AMD Options History — May 2024 In May 2024, AMD traded between $144.76 and $171.11. ATM implied volatility averaged 41.0%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 8.0% (HV 20d: 49.0%). Max pain ranged from $145.00 to $160.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-05-23 : Highest Volume — 1,377,117 contracts2024-05-28 : Largest IV spike — 8.8% change2024-05-01 : Highest IV Rank — 44.8%2024-05-01 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $158.62 $144.76 $171.11 $144.76 $165.13 Max Pain $148.41 $145.00 $160.00 $160.00 $150.00 ATM IV 41.0% 37.6% 44.6% 44.6% 41.9% Expected Move 11.6% 10.7% 12.4% 12.4% 12.2% HV 20d 49.0% 32.0% 57.2% 57.2% 32.3% HV 60d 51.3% 44.9% 55.1% 54.9% 44.9% IV Rank 30.1% 16.1% 44.8% 44.8% 33.8% IV Percentile 22.2% 9.5% 44.0% 44.0% 29.4% Term Structure -0.6% -1.5% 0.8% -0.4% -1.3% VWIV 40.9% 37.8% 43.5% 43.5% 43.0% Skew 25d -0.7% -1.9% -0.0% -0.3% -0.1% Skew 10d -1.0% -3.6% 0.5% -0.2% 0.4% Call IV 25d 41.5% 38.0% 44.8% 44.8% 42.4% Put IV 25d 40.8% 37.3% 44.5% 44.5% 42.3% Bid-Ask Spread % 1.68 1.17 2.61 2.61 1.66 Gamma HHI 0.06 0.04 0.18 0.05 0.05 Net GEX 88.4M -84.4M 216.7M -84.4M 90.3M Net DEX -4.22B -7.84B 1.25B 1.25B -5.37B Net VEX -58.5M -62.5M -53.4M -53.4M -62.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.45 1.03 0.81 0.58 Total Volume 677,101.909 274,656 1,377,117 1,255,152 828,849 Total OI 3,030,042.773 2,840,489 3,245,847 3,071,744 3,136,260
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 2024-05-01 $144.76 $160.00 44.6% 12.4% 57.2% 44.8% 43.5% -0.3% -0.4% -84.4M 1.25B -53.4M 0.81 2.61 692,771 562,381 1,583,940 1,487,804 2024-05-02 $145.88 $160.00 43.2% 12.0% 52.4% 39.2% 41.6% -0.1% 0.1% -36.9M 52.2M -55.1M 0.92 1.78 410,706 376,548 1,681,521 1,500,972 2024-05-03 $150.38 $155.00 41.8% 11.3% 53.3% 33.5% 39.5% -0.0% 0.8% 94.4M -2.05B -56.7M 0.77 2.23 390,429 301,634 1,719,966 1,525,881 2024-05-06 $155.33 $145.00 42.7% 12.0% 55.1% 37.2% 42.5% -0.2% -0.2% 72.5M -3.35B -57.5M 0.68 1.76 295,651 200,156 1,448,775 1,440,548 2024-05-07 $154.09 $145.00 41.7% 11.8% 55.1% 33.1% 41.4% -0.0% 0.1% 62.4M -3.01B -57.4M 0.84 1.81 193,682 163,466 1,498,476 1,482,890 2024-05-08 $153.33 $145.00 40.8% 11.5% 54.9% 29.5% 40.3% -0.1% -0.0% 54.3M -2.67B -57.2M 1.03 1.50 175,731 181,262 1,516,130 1,498,128 2024-05-09 $152.31 $145.00 39.8% 11.3% 53.9% 25.2% 39.6% -0.3% 0.1% 36.5M -2.28B -56.6M 0.76 1.51 236,745 178,970 1,540,656 1,507,864 2024-05-10 $151.75 $145.00 39.2% 11.1% 52.3% 22.7% 39.0% -0.5% 0.1% 15.1M -2.13B -56.2M 0.65 2.02 315,446 204,816 1,555,280 1,522,732 2024-05-13 $150.89 $145.00 39.9% 11.2% 52.0% 25.5% 39.4% -0.3% -0.9% 7.8M -1.80B -55.2M 0.79 1.39 153,734 120,922 1,457,803 1,463,916 2024-05-14 $153.02 $145.00 39.9% 11.1% 51.7% 25.5% 39.0% -0.4% -1.0% 32.1M -2.67B -56.4M 0.68 1.56 185,624 125,665 1,489,483 1,486,292 2024-05-15 $159.21 $145.00 39.9% 11.2% 50.4% 25.5% 39.2% -0.6% -1.0% 129.0M -5.11B -57.9M 0.53 1.31 377,613 201,597 1,511,407 1,502,494 2024-05-16 $163.18 $145.00 41.4% 11.5% 51.1% 31.9% 40.6% -1.4% -1.5% 194.3M -6.86B -58.9M 0.50 1.95 761,889 384,697 1,572,502 1,520,116 2024-05-17 $164.41 $145.00 41.2% 11.5% 45.9% 31.0% 40.9% -1.9% -1.4% 212.3M -7.15B -60.2M 0.45 1.41 827,598 374,698 1,640,018 1,567,837 2024-05-20 $166.09 $145.00 40.6% 11.5% 45.8% 28.4% 40.9% -1.6% -0.2% 142.5M -6.73B -60.4M 0.47 1.46 301,104 141,978 1,405,227 1,435,262 2024-05-21 $164.61 $145.00 40.0% 11.4% 45.3% 26.1% 40.4% -1.6% -0.1% 129.2M -6.15B -60.3M 0.53 1.35 197,649 105,243 1,432,024 1,461,610 2024-05-22 $165.04 $150.00 41.6% 11.9% 45.2% 32.7% 42.2% -1.6% -1.4% 133.9M -6.28B -60.7M 0.49 1.60 324,661 158,929 1,456,501 1,486,151 2024-05-23 $160.43 $150.00 39.6% 11.4% 46.4% 24.4% 40.4% -0.8% -0.3% 53.3M -4.21B -59.5M 0.62 1.66 849,374 527,743 1,490,288 1,507,312 2024-05-24 $166.47 $150.00 37.6% 10.7% 47.5% 16.1% 37.8% -0.7% 0.3% 216.7M -7.08B -60.3M 0.74 1.17 508,870 377,710 1,568,685 1,564,611 2024-05-28 $171.11 $150.00 40.9% 11.8% 48.2% 29.6% 41.9% -1.4% -1.3% 168.3M -7.84B -61.5M 0.60 1.85 553,171 329,230 1,404,015 1,499,929 2024-05-29 $166.05 $150.00 41.7% 12.1% 49.6% 33.1% 42.7% -0.4% -1.4% 83.8M -5.57B -61.8M 0.72 1.58 380,624 274,828 1,450,679 1,553,743 2024-05-30 $166.14 $150.00 41.8% 12.3% 32.0% 33.2% 43.2% -0.5% -1.5% 136.5M -5.89B -62.5M 0.66 1.83 387,351 254,497 1,503,878 1,581,335 2024-05-31 $165.13 $150.00 41.9% 12.2% 32.3% 33.8% 43.0% -0.1% -1.3% 90.3M -5.37B -62.5M 0.58 1.66 523,770 305,079 1,534,982 1,601,278
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