AMD Options History — November 2022

In November 2022, AMD traded between $58.96 and $77.37. ATM implied volatility averaged 53.1%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 9.2% (HV 20d: 62.4%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2022-11-02: Highest Volume — 1,108,953 contracts
  • 2022-11-02: Largest IV drop — 11.3% change
  • 2022-11-01: Highest IV Rank — 7.3%
  • 2022-11-01: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.66$58.96$77.37$59.74$77.37
Max Pain$66.90$60.00$70.00$60.00$70.00
ATM IV53.1%47.6%61.6%61.6%47.6%
Expected Move15.7%14.4%20.0%20.0%14.5%
HV 20d62.4%41.0%69.2%66.9%66.6%
HV 60d61.1%55.1%64.9%56.1%63.9%
IV Rank4.6%2.9%7.3%7.3%2.9%
IV Percentile26.5%3.6%73.0%73.0%3.6%
Term Structure0.2%-1.0%1.6%-1.0%0.8%
VWIV55.1%49.9%69.0%69.0%52.0%
Skew 25d5.9%5.2%7.2%7.2%5.6%
Skew 10d11.7%9.5%15.1%13.7%11.3%
Call IV 25d50.4%44.9%57.9%57.9%44.9%
Put IV 25d56.3%50.5%65.1%65.1%50.5%
Bid-Ask Spread %1.711.392.791.501.75
Gamma HHI0.050.030.170.040.04
Net GEX14.0M-21.9M43.3M-6.0M34.6M
Net DEX-282.2M-2.77B2.50B2.09B-1.60B
Net VEX-28.1M-32.2M-20.1M-23.7M-31.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.661.270.730.99
Total Volume578,702.429174,5571,108,953705,213494,156
Total OI3,309,997.6672,208,7633,698,0333,208,7833,199,933

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$59.74$60.0061.6%20.0%66.9%7.3%69.0%7.2%-1.0%-6.0M2.09B-23.7M0.731.50408,216296,9971,739,8231,468,960
2022-11-02$58.96$60.0054.6%16.6%66.8%5.1%57.5%6.0%0.1%-18.3M2.50B-22.8M1.021.79550,334558,6191,849,8911,588,877
2022-11-03$60.62$65.0054.0%16.0%67.9%4.9%55.5%5.4%0.1%-16.3M1.92B-24.0M1.201.59353,419423,3591,889,0291,616,366
2022-11-04$62.10$65.0052.9%15.8%41.2%4.5%55.0%5.3%0.3%25.2M1.35B-24.6M1.181.43289,426341,0441,919,7661,665,448
2022-11-07$63.35$65.0053.7%15.5%41.4%4.8%57.3%5.7%0.4%-2.3M1.11B-24.9M1.141.39183,293208,0461,736,7461,484,355
2022-11-08$64.00$65.0053.3%15.6%41.0%4.6%52.8%5.7%1.0%5.6M911.4M-25.5M1.251.55229,837287,5271,772,4331,516,292
2022-11-09$60.06$65.0056.1%16.5%47.6%5.5%57.1%6.4%1.3%-21.9M2.14B-23.7M1.091.69180,480197,5051,799,2191,548,355
2022-11-10$68.52$65.0052.1%15.3%66.3%4.3%54.3%5.6%1.6%38.1M-827.7M-27.3M0.731.80457,809336,4611,831,3261,560,553
2022-11-11$72.62$65.0052.9%15.4%65.2%4.5%55.7%5.4%1.3%35.3M-2.27B-29.4M0.681.42543,613372,1231,877,8421,642,519
2022-11-14$73.94$65.0054.5%15.7%64.9%5.0%55.5%6.1%0.1%28.4M-1.94B-30.2M0.671.54381,412256,1231,828,8551,561,509
2022-11-15$76.39$65.0056.7%16.3%65.1%5.7%58.2%6.4%-0.9%43.3M-2.77B-31.9M0.931.73434,008401,8151,885,1801,617,885
2022-11-16$72.52$70.0054.2%15.5%68.3%4.9%54.8%7.0%0.1%8.4M-1.10B-31.4M1.171.62280,703329,2171,914,8821,691,092
2022-11-17$73.72$70.0055.3%15.9%68.4%5.3%56.2%5.7%-0.3%25.1M-1.72B-31.9M1.052.10291,825306,5561,961,1011,694,357
2022-11-18$73.78$70.0052.5%15.0%68.4%4.4%52.8%5.2%0.4%21.2M-1.66B-31.7M0.661.48338,613222,8301,967,5161,730,517
2022-11-21$72.38$70.0052.9%15.3%69.2%4.5%54.2%6.1%-1.0%5.0M-234.0M-30.7M1.231.64142,088174,7021,665,5301,422,094
2022-11-22$75.04$70.0049.9%14.4%68.5%3.6%50.7%5.5%-0.7%26.6M-1.06B-31.5M0.991.58216,382214,1171,693,6771,461,370
2022-11-23$75.86$70.0049.8%14.5%67.2%3.6%49.9%5.9%-0.1%39.2M-1.35B-32.2M0.872.79365,519316,3221,720,4251,490,297
2022-11-25$75.44$70.0050.1%14.6%66.5%3.7%51.2%6.0%-0.8%25.3M-1.09B-20.1M1.101.5682,93491,6231,023,4761,185,287
2022-11-28$73.00$70.0050.6%15.3%66.7%3.8%53.7%6.0%1.0%-4.7M-64.0M-30.9M1.252.03146,148183,0661,655,6851,474,793
2022-11-29$73.47$70.0050.2%15.3%65.3%3.7%53.4%5.8%1.5%1.6M-274.3M-30.6M1.271.92116,761147,7231,678,8731,477,817
2022-11-30$77.37$70.0047.6%14.5%66.6%2.9%52.0%5.6%0.8%34.6M-1.60B-31.6M0.991.75247,999246,1571,694,3411,505,592