AMD Options History — October 2023 In October 2023, AMD traded between $93.64 and $109.03. ATM implied volatility averaged 52.5%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 12.9% (HV 20d: 39.6%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2023-10-06 : Highest Volume — 658,087 contracts2023-10-03 : Largest IV spike — 7.7% change2023-10-26 : Highest IV Rank — 77.1%2023-10-26 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $102.49 $93.64 $109.03 $102.56 $98.48 Max Pain $102.95 $100.00 $110.00 $100.00 $100.00 ATM IV 52.5% 47.9% 56.8% 47.9% 53.7% Expected Move 15.0% 12.3% 17.3% 12.3% 17.2% HV 20d 39.6% 35.9% 42.7% 35.9% 39.9% HV 60d 42.7% 41.0% 43.7% 42.0% 41.3% IV Rank 52.6% 32.9% 77.1% 32.9% 65.0% IV Percentile 76.2% 42.9% 97.2% 42.9% 87.7% Term Structure -1.3% -2.6% -0.0% -0.5% -1.3% VWIV 52.4% 44.3% 59.5% 44.4% 58.9% Skew 25d 3.9% 2.8% 5.0% 3.0% 4.8% Skew 10d 7.6% 5.7% 9.6% 5.9% 8.7% Call IV 25d 50.7% 48.2% 54.9% 48.2% 50.6% Put IV 25d 54.5% 51.2% 59.6% 51.2% 55.4% Bid-Ask Spread % 1.62 1.34 2.58 1.79 1.35 Gamma HHI 0.05 0.04 0.06 0.05 0.05 Net GEX 24.0M -46.2M 129.8M 4.1M 10.0M Net DEX -1.67B -4.43B 1.50B -1.60B -384.6M Net VEX -43.4M -45.3M -40.6M -44.5M -41.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.37 1.02 0.77 0.55 Total Volume 419,282.864 246,482 658,087 275,758 594,505 Total OI 3,106,340.182 2,832,557 3,346,045 2,992,494 2,997,885
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 2023-10-02 $102.56 $100.00 47.9% 12.3% 35.9% 32.9% 44.4% 3.0% -0.5% 4.1M -1.60B -44.5M 0.77 1.79 155,541 120,217 1,438,762 1,553,732 2023-10-03 $99.59 $100.00 51.6% 13.2% 36.1% 44.4% 46.4% 3.5% -0.7% -29.4M -528.8M -44.6M 1.02 1.73 152,930 155,684 1,471,226 1,578,499 2023-10-04 $104.13 $100.00 51.0% 12.4% 39.7% 42.5% 44.3% 3.4% -0.0% 46.0M -2.48B -45.2M 0.68 1.79 193,643 131,204 1,498,347 1,595,540 2023-10-05 $103.28 $105.00 51.6% 14.3% 39.1% 44.4% 50.3% 3.5% -0.5% 24.5M -1.98B -44.9M 0.70 2.58 242,443 169,418 1,496,847 1,616,848 2023-10-06 $107.56 $105.00 50.4% 14.1% 41.8% 40.9% 49.3% 2.9% -0.3% 114.5M -4.10B -45.3M 0.76 1.85 374,364 283,723 1,526,820 1,627,280 2023-10-09 $107.00 $105.00 51.4% 14.5% 41.8% 43.9% 49.9% 3.1% -0.6% 60.2M -3.37B -44.6M 0.75 1.47 140,987 105,495 1,472,063 1,572,956 2023-10-10 $109.03 $105.00 50.6% 14.1% 42.3% 41.5% 48.4% 3.0% -1.2% 93.7M -4.27B -44.2M 0.37 1.87 393,730 144,192 1,488,266 1,583,957 2023-10-11 $108.07 $105.00 50.7% 14.1% 41.8% 41.7% 49.2% 2.9% -1.3% 104.9M -4.02B -45.0M 0.61 1.61 216,869 131,863 1,606,753 1,599,303 2023-10-12 $108.80 $105.00 50.4% 14.1% 41.9% 40.8% 49.1% 2.8% -1.4% 129.8M -4.43B -45.0M 0.62 1.54 348,426 214,753 1,644,088 1,624,621 2023-10-13 $105.19 $110.00 52.6% 14.8% 39.3% 48.8% 52.4% 4.0% -1.2% 32.5M -2.50B -44.4M 0.76 1.52 317,500 241,589 1,663,446 1,636,515 2023-10-16 $106.50 $105.00 51.4% 14.6% 39.5% 46.0% 50.7% 3.9% -1.7% 59.7M -3.15B -43.8M 0.67 1.64 172,130 116,158 1,601,217 1,576,560 2023-10-17 $104.70 $105.00 51.7% 14.8% 40.1% 47.2% 52.3% 4.1% -1.6% 32.6M -2.39B -43.6M 0.95 1.42 248,787 235,777 1,629,908 1,623,383 2023-10-18 $102.05 $105.00 54.1% 15.5% 40.7% 57.2% 53.2% 4.3% -2.6% -13.2M -1.20B -43.0M 0.92 1.38 176,443 162,510 1,655,391 1,640,982 2023-10-19 $101.97 $105.00 53.9% 15.5% 37.2% 56.5% 54.1% 4.2% -2.3% -11.8M -1.21B -43.0M 0.80 1.34 240,659 192,314 1,672,148 1,647,713 2023-10-20 $101.94 $105.00 53.8% 15.6% 37.2% 56.3% 54.8% 4.7% -2.0% -4.7M -1.31B -42.7M 0.82 1.54 330,525 270,980 1,692,141 1,653,904 2023-10-23 $100.23 $100.00 53.9% 16.0% 37.7% 63.7% 55.6% 4.8% -1.4% -3.5M -443.2M -42.4M 0.57 1.41 234,446 132,835 1,396,622 1,435,935 2023-10-24 $101.63 $100.00 53.1% 15.9% 37.5% 60.3% 56.4% 3.9% -1.5% 14.7M -988.0M -42.7M 0.43 1.38 249,260 106,602 1,423,964 1,463,560 2023-10-25 $95.81 $100.00 55.5% 16.8% 42.7% 69.4% 57.6% 4.2% -1.8% -44.6M 955.7M -41.1M 0.53 1.50 256,495 135,762 1,452,147 1,491,441 2023-10-26 $93.64 $100.00 56.8% 17.3% 38.9% 77.1% 59.5% 4.8% -2.2% -46.2M 1.50B -40.6M 0.62 1.56 249,344 154,498 1,509,146 1,502,473 2023-10-27 $96.06 $100.00 54.7% 16.6% 40.3% 68.7% 57.1% 5.0% -1.6% -32.6M 732.5M -41.6M 0.64 1.74 283,213 182,598 1,537,969 1,526,494 2023-10-30 $96.51 $100.00 54.3% 17.1% 40.4% 67.0% 59.0% 4.8% -1.5% -13.2M 383.0M -41.0M 0.56 1.63 168,607 95,204 1,430,143 1,482,489 2023-10-31 $98.48 $100.00 53.7% 17.2% 39.9% 65.0% 58.9% 4.8% -1.3% 10.0M -384.6M -41.6M 0.55 1.35 384,743 209,762 1,484,764 1,513,121
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