AMD Options History — April 2023

In April 2023, AMD traded between $84.07 and $96.38. ATM implied volatility averaged 49.3%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 15.7% (HV 20d: 33.6%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.75.

Notable Days

  • 2023-04-05: Highest Volume — 413,536 contracts
  • 2023-04-25: Largest IV spike — 7.9% change
  • 2023-04-10: Highest IV Rank — 4.3%
  • 2023-04-25: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.78$84.07$96.38$96.38$89.50
Max Pain$92.89$90.00$95.00$90.00$90.00
ATM IV49.3%46.5%52.2%49.4%47.4%
Expected Move13.8%12.5%15.2%12.5%14.3%
HV 20d33.6%25.5%42.8%42.0%28.5%
HV 60d48.2%38.3%50.4%50.3%38.3%
IV Rank3.4%2.5%4.3%3.4%2.8%
IV Percentile20.5%8.3%34.1%18.3%12.3%
Term Structure-1.1%-2.1%-0.3%-0.3%-1.7%
VWIV48.0%43.7%52.2%44.4%49.7%
Skew 25d5.3%4.2%6.2%6.0%5.0%
Skew 10d10.3%8.0%12.2%12.2%9.2%
Call IV 25d47.0%44.3%49.3%47.9%45.6%
Put IV 25d52.4%48.9%55.1%53.9%50.6%
Bid-Ask Spread %1.511.291.901.341.42
Gamma HHI0.060.040.160.070.05
Net GEX-1.0M-56.9M32.3M14.2M17.1M
Net DEX-1.34B-2.87B345.3M-2.87B-1.46B
Net VEX-31.5M-33.7M-29.7M-33.5M-31.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.531.140.920.68
Total Volume329,552.316238,517413,536341,598401,497
Total OI2,459,880.8952,074,0582,635,1092,497,9692,259,463

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-03$96.38$90.0049.4%12.5%42.0%3.4%44.4%6.0%-0.3%14.2M-2.87B-33.5M0.921.34178,298163,3001,176,2191,321,750
2023-04-04$95.31$90.0050.8%12.6%42.5%3.9%43.7%6.0%-0.6%-2.1M-2.50B-33.7M0.901.42135,662121,6011,206,7861,356,383
2023-04-05$92.44$90.0051.8%12.7%42.8%4.2%44.8%6.2%-0.4%-42.9M-1.28B-33.4M0.911.58216,287197,2491,222,0621,380,675
2023-04-06$92.81$95.0050.4%14.0%41.9%3.8%49.2%5.9%-0.4%10.0M-1.55B-32.9M1.141.66177,923202,6531,248,8361,386,273
2023-04-10$95.38$95.0052.2%14.5%41.9%4.3%50.4%5.8%-1.4%32.3M-2.67B-32.8M0.911.71192,175174,4131,171,0011,297,221
2023-04-11$93.97$95.0051.8%14.3%42.5%4.2%49.8%5.8%-1.8%20.9M-2.23B-32.2M0.671.39159,827107,1101,198,1451,310,969
2023-04-12$92.57$95.0051.1%14.0%40.4%3.9%48.8%5.6%-2.0%3.8M-1.75B-32.0M0.951.65165,483157,9081,219,7661,322,463
2023-04-13$92.69$95.0049.6%13.7%38.3%3.5%48.2%5.5%-2.1%3.3M-1.81B-31.6M0.571.48182,286104,6671,226,2481,336,196
2023-04-14$91.77$95.0048.6%13.8%28.7%3.2%47.1%4.8%-0.6%-6.8M-1.47B-31.7M0.711.59214,819152,8331,249,1721,351,316
2023-04-17$89.63$95.0048.4%13.7%28.8%3.1%47.3%5.3%-1.0%-7.0M-993.4M-30.6M0.701.49227,846158,4581,195,8131,292,626
2023-04-18$89.93$95.0047.5%13.5%28.6%2.8%46.6%5.1%-0.9%6.1M-1.21B-30.9M0.531.90221,545118,4681,240,2651,323,819
2023-04-19$89.70$95.0046.5%13.3%28.6%2.5%46.4%4.7%-1.0%7.9M-1.12B-30.9M0.631.51166,857104,7761,260,9091,337,765
2023-04-20$89.85$95.0047.5%13.7%26.3%2.8%47.6%4.5%-1.3%12.0M-1.18B-30.9M0.701.52230,017160,6311,266,8271,339,047
2023-04-21$88.16$95.0046.5%13.4%26.2%2.6%46.8%4.2%-0.4%-56.9M-501.7M-30.2M0.731.29178,378129,5051,272,8431,349,015
2023-04-24$87.50$90.0046.9%13.8%25.5%2.7%47.7%4.5%-1.2%-10.0M-405.8M-29.7M0.741.31165,874122,204973,7081,100,350
2023-04-25$84.07$90.0050.7%15.2%28.3%3.8%52.2%5.5%-1.7%-26.3M345.3M-29.7M0.741.69186,413138,2381,009,7841,125,762
2023-04-26$85.75$90.0050.2%14.9%28.4%3.7%51.1%5.5%-1.7%-4.7M-178.5M-30.1M0.591.46150,27188,2461,047,6461,147,238
2023-04-27$87.40$90.0049.2%14.7%27.6%3.4%50.7%5.5%-1.4%10.1M-676.0M-30.7M0.591.32194,050113,7261,062,4021,150,974
2023-04-28$89.50$90.0047.4%14.3%28.5%2.8%49.7%5.0%-1.7%17.1M-1.46B-31.1M0.681.42239,563161,9341,090,8111,168,652