: Highest IV Rank — 98.5%
2022-04-26: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$95.81	$85.31	$110.30	$106.70	$86.08
Max Pain	$109.30	$91.00	$115.00	$110.00	$110.00
ATM IV	61.7%	54.8%	71.7%	56.2%	69.9%
Expected Move	17.6%	15.1%	21.4%	16.0%	21.4%
HV 20d	53.7%	49.6%	59.9%	59.0%	50.7%
HV 60d	65.7%	63.3%	66.7%	65.7%	63.3%
IV Rank	75.8%	60.2%	98.5%	63.4%	94.3%
IV Percentile	90.6%	79.4%	98.4%	82.5%	97.6%
Term Structure	-1.8%	-3.6%	1.7%	1.7%	-3.3%
VWIV	61.2%	52.5%	74.6%	54.8%	74.6%
Skew 25d	6.5%	2.9%	10.3%	4.6%	9.0%
Skew 10d	11.8%	5.6%	18.0%	7.8%	16.4%
Call IV 25d	59.3%	54.1%	66.8%	54.2%	66.8%
Put IV 25d	65.7%	57.5%	77.0%	58.7%	75.8%
Bid-Ask Spread %	22.63	16.10	38.79	22.05	16.37
Gamma HHI	0.04	0.03	0.06	0.05	0.04
Net GEX	-12.8M	-50.6M	57.7M	-6.2M	-25.4M
Net DEX	3.07B	-342.1M	4.65B	1.69B	4.52B
Net VEX	-45.6M	-53.0M	-13.8M	-51.4M	-42.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.41	0.91	0.73	0.80
Total Volume	537,447.25	312,068	983,752	983,752	402,601
Total OI	3,222,843.65	1,421,389	3,568,347	3,364,425	3,372,413

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
2022-04-01	$106.70	$110.00	56.2%	16.0%	59.0%	63.4%	54.8%	4.6%	1.7%	-6.2M	1.69B	-51.4M	0.73	22.05	567,112	416,640	1,821,197	1,543,228
2022-04-04	$110.30	$110.00	54.8%	15.1%	58.8%	60.2%	52.5%	2.9%	-1.4%	57.7M	-342.1M	-53.0M	0.41	22.89	483,162	200,021	1,668,424	1,491,222
2022-04-05	$106.44	$115.00	56.5%	15.6%	59.9%	64.1%	53.9%	5.1%	-1.3%	26.0M	1.31B	-52.0M	0.65	24.30	303,468	195,782	1,742,765	1,540,791
2022-04-06	$104.01	$110.00	60.2%	16.4%	57.4%	72.4%	57.6%	5.3%	-1.5%	-2.0M	2.07B	-51.4M	0.65	24.45	383,474	248,294	1,777,761	1,567,043
2022-04-07	$104.70	$110.00	59.1%	16.1%	54.8%	70.0%	56.4%	3.8%	-1.6%	16.7M	1.74B	-52.0M	0.53	24.64	384,913	204,876	1,839,129	1,587,368
2022-04-08	$101.23	$110.00	60.3%	16.6%	55.9%	72.6%	57.0%	4.6%	-1.9%	-25.8M	3.00B	-50.3M	0.56	25.30	456,871	254,666	1,876,852	1,600,961
2022-04-11	$97.31	$110.00	62.8%	17.5%	57.1%	78.4%	61.3%	7.4%	-1.2%	-17.1M	3.57B	-47.4M	0.64	25.44	415,533	264,761	1,763,524	1,533,746
2022-04-12	$94.88	$110.00	61.8%	17.1%	52.0%	76.0%	59.0%	6.7%	-1.9%	-31.9M	4.17B	-46.3M	0.53	27.65	412,669	220,342	1,832,952	1,591,506
2022-04-13	$98.18	$110.00	57.3%	15.8%	49.7%	65.9%	55.3%	6.0%	-2.2%	3.3M	3.11B	-48.7M	0.55	28.22	341,391	187,025	1,888,473	1,621,957
2022-04-14	$93.55	$110.00	57.5%	16.1%	51.3%	66.4%	56.6%	6.1%	-1.8%	-50.6M	4.65B	-45.6M	0.62	28.69	338,890	210,312	1,917,242	1,651,105
2022-04-18	$93.22	$110.00	58.4%	16.6%	50.1%	68.3%	57.3%	5.9%	-0.9%	-22.6M	3.49B	-44.9M	0.63	18.08	297,148	187,731	1,584,565	1,489,758
2022-04-19	$96.60	$110.00	56.4%	16.1%	52.3%	63.9%	55.9%	5.3%	-0.9%	7.6M	2.43B	-47.7M	0.59	18.31	259,755	151,974	1,640,580	1,525,118
2022-04-20	$94.28	$110.00	59.0%	16.9%	52.5%	69.7%	58.9%	5.5%	-1.4%	-6.8M	3.11B	-46.8M	0.62	18.35	229,032	141,017	1,688,966	1,543,866
2022-04-21	$89.54	$110.00	62.5%	18.0%	54.3%	77.7%	62.2%	6.2%	-1.7%	-45.8M	4.38B	-43.6M	0.65	18.24	322,937	209,320	1,702,084	1,561,059
2022-04-22	$88.55	$110.00	65.7%	19.0%	50.2%	84.8%	65.7%	7.5%	-2.1%	-38.8M	4.53B	-43.8M	0.91	18.21	268,318	245,344	1,760,678	1,593,356
2022-04-25	$89.99	$110.00	67.0%	19.9%	51.4%	87.9%	68.0%	7.9%	-2.9%	-21.8M	3.73B	-44.8M	0.56	18.43	266,389	148,096	1,615,878	1,542,408
2022-04-26	$85.70	$110.00	71.7%	21.4%	52.1%	98.5%	73.2%	10.3%	-3.6%	-32.2M	4.62B	-42.1M	0.62	18.02	226,298	140,331	1,676,692	1,561,369
2022-04-27	$85.31	$91.00	70.4%	21.1%	49.6%	95.5%	73.7%	10.3%	-3.2%	-28.4M	1.93B	-13.8M	0.90	38.79	164,059	148,009	631,194	790,195
2022-04-28	$89.71	$110.00	66.1%	20.0%	54.7%	85.8%	70.9%	9.0%	-2.9%	-12.1M	3.69B	-44.2M	0.69	16.10	266,204	184,180	1,724,859	1,594,589
2022-04-29	$86.08	$110.00	69.9%	21.4%	50.7%	94.3%	74.6%	9.0%	-3.3%	-25.4M	4.52B	-42.5M	0.80	16.37	223,502	179,099	1,753,974	1,618,439