AMD Options History — November 2024 In November 2024, AMD traded between $134.18 and $150.04. ATM implied volatility averaged 38.7%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 13.5% (HV 20d: 52.3%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2024-11-15 : Highest Volume — 679,787 contracts2024-11-06 : Largest IV drop — 8.9% change2024-11-04 : Highest IV Rank — 33.3%2024-11-01 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $140.75 $134.18 $150.04 $142.22 $137.46 Max Pain $146.95 $140.00 $150.00 $150.00 $140.00 ATM IV 38.7% 34.6% 43.5% 43.4% 34.6% Expected Move 11.2% 10.2% 12.7% 12.7% 10.2% HV 20d 52.3% 32.3% 56.9% 55.8% 32.3% HV 60d 47.6% 45.3% 49.0% 48.7% 45.3% IV Rank 17.0% 3.3% 33.3% 32.9% 3.3% IV Percentile 14.6% 1.2% 36.1% 35.7% 1.2% Term Structure -0.1% -1.4% 0.8% -0.1% 0.5% VWIV 39.9% 36.0% 44.6% 44.6% 36.3% Skew 25d 0.5% -0.3% 1.9% 1.9% -0.3% Skew 10d 1.4% -0.3% 3.5% 3.5% -0.3% Call IV 25d 38.9% 35.0% 42.7% 42.7% 35.0% Put IV 25d 39.4% 34.7% 44.5% 44.5% 34.7% Bid-Ask Spread % 1.73 1.47 2.10 1.70 1.75 Gamma HHI 0.06 0.05 0.10 0.06 0.06 Net GEX -32.1M -147.4M 100.8M -125.4M 18.6M Net DEX 301.7M -2.54B 2.99B 1.90B -305.3M Net VEX -58.5M -60.4M -56.4M -57.8M -59.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.34 0.81 0.62 0.48 Total Volume 447,518.45 250,592 679,787 559,528 296,407 Total OI 3,239,419.1 3,023,727 3,457,593 3,451,515 3,387,953
Daily Data (20 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 2024-11-01 $142.22 $150.00 43.4% 12.7% 55.8% 32.9% 44.6% 1.9% -0.1% -125.4M 1.90B -57.8M 0.62 1.70 344,385 215,143 1,782,480 1,669,035 2024-11-04 $140.82 $150.00 43.5% 12.3% 55.8% 33.3% 43.5% 1.7% -0.4% -85.6M 1.51B -57.2M 0.49 1.58 204,233 100,797 1,460,983 1,583,187 2024-11-05 $141.19 $150.00 42.1% 12.0% 55.1% 28.5% 42.4% 1.7% -0.2% -80.8M 1.33B -56.6M 0.78 1.91 146,394 114,111 1,511,776 1,600,369 2024-11-06 $145.44 $150.00 38.4% 11.1% 56.9% 15.9% 41.0% 0.8% 0.3% -16.5M -315.7M -57.5M 0.59 1.59 245,920 145,418 1,534,067 1,620,495 2024-11-07 $150.04 $150.00 37.2% 10.8% 56.6% 11.8% 38.5% 0.1% 0.3% 100.8M -2.54B -58.8M 0.56 1.88 292,492 163,012 1,574,484 1,645,390 2024-11-08 $148.21 $150.00 36.7% 10.7% 55.1% 10.1% 38.6% 0.3% 0.5% 15.7M -1.50B -58.0M 0.46 1.84 423,617 194,066 1,612,277 1,675,848 2024-11-11 $146.79 $150.00 39.0% 11.3% 55.0% 17.9% 39.9% -0.1% 0.3% 4.8M -1.04B -58.9M 0.43 1.78 261,127 112,087 1,531,033 1,625,650 2024-11-12 $143.40 $150.00 39.2% 11.3% 51.9% 18.8% 40.2% -0.1% 0.1% -43.2M 183.7M -58.6M 0.50 1.66 316,340 159,541 1,606,867 1,651,814 2024-11-13 $140.37 $150.00 38.6% 11.2% 52.2% 16.8% 40.2% 0.1% 0.4% -92.9M 1.23B -58.1M 0.46 1.47 351,610 160,702 1,666,361 1,675,411 2024-11-14 $138.96 $145.00 37.9% 11.0% 52.0% 14.3% 39.4% 0.1% 0.5% -96.2M 1.49B -58.0M 0.81 1.76 252,862 205,673 1,748,132 1,692,551 2024-11-15 $134.18 $145.00 39.5% 11.4% 53.0% 19.7% 41.0% 0.9% 0.7% -147.4M 2.99B -56.4M 0.72 1.78 394,617 285,170 1,772,136 1,685,457 2024-11-18 $139.53 $145.00 40.3% 11.6% 55.2% 22.2% 41.3% -0.2% -1.4% -17.0M -55.9M -59.6M 0.34 1.90 357,026 121,155 1,464,412 1,559,315 2024-11-19 $139.16 $145.00 40.2% 11.5% 54.9% 22.0% 40.8% 0.2% -1.4% -5.7M -70.0M -60.4M 0.57 1.57 159,150 91,442 1,524,887 1,589,589 2024-11-20 $137.10 $145.00 41.5% 11.9% 55.0% 26.5% 42.0% 0.7% -1.3% -37.6M 674.1M -59.7M 0.56 1.68 213,849 119,809 1,556,310 1,615,761 2024-11-21 $137.67 $145.00 38.1% 11.0% 54.9% 15.0% 38.3% 0.7% -1.0% -23.8M 475.5M -59.4M 0.77 1.85 273,186 209,546 1,606,083 1,641,357 2024-11-22 $138.05 $145.00 37.1% 10.7% 54.3% 11.7% 38.0% 0.3% -1.1% 7.4M 79.8M -59.8M 0.48 2.10 298,977 142,852 1,640,674 1,648,708 2024-11-25 $141.10 $145.00 36.1% 10.6% 54.5% 8.2% 37.9% -0.2% 0.3% 45.7M -1.22B -59.6M 0.40 1.75 289,814 114,977 1,540,666 1,575,672 2024-11-26 $137.47 $145.00 36.2% 10.7% 51.3% 8.6% 37.9% 0.3% 0.8% -14.6M 296.6M -58.5M 0.38 1.49 413,077 157,968 1,610,997 1,596,292 2024-11-27 $135.81 $144.00 34.6% 10.2% 33.4% 3.3% 36.0% 0.2% 0.7% -47.8M 918.5M -57.8M 0.58 1.66 381,831 219,986 1,681,585 1,622,318 2024-11-29 $137.46 $140.00 34.6% 10.2% 32.3% 3.3% 36.3% -0.3% 0.5% 18.6M -305.3M -59.8M 0.48 1.75 200,162 96,245 1,741,920 1,646,033
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