AMD Options History — July 2023

In July 2023, AMD traded between $110.50 and $118.47. ATM implied volatility averaged 50.5%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 15.7% (HV 20d: 34.7%). Max pain ranged from $110.00 to $110.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.54.

Notable Days

  • 2023-07-14: Highest Volume — 1,453,648 contracts
  • 2023-07-31: Largest IV spike — 6.0% change
  • 2023-07-31: Highest IV Rank — 5.0%
  • 2023-07-31: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$113.70$110.50$118.47$115.09$113.95
Max Pain$110.00$110.00$110.00$110.00$110.00
ATM IV50.5%47.0%54.5%47.0%54.5%
Expected Move14.3%11.5%16.8%11.5%16.8%
HV 20d34.7%30.1%47.7%47.6%30.1%
HV 60d52.6%49.0%53.8%52.8%49.0%
IV Rank3.8%2.7%5.0%2.7%5.0%
IV Percentile48.2%24.6%79.8%24.6%79.8%
Term Structure-1.4%-2.2%-0.7%-0.9%-2.2%
VWIV50.9%41.3%59.9%41.3%59.9%
Skew 25d-1.4%-3.0%-0.1%-1.3%-2.7%
Skew 10d-3.6%-6.6%-0.6%-2.8%-6.6%
Call IV 25d52.2%48.7%56.5%50.2%56.5%
Put IV 25d50.7%48.3%53.8%48.9%53.8%
Bid-Ask Spread %1.671.202.171.581.94
Gamma HHI0.050.040.110.050.05
Net GEX87.5M-3.7M194.0M103.0M65.8M
Net DEX-3.97B-5.93B-2.29B-4.64B-3.82B
Net VEX-41.9M-42.8M-41.0M-41.6M-42.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.310.740.530.46
Total Volume555,931.4268,0671,453,648268,067486,361
Total OI2,837,0152,620,8383,175,2882,668,8522,659,090

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-07-03$115.09$110.0047.0%11.5%47.6%2.7%41.3%-1.3%-0.9%103.0M-4.64B-41.6M0.531.58175,29492,7731,373,5851,295,267
2023-07-05$114.37$110.0049.3%11.7%47.7%3.4%41.8%-1.2%-0.7%99.0M-4.32B-41.2M0.531.36253,917135,4941,401,4151,323,209
2023-07-06$113.38$110.0049.6%13.6%43.8%3.5%48.7%-0.7%-1.2%92.0M-3.90B-41.5M0.641.82264,211170,2911,449,3181,350,219
2023-07-07$113.44$110.0048.1%13.3%39.9%3.0%47.0%-0.7%-1.1%83.2M-3.92B-41.4M0.572.17291,411167,0061,463,2711,381,858
2023-07-10$112.93$110.0048.8%13.5%38.4%3.2%48.2%-0.1%-1.3%58.5M-3.63B-41.3M0.581.78193,193112,5791,375,1591,345,504
2023-07-11$111.30$110.0049.7%13.8%36.1%3.5%48.8%-0.1%-1.5%45.1M-3.09B-41.0M0.461.79310,554141,3301,406,1761,373,175
2023-07-12$114.63$110.0047.9%13.3%35.5%3.0%47.4%-0.4%-1.5%128.3M-4.62B-41.4M0.541.47334,580179,3081,456,4361,399,483
2023-07-13$116.06$110.0048.5%13.5%33.6%3.2%47.9%-1.0%-1.6%162.2M-5.20B-41.7M0.451.73351,576158,0781,474,4541,417,246
2023-07-14$115.87$110.0050.3%14.0%32.1%3.7%50.6%-2.3%-2.1%194.0M-5.26B-41.6M0.462.02998,162455,4861,506,8911,437,401
2023-07-17$118.47$110.0051.1%14.5%33.1%4.0%51.6%-1.9%-1.0%140.5M-5.93B-41.9M0.621.66410,151256,2571,469,6351,388,392
2023-07-18$118.09$110.0051.2%14.6%30.8%4.0%51.6%-2.4%-1.4%149.6M-5.83B-42.6M0.421.65360,426152,4591,522,2771,448,919
2023-07-19$116.82$110.0052.3%15.0%30.6%4.3%53.7%-3.0%-1.1%136.4M-5.31B-42.8M0.311.88602,839188,2131,546,7561,467,931
2023-07-20$110.63$110.0052.3%15.1%31.0%4.3%53.9%-1.9%-1.3%-3.7M-2.29B-42.0M0.511.86536,855275,1341,607,8011,485,939
2023-07-21$110.68$110.0050.2%14.5%30.3%3.7%51.9%-1.8%-1.1%16.8M-2.59B-41.7M0.661.98422,972279,6661,660,2221,515,066
2023-07-24$110.50$110.0051.0%15.0%30.3%3.9%53.6%-1.5%-1.5%39.4M-2.56B-41.6M0.741.37213,082158,3711,307,2831,313,555
2023-07-25$113.37$110.0051.9%15.4%30.2%4.2%54.1%-1.4%-1.7%77.7M-3.62B-42.6M0.501.38257,256128,2091,346,4841,359,204
2023-07-26$110.60$110.0051.5%15.3%30.8%4.1%54.5%-1.3%-1.6%35.3M-2.59B-42.2M0.521.28229,716120,5131,379,1961,378,583
2023-07-27$110.69$110.0052.4%15.7%30.8%4.4%55.9%-1.4%-1.9%42.5M-2.71B-42.4M0.591.57407,860239,9531,406,7411,393,396
2023-07-28$113.09$110.0051.4%15.3%31.6%4.1%54.6%-1.6%-1.5%83.7M-3.56B-42.6M0.661.20365,834241,2581,438,4221,415,341
2023-07-31$113.95$110.0054.5%16.8%30.1%5.0%59.9%-2.7%-2.2%65.8M-3.82B-42.8M0.461.94332,191154,1701,324,0081,335,082