AMD Options History — June 2024

In June 2024, AMD traded between $154.37 and $167.68. ATM implied volatility averaged 40.8%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 6.1% (HV 20d: 34.7%). Max pain ranged from $150.00 to $165.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.57.

Notable Days

  • 2024-06-20: Highest Volume — 2,027,556 contracts
  • 2024-06-20: Largest IV spike — 5.3% change
  • 2024-06-28: Highest IV Rank — 36.7%
  • 2024-06-03: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$160.77$154.37$167.68$162.55$161.52
Max Pain$158.68$150.00$165.00$150.00$160.00
ATM IV40.8%38.9%42.6%42.3%42.6%
Expected Move11.7%11.1%12.7%12.7%11.1%
HV 20d34.7%30.9%39.3%31.9%33.8%
HV 60d43.5%41.8%45.0%45.0%43.4%
IV Rank29.2%21.3%36.7%35.4%36.7%
IV Percentile24.4%12.3%40.9%31.7%40.9%
Term Structure2.3%-0.2%7.7%-0.2%7.7%
VWIV41.3%39.4%44.7%44.7%39.4%
Skew 25d-1.0%-1.8%0.1%-0.6%-1.7%
Skew 10d-1.6%-3.2%0.4%-0.3%-3.2%
Call IV 25d41.3%39.3%43.8%42.5%41.1%
Put IV 25d40.4%38.8%42.0%41.9%39.5%
Bid-Ask Spread %1.591.312.131.711.40
Gamma HHI0.060.050.140.050.10
Net GEX86.5M668.5K245.8M71.6M172.8M
Net DEX-4.05B-6.79B-1.95B-4.47B-4.31B
Net VEX-61.2M-62.9M-59.3M-61.8M-61.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.430.820.520.52
Total Volume700,515.158445,9672,027,556647,159938,744
Total OI3,058,609.5262,581,5443,360,0082,990,7882,814,192

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$162.55$150.0042.3%12.7%31.9%35.4%44.7%-0.6%-0.2%71.6M-4.47B-61.8M0.521.71426,328220,8311,460,4281,530,360
2024-06-04$159.60$150.0041.7%12.5%30.9%32.8%43.8%0.1%0.3%49.9M-3.48B-61.4M0.621.77365,095224,5581,540,4411,560,308
2024-06-05$165.19$150.0040.3%12.0%32.8%27.1%42.3%-0.5%0.3%177.8M-5.96B-62.7M0.601.33434,634262,5091,587,4261,590,560
2024-06-06$167.68$160.0041.2%12.0%32.9%30.9%42.3%-0.8%0.4%186.8M-6.79B-62.9M0.632.13430,172270,5051,565,2271,608,302
2024-06-07$167.59$160.0039.4%11.5%32.7%23.7%40.5%-0.7%0.5%245.8M-6.71B-62.2M0.571.97470,959267,7241,590,3791,627,597
2024-06-10$160.24$165.0040.7%11.9%37.1%29.0%41.8%-0.6%0.6%37.5M-3.52B-60.3M0.621.51424,340261,6551,482,8321,552,316
2024-06-11$158.53$160.0040.1%11.6%37.3%26.3%40.9%-0.5%0.3%23.1M-2.92B-60.4M0.672.04280,698189,0161,554,9511,599,859
2024-06-12$159.18$160.0038.9%11.2%37.0%21.3%39.7%-0.5%0.4%39.6M-3.25B-60.6M0.431.73369,951159,2081,593,9391,621,774
2024-06-13$159.97$160.0039.2%11.4%34.3%22.7%40.2%-1.3%0.7%56.2M-3.65B-60.9M0.471.97428,086201,4571,616,0831,633,671
2024-06-14$158.95$160.0039.2%11.3%33.1%22.7%40.1%-0.8%0.5%55.0M-3.29B-60.7M0.591.37373,032220,0781,664,5661,642,195
2024-06-17$158.01$160.0040.6%11.7%33.0%28.5%41.2%-0.9%1.0%26.4M-2.99B-59.8M0.511.37391,368199,6941,509,4591,579,201
2024-06-18$154.37$160.0040.4%11.6%33.5%27.8%41.1%-1.5%0.8%668.5K-1.95B-59.3M0.551.45403,360223,5581,575,9981,606,180
2024-06-20$162.80$160.0042.6%12.2%39.0%36.6%43.3%-1.8%1.1%203.9M-6.36B-62.4M0.601.451,269,514758,0421,646,2371,643,081
2024-06-21$160.54$160.0041.1%11.7%39.3%30.6%41.6%-1.2%1.1%2.8M-4.73B-62.1M0.821.34510,030420,4561,666,5771,693,431
2024-06-24$161.45$160.0041.8%11.9%38.0%33.2%42.2%-1.8%6.7%76.6M-3.66B-61.3M0.631.44304,982192,0921,272,2141,309,330
2024-06-25$159.58$160.0040.3%11.2%35.6%27.0%39.6%-1.1%7.3%61.1M-3.03B-60.6M0.471.49344,487161,8091,317,8741,335,616
2024-06-26$157.09$160.0041.3%11.6%34.1%31.3%41.3%-1.3%6.8%32.3M-2.31B-60.8M0.581.46282,974162,9931,360,0791,356,531
2024-06-27$159.80$160.0041.5%11.1%33.5%32.1%39.5%-1.4%7.7%123.9M-3.62B-61.2M0.461.31318,397146,4521,412,1151,392,252
2024-06-28$161.52$160.0042.6%11.1%33.8%36.7%39.4%-1.7%7.7%172.8M-4.31B-61.0M0.521.40618,345320,3991,416,6031,397,589