AMD Options History — August 2022

In August 2022, AMD traded between $85.43 and $103.91. ATM implied volatility averaged 108.3%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 42.8%. IV traded above realized volatility by 59.8% (HV 20d: 48.6%). Max pain ranged from $85.00 to $100.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.74.

Notable Days

2022-08-04: Highest Volume — 1,232,665 contracts
2022-08-18: Largest IV spike — 834.9% change
2022-08-12: Highest IV Rank — 100.0%
2022-08-19: Largest Expected Move — 118.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$96.44	$85.43	$103.91	$96.72	$85.43
Max Pain	$89.24	$85.00	$100.00	$85.00	$100.00
ATM IV	108.3%	38.3%	362.3%	55.1%	52.9%
Expected Move	42.8%	11.0%	118.9%	17.1%	15.3%
HV 20d	48.6%	43.2%	52.1%	43.2%	50.5%
HV 60d	57.8%	53.9%	64.5%	64.5%	54.5%
IV Rank	38.0%	1.1%	100.0%	54.1%	5.6%
IV Percentile	46.6%	7.1%	100.0%	51.2%	39.3%
Term Structure	0.5%	-14.2%	27.3%	-1.7%	-0.2%
VWIV	50.8%	46.5%	63.5%	60.0%	54.2%
Skew 25d	-123.3%	-618.2%	6.9%	4.6%	6.9%
Skew 10d	-99.0%	-519.0%	12.7%	9.5%	12.7%
Call IV 25d	172.5%	42.5%	661.2%	52.8%	49.4%
Put IV 25d	49.1%	28.2%	58.9%	57.3%	56.4%
Bid-Ask Spread %	39.54	1.64	65.80	1.64	5.03
Gamma HHI	0.06	0.04	0.18	0.04	0.07
Net GEX	16.7M	-76.8M	143.7M	39.6M	-54.7M
Net DEX	-1.21B	-5.04B	2.70B	-2.00B	2.70B
Net VEX	-24.3M	-43.1M	-16.1M	-41.0M	-35.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.44	1.10	0.46	1.10
Total Volume	533,127.348	268,652	1,232,665	605,705	445,420
Total OI	2,059,720.13	1,378,400	3,233,218	2,738,474	2,849,307

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
2022-08-01	$96.72	$85.00	55.1%	17.1%	43.2%	54.1%	60.0%	4.6%	-1.7%	39.6M	-2.00B	-41.0M	0.46	1.64	416,203	189,502	1,408,762	1,329,712
2022-08-02	$99.50	$85.00	57.1%	18.0%	43.5%	59.5%	63.5%	3.5%	-2.0%	60.4M	-3.01B	-42.8M	0.59	1.98	537,863	319,986	1,497,119	1,386,225
2022-08-03	$98.21	$85.00	47.4%	13.8%	44.6%	33.8%	47.9%	4.5%	-0.9%	79.1M	-2.42B	-41.2M	0.44	2.05	671,575	296,767	1,606,869	1,491,471
2022-08-04	$103.91	$100.00	48.7%	13.7%	45.5%	37.3%	48.6%	3.8%	-0.7%	143.7M	-5.04B	-43.1M	0.54	6.68	800,588	432,077	1,633,086	1,512,891
2022-08-05	$102.02	$100.00	46.4%	13.4%	46.8%	31.2%	46.7%	4.0%	-0.3%	45.8M	-3.82B	-42.7M	0.58	6.78	465,651	271,237	1,642,127	1,591,091
2022-08-08	$100.15	$100.00	47.5%	13.6%	45.2%	34.1%	47.9%	4.6%	0.1%	41.6M	-2.42B	-41.7M	0.83	6.39	286,923	239,144	1,464,029	1,435,758
2022-08-09	$95.31	$85.00	48.8%	101.3%	49.5%	37.4%	51.0%	4.7%	-0.4%	-5.1M	-706.4M	-17.4M	0.88	60.04	248,978	218,897	790,429	959,665
2022-08-10	$99.17	$87.50	45.1%	98.5%	50.3%	27.6%	49.4%	4.1%	0.9%	43.1M	-1.83B	-16.7M	0.50	58.74	311,457	156,333	814,572	978,562
2022-08-11	$98.12	$87.50	45.6%	12.6%	50.9%	28.9%	52.1%	4.3%	-14.2%	24.4M	-1.57B	-16.9M	0.51	61.19	375,527	192,327	826,875	999,978
2022-08-12	$100.70	$87.50	217.6%	106.5%	50.9%	100.0%	47.5%	3.8%	1.4%	79.0M	-2.31B	-16.8M	0.61	56.02	375,926	230,301	859,335	1,014,816
2022-08-15	$101.24	$87.50	331.5%	108.7%	50.9%	100.0%	48.2%	-562.3%	-0.2%	38.0M	-2.11B	-16.8M	0.55	57.13	227,326	124,274	748,864	947,426
2022-08-16	$100.41	$87.50	362.3%	110.3%	48.3%	100.0%	48.1%	-571.5%	-0.2%	29.7M	-1.89B	-16.5M	0.68	60.54	187,569	128,057	775,131	975,746
2022-08-17	$98.28	$87.50	38.3%	11.0%	47.6%	1.1%	51.1%	-568.4%	27.3%	4.5M	-1.35B	-17.0M	0.86	65.80	199,455	172,195	794,121	984,951
2022-08-18	$100.67	$87.50	357.9%	112.6%	48.1%	98.7%	46.5%	-608.2%	-0.1%	58.8M	-2.11B	-17.1M	0.81	64.29	275,716	222,478	813,218	995,951
2022-08-19	$95.84	$87.50	339.7%	118.9%	50.1%	93.1%	48.0%	-618.2%	1.4%	-67.9M	-470.1M	-16.1M	0.78	65.19	314,028	245,940	823,145	1,008,282
2022-08-22	$92.38	$87.50	49.9%	14.2%	52.1%	4.6%	52.8%	6.2%	0.0%	-25.3M	312.0M	-16.7M	1.08	46.55	173,145	187,471	589,145	789,255
2022-08-23	$92.78	$87.50	48.5%	13.8%	51.0%	4.2%	49.8%	5.8%	0.1%	-18.5M	213.5M	-17.0M	0.83	48.87	146,652	122,000	630,811	817,865
2022-08-24	$93.02	$87.50	48.7%	13.8%	46.4%	4.3%	50.0%	5.7%	0.0%	-20.7M	170.4M	-16.8M	0.94	49.07	191,025	178,676	647,044	838,207
2022-08-25	$96.83	$87.50	46.8%	13.2%	48.3%	3.7%	48.1%	5.3%	0.3%	39.2M	-787.0M	-17.6M	0.73	45.51	288,993	210,346	681,486	869,283
2022-08-26	$91.26	$87.50	51.4%	14.5%	51.7%	5.1%	51.0%	6.5%	0.2%	-76.8M	682.8M	-17.0M	0.85	45.46	269,487	229,708	708,159	898,871
2022-08-29	$89.09	$87.50	51.9%	14.9%	51.4%	5.3%	52.4%	6.9%	0.1%	-33.8M	780.7M	-17.1M	0.97	47.12	166,396	161,159	612,420	827,952
2022-08-30	$87.01	$87.50	52.7%	15.0%	50.4%	5.5%	53.1%	6.8%	-0.4%	-40.4M	1.10B	-16.9M	0.94	47.41	184,060	173,091	649,252	854,299
2022-08-31	$85.43	$100.00	52.9%	15.3%	50.5%	5.6%	54.2%	6.9%	-0.2%	-54.7M	2.70B	-35.0M	1.10	5.03	211,614	233,806	1,446,897	1,402,410