AMD Options History — January 2024

In January 2024, AMD traded between $135.22 and $180.26. ATM implied volatility averaged 49.2%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 0.7% (HV 20d: 48.6%). Max pain ranged from $110.00 to $145.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.60.

Notable Days

2024-01-19: Highest Volume — 1,793,546 contracts
2024-01-31: Largest IV drop — 25.5% change
2024-01-26: Highest IV Rank — 100.0%
2024-01-30: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$158.51	$135.22	$180.26	$137.81	$167.57
Max Pain	$127.86	$110.00	$145.00	$110.00	$145.00
ATM IV	49.2%	42.9%	58.0%	45.4%	42.9%
Expected Move	14.2%	10.5%	19.0%	10.7%	12.6%
HV 20d	48.6%	39.5%	55.9%	48.8%	49.6%
HV 60d	44.4%	42.9%	47.0%	43.4%	43.6%
IV Rank	66.6%	37.8%	100.0%	49.7%	37.8%
IV Percentile	67.0%	31.0%	100.0%	46.4%	31.0%
Term Structure	-1.5%	-2.7%	-0.1%	-0.6%	-0.1%
VWIV	50.2%	36.8%	67.0%	38.0%	44.8%
Skew 25d	-0.6%	-3.8%	1.6%	1.6%	-0.9%
Skew 10d	-0.9%	-8.0%	3.9%	3.3%	-2.3%
Call IV 25d	50.1%	44.0%	60.5%	45.8%	44.0%
Put IV 25d	49.5%	43.0%	56.8%	47.4%	43.0%
Bid-Ask Spread %	1.96	1.62	2.40	1.79	2.36
Gamma HHI	0.09	0.05	0.23	0.06	0.06
Net GEX	176.5M	-2.3M	290.5M	99.5M	53.3M
Net DEX	-11.79B	-20.38B	-6.43B	-7.37B	-8.61B
Net VEX	-39.5M	-43.9M	-36.4M	-38.3M	-43.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.41	0.77	0.66	0.77
Total Volume	922,036.238	378,535	1,793,546	587,763	1,458,605
Total OI	2,889,738.667	2,313,229	3,341,320	2,847,113	2,925,033

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
2024-01-02	$137.81	$110.00	45.4%	10.7%	48.8%	49.7%	38.0%	1.6%	-0.6%	99.5M	-7.37B	-38.3M	0.66	1.79	353,374	234,389	1,338,231	1,508,882
2024-01-03	$135.22	$110.00	45.6%	10.5%	48.8%	50.7%	36.8%	1.5%	-0.1%	80.9M	-6.43B	-38.8M	0.75	1.70	303,141	227,971	1,406,315	1,547,859
2024-01-04	$136.43	$125.00	45.5%	12.7%	48.7%	50.1%	44.6%	0.9%	-0.5%	123.9M	-7.17B	-39.5M	0.53	1.62	247,904	130,631	1,456,605	1,572,427
2024-01-05	$138.47	$125.00	44.8%	12.5%	48.3%	48.0%	44.0%	1.2%	-0.4%	176.8M	-8.17B	-39.2M	0.66	1.86	402,586	267,219	1,481,581	1,590,930
2024-01-08	$146.13	$125.00	46.3%	12.9%	42.0%	54.5%	45.6%	0.8%	-1.2%	213.6M	-11.08B	-38.9M	0.54	1.91	403,845	219,038	1,373,351	1,534,123
2024-01-09	$148.64	$125.00	46.3%	12.9%	42.1%	54.4%	45.4%	0.4%	-1.2%	233.4M	-12.08B	-38.5M	0.52	1.92	393,612	205,230	1,413,881	1,580,285
2024-01-10	$148.39	$125.00	46.2%	12.8%	40.2%	54.1%	45.0%	0.4%	-1.6%	219.2M	-11.91B	-38.4M	0.55	1.78	306,889	169,655	1,443,307	1,614,123
2024-01-11	$147.75	$125.00	45.6%	12.7%	39.5%	51.4%	44.7%	0.6%	-1.4%	251.6M	-11.63B	-38.8M	0.57	1.87	367,292	207,741	1,476,579	1,627,977
2024-01-12	$146.44	$125.00	45.1%	12.6%	39.7%	49.3%	44.6%	0.8%	-1.6%	226.6M	-10.93B	-38.9M	0.69	1.91	281,917	193,313	1,490,021	1,651,673
2024-01-16	$158.14	$125.00	47.6%	13.6%	47.6%	60.1%	48.0%	0.3%	-1.4%	202.7M	-14.73B	-36.4M	0.58	2.26	773,029	449,450	1,385,237	1,567,409
2024-01-17	$160.10	$125.00	50.3%	14.4%	47.6%	71.8%	50.6%	0.7%	-1.9%	206.2M	-15.15B	-38.1M	0.50	2.30	663,676	331,917	1,461,627	1,666,019
2024-01-18	$162.40	$125.00	49.9%	14.4%	47.6%	69.9%	50.7%	0.0%	-1.9%	260.3M	-16.34B	-38.1M	0.41	1.87	1,164,547	481,505	1,518,803	1,695,846
2024-01-19	$173.52	$130.00	50.4%	14.6%	51.9%	72.1%	51.8%	-1.0%	-2.0%	245.6M	-20.38B	-36.7M	0.62	2.18	1,107,509	686,037	1,599,354	1,741,966
2024-01-22	$168.62	$130.00	51.8%	15.4%	52.1%	78.5%	54.7%	-1.5%	-1.8%	127.5M	-10.47B	-39.2M	0.47	1.89	730,849	340,269	1,069,968	1,243,261
2024-01-23	$168.38	$130.00	50.3%	15.0%	51.9%	71.7%	53.2%	-1.6%	-1.8%	212.9M	-10.91B	-40.3M	0.55	2.07	400,372	221,496	1,228,971	1,291,652
2024-01-24	$178.07	$135.00	52.0%	15.7%	54.2%	79.4%	55.5%	-2.3%	-2.1%	290.5M	-14.45B	-39.0M	0.61	2.04	922,100	562,034	1,258,179	1,327,994
2024-01-25	$180.26	$135.00	55.9%	17.2%	53.9%	96.1%	61.1%	-3.6%	-2.5%	227.4M	-14.48B	-40.4M	0.59	1.62	879,891	517,166	1,290,647	1,420,817
2024-01-26	$177.44	$135.00	56.9%	17.7%	54.6%	100.0%	62.3%	-3.7%	-2.7%	-2.3M	-12.99B	-42.0M	0.66	2.01	791,244	518,558	1,353,961	1,467,437
2024-01-29	$177.00	$135.00	58.0%	19.0%	54.6%	100.0%	66.7%	-3.8%	-2.3%	137.8M	-11.89B	-41.8M	0.60	1.78	290,834	173,340	1,189,692	1,287,046
2024-01-30	$171.95	$140.00	57.5%	19.0%	55.9%	98.0%	67.0%	-3.6%	-2.6%	119.2M	-10.48B	-43.5M	0.75	2.40	562,343	420,243	1,244,603	1,340,840
2024-01-31	$167.57	$145.00	42.9%	12.6%	49.6%	37.8%	44.8%	-0.9%	-0.1%	53.3M	-8.61B	-43.9M	0.77	2.36	825,950	632,655	1,413,455	1,511,578