AMD Options History — March 2024

In March 2024, AMD traded between $178.01 and $211.42. ATM implied volatility averaged 49.0%, placing in the 62.8% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 12.5% (HV 20d: 61.5%). Max pain ranged from $160.00 to $175.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.68.

Notable Days

  • 2024-03-08: Highest Volume — 1,989,922 contracts
  • 2024-03-19: Largest IV drop — 5.2% change
  • 2024-03-08: Highest IV Rank — 86.6%
  • 2024-03-08: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$192.18$178.01$211.42$201.79$179.99
Max Pain$169.75$160.00$175.00$160.00$175.00
ATM IV49.0%44.0%54.8%49.2%44.0%
Expected Move13.8%11.7%15.1%14.3%11.7%
HV 20d61.5%45.0%68.7%63.8%45.0%
HV 60d53.6%50.9%55.5%53.4%52.7%
IV Rank62.8%42.6%86.6%63.6%42.6%
IV Percentile69.4%40.5%97.2%69.0%40.5%
Term Structure1.1%-1.8%8.1%-1.8%8.1%
VWIV49.0%41.5%54.3%50.4%41.5%
Skew 25d-2.5%-5.5%-0.8%-3.6%-1.4%
Skew 10d-4.7%-10.0%-1.3%-6.8%-3.2%
Call IV 25d50.9%43.5%59.0%52.7%43.5%
Put IV 25d48.4%42.1%53.5%49.0%42.1%
Bid-Ask Spread %2.281.653.062.652.24
Gamma HHI0.080.040.270.130.27
Net GEX133.6M10.5M295.9M295.9M268.9M
Net DEX-10.82B-18.20B-5.57B-18.20B-6.80B
Net VEX-54.8M-57.6M-49.4M-49.4M-57.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.501.050.530.57
Total Volume907,784.7449,3811,989,9221,889,928804,084
Total OI2,849,242.452,515,5313,131,6392,901,6312,887,786

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$201.79$160.0049.2%14.3%63.8%63.6%50.4%-3.6%-1.8%295.9M-18.20B-49.4M0.532.651,238,599651,3291,382,0521,519,579
2024-03-04$206.75$160.0051.5%14.3%62.9%73.4%50.7%-4.2%-1.2%214.0M-16.73B-50.2M0.572.29596,954339,0561,270,4831,443,445
2024-03-05$203.56$160.0050.8%14.1%62.3%70.4%50.5%-3.2%-0.8%178.3M-15.38B-51.5M1.052.28309,499324,3981,326,3851,505,993
2024-03-06$210.24$165.0052.1%14.5%60.6%75.5%52.1%-4.3%-1.5%230.2M-17.69B-52.3M0.702.42549,954383,4311,356,1321,533,109
2024-03-07$211.42$165.0052.7%14.6%60.5%77.9%52.4%-4.3%-0.5%224.3M-17.77B-52.2M0.602.61422,102253,6241,380,4611,575,238
2024-03-08$208.92$165.0054.8%15.1%60.5%86.6%54.3%-5.5%-1.0%231.2M-16.60B-54.0M0.783.061,116,424873,4981,405,5141,606,407
2024-03-11$198.56$170.0052.3%14.6%64.2%76.6%53.1%-3.3%-1.1%110.0M-12.35B-55.2M0.921.65353,741325,0081,335,6381,510,265
2024-03-12$202.19$170.0051.2%14.4%64.2%72.1%51.7%-3.3%-1.1%138.8M-13.64B-54.8M0.771.78361,743279,5051,369,5511,549,716
2024-03-13$194.92$170.0050.8%14.3%66.0%70.4%51.0%-2.9%-1.0%87.1M-11.21B-55.7M0.712.41390,722276,6241,412,0871,578,791
2024-03-14$186.05$170.0050.7%14.3%67.1%69.8%51.2%-1.6%-0.9%22.9M-8.20B-56.1M0.652.28538,253350,2691,469,0301,596,391
2024-03-15$192.33$170.0049.7%14.1%67.9%65.9%49.9%-1.9%-0.9%101.7M-11.00B-57.0M0.712.94593,235420,3261,516,5451,615,094
2024-03-18$191.55$170.0048.6%13.9%67.4%61.1%49.5%-1.2%0.3%88.6M-8.80B-55.9M0.671.92269,724179,6571,211,4371,304,094
2024-03-19$180.54$175.0046.0%13.2%68.7%50.7%46.7%-0.8%0.7%10.5M-5.63B-54.7M0.672.18587,325393,6401,252,6711,332,189
2024-03-20$179.19$175.0044.5%12.7%68.6%44.3%45.2%-1.1%1.0%33.1M-5.57B-55.3M0.672.42537,259358,1901,336,6381,372,054
2024-03-21$179.50$175.0045.5%13.0%56.9%48.5%46.3%-1.6%0.7%80.6M-6.09B-55.6M0.502.10626,121314,4021,419,0651,400,237
2024-03-22$179.62$175.0046.1%13.1%55.6%51.0%46.5%-1.5%1.1%115.6M-5.92B-57.5M0.532.57582,271306,8971,468,4001,434,505
2024-03-25$179.26$175.0047.8%13.4%55.6%58.0%47.7%-1.5%6.9%87.5M-6.33B-56.9M0.751.95462,818348,7561,325,2521,351,356
2024-03-26$178.01$175.0046.6%13.0%55.6%53.3%46.5%-1.7%7.0%61.4M-5.97B-57.6M0.582.10505,421292,8791,382,9891,404,413
2024-03-27$179.12$175.0044.7%12.4%55.5%45.4%43.8%-1.8%7.8%91.5M-6.46B-57.2M0.661.85384,726253,2301,423,3131,420,544
2024-03-28$179.99$175.0044.0%11.7%45.0%42.6%41.5%-1.4%8.1%268.9M-6.80B-57.1M0.572.24511,969292,1151,454,4581,433,328