AMD Options History — June 2023

In June 2023, AMD traded between $108.23 and $129.06. ATM implied volatility averaged 45.2%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 13.6% (HV 20d: 58.8%). Max pain ranged from $95.00 to $110.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.58.

Notable Days

2023-06-13: Highest Volume — 1,193,735 contracts
2023-06-13: Largest IV drop — 10.5% change
2023-06-09: Highest IV Rank — 4.2%
2023-06-01: Largest Expected Move — 15.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$117.87	$108.23	$129.06	$119.97	$114.03
Max Pain	$103.57	$95.00	$110.00	$95.00	$110.00
ATM IV	45.2%	42.2%	52.0%	49.2%	42.7%
Expected Move	12.9%	11.2%	15.6%	15.6%	11.2%
HV 20d	58.8%	46.7%	66.5%	59.2%	47.7%
HV 60d	52.3%	50.9%	53.4%	51.4%	53.2%
IV Rank	2.1%	1.2%	4.2%	3.4%	1.4%
IV Percentile	13.2%	2.8%	50.0%	28.2%	5.2%
Term Structure	0.9%	-1.6%	6.0%	-1.6%	6.0%
VWIV	46.2%	39.8%	55.4%	55.4%	39.8%
Skew 25d	-2.1%	-4.8%	-0.4%	-1.9%	-1.2%
Skew 10d	-4.6%	-9.6%	-1.0%	-4.2%	-2.6%
Call IV 25d	47.3%	42.0%	56.0%	51.6%	42.0%
Put IV 25d	45.1%	40.9%	51.3%	49.7%	40.9%
Bid-Ask Spread %	1.88	1.48	2.56	1.72	1.74
Gamma HHI	0.10	0.04	0.49	0.06	0.49
Net GEX	135.5M	-53.9M	442.7M	129.9M	442.7M
Net DEX	-6.73B	-12.26B	-1.97B	-8.80B	-4.87B
Net VEX	-40.4M	-42.3M	-38.1M	-39.6M	-41.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.40	0.90	0.61	0.51
Total Volume	690,826.429	338,119	1,193,735	577,915	688,370
Total OI	3,153,571.429	2,605,495	3,859,991	3,202,635	2,965,746

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
2023-06-01	$119.97	$95.00	49.2%	15.6%	59.2%	3.4%	55.4%	-1.9%	-1.6%	129.9M	-8.80B	-39.6M	0.61	1.72	359,113	218,802	1,645,497	1,557,138
2023-06-02	$118.08	$95.00	45.7%	14.2%	57.3%	2.3%	51.6%	-1.4%	-1.4%	92.8M	-7.88B	-39.2M	0.62	2.07	350,034	218,595	1,691,417	1,600,760
2023-06-05	$118.03	$95.00	45.2%	12.9%	57.2%	2.1%	45.5%	-0.9%	0.3%	120.1M	-7.97B	-38.6M	0.73	2.25	195,131	142,988	1,545,032	1,499,918
2023-06-06	$123.94	$95.00	46.2%	12.9%	56.1%	2.4%	46.4%	-1.9%	-0.3%	187.1M	-10.44B	-38.1M	0.64	2.09	420,182	269,410	1,583,716	1,536,638
2023-06-07	$117.53	$95.00	46.3%	13.0%	60.7%	2.5%	46.4%	-1.8%	-0.4%	91.8M	-7.47B	-38.9M	0.90	2.30	405,712	363,574	1,627,809	1,593,550
2023-06-08	$120.72	$100.00	48.6%	13.5%	60.7%	3.2%	48.3%	-2.5%	-0.7%	147.1M	-8.82B	-39.3M	0.61	2.46	413,173	253,320	1,672,540	1,665,156
2023-06-09	$124.76	$100.00	52.0%	14.3%	61.0%	4.2%	51.1%	-4.7%	-1.3%	376.9M	-11.28B	-40.1M	0.54	1.57	604,892	326,158	1,760,350	1,701,522
2023-06-12	$129.06	$100.00	50.9%	14.2%	60.0%	3.9%	51.2%	-4.8%	-1.0%	197.4M	-12.26B	-39.7M	0.49	1.74	473,045	231,085	1,701,970	1,615,105
2023-06-13	$123.99	$100.00	45.6%	13.1%	63.0%	2.3%	47.4%	-3.3%	-0.1%	168.5M	-9.91B	-39.9M	0.50	2.56	796,428	397,307	1,813,376	1,689,071
2023-06-14	$126.93	$105.00	45.1%	12.9%	61.6%	2.1%	46.9%	-4.3%	-0.2%	257.6M	-11.43B	-40.8M	0.50	1.92	489,224	242,995	1,910,838	1,790,392
2023-06-15	$124.80	$105.00	44.5%	12.8%	62.3%	1.9%	46.6%	-3.9%	0.2%	166.4M	-9.88B	-41.0M	0.49	1.83	517,355	254,587	1,939,970	1,838,865
2023-06-16	$120.45	$105.00	43.2%	12.5%	63.4%	1.5%	46.0%	-3.6%	0.4%	-53.9M	-7.26B	-41.2M	0.55	2.00	552,076	302,003	1,988,674	1,871,317
2023-06-20	$118.87	$105.00	43.7%	12.5%	63.1%	1.7%	45.5%	-2.2%	0.3%	87.1M	-4.71B	-40.8M	0.68	1.58	283,710	192,258	1,347,059	1,258,436
2023-06-21	$112.75	$110.00	43.5%	12.5%	66.2%	1.6%	45.1%	-1.2%	0.2%	18.6M	-2.69B	-40.0M	0.65	1.53	541,832	354,232	1,420,035	1,298,088
2023-06-22	$110.69	$110.00	42.4%	12.1%	66.5%	1.3%	43.2%	-1.0%	1.2%	-2.1M	-2.13B	-40.9M	0.69	1.48	441,251	302,357	1,511,028	1,337,021
2023-06-23	$110.88	$110.00	42.2%	12.0%	66.5%	1.2%	42.8%	-1.1%	1.1%	126.2M	-2.38B	-41.9M	0.56	1.51	552,749	310,146	1,597,658	1,365,525
2023-06-26	$108.23	$110.00	43.5%	12.3%	54.0%	1.6%	44.6%	-0.4%	3.8%	18.3M	-1.97B	-41.0M	0.40	2.14	415,261	168,090	1,392,638	1,296,800
2023-06-27	$110.56	$110.00	42.3%	11.9%	50.4%	1.2%	42.2%	-0.8%	4.2%	70.3M	-2.95B	-41.6M	0.44	1.66	303,379	134,087	1,476,455	1,321,809
2023-06-28	$110.17	$110.00	42.8%	11.9%	50.3%	1.4%	42.2%	-1.0%	3.7%	83.5M	-2.89B	-42.2M	0.57	1.72	323,192	185,339	1,530,503	1,344,790
2023-06-29	$110.87	$110.00	43.7%	11.9%	46.7%	1.7%	42.5%	-0.6%	5.1%	119.7M	-3.26B	-42.3M	0.56	1.68	328,906	185,007	1,559,342	1,361,446
2023-06-30	$114.03	$110.00	42.7%	11.2%	47.7%	1.4%	39.8%	-1.2%	6.0%	442.7M	-4.87B	-41.8M	0.51	1.74	457,331	231,039	1,576,388	1,389,358