AMD Options History — December 2023

In December 2023, AMD traded between $117.14 and $149.26. ATM implied volatility averaged 36.0%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 3.0% (HV 20d: 39.0%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2023-12-07: Highest Volume — 1,726,114 contracts
  • 2023-12-04: Largest IV spike — 5.8% change
  • 2023-12-29: Highest IV Rank — 22.9%
  • 2023-12-11: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$134.98$117.14$149.26$120.91$147.81
Max Pain$103.00$100.00$110.00$110.00$110.00
ATM IV36.0%33.7%39.1%33.7%39.1%
Expected Move10.2%9.9%10.6%10.4%10.0%
HV 20d39.0%29.9%42.8%32.4%39.6%
HV 60d42.1%40.3%44.1%40.3%40.6%
IV Rank10.1%0.0%22.9%0.0%22.9%
IV Percentile4.1%0.0%11.9%0.0%11.9%
Term Structure1.8%-0.5%8.3%-0.1%8.0%
VWIV36.2%34.9%37.3%36.9%35.4%
Skew 25d0.0%-1.1%1.7%1.7%0.3%
Skew 10d0.6%-1.8%4.4%4.1%1.4%
Call IV 25d36.2%33.0%38.1%33.0%36.4%
Put IV 25d36.2%34.7%37.4%34.7%36.8%
Bid-Ask Spread %2.391.4414.211.681.76
Gamma HHI0.080.060.120.080.07
Net GEX229.2M121.9M315.4M159.0M166.4M
Net DEX-10.00B-13.38B-4.61B-6.19B-12.38B
Net VEX-38.6M-39.9M-37.4M-38.3M-37.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.410.710.710.67
Total Volume705,286.25293,7991,726,114403,005827,886
Total OI3,055,902.92,810,1233,350,8453,044,3123,099,351

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$120.91$110.0033.7%10.4%32.4%0.0%36.9%1.7%-0.1%159.0M-6.19B-38.3M0.711.68236,214166,7911,489,8361,554,476
2023-12-04$118.65$100.0035.6%10.3%30.8%8.2%35.9%1.7%0.7%129.7M-5.04B-38.3M0.581.44216,278125,0001,402,1411,465,987
2023-12-05$118.22$100.0036.3%10.3%30.4%11.1%36.3%1.6%0.4%134.0M-4.97B-38.6M0.461.71201,29492,5051,442,1181,491,070
2023-12-06$117.14$100.0034.8%10.2%29.9%4.6%35.3%1.3%0.7%121.9M-4.61B-37.7M0.491.76437,565214,6721,478,4731,515,466
2023-12-07$127.91$100.0036.3%10.4%42.8%11.3%36.8%-0.3%0.7%315.4M-10.37B-37.7M0.571.501,101,945624,1691,545,5411,559,839
2023-12-08$128.91$100.0035.4%10.3%42.7%7.3%36.4%-0.3%0.8%260.4M-10.53B-39.6M0.461.75882,249409,0311,643,9111,696,197
2023-12-11$134.36$100.0037.0%10.6%42.1%14.4%37.3%-0.7%-0.4%251.7M-11.32B-38.6M0.411.94685,727280,5351,493,0771,556,934
2023-12-12$137.94$100.0036.5%10.4%41.8%12.0%37.0%-0.9%-0.3%263.1M-12.72B-37.9M0.481.72837,555403,7851,546,6101,616,458
2023-12-13$137.78$100.0035.8%10.1%41.4%9.0%35.9%-0.5%-0.5%271.5M-12.48B-38.9M0.501.86416,593210,2381,615,4981,680,377
2023-12-14$137.78$100.0036.0%10.2%40.4%9.7%36.3%-0.9%-0.3%289.4M-12.05B-39.7M0.561.69538,541304,1521,612,4061,684,709
2023-12-15$138.90$100.0035.3%10.1%40.2%7.0%35.8%-1.0%-0.2%259.9M-12.40B-38.9M0.631.70409,677257,8231,624,6241,726,221
2023-12-18$139.02$105.0035.0%10.0%40.3%5.8%35.8%-0.9%0.8%206.4M-9.77B-38.8M0.481.71235,392111,8391,355,8431,454,280
2023-12-19$139.86$105.0035.4%10.1%40.3%7.2%36.0%-1.1%0.9%242.3M-10.22B-38.9M0.441.97492,880218,8801,408,6501,484,255
2023-12-20$136.14$105.0036.6%10.5%40.7%12.6%37.0%0.2%0.9%168.4M-8.37B-39.8M0.5014.21347,516172,2741,454,0291,518,551
2023-12-21$139.78$105.0035.8%10.2%40.5%9.2%36.5%0.1%0.9%281.7M-10.13B-39.9M0.662.02269,455176,6481,490,2551,551,250
2023-12-22$139.45$105.0034.9%9.9%40.5%5.2%34.9%0.3%1.0%248.1M-9.85B-39.7M0.571.99265,989151,1301,497,6181,582,142
2023-12-26$143.60$105.0036.6%10.3%41.2%12.7%36.6%0.1%6.7%233.9M-10.99B-37.9M0.581.81289,016167,8061,367,4241,481,534
2023-12-27$146.16$105.0036.8%10.3%40.9%13.4%36.3%0.2%7.0%281.2M-12.22B-37.8M0.581.78305,938177,3281,418,5151,523,911
2023-12-28$149.26$105.0037.9%10.1%41.0%18.1%35.8%0.0%8.3%299.5M-13.38B-37.4M0.651.75511,748331,6611,432,4181,556,063
2023-12-29$147.81$110.0039.1%10.0%39.6%22.9%35.4%0.3%8.0%166.4M-12.38B-37.9M0.671.76496,968330,9181,472,3051,627,046