AMD Options History — October 2022

In October 2022, AMD traded between $56.27 and $68.27. ATM implied volatility averaged 63.9%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 1.4% (HV 20d: 65.3%). Max pain ranged from $60.00 to $80.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.93.

Notable Days

2022-10-07: Highest Volume — 1,316,064 contracts
2022-10-07: Largest IV spike — 6.4% change
2022-10-11: Highest IV Rank — 10.6%
2022-10-31: Largest Expected Move — 20.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.38	$56.27	$68.27	$66.32	$60.18
Max Pain	$63.90	$60.00	$80.00	$80.00	$60.00
ATM IV	63.9%	59.5%	69.5%	61.1%	62.6%
Expected Move	18.3%	16.0%	20.0%	16.5%	20.0%
HV 20d	65.3%	53.5%	70.9%	54.4%	67.7%
HV 60d	56.2%	51.2%	59.6%	51.7%	56.1%
IV Rank	8.9%	7.6%	10.6%	8.1%	8.5%
IV Percentile	82.3%	62.3%	94.8%	77.8%	78.6%
Term Structure	-1.5%	-3.8%	0.1%	-0.8%	-0.9%
VWIV	63.4%	54.9%	69.1%	56.8%	69.1%
Skew 25d	9.2%	7.3%	10.8%	9.8%	7.7%
Skew 10d	17.8%	15.2%	21.0%	18.5%	16.0%
Call IV 25d	59.7%	56.2%	63.9%	57.1%	58.1%
Put IV 25d	68.9%	63.9%	74.8%	66.9%	65.8%
Bid-Ask Spread %	1.42	1.22	1.62	1.50	1.36
Gamma HHI	0.06	0.04	0.21	0.06	0.04
Net GEX	-12.7M	-38.7M	34.1M	-23.8M	-9.0M
Net DEX	3.01B	1.41B	4.69B	3.16B	2.03B
Net VEX	-23.6M	-27.3M	-20.7M	-25.8M	-23.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.54	1.99	0.61	0.80
Total Volume	575,899.857	323,086	1,316,064	485,936	388,137
Total OI	3,250,784.476	2,899,590	3,528,278	2,899,590	3,096,278

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
2022-10-03	$66.32	$80.00	61.1%	16.5%	54.4%	8.1%	56.8%	9.8%	-0.8%	-23.8M	3.16B	-25.8M	0.61	1.50	302,478	183,458	1,540,194	1,359,396
2022-10-04	$67.82	$79.00	60.1%	16.0%	55.6%	7.8%	56.0%	9.4%	-1.2%	-10.6M	2.75B	-26.8M	0.54	1.48	289,004	155,428	1,615,681	1,401,056
2022-10-05	$68.27	$78.00	60.8%	16.1%	55.2%	8.0%	54.9%	9.4%	-1.4%	-5.1M	2.64B	-27.2M	1.54	1.62	234,052	360,806	1,648,967	1,419,313
2022-10-06	$68.01	$65.00	62.6%	17.0%	53.5%	8.5%	59.8%	9.3%	-1.6%	-5.9M	2.57B	-27.3M	0.78	1.42	327,924	255,666	1,671,736	1,445,849
2022-10-07	$58.43	$65.00	66.6%	18.2%	70.8%	9.7%	62.9%	8.9%	-1.1%	-38.7M	4.69B	-20.7M	0.79	1.40	737,241	578,823	1,711,645	1,484,816
2022-10-10	$58.08	$65.00	67.8%	18.5%	70.9%	10.1%	67.0%	10.2%	-2.8%	-28.2M	4.11B	-21.0M	0.90	1.47	377,218	341,062	1,689,836	1,436,980
2022-10-11	$57.35	$65.00	69.5%	19.9%	64.8%	10.6%	67.9%	10.8%	0.1%	-25.8M	3.88B	-21.8M	0.83	1.59	295,556	246,275	1,824,880	1,509,948
2022-10-12	$58.03	$65.00	68.6%	18.7%	65.0%	10.4%	63.1%	9.9%	-3.2%	-22.4M	3.69B	-22.5M	1.99	1.37	183,471	365,596	1,868,338	1,527,420
2022-10-13	$59.02	$60.00	66.6%	18.6%	66.0%	9.7%	64.7%	10.2%	-2.1%	-15.4M	3.37B	-23.1M	0.89	1.55	362,177	322,039	1,901,566	1,533,185
2022-10-14	$56.27	$60.00	68.0%	19.3%	67.1%	10.2%	66.6%	9.0%	-0.8%	-27.4M	3.93B	-21.6M	0.80	1.36	284,135	228,702	1,943,504	1,584,774
2022-10-17	$58.02	$60.00	64.2%	18.2%	68.4%	9.0%	64.1%	10.3%	-0.8%	-21.5M	3.44B	-22.6M	0.63	1.28	198,034	125,052	1,803,150	1,493,221
2022-10-18	$57.83	$60.00	64.0%	18.2%	68.5%	8.9%	63.3%	9.4%	-1.5%	-18.7M	3.32B	-22.4M	0.59	1.59	338,424	200,499	1,840,283	1,495,041
2022-10-19	$56.84	$60.00	66.7%	19.1%	68.5%	9.8%	64.0%	8.8%	-3.8%	-20.6M	3.47B	-21.9M	1.35	1.25	224,913	303,876	1,905,733	1,524,277
2022-10-20	$57.58	$60.00	62.6%	18.0%	67.0%	8.5%	63.5%	8.8%	-1.3%	-15.0M	3.22B	-22.3M	1.10	1.43	312,069	343,123	1,958,419	1,520,807
2022-10-21	$58.75	$60.00	61.9%	17.9%	67.2%	8.3%	62.2%	8.8%	-1.5%	10.2M	2.94B	-22.9M	0.94	1.51	320,616	300,387	1,987,399	1,540,447
2022-10-24	$58.75	$60.00	63.4%	19.0%	67.1%	8.8%	66.9%	9.9%	-1.4%	-11.2M	2.46B	-22.9M	0.93	1.22	215,756	200,690	1,640,465	1,380,324
2022-10-25	$61.59	$60.00	61.3%	18.5%	69.7%	8.1%	65.4%	9.0%	-1.1%	5.5M	1.72B	-25.0M	0.77	1.26	324,013	249,355	1,695,332	1,438,026
2022-10-26	$59.99	$60.00	61.2%	18.6%	69.3%	8.1%	63.8%	7.9%	-1.4%	-6.2M	2.09B	-24.1M	1.19	1.41	245,686	291,822	1,752,031	1,488,500
2022-10-27	$58.86	$60.00	62.0%	19.0%	65.8%	8.3%	65.2%	7.9%	-1.3%	-12.0M	2.36B	-23.6M	0.70	1.31	294,072	206,483	1,772,926	1,494,648
2022-10-28	$61.92	$60.00	59.5%	18.2%	68.7%	7.6%	64.0%	7.3%	-1.2%	34.1M	1.41B	-25.2M	0.88	1.39	307,892	271,887	1,810,133	1,509,950
2022-10-31	$60.18	$60.00	62.6%	20.0%	67.7%	8.5%	69.1%	7.7%	-0.9%	-9.0M	2.03B	-23.9M	0.80	1.36	216,038	172,099	1,674,087	1,422,191