AMD Options History — October 2024 In October 2024, AMD traded between $144.48 and $173.07. ATM implied volatility averaged 53.3%, placing in the 66.2% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 10.7% (HV 20d: 42.6%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.53.
Notable Days 2024-10-30 : Highest Volume — 1,186,854 contracts2024-10-30 : Largest IV drop — 17.1% change2024-10-07 : Highest IV Rank — 78.5%2024-10-29 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $160.11 $144.48 $173.07 $159.06 $144.48 Max Pain $153.59 $150.00 $155.00 $150.00 $152.50 ATM IV 53.3% 45.8% 56.9% 50.3% 45.9% Expected Move 15.3% 13.1% 18.2% 13.2% 13.8% HV 20d 42.6% 35.7% 59.8% 40.0% 59.8% HV 60d 48.4% 42.1% 51.6% 50.8% 49.4% IV Rank 66.2% 40.9% 78.5% 56.2% 41.2% IV Percentile 79.8% 47.6% 97.2% 67.1% 48.4% Term Structure -1.5% -3.5% 1.4% -0.3% -0.7% VWIV 53.7% 45.8% 63.9% 46.6% 48.1% Skew 25d 2.1% 0.2% 3.1% 3.1% 1.7% Skew 10d 4.0% -0.1% 6.6% 6.3% 3.2% Call IV 25d 52.4% 45.4% 56.2% 49.7% 45.4% Put IV 25d 54.5% 46.4% 58.4% 52.9% 47.1% Bid-Ask Spread % 1.72 1.46 2.48 1.61 1.74 Gamma HHI 0.05 0.04 0.07 0.05 0.05 Net GEX 70.5M -135.1M 197.7M 73.2M -135.1M Net DEX -4.37B -9.36B 1.34B -4.12B 1.34B Net VEX -60.8M -63.5M -57.1M -60.9M -58.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.33 0.92 0.69 0.92 Total Volume 551,508.261 293,057 1,186,854 371,600 693,162 Total OI 2,932,083 2,690,310 3,366,628 2,726,855 3,366,628
Daily Data (23 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 2024-10-01 $159.06 $150.00 50.3% 13.2% 40.0% 56.2% 46.6% 3.1% -0.3% 73.2M -4.12B -60.9M 0.69 1.61 219,576 152,024 1,330,208 1,396,647 2024-10-02 $160.14 $150.00 51.5% 13.1% 39.2% 60.2% 45.8% 2.9% 1.4% 93.2M -4.48B -61.9M 0.33 1.58 221,068 71,989 1,363,095 1,419,471 2024-10-03 $162.31 $150.00 53.8% 15.2% 38.4% 67.8% 53.0% 2.9% 0.9% 136.4M -5.40B -62.3M 0.55 2.35 316,530 173,952 1,394,887 1,428,399 2024-10-04 $170.93 $150.00 52.0% 14.7% 38.3% 61.9% 51.5% 2.3% 1.3% 179.5M -9.36B -62.0M 0.68 1.98 519,485 352,202 1,433,949 1,445,000 2024-10-07 $170.01 $150.00 56.9% 15.7% 38.3% 78.5% 55.0% 2.2% -2.2% 151.6M -7.61B -62.4M 0.51 2.48 365,447 184,717 1,349,152 1,414,131 2024-10-08 $173.07 $150.00 56.3% 15.5% 37.4% 76.4% 55.4% 2.4% -2.1% 197.7M -8.95B -63.5M 0.62 1.74 302,741 187,287 1,422,326 1,470,265 2024-10-09 $170.82 $155.00 56.1% 15.4% 35.7% 75.9% 53.8% 2.1% -2.5% 181.2M -8.14B -63.1M 0.50 1.77 295,379 147,561 1,461,115 1,498,508 2024-10-10 $163.11 $155.00 55.7% 15.4% 40.3% 74.3% 54.2% 1.9% -2.2% 33.7M -4.61B -62.7M 0.43 1.62 714,957 304,507 1,516,140 1,527,343 2024-10-11 $168.18 $155.00 52.8% 14.7% 41.3% 64.5% 51.7% 1.9% -2.3% 161.6M -7.30B -62.4M 0.53 1.70 539,113 286,496 1,615,092 1,571,552 2024-10-14 $165.57 $155.00 52.5% 14.8% 41.9% 63.7% 52.3% 1.8% -0.8% 116.5M -6.04B -60.6M 0.43 1.55 274,831 118,240 1,410,915 1,458,249 2024-10-15 $156.11 $155.00 55.4% 15.8% 47.0% 73.3% 54.9% 2.6% -1.3% 12.8M -2.42B -60.1M 0.58 1.76 472,956 275,725 1,464,712 1,487,999 2024-10-16 $155.57 $155.00 55.0% 15.8% 47.0% 71.9% 54.8% 2.6% -1.3% 6.4M -2.44B -60.9M 0.43 1.72 310,416 134,193 1,536,048 1,548,257 2024-10-17 $157.08 $155.00 54.3% 15.6% 42.9% 69.5% 54.3% 2.3% -1.2% 39.4M -3.10B -60.1M 0.45 1.64 271,923 121,069 1,566,440 1,567,154 2024-10-18 $155.78 $155.00 52.9% 15.3% 42.6% 65.1% 53.7% 1.9% -1.0% 8.4M -2.68B -59.6M 0.58 1.76 266,863 154,670 1,573,349 1,566,940 2024-10-21 $157.49 $155.00 53.3% 15.5% 42.7% 66.4% 54.3% 1.9% -2.7% 67.1M -3.31B -59.3M 0.52 1.56 199,489 104,145 1,300,472 1,389,838 2024-10-22 $154.13 $155.00 53.7% 15.8% 43.1% 67.7% 55.2% 1.9% -2.8% 32.6M -2.22B -59.2M 0.53 1.59 276,103 145,623 1,343,313 1,417,982 2024-10-23 $152.81 $155.00 54.2% 16.0% 41.9% 69.2% 55.5% 2.2% -2.9% 11.3M -1.88B -59.5M 0.61 1.56 202,972 123,201 1,392,490 1,459,020 2024-10-24 $153.69 $155.00 54.0% 16.1% 39.7% 68.5% 56.0% 2.1% -3.1% 48.6M -2.35B -59.8M 0.52 1.69 202,998 105,473 1,413,930 1,473,280 2024-10-25 $156.53 $155.00 53.4% 16.1% 39.8% 66.7% 56.5% 2.1% -3.5% 61.4M -3.79B -60.4M 0.44 1.53 333,602 148,341 1,443,158 1,475,841 2024-10-28 $159.56 $155.00 54.2% 17.3% 40.5% 69.3% 60.5% 1.5% -1.8% 77.6M -4.31B -60.3M 0.35 1.46 249,289 86,907 1,330,274 1,416,970 2024-10-29 $167.05 $155.00 55.2% 18.2% 42.7% 72.7% 63.9% 0.2% -2.0% 140.4M -7.13B -60.9M 0.48 1.74 587,758 282,856 1,405,789 1,449,771 2024-10-30 $149.03 $155.00 45.8% 13.8% 59.4% 40.9% 48.7% 0.9% -0.4% -73.9M -92.0M -57.1M 0.57 1.46 757,606 429,248 1,560,958 1,560,852 2024-10-31 $144.48 $152.50 45.9% 13.8% 59.8% 41.2% 48.1% 1.7% -0.7% -135.1M 1.34B -58.7M 0.92 1.74 360,953 332,209 1,728,226 1,638,402
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