AMD Options History — September 2022

In September 2022, AMD traded between $63.87 and $85.55. ATM implied volatility averaged 54.7%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 4.9% (HV 20d: 49.8%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.88.

Notable Days

2022-09-22: Highest Volume — 678,436 contracts
2022-09-13: Largest IV spike — 11.6% change
2022-09-29: Highest IV Rank — 8.9%
2022-09-29: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.05	$63.87	$85.55	$81.40	$63.87
Max Pain	$83.33	$80.00	$100.00	$87.50	$80.00
ATM IV	54.7%	46.6%	63.8%	55.1%	60.7%
Expected Move	15.6%	13.6%	18.0%	15.6%	16.9%
HV 20d	49.8%	43.8%	54.9%	46.6%	51.6%
HV 60d	52.2%	50.3%	55.3%	55.3%	51.0%
IV Rank	6.1%	3.6%	8.9%	6.2%	7.9%
IV Percentile	48.0%	17.9%	86.9%	48.8%	75.8%
Term Structure	0.9%	-1.0%	3.3%	-1.0%	3.3%
VWIV	54.0%	48.0%	60.7%	56.6%	58.0%
Skew 25d	7.8%	6.3%	10.4%	8.0%	9.7%
Skew 10d	14.1%	11.2%	19.2%	14.5%	18.2%
Call IV 25d	50.8%	43.7%	58.6%	50.9%	55.2%
Put IV 25d	58.6%	50.0%	69.1%	58.8%	64.8%
Bid-Ask Spread %	6.43	1.14	53.10	51.33	1.60
Gamma HHI	0.08	0.05	0.13	0.09	0.11
Net GEX	-41.1M	-65.2M	-18.3M	-64.9M	-47.0M
Net DEX	2.55B	101.9M	4.01B	2.06B	4.01B
Net VEX	-20.9M	-31.4M	-14.5M	-16.0M	-24.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.52	1.41	1.27	1.23
Total Volume	474,247.857	258,769	678,436	669,396	519,536
Total OI	2,270,643.667	1,625,391	3,167,923	1,625,391	3,121,742

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
2022-09-01	$81.40	$87.50	55.1%	15.6%	46.6%	6.2%	56.6%	8.0%	-1.0%	-64.9M	2.06B	-16.0M	1.27	51.33	294,743	374,653	713,555	911,836
2022-09-02	$80.02	$87.50	54.9%	15.6%	46.6%	6.2%	54.9%	7.8%	-0.5%	-65.2M	2.08B	-15.5M	0.78	53.10	293,019	228,205	761,486	953,250
2022-09-06	$78.88	$100.00	55.2%	15.5%	46.5%	6.3%	54.7%	7.8%	-0.4%	-53.9M	3.66B	-30.5M	0.98	1.29	195,698	190,866	1,450,438	1,393,670
2022-09-07	$79.97	$90.00	51.7%	14.8%	45.1%	5.2%	51.1%	7.1%	0.1%	-47.9M	3.28B	-31.4M	0.78	1.37	252,938	197,172	1,511,324	1,421,947
2022-09-08	$82.33	$85.00	50.7%	14.8%	43.8%	4.9%	50.7%	7.0%	0.2%	-19.9M	1.05B	-16.0M	0.52	1.34	370,657	191,267	779,214	954,905
2022-09-09	$85.55	$85.00	46.6%	13.6%	46.9%	3.6%	48.0%	6.3%	0.6%	-19.9M	101.9M	-16.8M	0.64	1.40	283,754	180,304	826,087	978,197
2022-09-12	$84.51	$85.00	48.3%	13.9%	45.3%	4.1%	48.6%	7.0%	0.0%	-29.2M	769.1M	-16.7M	0.79	1.37	169,180	133,118	719,125	930,293
2022-09-13	$76.83	$85.00	53.8%	15.6%	54.3%	5.9%	52.2%	8.1%	0.7%	-58.9M	3.82B	-29.7M	0.82	1.20	276,507	225,652	1,528,036	1,423,156
2022-09-14	$77.49	$85.00	52.4%	15.2%	54.9%	5.4%	50.9%	7.8%	0.7%	-47.6M	2.11B	-15.7M	0.99	2.14	192,009	190,640	806,435	991,837
2022-09-15	$76.65	$80.00	52.4%	15.2%	54.8%	5.4%	54.0%	7.3%	0.7%	-47.9M	2.19B	-15.6M	0.99	2.81	261,950	259,373	848,554	1,009,563
2022-09-16	$75.92	$80.00	53.1%	15.2%	53.1%	5.6%	53.1%	7.0%	0.1%	-56.0M	3.78B	-30.1M	0.87	1.40	250,285	217,138	1,678,823	1,489,100
2022-09-19	$76.85	$80.00	52.0%	14.9%	52.2%	5.3%	50.1%	6.5%	1.3%	-23.8M	1.45B	-16.0M	0.81	1.14	143,217	115,552	758,750	881,077
2022-09-20	$75.72	$80.00	53.4%	15.3%	51.3%	5.7%	53.6%	7.2%	1.2%	-26.5M	1.67B	-15.6M	0.85	1.23	141,908	120,118	793,947	901,476
2022-09-21	$74.76	$80.00	53.7%	15.4%	51.1%	5.8%	52.1%	7.2%	1.0%	-31.0M	1.85B	-16.0M	0.82	1.99	221,807	180,917	828,946	932,448
2022-09-22	$70.56	$80.00	54.3%	15.5%	53.4%	6.0%	53.8%	6.4%	1.0%	-53.2M	2.62B	-14.7M	0.67	1.50	407,153	271,283	868,140	952,276
2022-09-23	$68.16	$80.00	57.3%	16.3%	49.9%	6.9%	56.5%	7.4%	0.9%	-43.4M	2.75B	-14.5M	0.95	1.73	303,842	288,648	976,413	968,430
2022-09-26	$66.79	$80.00	60.5%	17.2%	47.4%	7.9%	59.5%	8.8%	2.1%	-35.2M	3.70B	-25.2M	0.71	1.49	285,659	203,149	1,448,365	1,295,772
2022-09-27	$67.01	$80.00	60.8%	17.3%	47.7%	8.0%	59.9%	9.6%	2.1%	-25.8M	3.47B	-26.1M	0.71	1.55	247,209	176,504	1,545,050	1,337,593
2022-09-28	$68.56	$80.00	57.5%	16.3%	49.4%	7.0%	56.1%	10.1%	2.6%	-18.3M	3.08B	-27.4M	1.41	1.41	189,099	266,873	1,591,044	1,361,208
2022-09-29	$64.14	$80.00	63.8%	18.0%	53.0%	8.9%	60.7%	10.4%	2.2%	-48.5M	3.98B	-24.7M	0.90	2.68	340,561	307,042	1,624,277	1,415,732
2022-09-30	$63.87	$80.00	60.7%	16.9%	51.6%	7.9%	58.0%	9.7%	3.3%	-47.0M	4.01B	-24.4M	1.23	1.60	232,479	287,057	1,687,934	1,433,808