AMD Options History — January 2023

In January 2023, AMD traded between $62.61 and $76.15. ATM implied volatility averaged 53.6%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 8.7% (HV 20d: 44.9%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.08.

Notable Days

  • 2023-01-23: Highest Volume — 630,904 contracts
  • 2023-01-30: Largest IV spike — 6.9% change
  • 2023-01-03: Highest IV Rank — 5.9%
  • 2023-01-30: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.20$62.61$76.15$63.94$74.65
Max Pain$70.00$70.00$70.00$70.00$70.00
ATM IV53.6%50.5%57.2%57.2%52.7%
Expected Move15.7%14.7%17.8%15.7%17.3%
HV 20d44.9%40.6%51.7%43.0%48.0%
HV 60d54.0%52.4%61.1%61.1%54.9%
IV Rank4.7%3.8%5.9%5.9%4.5%
IV Percentile30.8%13.1%52.0%52.0%27.0%
Term Structure-1.2%-2.3%0.9%0.5%-1.4%
VWIV54.9%50.8%62.4%53.9%60.6%
Skew 25d5.4%3.3%6.8%6.5%3.3%
Skew 10d9.9%5.5%12.3%12.0%5.5%
Call IV 25d50.9%48.0%54.4%54.4%51.2%
Put IV 25d56.3%53.5%60.9%60.9%54.5%
Bid-Ask Spread %1.551.191.831.341.83
Gamma HHI0.100.050.410.070.05
Net GEX-6.3M-85.5M56.3M-28.5M8.3M
Net DEX460.6M-963.9M2.38B1.95B-399.2M
Net VEX-24.7M-27.1M-21.9M-23.0M-27.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.512.441.080.83
Total Volume403,995.4222,407630,904260,134542,608
Total OI2,717,830.652,019,2283,141,3202,804,8112,286,686

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$63.94$70.0057.2%15.7%43.0%5.9%53.9%6.5%0.5%-28.5M1.95B-23.0M1.081.34125,271134,8631,487,3521,317,459
2023-01-04$64.20$70.0056.2%15.3%42.8%5.5%52.4%6.2%0.8%-27.2M1.93B-23.0M2.121.19112,162238,0521,516,4151,345,174
2023-01-05$62.61$70.0056.6%15.9%41.2%5.7%55.5%6.4%-0.1%-39.0M2.38B-21.9M0.891.54166,828148,7021,535,1031,358,652
2023-01-06$64.18$70.0054.0%15.4%42.5%4.9%54.1%5.2%0.9%-30.9M1.94B-22.6M1.001.50312,275311,0711,569,4321,379,273
2023-01-09$67.56$70.0055.9%15.6%46.9%5.4%56.2%5.2%-1.5%-12.4M946.9M-24.2M1.051.65219,080230,1581,543,9961,361,248
2023-01-10$68.03$70.0056.2%15.6%46.3%5.5%54.9%5.7%-1.8%-7.5M814.4M-24.5M1.171.55102,332120,0751,595,2081,386,076
2023-01-11$68.62$70.0055.4%15.5%45.7%5.3%54.0%5.5%-1.4%-3.7M632.0M-24.7M2.441.56118,830290,4071,614,5341,407,206
2023-01-12$70.42$70.0054.0%15.4%46.0%4.8%53.9%5.8%-0.1%15.5M18.0M-25.0M1.201.54272,121325,8321,629,8221,436,415
2023-01-13$70.98$70.0051.4%14.7%43.7%4.0%50.8%5.3%-0.3%31.3M-139.1M-24.9M0.901.44168,037152,0161,654,8221,486,498
2023-01-17$71.43$70.0053.0%15.1%41.0%4.5%52.8%5.5%-2.3%-5.7M10.2M-24.3M1.001.67146,802146,9451,578,2341,416,447
2023-01-18$70.90$70.0052.1%14.9%40.6%4.3%52.1%5.8%-2.2%-13.6M282.3M-24.1M2.151.65145,054312,3541,599,3851,439,140
2023-01-19$68.14$70.0052.4%15.1%42.8%4.4%53.2%6.8%-0.9%-34.6M1.33B-23.2M0.771.67226,160174,4971,613,3591,452,682
2023-01-20$69.72$70.0050.5%14.7%43.1%3.8%50.9%6.5%-2.0%-85.5M767.7M-23.6M0.651.67229,387148,8021,661,1141,473,040
2023-01-23$76.15$70.0051.8%15.5%51.7%4.2%54.8%5.1%-1.6%16.9M-941.8M-25.4M0.721.50366,205264,699957,7131,061,515
2023-01-24$74.25$70.0053.4%16.2%46.8%4.7%57.0%5.2%-2.1%6.5M-464.1M-25.9M0.741.53227,010168,0681,042,9331,135,194
2023-01-25$74.81$70.0052.5%16.0%46.8%4.4%56.5%5.4%-1.9%14.6M-483.8M-26.4M0.801.61191,779153,1111,055,5491,163,388
2023-01-26$74.72$70.0051.8%15.9%46.3%4.2%55.5%4.8%-2.0%13.5M-497.9M-26.5M0.511.43240,133123,4891,090,9771,186,599
2023-01-27$76.00$70.0051.0%16.0%45.5%3.9%55.8%4.0%-2.1%56.3M-963.9M-26.9M0.591.69276,336163,9321,135,5351,211,563
2023-01-30$72.68$70.0054.6%17.8%47.8%5.0%62.4%3.9%-1.7%-905.2K99.6M-26.2M0.931.49147,158137,2671,050,5081,120,367
2023-01-31$74.65$70.0052.7%17.3%48.0%4.5%60.6%3.3%-1.4%8.3M-399.2M-27.1M0.831.83297,198245,4101,099,1591,187,527