AMD Options History — April 2024 In April 2024, AMD traded between $146.21 and $183.39. ATM implied volatility averaged 54.4%, placing in the 85.0% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 10.7% (HV 20d: 43.7%). Max pain ranged from $160.00 to $180.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2024-04-04 : Highest Volume — 1,137,420 contracts2024-04-05 : Largest IV drop — 5.5% change2024-04-19 : Highest IV Rank — 97.7%2024-04-30 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $162.86 $146.21 $183.39 $183.39 $159.96 Max Pain $171.70 $160.00 $180.00 $175.00 $160.00 ATM IV 54.4% 51.3% 57.5% 51.3% 56.3% Expected Move 15.3% 12.4% 18.0% 12.6% 18.0% HV 20d 43.7% 39.7% 47.6% 41.8% 46.8% HV 60d 52.7% 51.3% 54.4% 52.5% 51.3% IV Rank 85.0% 72.4% 97.7% 72.4% 93.0% IV Percentile 94.2% 84.1% 99.2% 84.1% 97.6% Term Structure -1.3% -3.0% 0.7% -0.8% -2.1% VWIV 53.7% 44.1% 63.1% 44.5% 63.1% Skew 25d -0.2% -2.4% 1.6% -2.4% -2.0% Skew 10d -0.1% -4.0% 3.0% -4.0% -3.3% Call IV 25d 54.7% 52.2% 56.9% 54.9% 56.5% Put IV 25d 54.5% 51.8% 58.2% 52.5% 54.5% Bid-Ask Spread % 2.11 1.61 3.41 2.21 3.16 Gamma HHI 0.06 0.04 0.34 0.05 0.04 Net GEX 33.2M -54.3M 219.4M 132.6M 69.9M Net DEX -3.07B -7.93B 1.56B -7.93B -4.01B Net VEX -56.3M -58.6M -53.2M -56.6M -58.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.48 0.91 0.53 0.49 Total Volume 630,268.364 356,449 1,137,420 663,189 638,801 Total OI 2,908,473.318 2,670,889 3,211,816 2,670,889 2,824,705
Daily Data (22 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 2024-04-01 $183.39 $175.00 51.3% 12.6% 41.8% 72.4% 44.5% -2.4% -0.8% 132.6M -7.93B -56.6M 0.53 2.21 432,329 230,860 1,323,592 1,347,297 2024-04-02 $178.59 $175.00 53.0% 12.7% 41.0% 79.3% 44.7% -1.4% -1.1% 75.8M -6.25B -56.3M 0.60 1.95 378,964 228,335 1,360,306 1,375,876 2024-04-03 $180.00 $175.00 53.3% 12.4% 41.2% 80.5% 44.1% -1.4% -0.8% 116.6M -7.06B -56.5M 0.61 1.61 317,991 195,436 1,407,784 1,405,771 2024-04-04 $167.18 $180.00 56.2% 15.4% 45.1% 92.3% 54.2% -0.4% -1.3% -43.7M -2.55B -55.5M 0.48 3.41 766,514 370,906 1,419,310 1,421,712 2024-04-05 $170.36 $180.00 53.1% 14.8% 46.0% 79.7% 52.0% -0.8% -0.7% 88.0M -4.17B -56.6M 0.75 2.32 575,862 432,850 1,593,922 1,458,566 2024-04-08 $169.92 $175.00 53.4% 14.9% 46.1% 81.2% 52.1% -0.6% -1.3% 38.2M -4.29B -56.5M 0.61 1.85 309,350 190,216 1,439,091 1,412,156 2024-04-09 $169.55 $175.00 52.8% 14.6% 43.6% 78.5% 51.3% -0.7% -1.6% 31.6M -4.14B -56.9M 0.89 2.12 224,422 199,605 1,479,861 1,453,417 2024-04-10 $166.60 $175.00 52.9% 14.6% 42.6% 79.1% 51.3% -0.2% -1.9% -15.2M -3.04B -56.5M 0.88 1.80 385,139 338,644 1,504,459 1,474,336 2024-04-11 $170.50 $175.00 51.7% 14.4% 42.9% 74.0% 50.6% -0.4% -1.7% 85.1M -4.84B -57.5M 0.56 2.14 352,503 196,455 1,549,161 1,482,687 2024-04-12 $163.66 $175.00 53.8% 15.0% 42.2% 82.4% 52.8% 0.1% -2.1% -44.6M -2.25B -56.3M 0.77 1.97 571,867 441,304 1,564,962 1,494,795 2024-04-15 $160.52 $175.00 54.6% 15.5% 39.7% 85.8% 54.2% 0.3% 0.1% -14.2M -2.04B -55.7M 0.60 1.97 344,474 205,573 1,494,916 1,454,997 2024-04-16 $163.54 $175.00 53.5% 15.3% 40.9% 81.5% 53.5% 0.3% 0.6% 21.1M -3.14B -56.6M 0.54 2.01 259,634 141,327 1,529,974 1,469,244 2024-04-17 $155.16 $175.00 55.8% 16.0% 39.9% 90.8% 56.0% 0.0% -0.6% -54.3M -565.2M -55.3M 0.91 2.12 467,724 426,162 1,553,717 1,488,584 2024-04-18 $154.86 $170.00 54.5% 15.6% 39.9% 85.5% 54.8% 0.3% 0.4% -22.0M -1.04B -55.3M 0.84 2.19 366,054 307,191 1,656,844 1,483,250 2024-04-19 $146.21 $170.00 57.5% 16.4% 43.5% 97.7% 57.6% 1.3% 0.7% -51.8M 1.56B -53.2M 0.74 2.30 497,009 366,770 1,688,356 1,523,460 2024-04-22 $148.33 $170.00 55.8% 16.1% 44.2% 90.7% 56.3% 1.6% -1.8% -16.1M -130.7M -54.0M 0.69 1.86 273,258 189,400 1,373,035 1,363,048 2024-04-23 $152.44 $165.00 54.7% 15.8% 46.1% 86.1% 55.3% 0.7% -2.9% 12.5M -1.43B -55.8M 0.61 1.79 273,908 166,391 1,392,156 1,385,069 2024-04-24 $151.54 $165.00 55.8% 16.3% 46.1% 90.7% 56.7% 0.8% -3.0% 7.2M -1.23B -56.0M 0.77 1.87 246,601 188,847 1,423,808 1,407,688 2024-04-25 $153.69 $165.00 55.2% 16.3% 46.5% 88.4% 57.2% 0.9% -3.0% 36.9M -1.99B -56.7M 0.59 1.92 282,607 166,783 1,450,085 1,420,873 2024-04-26 $157.30 $165.00 55.0% 16.4% 47.6% 87.7% 57.7% 0.6% -2.8% 219.4M -3.28B -57.7M 0.49 1.94 376,053 185,336 1,484,917 1,434,390 2024-04-29 $159.59 $162.50 56.4% 17.6% 47.3% 93.1% 61.7% -0.5% -2.0% 57.3M -3.74B -57.4M 0.51 1.98 235,780 120,669 1,351,030 1,363,206 2024-04-30 $159.96 $160.00 56.3% 18.0% 46.8% 93.0% 63.1% -2.0% -2.1% 69.9M -4.01B -58.6M 0.49 3.16 430,132 208,669 1,419,088 1,405,617
« Mar 2024 | All History | May 2024 » Home AMD History April 2024