AMD Options History — July 2024 In July 2024, AMD traded between $137.78 and $183.50. ATM implied volatility averaged 53.5%, placing in the 81.2% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 6.2% (HV 20d: 47.4%). Max pain ranged from $155.00 to $165.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-07-05 : Highest Volume — 1,585,654 contracts2024-07-31 : Largest IV drop — 17.7% change2024-07-30 : Highest IV Rank — 100.0%2024-07-30 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $161.14 $137.78 $183.50 $156.93 $145.05 Max Pain $161.36 $155.00 $165.00 $160.00 $155.00 ATM IV 53.5% 47.1% 59.2% 47.1% 48.7% Expected Move 15.3% 11.3% 19.1% 11.4% 14.0% HV 20d 47.4% 35.2% 57.2% 35.2% 56.7% HV 60d 43.8% 41.2% 47.1% 41.2% 43.5% IV Rank 81.2% 55.3% 100.0% 55.3% 58.9% IV Percentile 85.9% 63.5% 100.0% 63.5% 65.1% Term Structure -1.4% -3.7% 0.3% -1.2% -1.6% VWIV 53.9% 39.9% 66.2% 40.6% 49.9% Skew 25d -1.1% -5.1% 2.9% -1.9% 0.6% Skew 10d -1.8% -9.3% 5.4% -3.0% 1.1% Call IV 25d 54.5% 48.8% 59.1% 50.2% 48.8% Put IV 25d 53.4% 48.2% 59.8% 48.3% 49.4% Bid-Ask Spread % 1.88 1.28 2.83 1.36 1.52 Gamma HHI 0.07 0.04 0.15 0.05 0.04 Net GEX 98.5M -68.5M 361.8M 27.4M 54.4M Net DEX -4.01B -12.01B 2.37B -2.25B -588.2M Net VEX -60.4M -64.2M -56.1M -59.5M -60.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.29 0.89 0.42 0.38 Total Volume 768,099.364 291,127 1,585,654 597,414 1,485,801 Total OI 2,859,515.682 2,619,019 3,136,008 2,619,019 3,075,801
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 2024-07-01 $156.93 $160.00 47.1% 11.4% 35.2% 55.3% 40.6% -1.9% -1.2% 27.4M -2.25B -59.5M 0.42 1.36 422,055 175,359 1,304,726 1,314,293 2024-07-02 $164.44 $157.50 48.1% 11.4% 38.9% 59.3% 40.1% -2.0% -0.0% 204.6M -5.68B -61.5M 0.41 1.56 525,744 216,115 1,393,852 1,356,086 2024-07-03 $163.72 $157.50 49.4% 11.3% 38.3% 64.6% 39.9% -2.1% -0.6% 184.6M -5.17B -61.6M 0.52 1.81 269,743 141,197 1,417,045 1,390,239 2024-07-05 $172.08 $160.00 50.9% 14.2% 40.4% 70.6% 50.5% -3.4% -0.6% 238.3M -9.05B -61.9M 0.39 2.26 1,137,396 448,258 1,436,899 1,402,926 2024-07-08 $178.30 $160.00 55.2% 15.2% 41.9% 88.4% 53.6% -3.9% -1.8% 220.5M -9.70B -62.2M 0.29 1.87 709,038 207,234 1,378,866 1,337,026 2024-07-09 $176.80 $165.00 53.7% 14.9% 42.1% 82.1% 53.0% -4.0% -1.9% 229.7M -9.12B -63.1M 0.45 1.63 421,450 191,047 1,450,869 1,389,495 2024-07-10 $183.50 $165.00 56.1% 15.4% 39.8% 92.1% 55.5% -5.1% -2.1% 314.2M -12.01B -63.4M 0.37 1.90 1,158,792 424,619 1,492,019 1,409,939 2024-07-11 $182.31 $165.00 55.3% 15.4% 39.6% 88.9% 56.1% -3.6% -2.1% 280.1M -11.03B -64.2M 0.40 2.07 679,346 275,069 1,559,572 1,457,671 2024-07-12 $182.39 $165.00 53.4% 14.9% 39.6% 81.0% 53.0% -3.5% -2.0% 361.8M -10.96B -63.7M 0.41 2.05 609,937 252,961 1,596,381 1,471,608 2024-07-15 $179.67 $165.00 53.6% 15.2% 40.4% 81.7% 53.9% -3.8% -2.1% 191.5M -9.02B -62.2M 0.45 2.48 327,303 147,105 1,435,271 1,375,246 2024-07-16 $176.88 $165.00 52.8% 15.0% 40.9% 78.4% 53.6% -3.4% -1.9% 159.4M -7.89B -61.9M 0.48 1.28 290,290 139,901 1,481,423 1,400,805 2024-07-17 $160.69 $165.00 55.7% 16.0% 54.4% 90.4% 56.6% -1.2% -2.3% -5.8M -1.82B -60.1M 0.65 1.88 581,881 379,140 1,502,999 1,419,413 2024-07-18 $155.63 $165.00 54.6% 15.8% 55.0% 85.7% 55.5% -0.2% -2.1% -44.6M -242.7M -60.1M 0.76 2.01 582,110 443,742 1,612,310 1,455,926 2024-07-19 $151.79 $165.00 55.4% 16.1% 52.0% 89.2% 56.4% 0.9% -2.4% -39.5M 296.6M -59.1M 0.65 1.86 383,895 250,155 1,677,453 1,458,555 2024-07-22 $155.34 $165.00 52.4% 15.6% 52.7% 76.7% 54.9% 0.2% 0.3% 23.2M -1.31B -60.1M 0.45 1.66 276,618 123,656 1,353,435 1,302,399 2024-07-23 $154.52 $160.00 52.2% 15.6% 52.6% 75.9% 55.1% 0.2% 0.2% 13.4M -1.14B -60.2M 0.45 1.92 201,055 90,072 1,389,103 1,322,775 2024-07-24 $146.57 $160.00 54.7% 16.6% 55.5% 86.1% 58.4% 1.7% -0.2% -47.8M 1.14B -57.8M 0.89 1.74 303,040 268,440 1,414,843 1,334,178 2024-07-25 $140.24 $160.00 56.4% 17.3% 57.2% 93.3% 60.7% 2.9% -0.3% -68.5M 2.37B -56.1M 0.83 2.07 427,555 352,803 1,464,721 1,360,493 2024-07-26 $139.87 $160.00 55.8% 17.1% 56.6% 91.0% 59.7% 2.7% -0.1% -62.7M 1.72B -56.7M 0.73 2.09 315,040 231,423 1,540,633 1,373,335 2024-07-29 $140.61 $155.00 57.1% 18.0% 56.4% 96.2% 62.2% 2.3% -3.7% -36.7M 1.36B -57.2M 0.42 1.50 260,696 109,446 1,373,933 1,361,345 2024-07-30 $137.78 $155.00 59.2% 19.1% 56.0% 100.0% 66.2% 1.8% -3.3% -30.4M 1.81B -57.0M 0.50 2.83 439,682 221,977 1,473,636 1,389,802 2024-07-31 $145.05 $155.00 48.7% 14.0% 56.7% 58.9% 49.9% 0.6% -1.6% 54.4M -588.2M -60.2M 0.38 1.52 1,073,021 412,780 1,614,322 1,461,479
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