AMD Options History — November 2023

In November 2023, AMD traded between $107.81 and $123.66. ATM implied volatility averaged 39.5%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 7.3% (HV 20d: 46.8%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2023-11-01: Highest Volume — 1,224,240 contracts
2023-11-06: Largest IV spike — 6.6% change
2023-11-13: Highest IV Rank — 25.8%
2023-11-01: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$117.60	$107.81	$123.66	$107.81	$120.56
Max Pain	$104.71	$100.00	$110.00	$100.00	$110.00
ATM IV	39.5%	33.7%	42.4%	42.4%	34.4%
Expected Move	11.6%	10.3%	12.4%	12.4%	10.7%
HV 20d	46.8%	32.4%	50.1%	49.1%	32.4%
HV 60d	43.2%	40.5%	45.7%	45.2%	40.6%
IV Rank	13.9%	0.0%	25.8%	20.4%	3.0%
IV Percentile	5.9%	0.0%	14.3%	11.5%	0.4%
Term Structure	-0.1%	-1.2%	3.6%	2.4%	-0.2%
VWIV	41.0%	36.5%	44.5%	44.0%	37.3%
Skew 25d	2.1%	1.3%	3.6%	3.6%	1.7%
Skew 10d	4.9%	3.3%	7.0%	7.0%	3.7%
Call IV 25d	38.6%	33.1%	41.1%	40.6%	33.7%
Put IV 25d	40.7%	34.8%	44.2%	44.2%	35.3%
Bid-Ask Spread %	1.57	1.20	2.04	1.80	1.61
Gamma HHI	0.08	0.06	0.13	0.06	0.07
Net GEX	187.6M	129.0M	252.2M	168.4M	145.1M
Net DEX	-6.83B	-8.81B	-4.47B	-4.47B	-5.91B
Net VEX	-41.0M	-42.7M	-38.5M	-42.4M	-38.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.58	0.95	0.82	0.67
Total Volume	517,149.619	255,343	1,224,240	1,224,240	423,245
Total OI	3,138,541.571	2,836,307	3,387,038	3,171,662	2,989,083

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
2023-11-01	$107.81	$100.00	42.4%	12.4%	49.1%	20.4%	44.0%	3.6%	2.4%	168.4M	-4.47B	-42.4M	0.82	1.80	673,936	550,304	1,603,006	1,568,656
2023-11-02	$108.22	$100.00	40.9%	12.3%	48.9%	14.9%	43.2%	3.2%	3.0%	158.7M	-4.51B	-42.7M	0.76	1.24	373,435	281,998	1,643,439	1,664,379
2023-11-03	$112.66	$100.00	38.8%	11.8%	48.9%	7.7%	41.9%	2.4%	3.6%	201.9M	-6.91B	-42.7M	0.58	1.51	568,323	327,797	1,678,532	1,696,924
2023-11-06	$111.44	$105.00	41.3%	12.1%	49.0%	20.4%	41.9%	3.0%	-0.0%	135.6M	-4.91B	-42.3M	0.77	1.65	213,687	164,431	1,544,436	1,579,403
2023-11-07	$113.84	$105.00	41.9%	11.9%	49.2%	23.3%	42.8%	2.8%	-0.8%	183.3M	-6.08B	-42.2M	0.66	2.04	255,311	169,029	1,561,103	1,598,165
2023-11-08	$113.56	$105.00	42.3%	11.9%	49.0%	25.0%	42.4%	3.0%	-0.6%	182.5M	-6.01B	-42.4M	0.77	1.21	202,404	156,024	1,611,319	1,628,659
2023-11-09	$113.44	$105.00	41.9%	11.8%	49.0%	23.2%	41.7%	2.9%	-0.8%	188.5M	-5.91B	-42.4M	0.72	1.40	299,379	215,669	1,641,439	1,647,555
2023-11-10	$118.84	$105.00	41.4%	11.8%	49.5%	20.7%	41.8%	2.1%	-0.6%	252.2M	-8.81B	-41.8M	0.73	1.56	543,092	395,086	1,651,157	1,664,557
2023-11-13	$116.93	$105.00	42.4%	12.1%	50.1%	25.8%	44.5%	2.6%	-1.0%	180.5M	-7.03B	-42.0M	0.80	1.29	242,683	194,986	1,591,419	1,606,366
2023-11-14	$120.03	$100.00	40.8%	11.7%	49.9%	17.9%	41.2%	2.4%	-0.6%	233.2M	-8.57B	-41.0M	0.68	1.28	291,441	198,121	1,610,697	1,623,194
2023-11-15	$117.78	$105.00	41.1%	11.8%	49.4%	19.5%	41.7%	1.7%	-0.7%	182.1M	-7.15B	-41.9M	0.85	1.20	308,695	262,927	1,635,291	1,662,272
2023-11-16	$119.88	$105.00	41.0%	11.8%	49.5%	18.8%	41.2%	1.6%	-1.0%	236.1M	-8.33B	-41.4M	0.74	1.98	267,244	197,113	1,665,609	1,694,941
2023-11-17	$120.60	$105.00	40.4%	11.7%	49.4%	15.9%	41.3%	1.5%	-1.1%	231.8M	-8.78B	-41.2M	0.74	1.30	322,307	238,825	1,673,151	1,713,887
2023-11-20	$121.69	$105.00	40.2%	11.8%	48.4%	14.7%	41.7%	1.4%	-1.2%	154.7M	-7.11B	-40.4M	0.60	1.59	173,654	104,176	1,379,875	1,456,432
2023-11-21	$118.98	$105.00	40.6%	12.1%	49.7%	16.7%	42.3%	1.3%	-1.1%	129.0M	-5.93B	-40.6M	0.67	1.78	220,126	146,840	1,406,383	1,479,029
2023-11-22	$122.63	$105.00	38.1%	11.2%	43.5%	4.1%	39.3%	1.5%	-1.0%	234.1M	-7.86B	-39.3M	0.68	1.70	382,050	259,094	1,456,612	1,533,718
2023-11-24	$122.31	$105.00	36.9%	11.0%	41.9%	0.0%	38.9%	1.4%	-0.7%	162.9M	-7.54B	-39.4M	0.67	1.76	152,848	102,495	1,479,267	1,567,339
2023-11-27	$122.94	$106.00	35.4%	10.8%	41.7%	0.0%	38.1%	1.7%	-0.0%	182.5M	-7.21B	-38.8M	0.95	1.72	139,347	132,145	1,371,217	1,474,197
2023-11-28	$121.77	$108.00	34.5%	10.6%	42.4%	0.0%	37.4%	1.5%	-0.0%	174.7M	-6.68B	-38.8M	0.59	1.63	205,841	120,720	1,397,326	1,500,949
2023-11-29	$123.66	$110.00	33.7%	10.3%	42.3%	0.0%	36.5%	1.7%	0.2%	222.4M	-7.67B	-38.5M	0.62	1.62	236,367	146,947	1,434,489	1,523,901
2023-11-30	$120.56	$110.00	34.4%	10.7%	32.4%	3.0%	37.3%	1.7%	-0.2%	145.1M	-5.91B	-38.9M	0.67	1.61	252,768	170,477	1,454,074	1,535,009