AMD Options History — July 2022

In July 2022, AMD traded between $73.70 and $94.50. ATM implied volatility averaged 59.2%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 4.4% (HV 20d: 54.9%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.61.

Notable Days

2022-07-01: Highest Volume — 697,137 contracts
2022-07-11: Largest IV spike — 6.9% change
2022-07-05: Highest IV Rank — 78.5%
2022-07-12: Largest Expected Move — 17.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.84	$73.70	$94.50	$73.70	$94.50
Max Pain	$85.25	$85.00	$90.00	$90.00	$85.00
ATM IV	59.2%	52.6%	64.3%	61.4%	52.6%
Expected Move	16.8%	15.7%	17.9%	15.9%	15.7%
HV 20d	54.9%	46.6%	63.4%	56.9%	47.0%
HV 60d	67.2%	66.4%	68.0%	67.3%	67.0%
IV Rank	65.1%	47.6%	78.5%	70.8%	47.6%
IV Percentile	71.7%	41.3%	90.5%	83.3%	41.3%
Term Structure	-1.1%	-2.4%	2.0%	2.0%	-1.1%
VWIV	58.4%	55.1%	61.9%	55.8%	55.1%
Skew 25d	8.7%	5.1%	10.5%	10.5%	5.1%
Skew 10d	16.5%	10.2%	20.3%	20.3%	10.2%
Call IV 25d	55.1%	50.5%	59.9%	56.0%	50.5%
Put IV 25d	63.8%	55.6%	70.5%	66.5%	55.6%
Bid-Ask Spread %	1.45	1.11	1.89	1.89	1.71
Gamma HHI	0.06	0.04	0.20	0.13	0.04
Net GEX	11.4M	-61.4M	72.4M	-61.4M	25.5M
Net DEX	1.39B	-2.01B	4.41B	4.41B	-2.01B
Net VEX	-35.4M	-40.1M	-30.2M	-30.2M	-40.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.39	0.85	0.63	0.40
Total Volume	487,784.95	287,971	697,137	697,137	683,109
Total OI	2,875,756.9	2,605,823	3,059,997	3,009,064	2,890,061

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
2022-07-01	$73.70	$90.00	61.4%	15.9%	56.9%	70.8%	55.8%	10.5%	2.0%	-61.4M	4.41B	-30.2M	0.63	1.89	428,570	268,567	1,630,225	1,378,839
2022-07-05	$74.73	$85.00	64.3%	17.8%	58.1%	78.5%	61.9%	10.5%	-0.9%	-22.9M	3.72B	-30.8M	0.60	1.73	293,348	174,947	1,530,114	1,319,892
2022-07-06	$75.61	$85.00	63.2%	17.4%	58.9%	75.5%	61.5%	10.5%	-1.8%	-10.2M	3.43B	-31.4M	0.46	1.60	359,078	166,049	1,574,544	1,345,401
2022-07-07	$79.33	$85.00	61.7%	16.8%	63.1%	71.6%	57.5%	10.5%	-1.5%	30.6M	2.19B	-34.5M	0.39	1.40	445,923	173,240	1,643,875	1,368,920
2022-07-08	$79.54	$85.00	59.2%	16.4%	63.1%	64.9%	57.5%	9.4%	-1.1%	-3.6M	2.22B	-34.5M	0.59	1.57	339,299	198,656	1,661,108	1,398,889
2022-07-11	$76.94	$85.00	63.2%	17.9%	63.4%	75.6%	59.6%	10.3%	-0.3%	-14.6M	3.05B	-32.6M	0.85	1.53	157,792	133,621	1,538,360	1,344,516
2022-07-12	$75.86	$85.00	63.9%	17.9%	62.5%	77.6%	61.5%	10.2%	-1.2%	-22.5M	3.33B	-31.8M	0.78	1.41	175,069	137,007	1,553,884	1,361,761
2022-07-13	$77.86	$85.00	62.3%	17.2%	56.9%	73.3%	58.9%	10.2%	-2.4%	-8.4M	2.77B	-33.0M	0.78	1.55	219,204	170,314	1,579,047	1,370,657
2022-07-14	$78.62	$85.00	61.0%	17.1%	57.1%	69.9%	59.3%	9.0%	-1.9%	-492.1K	2.56B	-33.5M	0.56	1.66	319,779	179,378	1,603,961	1,396,674
2022-07-15	$80.70	$85.00	59.2%	16.8%	56.9%	65.1%	56.8%	8.7%	-1.3%	59.4M	1.74B	-34.5M	0.50	1.66	399,249	198,092	1,627,086	1,411,256
2022-07-18	$81.13	$85.00	60.4%	17.2%	46.6%	68.3%	59.8%	8.9%	-1.3%	3.8M	1.61B	-34.5M	0.53	1.28	320,318	168,852	1,353,249	1,252,574
2022-07-19	$85.94	$85.00	58.4%	16.7%	50.9%	62.9%	58.0%	8.7%	-1.1%	32.3M	310.1M	-37.3M	0.60	1.27	321,633	192,000	1,405,132	1,294,785
2022-07-20	$89.53	$85.00	57.3%	16.4%	51.7%	60.1%	58.7%	8.2%	-1.1%	50.8M	-839.1M	-39.1M	0.56	1.34	345,295	191,875	1,434,033	1,347,192
2022-07-21	$90.72	$85.00	55.9%	16.1%	51.8%	56.2%	57.3%	7.5%	-1.1%	72.4M	-1.24B	-39.5M	0.61	1.16	346,643	212,195	1,477,467	1,378,206
2022-07-22	$87.78	$85.00	55.3%	15.9%	53.1%	54.7%	57.4%	7.5%	-1.0%	4.2M	99.5M	-38.2M	0.81	1.31	289,943	235,170	1,491,472	1,411,433
2022-07-25	$87.23	$85.00	56.7%	16.6%	51.0%	58.4%	57.5%	8.0%	-1.1%	2.3M	626.3M	-37.6M	0.81	1.22	159,509	128,462	1,383,786	1,329,895
2022-07-26	$85.12	$85.00	59.4%	17.4%	51.7%	65.5%	61.4%	7.6%	-1.3%	-4.6M	1.13B	-37.1M	0.73	1.11	177,981	129,345	1,420,541	1,349,046
2022-07-27	$90.48	$85.00	55.4%	16.3%	50.0%	55.0%	56.4%	6.7%	-0.9%	38.9M	-533.4M	-39.2M	0.51	1.25	292,329	148,547	1,441,572	1,363,064
2022-07-28	$91.48	$85.00	54.1%	16.1%	47.1%	51.5%	56.5%	6.4%	-1.0%	55.7M	-869.9M	-39.2M	0.50	1.39	316,461	158,850	1,467,522	1,385,099
2022-07-29	$94.50	$85.00	52.6%	15.7%	47.0%	47.6%	55.1%	5.1%	-1.1%	25.5M	-2.01B	-40.1M	0.40	1.71	488,349	194,760	1,492,015	1,398,046