AMD Options History — August 2024 In August 2024, AMD traded between $129.96 and $157.30. ATM implied volatility averaged 48.5%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 7.7% (HV 20d: 56.2%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2024-08-01 : Highest Volume — 1,294,034 contracts2024-08-05 : Largest IV spike — 11.4% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $143.55 $129.96 $157.30 $131.91 $147.20 Max Pain $145.00 $140.00 $150.00 $150.00 $145.00 ATM IV 48.5% 41.7% 63.3% 53.5% 41.7% Expected Move 13.8% 11.8% 17.2% 15.5% 11.8% HV 20d 56.2% 38.9% 64.8% 64.8% 38.9% HV 60d 48.5% 47.1% 49.8% 47.1% 48.8% IV Rank 51.0% 27.2% 100.0% 77.7% 27.2% IV Percentile 62.3% 32.5% 100.0% 83.3% 32.5% Term Structure -0.6% -2.0% 0.5% -1.9% 0.5% VWIV 48.5% 41.5% 60.8% 54.4% 41.5% Skew 25d 3.1% -0.1% 10.8% 2.9% 1.9% Skew 10d 5.7% -1.7% 20.8% 4.2% 3.6% Call IV 25d 47.1% 40.7% 57.5% 52.4% 40.7% Put IV 25d 50.2% 42.6% 68.3% 55.3% 42.6% Bid-Ask Spread % 1.54 1.21 2.07 1.65 1.65 Gamma HHI 0.05 0.03 0.14 0.06 0.14 Net GEX 41.7M -77.8M 145.1M -77.8M 118.0M Net DEX -1.35B -6.10B 3.68B 3.68B -1.92B Net VEX -62.1M -67.0M -56.0M -56.0M -62.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.39 0.85 0.52 0.71 Total Volume 556,838.727 307,501 1,294,034 1,294,034 381,127 Total OI 3,099,247.5 2,762,273 3,392,559 3,300,039 3,124,944
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 2024-08-01 $131.91 $150.00 53.5% 15.5% 64.8% 77.7% 54.4% 2.9% -1.9% -77.8M 3.68B -56.0M 0.52 1.65 850,725 443,309 1,783,907 1,516,132 2024-08-02 $132.06 $145.00 56.9% 16.5% 60.9% 90.8% 56.9% 5.4% -2.0% -34.1M 2.90B -58.6M 0.75 1.52 542,456 407,975 1,879,135 1,513,424 2024-08-05 $134.68 $145.00 63.3% 17.2% 59.5% 100.0% 60.8% 10.8% -1.7% -7.9M 1.57B -61.2M 0.79 1.90 306,042 241,804 1,618,008 1,441,482 2024-08-06 $131.50 $145.00 56.5% 15.6% 59.6% 77.0% 54.0% 7.4% -1.1% -41.1M 2.64B -58.0M 0.61 2.07 297,700 181,392 1,638,417 1,464,737 2024-08-07 $129.96 $145.00 55.6% 15.5% 56.3% 73.9% 53.4% 7.5% -1.1% -50.0M 2.89B -57.7M 0.75 1.90 278,004 208,213 1,696,677 1,501,288 2024-08-08 $135.91 $145.00 50.6% 14.2% 60.4% 57.0% 51.4% 6.4% -0.7% -161.7K 764.5M -60.2M 0.84 1.83 254,245 212,468 1,731,599 1,497,372 2024-08-09 $134.94 $145.00 48.6% 13.8% 60.2% 50.5% 47.7% 6.2% -0.4% 23.7M 1.22B -59.2M 0.85 1.71 269,271 229,986 1,754,659 1,515,044 2024-08-12 $136.59 $145.00 48.3% 13.6% 61.0% 49.3% 47.5% 4.8% -0.6% -2.0M 533.1M -59.2M 0.59 1.33 240,410 142,487 1,597,611 1,436,164 2024-08-13 $140.82 $145.00 45.0% 12.8% 63.0% 38.2% 44.7% 3.5% -0.4% 56.1M -1.02B -60.2M 0.44 1.21 245,818 108,944 1,638,821 1,461,246 2024-08-14 $140.04 $145.00 44.2% 12.6% 54.5% 35.4% 44.1% 3.3% -0.2% 57.2M -763.7M -60.1M 0.70 1.25 207,516 146,130 1,664,041 1,473,338 2024-08-15 $147.70 $140.00 43.4% 12.5% 57.6% 33.0% 44.0% 1.4% -0.0% 130.4M -4.26B -61.9M 0.51 1.30 423,884 215,092 1,696,670 1,492,879 2024-08-16 $148.38 $145.00 43.1% 12.4% 57.0% 32.0% 44.1% 0.8% 0.1% 123.0M -4.37B -62.5M 0.58 1.56 318,069 183,755 1,719,590 1,524,175 2024-08-19 $154.13 $145.00 44.8% 12.8% 58.1% 37.5% 45.7% 0.4% -0.3% 103.7M -4.91B -65.2M 0.39 1.32 483,938 189,625 1,378,424 1,383,849 2024-08-20 $157.30 $145.00 46.1% 13.2% 58.5% 41.8% 46.7% -0.1% -0.3% 139.2M -6.10B -66.7M 0.45 1.41 636,180 285,598 1,450,727 1,430,911 2024-08-21 $157.08 $145.00 45.6% 13.1% 55.0% 40.4% 46.2% 0.5% -0.3% 145.1M -5.92B -67.0M 0.54 1.32 258,120 140,060 1,513,430 1,480,011 2024-08-22 $151.28 $145.00 47.2% 13.5% 54.3% 45.6% 47.8% 0.8% -0.5% 46.6M -3.49B -65.7M 0.79 1.44 362,178 286,253 1,526,408 1,504,803 2024-08-23 $153.65 $145.00 44.9% 12.9% 54.4% 37.7% 45.7% 0.4% -0.3% 76.0M -4.42B -66.2M 0.60 1.29 346,998 209,207 1,565,348 1,530,307 2024-08-26 $149.76 $145.00 48.7% 14.2% 55.4% 50.7% 50.0% 0.7% -0.7% 39.5M -2.81B -65.0M 0.58 1.51 321,558 186,952 1,443,373 1,461,577 2024-08-27 $150.42 $145.00 46.9% 13.7% 54.7% 44.8% 48.2% 0.9% -0.6% 50.4M -2.96B -65.8M 0.49 1.43 206,845 100,656 1,500,128 1,495,815 2024-08-28 $146.95 $145.00 47.9% 14.0% 52.6% 48.2% 49.4% 1.7% -0.5% 20.1M -1.70B -64.8M 0.73 1.54 261,008 190,109 1,521,983 1,507,047 2024-08-29 $145.79 $145.00 43.5% 12.4% 38.9% 33.3% 43.8% 1.9% 0.2% 1.4M -1.19B -62.7M 0.66 1.80 270,145 178,200 1,558,439 1,549,505 2024-08-30 $147.20 $145.00 41.7% 11.8% 38.9% 27.2% 41.5% 1.9% 0.5% 118.0M -1.92B -62.2M 0.71 1.65 222,451 158,676 1,575,601 1,549,343
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