AMD Options History — August 2023

In August 2023, AMD traded between $101.40 and $117.58. ATM implied volatility averaged 44.2%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 1.4% (HV 20d: 45.6%). Max pain ranged from $100.00 to $111.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.71.

Notable Days

2023-08-02: Highest Volume — 1,716,565 contracts
2023-08-02: Largest IV drop — 15.3% change
2023-08-23: Highest IV Rank — 21.0%
2023-08-01: Largest Expected Move — 17.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$108.83	$101.40	$117.58	$117.58	$105.62
Max Pain	$101.39	$100.00	$111.00	$110.00	$101.00
ATM IV	44.2%	39.5%	54.9%	54.9%	39.5%
Expected Move	12.7%	11.0%	17.4%	17.4%	11.0%
HV 20d	45.6%	32.0%	54.8%	32.0%	46.9%
HV 60d	47.1%	43.1%	49.6%	47.4%	43.7%
IV Rank	4.1%	0.0%	21.0%	5.1%	0.0%
IV Percentile	14.2%	0.0%	81.3%	81.3%	0.0%
Term Structure	-0.3%	-2.5%	0.6%	-2.5%	0.4%
VWIV	44.8%	39.0%	62.5%	62.5%	39.0%
Skew 25d	1.0%	-3.5%	2.0%	-3.5%	1.3%
Skew 10d	1.5%	-7.7%	3.5%	-7.7%	2.2%
Call IV 25d	44.0%	39.2%	57.5%	57.5%	39.2%
Put IV 25d	45.0%	40.5%	54.0%	54.0%	40.5%
Bid-Ask Spread %	1.45	1.07	1.79	1.45	1.30
Gamma HHI	0.05	0.04	0.10	0.05	0.04
Net GEX	30.9M	-63.5M	229.2M	107.7M	25.8M
Net DEX	-2.54B	-5.38B	7.1M	-5.38B	-2.15B
Net VEX	-43.2M	-44.5M	-41.9M	-44.1M	-44.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.45	1.03	0.45	0.87
Total Volume	637,078.478	314,306	1,716,565	1,059,084	406,659
Total OI	3,080,233.348	2,725,728	3,406,377	2,845,304	3,167,619

Daily Data (23 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
2023-08-01	$117.58	$110.00	54.9%	17.4%	32.0%	5.1%	62.5%	-3.5%	-2.5%	107.7M	-5.38B	-44.1M	0.45	1.45	732,771	326,313	1,446,143	1,399,161
2023-08-02	$109.56	$111.00	46.5%	13.3%	40.9%	2.5%	47.6%	-0.6%	-1.4%	-626.4K	-1.92B	-43.1M	0.57	1.41	1,095,686	620,879	1,692,973	1,527,948
2023-08-03	$112.98	$105.00	44.7%	12.5%	42.4%	2.0%	44.7%	-0.4%	-1.0%	141.0M	-3.97B	-44.5M	0.73	1.65	547,593	399,202	1,831,435	1,562,295
2023-08-04	$115.53	$105.00	44.0%	12.4%	43.1%	1.8%	45.0%	-0.2%	-1.1%	229.2M	-5.16B	-44.5M	0.70	1.67	656,188	460,315	1,816,504	1,589,873
2023-08-07	$116.24	$100.00	43.5%	12.4%	43.1%	1.6%	43.9%	0.6%	0.1%	101.5M	-4.95B	-43.7M	0.62	1.57	274,486	169,072	1,549,000	1,465,111
2023-08-08	$113.36	$100.00	44.0%	12.5%	43.8%	1.8%	44.5%	1.2%	-0.0%	52.7M	-3.65B	-43.4M	0.73	1.71	263,322	191,587	1,588,214	1,490,488
2023-08-09	$110.80	$100.00	44.3%	12.7%	43.2%	1.9%	44.7%	1.4%	0.1%	15.1M	-2.69B	-43.2M	0.68	1.55	292,182	199,637	1,621,818	1,507,375
2023-08-10	$110.31	$100.00	44.0%	12.6%	42.9%	1.8%	44.2%	1.4%	-0.2%	7.2M	-2.46B	-43.0M	0.65	1.62	323,940	210,387	1,652,068	1,537,239
2023-08-11	$107.63	$100.00	42.2%	12.1%	43.6%	1.2%	42.4%	1.5%	-0.0%	-54.0M	-1.20B	-42.2M	0.86	1.55	360,665	311,512	1,681,196	1,562,263
2023-08-14	$111.66	$100.00	43.0%	12.3%	45.0%	1.5%	43.3%	1.2%	-0.4%	37.5M	-3.42B	-42.7M	0.73	1.79	250,553	183,924	1,519,395	1,506,185
2023-08-15	$111.50	$100.00	44.8%	12.8%	45.0%	2.0%	45.0%	1.3%	-0.5%	43.8M	-3.44B	-43.2M	0.69	1.45	186,410	127,896	1,553,679	1,533,543
2023-08-16	$107.38	$100.00	45.0%	12.9%	46.6%	2.1%	45.2%	1.2%	-0.4%	-26.2M	-1.68B	-42.5M	0.74	1.49	254,436	188,999	1,570,090	1,542,063
2023-08-17	$104.23	$100.00	45.2%	13.0%	43.9%	2.1%	45.6%	1.7%	-0.1%	-63.1M	-576.6M	-41.9M	0.69	1.44	306,897	210,357	1,610,584	1,546,432
2023-08-18	$105.90	$100.00	44.0%	12.6%	44.4%	1.8%	44.6%	1.9%	-0.1%	-21.2M	-1.44B	-42.7M	1.03	1.70	278,354	286,619	1,665,506	1,562,226
2023-08-21	$108.28	$100.00	44.6%	12.8%	45.2%	1.6%	45.3%	2.0%	-0.3%	26.4M	-2.51B	-42.8M	0.60	1.28	228,429	137,405	1,327,891	1,397,837
2023-08-22	$105.44	$100.00	46.0%	13.3%	44.9%	2.1%	46.6%	1.9%	-0.5%	9.2M	-1.65B	-43.3M	0.81	1.16	210,157	170,094	1,389,334	1,427,188
2023-08-23	$109.88	$100.00	45.9%	13.3%	46.9%	21.0%	47.1%	1.6%	-0.5%	72.8M	-3.38B	-43.9M	0.63	1.30	285,306	180,497	1,429,197	1,442,789
2023-08-24	$101.40	$100.00	45.0%	12.9%	54.8%	17.9%	45.1%	1.7%	-0.1%	-63.5M	7.1M	-42.1M	0.61	1.24	651,920	395,591	1,478,584	1,480,694
2023-08-25	$102.46	$100.00	42.5%	12.0%	54.2%	9.8%	42.1%	1.6%	0.2%	-1.9M	-766.5M	-43.0M	0.80	1.26	490,392	392,647	1,609,273	1,520,291
2023-08-28	$102.75	$100.00	42.4%	11.9%	54.1%	9.3%	42.1%	1.6%	0.0%	-19.7M	-927.1M	-42.9M	0.62	1.11	262,074	161,607	1,454,037	1,494,994
2023-08-29	$106.16	$100.00	40.7%	11.4%	54.2%	3.7%	40.0%	1.5%	0.3%	41.5M	-2.47B	-43.8M	0.55	1.07	326,326	180,742	1,501,642	1,521,082
2023-08-30	$106.44	$100.00	39.8%	11.1%	48.4%	0.8%	39.2%	1.3%	0.6%	48.2M	-2.56B	-43.8M	0.91	1.57	242,608	220,169	1,533,876	1,538,232
2023-08-31	$105.62	$101.00	39.5%	11.0%	46.9%	0.0%	39.0%	1.3%	0.4%	25.8M	-2.15B	-44.4M	0.87	1.30	217,717	188,942	1,574,288	1,593,331