AMD Options History — December 2022

In December 2022, AMD traded between $62.44 and $77.56. ATM implied volatility averaged 51.4%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 0.2% (HV 20d: 51.2%). Max pain ranged from $70.00 to $77.50. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.33.

Notable Days

2022-12-14: Highest Volume — 564,299 contracts
2022-12-22: Largest IV spike — 9.2% change
2022-12-12: Highest IV Rank — 5.2%
2022-12-12: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$68.03	$62.44	$77.56	$77.56	$64.31
Max Pain	$74.64	$70.00	$77.50	$70.00	$72.50
ATM IV	51.4%	46.6%	55.3%	47.4%	53.3%
Expected Move	14.8%	13.8%	15.7%	14.7%	14.9%
HV 20d	51.2%	42.0%	70.9%	66.0%	43.9%
HV 60d	61.8%	60.7%	64.1%	63.9%	61.1%
IV Rank	4.1%	2.6%	5.2%	2.8%	4.7%
IV Percentile	18.1%	2.0%	39.3%	3.2%	28.2%
Term Structure	1.1%	-1.1%	4.0%	1.0%	4.0%
VWIV	51.4%	44.4%	56.1%	52.4%	51.8%
Skew 25d	5.4%	4.4%	6.3%	5.0%	6.0%
Skew 10d	10.3%	7.7%	11.8%	10.7%	11.2%
Call IV 25d	48.8%	44.2%	52.5%	45.5%	49.0%
Put IV 25d	54.1%	48.6%	58.7%	50.5%	55.0%
Bid-Ask Spread %	1.43	1.19	2.17	1.96	1.33
Gamma HHI	0.08	0.05	0.16	0.05	0.10
Net GEX	-24.3M	-65.8M	38.2M	38.2M	-12.6M
Net DEX	1.29B	-1.68B	2.45B	-1.68B	1.92B
Net VEX	-26.7M	-31.4M	-23.3M	-31.4M	-23.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.33	0.85	2.75	1.21	0.93
Total Volume	379,508.381	177,636	564,299	462,118	225,849
Total OI	3,136,014.095	2,827,180	3,433,940	3,242,100	2,939,868

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
2022-12-01	$77.56	$70.00	47.4%	14.7%	66.0%	2.8%	52.4%	5.0%	1.0%	38.2M	-1.68B	-31.4M	1.21	1.96	208,661	253,457	1,715,252	1,526,848
2022-12-02	$75.00	$70.00	46.6%	14.2%	67.8%	2.6%	49.7%	4.4%	1.3%	5.9M	-542.3M	-30.8M	1.18	2.17	223,783	263,267	1,745,597	1,593,165
2022-12-05	$73.32	$77.50	49.7%	14.5%	68.6%	3.5%	51.5%	5.2%	1.1%	-9.0M	-49.3M	-29.6M	1.11	1.40	131,675	146,553	1,673,830	1,488,221
2022-12-06	$70.19	$77.50	51.6%	15.0%	70.9%	4.1%	52.0%	5.5%	1.1%	-25.1M	949.2M	-28.3M	0.94	1.32	201,967	188,833	1,698,441	1,506,025
2022-12-07	$70.22	$77.50	52.6%	15.2%	70.9%	4.4%	52.2%	5.8%	1.1%	-18.0M	887.1M	-28.7M	1.95	1.60	142,196	277,846	1,740,787	1,532,156
2022-12-08	$70.41	$77.50	53.1%	15.4%	66.2%	4.6%	55.6%	5.3%	2.1%	-16.6M	782.5M	-28.5M	1.37	1.37	168,515	231,644	1,758,427	1,540,921
2022-12-09	$68.81	$77.50	52.9%	15.2%	48.1%	4.5%	54.3%	5.3%	2.1%	-48.7M	1.48B	-27.9M	1.17	1.58	165,682	193,844	1,771,821	1,604,282
2022-12-12	$70.37	$77.50	55.3%	15.7%	43.9%	5.2%	56.1%	6.3%	-0.7%	-17.0M	766.8M	-28.3M	1.43	1.29	151,627	217,306	1,699,737	1,530,740
2022-12-13	$71.88	$75.00	52.6%	14.8%	44.1%	4.4%	52.6%	6.3%	-1.1%	-8.2M	289.2M	-28.6M	1.00	1.41	250,659	251,248	1,733,367	1,580,760
2022-12-14	$69.05	$75.00	51.4%	14.5%	44.2%	4.1%	50.3%	5.2%	-0.7%	-37.6M	1.35B	-27.4M	1.68	1.43	210,307	353,992	1,768,493	1,636,006
2022-12-15	$66.38	$75.00	51.7%	14.6%	42.6%	4.2%	51.5%	4.6%	-1.1%	-65.8M	2.13B	-26.3M	1.50	1.68	178,665	268,596	1,796,400	1,637,540
2022-12-16	$65.41	$75.00	50.1%	14.3%	42.0%	3.7%	49.1%	4.5%	-0.7%	-54.2M	2.20B	-25.3M	1.41	1.30	173,793	244,192	1,814,253	1,589,542
2022-12-19	$64.20	$75.00	50.6%	14.5%	42.2%	3.8%	50.1%	5.0%	0.6%	-37.4M	2.30B	-24.4M	0.88	1.29	123,416	109,103	1,473,192	1,353,988
2022-12-20	$65.28	$75.00	49.5%	14.2%	42.7%	3.5%	49.8%	4.7%	0.9%	-31.0M	1.98B	-25.1M	0.85	1.30	121,412	102,831	1,503,629	1,372,195
2022-12-21	$67.56	$75.00	48.0%	13.8%	42.5%	3.0%	44.4%	4.4%	0.2%	-13.0M	1.34B	-26.0M	1.97	1.26	146,686	288,418	1,526,671	1,395,385
2022-12-22	$63.55	$75.00	52.4%	15.0%	46.4%	4.4%	51.9%	5.5%	0.3%	-49.4M	2.45B	-24.4M	1.20	1.26	234,696	280,480	1,544,845	1,411,451
2022-12-23	$64.28	$72.50	50.9%	14.6%	46.9%	3.9%	50.6%	5.4%	0.3%	-23.4M	2.14B	-24.6M	1.01	1.30	144,974	146,997	1,588,304	1,414,993
2022-12-27	$63.44	$72.50	53.4%	15.4%	46.1%	4.7%	52.9%	6.2%	4.0%	-34.6M	2.23B	-23.9M	1.09	1.25	84,979	92,657	1,502,852	1,359,561
2022-12-28	$62.44	$72.50	54.1%	15.5%	45.9%	4.9%	51.1%	6.1%	3.5%	-39.5M	2.41B	-23.3M	2.75	1.19	125,421	344,462	1,524,114	1,364,917
2022-12-29	$65.03	$72.50	52.3%	14.7%	44.1%	4.3%	49.5%	6.1%	3.7%	-13.8M	1.67B	-24.1M	1.35	1.24	127,454	171,533	1,537,877	1,359,843
2022-12-30	$64.31	$72.50	53.3%	14.9%	43.9%	4.7%	51.8%	6.0%	4.0%	-12.6M	1.92B	-23.7M	0.93	1.33	116,980	108,869	1,560,259	1,379,609