AMD Options History — September 2023 In September 2023, AMD traded between $95.72 and $111.44. ATM implied volatility averaged 40.6%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 2.8% (HV 20d: 43.3%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.78.
Notable Days 2023-09-28 : Highest Volume — 726,744 contracts2023-09-21 : Largest IV spike — 6.2% change2023-09-26 : Highest IV Rank — 22.0%2023-09-26 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $103.15 $95.72 $111.44 $109.44 $103.06 Max Pain $103.05 $100.00 $105.00 $101.00 $100.00 ATM IV 40.6% 37.3% 44.4% 38.3% 43.8% Expected Move 11.6% 10.3% 12.8% 10.3% 11.7% HV 20d 43.3% 33.3% 48.6% 48.1% 38.4% HV 60d 41.2% 40.2% 43.2% 43.2% 42.0% IV Rank 9.1% 0.0% 22.0% 0.0% 20.1% IV Percentile 6.2% 0.0% 23.0% 0.0% 19.4% Term Structure 1.6% -0.1% 6.7% 0.5% 6.7% VWIV 40.7% 36.4% 43.8% 36.4% 41.1% Skew 25d 2.0% 0.8% 3.4% 1.1% 3.2% Skew 10d 3.8% 1.0% 6.6% 1.8% 6.1% Call IV 25d 39.6% 36.8% 42.8% 37.8% 39.9% Put IV 25d 41.5% 38.1% 46.2% 38.8% 43.0% Bid-Ask Spread % 1.42 1.21 1.74 1.29 1.50 Gamma HHI 0.05 0.04 0.07 0.04 0.05 Net GEX -4.1M -93.9M 82.3M 55.5M 20.3M Net DEX -1.36B -4.35B 1.34B -4.03B -2.20B Net VEX -43.3M -45.3M -41.8M -44.4M -45.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.55 0.99 0.89 0.78 Total Volume 472,736.8 265,304 726,744 682,677 547,745 Total OI 3,036,383.45 2,679,280 3,242,317 3,216,430 3,170,606
Daily Data (20 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 2023-09-01 $109.44 $101.00 38.3% 10.3% 48.1% 0.0% 36.4% 1.1% 0.5% 55.5M -4.03B -44.4M 0.89 1.29 360,406 322,271 1,593,461 1,622,969 2023-09-05 $111.44 $105.00 40.4% 11.7% 48.6% 6.8% 41.5% 0.8% 0.1% 82.3M -4.35B -44.2M 0.70 1.74 384,552 267,676 1,446,137 1,542,596 2023-09-06 $109.07 $105.00 40.8% 11.7% 48.4% 8.0% 41.5% 1.0% 0.1% 56.8M -3.37B -44.7M 0.93 1.47 206,654 192,759 1,509,428 1,591,200 2023-09-07 $106.80 $105.00 41.2% 11.9% 48.3% 9.3% 42.1% 1.3% -0.1% -4.3M -2.23B -44.4M 0.83 1.48 215,485 178,407 1,531,020 1,599,223 2023-09-08 $106.00 $105.00 39.4% 11.4% 48.3% 3.4% 40.0% 1.3% 0.0% -4.6M -1.97B -43.6M 0.58 1.55 316,193 184,063 1,554,695 1,605,137 2023-09-11 $105.27 $105.00 39.4% 11.4% 47.6% 3.6% 40.2% 1.7% 0.2% 3.5M -1.79B -42.5M 0.65 1.42 279,303 182,872 1,475,216 1,537,247 2023-09-12 $105.47 $105.00 39.2% 11.3% 45.5% 3.0% 39.6% 1.3% -0.1% 19.2M -2.07B -43.0M 0.86 1.54 194,000 165,914 1,532,673 1,579,039 2023-09-13 $107.60 $105.00 38.0% 10.9% 46.2% 0.0% 38.8% 1.5% 0.2% 65.7M -2.95B -43.2M 0.78 1.43 252,039 196,619 1,546,466 1,594,131 2023-09-14 $107.10 $105.00 37.3% 10.8% 44.3% 0.0% 38.0% 1.3% 0.5% 41.3M -2.62B -42.9M 0.73 1.24 218,809 159,894 1,579,328 1,614,208 2023-09-15 $101.70 $105.00 38.3% 11.1% 46.8% 3.3% 38.9% 1.7% 0.7% -72.8M -325.5M -41.9M 0.84 1.64 379,340 318,533 1,609,920 1,632,397 2023-09-18 $101.85 $105.00 39.2% 11.3% 46.4% 6.1% 39.8% 1.5% 0.2% -19.3M -524.0M -42.0M 0.80 1.28 219,846 176,437 1,292,095 1,387,185 2023-09-19 $102.03 $105.00 39.5% 11.3% 45.5% 7.0% 40.0% 1.8% 0.4% -23.4M -610.0M -42.6M 0.83 1.40 156,557 129,801 1,331,006 1,438,978 2023-09-20 $100.39 $105.00 39.5% 11.3% 45.0% 6.9% 41.5% 1.9% 0.4% -45.9M -28.4M -42.7M 0.62 1.43 270,028 168,085 1,378,747 1,463,421 2023-09-21 $96.07 $100.00 42.0% 12.0% 44.2% 14.6% 42.2% 2.6% 0.1% -93.9M 1.34B -41.8M 0.88 1.36 319,166 281,786 1,430,939 1,501,730 2023-09-22 $96.20 $100.00 41.4% 11.8% 34.6% 12.8% 41.2% 2.8% 0.3% -83.0M 1.15B -42.6M 0.99 1.60 258,699 254,843 1,510,848 1,564,473 2023-09-25 $97.06 $100.00 42.4% 12.2% 34.5% 16.1% 43.1% 3.0% 5.4% -49.6M 545.1M -42.8M 0.55 1.25 198,722 108,608 1,393,100 1,519,263 2023-09-26 $95.72 $100.00 44.4% 12.8% 34.7% 22.0% 43.8% 3.4% 5.1% -56.2M 903.9M -43.0M 0.77 1.32 150,041 115,263 1,419,677 1,547,512 2023-09-27 $97.82 $100.00 43.2% 12.3% 33.3% 18.5% 42.6% 3.0% 5.6% -25.5M 68.8M -43.9M 0.74 1.21 228,318 168,258 1,450,215 1,569,918 2023-09-28 $102.84 $100.00 43.8% 12.1% 38.5% 20.2% 42.4% 2.8% 6.0% 52.9M -2.12B -45.2M 0.95 1.33 373,259 353,485 1,478,556 1,582,909 2023-09-29 $103.06 $100.00 43.8% 11.7% 38.4% 20.1% 41.1% 3.2% 6.7% 20.3M -2.20B -45.3M 0.78 1.50 307,016 240,729 1,528,330 1,642,276
« Aug 2023 | All History | Oct 2023 » Home AMD History September 2023