AMD Options History — June 2022

In June 2022, AMD traded between $76.70 and $108.40. ATM implied volatility averaged 57.6%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 10.4% (HV 20d: 68.0%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.65.

Notable Days

2022-06-02: Highest Volume — 850,685 contracts
2022-06-13: Largest IV spike — 18.1% change
2022-06-13: Highest IV Rank — 86.0%
2022-06-13: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.92	$76.70	$108.40	$102.00	$76.70
Max Pain	$98.95	$90.00	$105.00	$100.00	$90.00
ATM IV	57.6%	53.3%	66.3%	56.7%	61.7%
Expected Move	16.4%	14.9%	19.0%	17.1%	17.2%
HV 20d	68.0%	60.7%	82.9%	82.9%	62.9%
HV 60d	66.5%	63.5%	68.2%	65.4%	67.2%
IV Rank	65.1%	53.3%	86.0%	64.6%	71.5%
IV Percentile	71.0%	54.4%	94.4%	71.0%	83.7%
Term Structure	0.4%	-1.6%	2.4%	-1.3%	1.9%
VWIV	56.5%	52.7%	62.8%	60.6%	57.6%
Skew 25d	9.2%	7.2%	11.9%	8.7%	10.5%
Skew 10d	17.0%	13.4%	21.1%	16.6%	20.1%
Call IV 25d	53.1%	49.2%	59.1%	52.8%	56.6%
Put IV 25d	62.4%	57.0%	71.0%	61.5%	67.1%
Bid-Ask Spread %	1.68	1.16	6.39	6.39	1.53
Gamma HHI	0.06	0.04	0.11	0.04	0.08
Net GEX	-7.5M	-60.1M	94.6M	41.3M	-38.3M
Net DEX	1.30B	-4.02B	4.50B	-1.40B	3.69B
Net VEX	-40.7M	-50.4M	-32.7M	-48.9M	-32.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.65	0.49	0.83	0.83	0.52
Total Volume	523,042.714	313,373	850,685	432,958	567,049
Total OI	3,012,542.19	2,500,778	3,369,088	3,155,588	2,939,081

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
2022-06-01	$102.00	$100.00	56.7%	17.1%	82.9%	64.6%	60.6%	8.7%	-1.3%	41.3M	-1.40B	-48.9M	0.83	6.39	237,206	195,752	1,587,251	1,568,337
2022-06-02	$108.40	$105.00	54.0%	14.9%	79.4%	58.5%	53.1%	7.3%	-1.2%	94.6M	-4.02B	-50.4M	0.72	1.66	493,955	356,730	1,613,532	1,596,133
2022-06-03	$106.20	$105.00	55.1%	15.7%	76.6%	61.0%	55.5%	7.4%	-1.0%	19.9M	-2.90B	-49.7M	0.82	1.54	425,521	350,304	1,617,690	1,650,390
2022-06-06	$105.51	$100.00	54.6%	15.6%	76.7%	59.8%	55.3%	7.9%	0.1%	26.8M	-2.24B	-48.8M	0.63	1.57	268,728	169,069	1,542,655	1,560,075
2022-06-07	$104.91	$100.00	53.3%	15.2%	67.5%	56.9%	52.7%	7.5%	-0.0%	28.2M	-2.00B	-48.5M	0.58	1.53	203,934	117,587	1,590,073	1,581,757
2022-06-08	$101.91	$100.00	55.6%	16.0%	68.6%	62.0%	55.0%	7.3%	0.3%	6.8M	-947.1M	-47.3M	0.64	1.42	327,246	208,955	1,612,839	1,594,101
2022-06-09	$99.21	$100.00	55.5%	15.7%	69.6%	61.8%	53.9%	7.2%	-0.9%	-7.9M	72.2M	-46.0M	0.57	1.46	310,019	176,374	1,675,021	1,627,013
2022-06-10	$95.27	$100.00	56.1%	16.0%	70.5%	63.3%	55.2%	8.6%	-0.3%	-48.9M	1.68B	-44.1M	0.68	1.35	423,430	288,185	1,727,097	1,641,991
2022-06-13	$87.27	$100.00	66.3%	19.0%	67.2%	86.0%	62.8%	11.9%	-0.6%	-45.2M	3.39B	-39.7M	0.70	1.56	276,818	194,988	1,579,418	1,546,464
2022-06-14	$86.96	$100.00	62.4%	17.9%	67.1%	77.2%	59.8%	10.4%	-0.2%	-45.0M	3.29B	-39.0M	0.80	1.50	185,731	147,881	1,605,790	1,533,113
2022-06-15	$89.59	$100.00	55.9%	16.0%	61.7%	61.5%	55.1%	9.0%	0.0%	-32.8M	2.57B	-39.9M	0.54	2.20	263,795	142,525	1,632,424	1,535,983
2022-06-16	$81.67	$100.00	63.7%	18.3%	66.8%	79.2%	61.1%	11.1%	-1.6%	-60.1M	4.50B	-35.1M	0.63	1.42	348,114	219,213	1,671,142	1,529,180
2022-06-17	$81.40	$100.00	60.0%	17.3%	66.3%	70.4%	58.4%	10.1%	-1.2%	-21.0M	4.44B	-34.7M	0.74	1.48	333,469	245,274	1,743,720	1,531,437
2022-06-21	$84.02	$100.00	57.1%	16.4%	65.0%	63.7%	56.4%	10.4%	1.8%	-11.9M	2.45B	-35.6M	0.49	1.25	294,428	143,755	1,300,507	1,200,271
2022-06-22	$83.75	$100.00	56.0%	16.1%	64.2%	61.1%	55.4%	10.3%	1.9%	-9.5M	2.46B	-35.7M	0.55	1.23	250,381	138,183	1,344,685	1,220,430
2022-06-23	$82.63	$100.00	55.9%	15.8%	63.8%	60.8%	55.4%	10.1%	2.2%	-19.7M	2.67B	-34.7M	0.60	1.17	377,658	225,842	1,379,859	1,230,141
2022-06-24	$86.28	$95.00	53.8%	15.1%	65.8%	53.3%	53.0%	7.8%	2.1%	28.9M	1.45B	-38.1M	0.58	1.16	355,296	205,552	1,475,625	1,298,518
2022-06-27	$86.63	$95.00	55.8%	15.6%	60.7%	57.6%	54.5%	9.5%	2.4%	1.7M	1.61B	-38.1M	0.63	1.18	191,752	121,621	1,381,277	1,265,037
2022-06-28	$81.03	$95.00	60.2%	16.6%	62.8%	67.7%	57.1%	9.8%	1.9%	-25.2M	2.94B	-35.0M	0.57	1.17	337,165	193,383	1,415,440	1,293,009
2022-06-29	$77.88	$93.00	60.8%	16.4%	62.9%	69.1%	57.9%	10.7%	1.7%	-40.0M	3.63B	-33.0M	0.79	1.43	374,300	296,729	1,493,004	1,331,876
2022-06-30	$76.70	$90.00	61.7%	17.2%	62.9%	71.5%	57.6%	10.5%	1.9%	-38.3M	3.69B	-32.7M	0.52	1.53	372,216	194,833	1,575,421	1,363,660