AMD Options History — February 2024

In February 2024, AMD traded between $163.81 and $192.53. ATM implied volatility averaged 45.5%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 5.5% (HV 20d: 51.0%). Max pain ranged from $140.00 to $155.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.59.

Notable Days

  • 2024-02-29: Highest Volume — 1,815,382 contracts
  • 2024-02-29: Largest IV spike — 10.1% change
  • 2024-02-21: Highest IV Rank — 64.1%
  • 2024-02-21: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$174.33$163.81$192.53$170.69$192.53
Max Pain$147.00$140.00$155.00$140.00$155.00
ATM IV45.5%41.6%49.3%41.6%48.8%
Expected Move13.0%11.9%14.3%11.9%14.2%
HV 20d51.0%41.7%62.3%48.5%62.3%
HV 60d46.4%43.2%53.1%43.2%53.1%
IV Rank48.4%32.5%64.1%32.5%62.2%
IV Percentile48.2%22.2%69.4%22.2%67.9%
Term Structure-0.5%-1.4%0.1%-0.0%-1.4%
VWIV46.2%42.1%51.5%42.1%49.9%
Skew 25d-1.5%-3.2%-0.7%-0.8%-3.2%
Skew 10d-2.8%-6.2%-1.1%-1.6%-6.2%
Call IV 25d46.9%42.5%51.6%42.5%51.6%
Put IV 25d45.4%41.7%49.5%41.7%48.3%
Bid-Ask Spread %2.141.602.802.031.94
Gamma HHI0.090.050.290.070.12
Net GEX160.1M46.0M344.4M143.7M344.4M
Net DEX-10.06B-14.89B-5.75B-10.06B-14.89B
Net VEX-46.7M-48.8M-43.8M-44.9M-47.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.380.750.690.60
Total Volume745,701.8350,2531,815,382793,6471,815,382
Total OI2,760,966.552,378,1153,055,2793,021,5662,677,358

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$170.69$140.0041.6%11.9%48.5%32.5%42.1%-0.8%-0.0%143.7M-10.06B-44.9M0.692.03469,774323,8731,472,6791,548,887
2024-02-02$177.91$140.0041.8%12.0%49.6%33.3%42.6%-1.3%0.1%302.3M-13.42B-43.8M0.632.21749,736468,7271,488,6831,566,596
2024-02-05$173.39$140.0043.9%12.5%51.5%42.1%44.0%-0.8%-0.3%134.6M-10.40B-44.4M0.532.39357,037188,4961,286,4331,412,741
2024-02-06$167.25$140.0044.0%12.5%51.5%42.3%44.3%-0.8%-0.5%64.9M-8.24B-46.1M0.522.11426,563222,9231,336,3781,445,906
2024-02-07$171.09$145.0042.6%12.2%51.7%36.5%43.3%-1.3%-0.1%155.3M-9.85B-46.2M0.582.11369,768213,3121,392,4871,478,260
2024-02-08$169.22$145.0043.0%12.3%52.0%38.3%43.8%-1.6%-0.2%95.9M-9.03B-46.3M0.591.98327,081191,6811,404,3671,498,791
2024-02-09$172.55$145.0044.1%12.7%52.0%43.0%45.2%-2.1%-0.0%335.8M-10.62B-46.0M0.442.49621,978274,7011,444,7261,516,207
2024-02-12$172.39$145.0046.0%13.1%51.8%50.7%47.2%-2.1%-0.2%128.3M-10.18B-47.0M0.381.98543,487206,0561,326,1301,422,987
2024-02-13$171.06$145.0047.1%13.5%45.2%55.2%48.1%-1.4%-0.1%104.0M-9.66B-47.2M0.752.80326,888244,2501,363,0891,451,916
2024-02-14$178.38$145.0047.4%13.6%47.1%56.6%48.3%-2.0%-0.3%221.4M-12.42B-47.1M0.472.20469,060218,5091,389,8971,483,074
2024-02-15$177.09$145.0046.9%13.4%47.2%54.2%47.7%-2.1%0.1%193.9M-11.75B-47.3M0.562.20366,017204,3241,413,1961,507,316
2024-02-16$173.75$150.0046.7%13.4%41.7%53.5%47.7%-1.9%-0.2%95.2M-10.18B-46.8M0.492.17477,628235,1041,437,7771,522,497
2024-02-20$165.64$150.0048.9%14.2%44.0%62.7%50.3%-0.7%-1.0%46.0M-5.94B-46.9M0.602.27372,745225,2051,121,6681,256,447
2024-02-21$163.81$150.0049.3%14.3%44.1%64.1%51.5%-0.9%-1.2%57.7M-5.75B-47.1M0.722.21236,249170,3131,192,0151,294,956
2024-02-22$182.38$150.0046.2%13.2%55.3%51.5%46.6%-2.2%-0.7%257.9M-12.02B-47.1M0.622.17837,066517,6981,247,5141,342,256
2024-02-23$176.53$150.0045.5%12.8%56.4%48.5%45.6%-1.8%-0.5%110.7M-9.26B-47.9M0.582.05634,495366,2041,304,5191,419,670
2024-02-26$176.69$150.0045.6%13.0%56.2%49.0%45.8%-1.1%-1.0%134.8M-9.14B-48.6M0.662.15236,767157,0851,212,2081,310,006
2024-02-27$177.94$155.0045.2%12.7%56.2%47.4%45.3%-1.3%-0.8%151.0M-9.53B-48.4M0.571.60317,655179,9461,242,3671,343,066
2024-02-28$176.23$155.0044.3%12.4%55.3%43.7%43.9%-1.1%-1.0%124.0M-8.93B-48.8M0.741.77201,010149,2431,280,0631,364,198
2024-02-29$192.53$155.0048.8%14.2%62.3%62.2%49.9%-3.2%-1.4%344.4M-14.89B-47.2M0.601.941,131,416683,9661,293,9641,383,394