AMD Options History — May 2023

In May 2023, AMD traded between $81.36 and $127.09. ATM implied volatility averaged 44.7%, placing in the 2.0% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 10.5% (HV 20d: 55.2%). Max pain ranged from $80.00 to $95.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.67.

Notable Days

2023-05-04: Highest Volume — 1,419,284 contracts
2023-05-03: Largest IV drop — 16.0% change
2023-05-30: Highest IV Rank — 4.2%
2023-05-30: Largest Expected Move — 16.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$102.35	$81.36	$127.09	$90.00	$118.40
Max Pain	$86.59	$80.00	$95.00	$90.00	$95.00
ATM IV	44.7%	39.6%	51.9%	50.0%	49.6%
Expected Move	13.4%	11.7%	16.3%	16.0%	15.4%
HV 20d	55.2%	28.4%	72.2%	28.7%	72.2%
HV 60d	45.2%	37.9%	51.4%	38.0%	51.4%
IV Rank	2.0%	0.4%	4.2%	3.6%	3.5%
IV Percentile	10.7%	0.4%	46.0%	26.6%	30.6%
Term Structure	-0.2%	-2.0%	3.0%	-1.3%	-2.0%
VWIV	47.4%	41.3%	60.9%	55.9%	56.0%
Skew 25d	2.3%	-1.4%	4.4%	4.4%	-1.2%
Skew 10d	4.8%	-2.9%	8.5%	8.5%	-2.8%
Call IV 25d	44.0%	38.5%	53.6%	47.3%	51.2%
Put IV 25d	46.4%	41.3%	52.3%	51.7%	50.0%
Bid-Ask Spread %	1.54	1.32	1.81	1.46	1.68
Gamma HHI	0.09	0.05	0.41	0.05	0.06
Net GEX	106.4M	-55.6M	249.4M	20.5M	94.6M
Net DEX	-5.39B	-13.16B	1.02B	-1.40B	-8.06B
Net VEX	-34.5M	-39.3M	-28.8M	-31.7M	-39.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.50	0.94	0.50	0.64
Total Volume	782,204.591	308,043	1,419,284	308,043	658,634
Total OI	2,713,671.273	2,141,123	3,126,881	2,141,123	3,126,881

Daily Data (22 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
2023-05-01	$90.00	$90.00	50.0%	16.0%	28.7%	3.6%	55.9%	4.4%	-1.3%	20.5M	-1.40B	-31.7M	0.50	1.46	205,886	102,157	1,022,310	1,118,813
2023-05-02	$89.65	$90.00	49.3%	15.7%	28.4%	3.4%	55.4%	4.2%	-1.2%	25.3M	-1.44B	-31.7M	0.71	1.79	263,516	186,868	1,084,731	1,152,361
2023-05-03	$81.36	$90.00	41.4%	11.9%	43.7%	1.0%	41.3%	4.4%	0.1%	-55.6M	1.02B	-28.8M	0.74	1.66	495,219	365,757	1,185,072	1,223,023
2023-05-04	$87.25	$80.00	43.3%	12.8%	50.7%	1.5%	45.4%	2.4%	0.4%	47.6M	-1.37B	-32.2M	0.65	1.70	862,557	556,727	1,264,743	1,257,312
2023-05-05	$89.90	$80.00	39.6%	11.7%	52.0%	0.4%	42.3%	2.8%	0.4%	249.4M	-2.36B	-32.9M	0.65	1.50	558,099	365,265	1,344,446	1,340,900
2023-05-08	$95.47	$80.00	42.9%	12.5%	55.6%	1.4%	44.4%	2.2%	0.7%	89.2M	-3.75B	-33.9M	0.60	1.36	568,596	342,604	1,195,864	1,255,818
2023-05-09	$95.13	$80.00	42.6%	12.7%	55.3%	1.3%	44.1%	2.8%	1.5%	83.7M	-3.56B	-34.2M	0.61	1.49	395,767	240,042	1,245,311	1,350,506
2023-05-10	$97.48	$80.00	42.2%	12.8%	55.6%	1.2%	44.6%	2.4%	2.6%	126.9M	-4.49B	-34.5M	0.59	1.46	614,702	363,767	1,289,374	1,373,091
2023-05-11	$97.34	$85.00	42.0%	12.7%	55.7%	1.2%	44.5%	2.4%	2.7%	118.8M	-4.28B	-35.0M	0.75	1.68	312,897	234,538	1,335,615	1,423,416
2023-05-12	$95.09	$85.00	40.7%	12.2%	56.3%	0.7%	43.1%	2.5%	3.0%	52.2M	-3.26B	-34.6M	0.74	1.61	369,149	273,221	1,359,860	1,460,625
2023-05-15	$97.19	$85.00	42.2%	12.4%	55.8%	1.2%	43.1%	3.5%	-1.6%	99.0M	-3.77B	-34.0M	0.66	1.37	283,599	186,953	1,248,882	1,321,322
2023-05-16	$102.13	$85.00	44.2%	12.8%	58.1%	1.8%	44.8%	3.4%	-1.6%	170.1M	-5.94B	-34.2M	0.82	1.40	602,748	494,840	1,319,287	1,379,421
2023-05-17	$104.00	$85.00	42.7%	12.2%	58.2%	1.4%	43.8%	3.5%	-0.9%	151.5M	-6.47B	-34.9M	0.80	1.43	391,034	311,892	1,377,759	1,523,519
2023-05-18	$107.84	$85.00	43.0%	12.4%	59.0%	1.5%	44.2%	2.6%	-0.8%	158.1M	-7.98B	-34.7M	0.75	1.32	567,389	423,635	1,398,965	1,589,678
2023-05-19	$105.78	$85.00	42.7%	12.4%	59.0%	1.4%	43.0%	2.9%	-1.4%	3.6M	-6.88B	-35.2M	0.66	1.39	509,765	335,241	1,431,043	1,662,383
2023-05-22	$107.78	$90.00	43.7%	12.9%	58.8%	1.7%	45.3%	2.8%	-0.2%	133.1M	-6.29B	-35.7M	0.59	1.41	308,777	181,690	1,296,591	1,323,819
2023-05-23	$108.85	$90.00	44.1%	13.0%	55.7%	1.8%	46.0%	2.6%	-0.4%	153.9M	-6.79B	-36.2M	0.50	1.60	415,869	209,755	1,366,570	1,366,265
2023-05-24	$108.23	$90.00	45.2%	13.4%	56.0%	2.1%	47.6%	3.5%	-0.5%	153.9M	-6.45B	-33.1M	0.94	1.46	187,737	176,849	1,316,331	1,373,732
2023-05-25	$120.41	$90.00	49.7%	14.9%	65.4%	3.5%	53.0%	0.2%	-0.5%	168.5M	-11.11B	-36.0M	0.51	1.71	888,940	450,134	1,447,564	1,442,092
2023-05-26	$127.09	$90.00	49.9%	15.1%	66.7%	3.6%	54.8%	-1.4%	-0.7%	152.8M	-13.16B	-37.4M	0.68	1.81	723,418	494,574	1,544,804	1,581,028
2023-05-30	$125.40	$95.00	51.9%	16.3%	67.5%	4.2%	60.9%	-1.3%	-1.6%	143.4M	-10.84B	-38.3M	0.63	1.61	446,749	280,945	1,482,613	1,497,028
2023-05-31	$118.40	$95.00	49.6%	15.4%	72.2%	3.5%	56.0%	-1.2%	-2.0%	94.6M	-8.06B	-39.3M	0.64	1.68	401,085	257,549	1,578,841	1,548,040