AMD Options History — February 2023

In February 2023, AMD traded between $76.19 and $87.13. ATM implied volatility averaged 46.6%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 18.2% (HV 20d: 64.8%). Max pain ranged from $73.00 to $75.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.81.

Notable Days

  • 2023-02-01: Highest Volume — 1,338,418 contracts
  • 2023-02-21: Largest IV spike — 6.9% change
  • 2023-02-21: Highest IV Rank — 3.5%
  • 2023-02-21: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.03$76.19$87.13$84.91$78.91
Max Pain$74.89$73.00$75.00$73.00$75.00
ATM IV46.6%43.7%49.6%43.7%46.9%
Expected Move13.4%12.9%14.2%13.1%13.4%
HV 20d64.8%61.4%69.0%64.1%62.3%
HV 60d54.5%51.3%60.8%60.4%52.1%
IV Rank2.6%1.7%3.5%1.7%2.7%
IV Percentile5.6%0.4%13.9%0.4%6.7%
Term Structure0.1%-0.8%1.8%-0.1%-0.5%
VWIV47.0%45.6%49.3%47.1%46.9%
Skew 25d3.7%2.6%4.8%3.1%4.3%
Skew 10d7.1%5.2%9.4%6.5%8.2%
Call IV 25d45.0%42.7%47.7%42.7%44.9%
Put IV 25d48.7%45.8%52.1%45.8%49.2%
Bid-Ask Spread %2.621.4211.351.761.48
Gamma HHI0.060.050.160.060.05
Net GEX26.4M-19.7M91.0M83.5M11.9M
Net DEX-1.71B-4.19B326.7M-3.56B-538.2M
Net VEX-29.5M-30.5M-27.9M-28.8M-28.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.571.180.701.08
Total Volume415,703.684193,7661,338,4181,338,418248,906
Total OI2,518,8602,286,4372,776,8062,515,7942,363,278

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-02-01$84.91$73.0043.7%13.1%64.1%1.7%47.1%3.1%-0.1%83.5M-3.56B-28.8M0.701.76788,035550,3831,213,4531,302,341
2023-02-02$87.13$75.0044.3%12.9%64.1%1.9%45.7%2.8%-0.3%84.7M-4.19B-30.0M0.571.68549,035314,3081,267,5041,423,750
2023-02-03$86.05$75.0044.5%12.9%63.2%1.9%45.6%2.6%0.2%91.0M-3.60B-30.3M0.721.76303,907217,8691,304,6181,472,188
2023-02-06$83.60$75.0045.4%13.0%65.1%2.2%46.5%3.0%0.1%28.3M-2.17B-30.0M0.731.52202,187147,0041,175,6651,277,618
2023-02-07$85.81$75.0044.6%12.9%63.7%2.0%45.8%3.1%0.4%49.3M-2.91B-30.0M0.771.53209,674160,8211,212,0821,299,854
2023-02-08$84.90$75.0045.9%13.3%64.2%2.4%46.3%2.7%0.4%41.0M-2.62B-30.2M0.571.44227,796129,0131,232,0071,312,622
2023-02-09$83.27$75.0047.3%13.5%65.1%2.8%47.7%3.2%-0.1%22.7M-2.04B-30.5M0.731.65209,544152,9241,281,0571,330,896
2023-02-10$81.35$75.0048.0%13.9%65.8%3.0%48.3%3.7%0.6%-1.3M-1.29B-30.0M1.181.71188,670222,2051,293,8231,354,858
2023-02-13$83.44$75.0048.0%13.7%66.1%3.0%48.4%4.0%0.6%31.4M-2.08B-30.0M0.671.70115,86177,9051,212,0961,274,522
2023-02-14$86.05$75.0046.1%13.2%66.6%2.4%46.3%3.6%0.2%54.3M-2.92B-30.3M0.811.46181,923147,9271,237,5171,309,807
2023-02-15$84.53$75.0044.8%12.9%67.1%2.0%45.6%3.4%0.8%38.5M-2.44B-30.3M0.861.52130,902112,5661,267,5181,333,232
2023-02-16$80.65$75.0046.8%13.4%67.8%2.6%47.1%4.1%0.4%-14.9M-997.3M-29.6M1.086.53194,276210,2561,284,6921,356,942
2023-02-17$78.09$75.0046.4%13.2%69.0%2.5%46.7%3.9%1.8%-19.7M-15.3M-29.0M0.861.42214,071183,0441,304,1381,386,386
2023-02-21$76.91$75.0049.6%14.2%62.1%3.5%49.3%4.4%-0.8%-13.7M168.0M-28.3M0.911.56134,451121,7921,121,8971,164,540
2023-02-22$76.19$75.0049.4%14.0%61.4%3.4%48.8%4.8%-0.8%-15.4M326.7M-27.9M0.731.64144,522106,0801,152,6821,183,762
2023-02-23$80.12$75.0047.7%13.4%63.8%2.9%46.7%4.3%-0.5%20.5M-882.2M-29.3M0.721.62271,399196,5371,191,7871,205,438
2023-02-24$77.91$75.0048.3%13.6%64.8%3.1%47.7%4.6%-0.5%804.9K-132.8M-28.7M0.926.42153,282140,9901,223,1591,226,366
2023-02-27$78.77$75.0047.4%13.5%64.6%2.8%47.3%4.5%-0.6%8.7M-491.6M-28.5M0.7511.35136,120102,1851,143,0121,161,233
2023-02-28$78.91$75.0046.9%13.4%62.3%2.7%46.9%4.3%-0.5%11.9M-538.2M-28.7M1.081.48119,445129,4611,176,9211,186,357