AMD Options History — May 2022

In May 2022, AMD traded between $85.93 and $103.06. ATM implied volatility averaged 63.0%, placing in the 78.7% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 11.5% (HV 20d: 74.5%). Max pain ranged from $100.00 to $107.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.64.

Notable Days

2022-05-04: Highest Volume — 1,205,705 contracts
2022-05-04: Largest IV drop — 18.9% change
2022-05-09: Highest IV Rank — 93.5%
2022-05-02: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$94.18	$85.93	$103.06	$88.69	$103.06
Max Pain	$101.52	$100.00	$107.00	$107.00	$100.00
ATM IV	63.0%	53.5%	69.5%	67.9%	57.3%
Expected Move	18.4%	16.0%	21.6%	21.6%	17.5%
HV 20d	74.5%	51.0%	84.8%	52.2%	82.8%
HV 60d	66.7%	63.6%	69.6%	63.7%	65.8%
IV Rank	78.7%	57.4%	93.5%	89.8%	65.9%
IV Percentile	87.9%	66.3%	97.2%	97.2%	72.6%
Term Structure	-0.8%	-2.3%	0.8%	-0.9%	-1.3%
VWIV	64.1%	56.9%	74.2%	73.6%	61.4%
Skew 25d	9.4%	6.4%	11.1%	9.1%	8.6%
Skew 10d	17.3%	12.1%	20.4%	16.3%	16.4%
Call IV 25d	58.5%	50.8%	64.2%	62.9%	53.2%
Put IV 25d	67.9%	57.2%	74.8%	71.9%	61.8%
Bid-Ask Spread %	10.69	6.21	17.15	16.50	6.36
Gamma HHI	0.05	0.03	0.10	0.04	0.04
Net GEX	18.4M	-33.0M	89.9M	-16.4M	42.5M
Net DEX	1.38B	-2.15B	4.13B	3.59B	-1.81B
Net VEX	-46.7M	-50.0M	-42.6M	-43.7M	-49.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.64	0.47	0.75	0.66	0.61
Total Volume	695,588.048	410,431	1,205,705	410,431	527,384
Total OI	3,300,294.476	2,969,503	3,550,197	3,149,102	3,073,295

Daily Data (21 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
2022-05-02	$88.69	$107.00	67.9%	21.6%	52.2%	89.8%	73.6%	9.1%	-0.9%	-16.4M	3.59B	-43.7M	0.66	16.50	247,645	162,786	1,604,250	1,544,852
2022-05-03	$90.56	$105.00	66.0%	21.2%	51.0%	85.5%	74.2%	7.0%	-0.7%	-5.9M	2.95B	-45.5M	0.59	16.65	392,959	232,533	1,666,319	1,596,539
2022-05-04	$99.15	$105.00	53.5%	16.0%	61.2%	57.4%	56.9%	6.4%	0.8%	74.6M	130.1M	-49.3M	0.47	17.15	820,099	385,606	1,769,649	1,660,254
2022-05-05	$93.55	$105.00	61.0%	17.5%	63.9%	74.3%	60.4%	7.8%	0.5%	17.6M	2.20B	-47.2M	0.55	11.09	501,267	274,588	1,789,392	1,686,310
2022-05-06	$94.89	$105.00	60.4%	17.3%	64.2%	72.9%	59.9%	8.4%	0.8%	49.8M	1.67B	-48.1M	0.56	11.04	517,221	289,528	1,835,174	1,715,023
2022-05-09	$86.46	$105.00	69.5%	19.3%	70.8%	93.5%	67.0%	10.8%	-1.9%	-30.9M	4.13B	-42.7M	0.67	10.82	366,208	246,142	1,665,811	1,587,408
2022-05-10	$88.56	$100.00	66.0%	18.8%	70.6%	85.5%	65.3%	10.0%	-0.4%	-16.1M	3.44B	-44.3M	0.47	9.08	370,461	175,608	1,730,918	1,597,724
2022-05-11	$88.48	$100.00	68.6%	19.4%	70.2%	91.5%	65.6%	10.1%	-1.0%	-13.2M	3.32B	-44.4M	0.72	10.74	327,698	235,855	1,756,865	1,602,625
2022-05-12	$85.93	$100.00	69.0%	19.6%	69.3%	92.4%	67.7%	10.4%	-0.9%	-33.0M	4.07B	-42.6M	0.72	11.25	317,499	229,332	1,780,794	1,624,662
2022-05-13	$95.56	$100.00	61.9%	17.7%	78.1%	76.4%	61.7%	9.3%	-0.5%	54.4M	788.8M	-47.7M	0.63	10.90	557,855	353,656	1,812,378	1,637,536
2022-05-16	$94.63	$100.00	62.8%	17.9%	78.2%	78.3%	62.8%	9.1%	-2.1%	7.7M	1.57B	-46.6M	0.64	10.88	335,494	215,839	1,690,848	1,564,299
2022-05-17	$102.05	$100.00	60.2%	17.2%	81.8%	72.4%	60.6%	8.2%	-2.3%	59.2M	-1.20B	-50.0M	0.66	11.39	556,494	365,338	1,746,717	1,596,834
2022-05-18	$96.54	$100.00	64.5%	18.5%	83.9%	82.1%	63.8%	10.4%	-1.6%	11.4M	1.00B	-48.2M	0.75	10.99	538,261	401,762	1,778,904	1,640,989
2022-05-19	$97.84	$100.00	62.8%	18.1%	81.6%	78.4%	62.8%	10.3%	-1.9%	33.6M	505.7M	-48.7M	0.73	11.16	424,059	309,172	1,814,250	1,649,421
2022-05-20	$92.14	$100.00	65.3%	18.9%	84.6%	84.0%	66.4%	10.2%	-2.0%	-25.4M	2.20B	-45.7M	0.70	10.83	540,888	376,956	1,840,047	1,624,833
2022-05-23	$94.23	$100.00	63.2%	18.6%	84.8%	79.3%	65.0%	11.1%	-0.7%	3.6M	948.1M	-46.4M	0.60	7.79	276,835	166,085	1,525,260	1,444,243
2022-05-24	$91.68	$100.00	65.0%	19.3%	83.4%	83.2%	66.3%	10.9%	-0.9%	-5.0M	1.59B	-45.6M	0.74	7.91	244,573	181,340	1,571,215	1,476,217
2022-05-25	$92.83	$100.00	63.8%	19.0%	83.4%	80.6%	66.2%	10.9%	-0.7%	8.5M	1.21B	-45.6M	0.69	7.83	348,360	240,191	1,601,724	1,499,158
2022-05-26	$99.07	$100.00	58.4%	17.2%	84.6%	68.5%	61.2%	9.7%	-0.1%	89.9M	-1.20B	-48.8M	0.73	6.21	481,296	349,740	1,663,360	1,557,083
2022-05-27	$101.90	$100.00	55.1%	16.1%	83.2%	61.0%	57.0%	8.9%	0.0%	80.5M	-2.15B	-49.5M	0.53	7.93	473,389	249,347	1,675,483	1,607,521
2022-05-31	$103.06	$100.00	57.3%	17.5%	82.8%	65.9%	61.4%	8.6%	-1.3%	42.5M	-1.81B	-49.3M	0.61	6.36	327,471	199,913	1,546,812	1,526,483