AMD Options History — September 2024

In September 2024, AMD traded between $134.20 and $168.13. ATM implied volatility averaged 46.4%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 0.9% (HV 20d: 47.3%). Max pain ranged from $145.00 to $150.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.69.

Notable Days

  • 2024-09-19: Highest Volume — 644,494 contracts
  • 2024-09-30: Largest IV spike — 7.1% change
  • 2024-09-06: Highest IV Rank — 53.4%
  • 2024-09-03: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$151.04$134.20$168.13$136.88$163.01
Max Pain$145.50$145.00$150.00$145.00$150.00
ATM IV46.4%42.9%49.5%48.3%48.1%
Expected Move13.3%12.3%14.3%14.3%12.7%
HV 20d47.3%44.4%50.2%47.3%48.0%
HV 60d51.8%50.5%52.6%50.7%51.2%
IV Rank43.1%31.1%53.4%49.3%48.6%
IV Percentile51.6%34.1%65.5%61.9%59.5%
Term Structure1.3%-0.6%5.9%-0.1%1.8%
VWIV46.6%43.1%50.0%49.4%44.5%
Skew 25d2.6%1.6%4.3%3.2%2.1%
Skew 10d5.6%3.3%8.8%6.7%4.6%
Call IV 25d45.4%42.0%48.7%46.4%48.7%
Put IV 25d47.9%44.1%52.4%49.6%50.8%
Bid-Ask Spread %1.571.302.281.561.64
Gamma HHI0.080.040.290.050.06
Net GEX92.7M-115.6M265.3M-53.7M108.5M
Net DEX-3.44B-8.78B2.29B1.37B-5.53B
Net VEX-62.1M-64.5M-59.2M-59.2M-61.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.461.010.810.66
Total Volume394,535.85206,779644,494516,269225,072
Total OI2,995,779.752,643,1363,238,3982,898,5702,682,329

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$136.88$145.0048.3%14.3%47.3%49.3%49.4%3.2%-0.1%-53.7M1.37B-59.2M0.811.56284,948231,3211,434,9071,463,663
2024-09-04$140.85$145.0047.9%14.1%47.4%47.9%49.0%2.9%-0.3%-25.5M-2.4M-61.8M0.801.50224,983179,2771,487,7251,507,952
2024-09-05$138.66$145.0047.8%13.5%47.6%47.6%47.6%3.1%-0.4%-52.3M842.8M-61.1M0.811.54147,957119,4561,527,6031,545,954
2024-09-06$134.20$145.0049.5%14.1%46.5%53.4%49.0%4.3%-0.6%-115.6M2.29B-59.3M0.891.64305,697272,4921,544,8851,544,764
2024-09-09$137.86$145.0047.9%13.7%47.5%47.9%48.7%4.0%0.1%-20.7M673.5M-60.6M0.631.54164,842104,2481,507,0201,523,052
2024-09-10$142.78$145.0049.4%14.1%48.8%53.1%50.0%3.9%-0.3%43.2M-1.17B-62.8M1.011.39167,504168,4701,546,3451,544,606
2024-09-11$149.35$145.0049.1%14.0%50.2%52.3%49.9%3.0%-0.4%113.0M-3.92B-64.5M0.611.70306,628187,6901,569,0451,565,648
2024-09-12$150.77$145.0047.7%13.7%50.2%47.4%48.4%2.4%0.0%127.0M-4.53B-64.1M0.681.65202,452138,2801,591,0341,580,097
2024-09-13$152.75$145.0045.8%13.2%46.8%41.1%46.8%2.3%0.2%218.7M-5.32B-63.8M0.731.60236,729172,2681,611,9811,599,742
2024-09-16$152.67$145.0047.1%13.5%46.8%45.3%47.5%2.5%-0.4%88.8M-4.31B-62.4M0.691.54152,086104,2171,523,6611,525,430
2024-09-17$150.09$145.0047.1%13.5%45.1%45.5%47.3%2.5%-0.5%69.0M-3.31B-62.0M0.461.81226,741104,0541,553,5761,544,402
2024-09-18$149.21$145.0046.5%13.3%44.4%43.2%46.9%2.5%-0.0%47.1M-2.80B-61.8M0.502.28155,46678,3871,583,9791,569,540
2024-09-19$157.56$145.0044.3%12.7%48.8%35.9%44.9%1.8%-0.3%221.3M-6.60B-62.5M0.911.42338,246306,2481,604,9041,574,800
2024-09-20$155.19$145.0043.7%12.6%47.1%33.9%43.9%1.8%-0.4%265.3M-5.34B-62.4M0.711.45286,476202,7981,623,7341,614,664
2024-09-23$155.97$145.0043.7%12.6%46.9%33.7%44.2%1.7%5.1%91.7M-4.04B-62.0M0.551.51133,54573,2341,274,7751,368,361
2024-09-24$158.34$145.0042.9%12.3%46.1%31.1%43.1%2.1%5.9%134.1M-4.93B-61.6M0.481.34233,544111,0011,309,7751,395,153
2024-09-25$162.44$145.0043.4%12.4%46.8%32.7%43.8%1.7%5.7%203.1M-6.65B-62.8M0.551.30307,743169,8681,353,2951,420,805
2024-09-26$168.13$145.0044.0%12.5%46.8%34.8%44.2%1.6%5.7%239.0M-8.78B-63.0M0.551.41397,991218,7431,372,7721,441,030
2024-09-27$164.16$150.0044.9%12.4%47.8%37.9%43.8%1.9%5.8%151.2M-6.78B-62.3M0.721.59260,973189,0421,402,8991,479,688
2024-09-30$163.01$150.0048.1%12.7%48.0%48.6%44.5%2.1%1.8%108.5M-5.53B-61.7M0.661.64135,41989,6531,302,0081,380,321