AMD Options History — December 2024 In December 2024, AMD traded between $119.02 and $143.94. ATM implied volatility averaged 41.2%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 4.0% (HV 20d: 37.2%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.48.
Notable Days 2024-12-13 : Highest Volume — 1,271,799 contracts2024-12-09 : Largest IV spike — 11.8% change2024-12-31 : Highest IV Rank — 47.8%2024-12-19 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $129.00 $119.02 $143.94 $142.42 $120.67 Max Pain $135.00 $130.00 $140.00 $140.00 $130.00 ATM IV 41.2% 34.8% 48.4% 35.1% 48.4% Expected Move 11.7% 10.5% 13.7% 10.6% 11.4% HV 20d 37.2% 32.1% 41.0% 34.6% 36.1% HV 60d 44.7% 43.1% 45.7% 45.3% 43.1% IV Rank 23.1% 0.6% 47.8% 4.8% 47.8% IV Percentile 25.7% 1.2% 60.7% 2.8% 60.7% Term Structure 2.3% -0.4% 10.1% 1.7% 0.7% VWIV 42.0% 37.0% 49.5% 37.5% 40.6% Skew 25d -0.2% -2.0% 2.4% -0.6% 0.9% Skew 10d -0.4% -4.9% 5.3% -1.1% 2.0% Call IV 25d 41.9% 35.3% 50.4% 35.9% 49.5% Put IV 25d 41.7% 34.7% 51.3% 35.3% 50.4% Bid-Ask Spread % 1.88 1.43 2.80 1.92 1.60 Gamma HHI 0.07 0.04 0.32 0.05 0.06 Net GEX 3.2M -111.3M 251.6M 74.3M -44.7M Net DEX 1.09B -3.05B 4.21B -2.31B 2.21B Net VEX -62.1M -66.8M -55.7M -60.3M -61.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.36 0.76 0.40 0.37 Total Volume 631,361.143 272,898 1,271,799 481,899 484,931 Total OI 3,732,871.238 3,187,068 4,260,083 3,187,068 3,742,586
Daily Data (21 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 2024-12-02 $142.42 $140.00 35.1% 10.6% 34.6% 4.8% 37.5% -0.6% 1.7% 74.3M -2.31B -60.3M 0.40 1.92 344,376 137,523 1,608,189 1,578,879 2024-12-03 $141.90 $140.00 35.3% 10.7% 34.4% 5.4% 37.8% -0.7% 1.8% 74.0M -1.98B -60.2M 0.51 1.86 180,157 92,741 1,654,933 1,609,387 2024-12-04 $143.94 $140.00 34.8% 10.5% 34.8% 0.6% 37.0% -0.8% 1.8% 144.0M -3.05B -60.9M 0.41 1.63 265,511 108,115 1,690,175 1,625,590 2024-12-05 $140.88 $140.00 35.0% 10.8% 33.9% 1.4% 38.7% -0.8% 2.2% 56.1M -1.62B -60.2M 0.39 1.89 339,866 131,061 1,740,849 1,640,392 2024-12-06 $138.11 $140.00 35.7% 10.8% 32.1% 3.5% 38.7% 0.3% 2.1% -85.0M -109.2M -59.5M 0.51 2.80 446,095 229,522 1,802,680 1,665,837 2024-12-09 $130.24 $140.00 39.9% 11.7% 37.5% 18.3% 41.9% 0.1% 0.5% -90.0M 2.53B -55.7M 0.48 2.19 586,245 284,264 1,692,543 1,626,811 2024-12-10 $127.66 $140.00 39.1% 11.4% 37.8% 15.6% 41.0% -0.2% 0.3% -95.2M 3.32B -56.7M 0.59 1.78 419,683 249,269 1,868,800 1,721,619 2024-12-11 $130.88 $135.00 39.0% 11.4% 38.9% 15.1% 41.1% -1.4% 0.7% -21.0M 1.37B -60.3M 0.41 1.93 572,688 236,311 1,972,345 1,758,146 2024-12-12 $130.69 $135.00 39.9% 11.6% 38.4% 18.4% 41.7% -1.2% 0.7% 29.3M 809.1M -62.9M 0.36 1.94 474,963 171,188 2,103,169 1,799,389 2024-12-13 $126.33 $135.00 42.6% 12.2% 39.8% 27.8% 44.5% -1.1% 0.1% -84.6M 2.79B -61.9M 0.50 1.61 850,606 421,193 2,160,795 1,814,297 2024-12-16 $127.19 $135.00 43.9% 12.6% 38.3% 32.1% 45.9% -2.0% -0.1% -8.9M 1.38B -64.6M 0.42 1.81 391,541 164,231 2,105,484 1,809,776 2024-12-17 $125.19 $135.00 44.6% 12.8% 35.2% 34.6% 46.7% -1.8% -0.3% -26.5M 2.14B -64.4M 0.70 1.90 341,601 238,434 2,183,069 1,845,178 2024-12-18 $120.81 $135.00 47.6% 13.7% 36.8% 45.4% 49.5% -0.3% -0.4% -67.9M 3.73B -63.2M 0.41 2.58 493,078 200,542 2,251,751 1,840,297 2024-12-19 $119.02 $135.00 47.7% 13.7% 36.8% 45.4% 49.4% 2.4% -0.3% -94.2M 4.21B -62.7M 0.76 1.86 528,056 399,050 2,323,206 1,840,452 2024-12-20 $119.22 $130.00 42.9% 12.3% 36.7% 28.6% 44.7% 1.8% 0.1% -111.3M 3.86B -62.6M 0.59 2.40 448,812 264,161 2,420,151 1,839,932 2024-12-23 $124.69 $130.00 42.6% 12.3% 41.0% 27.6% 43.8% 0.9% 8.1% 40.1M 560.2M -66.2M 0.47 1.55 553,494 261,418 1,991,472 1,677,628 2024-12-24 $125.81 $130.00 39.8% 11.4% 40.1% 17.9% 40.6% -0.3% 8.9% 62.5M 400.3M -66.8M 0.41 1.70 251,309 102,542 2,080,475 1,770,745 2024-12-26 $125.77 $130.00 40.0% 11.0% 39.4% 18.8% 39.6% -0.4% 10.1% 82.9M 510.0M -65.7M 0.40 1.53 307,380 121,644 2,113,574 1,786,706 2024-12-27 $124.92 $130.00 43.2% 11.5% 39.3% 29.9% 40.8% 0.9% 10.0% 251.6M 593.6M -65.0M 0.51 1.61 493,613 253,691 2,172,958 1,774,931 2024-12-30 $122.56 $130.00 47.8% 11.6% 39.2% 46.0% 41.2% 0.9% 0.8% -17.5M 1.53B -63.4M 0.46 1.43 286,845 130,834 1,994,753 1,690,347 2024-12-31 $120.67 $130.00 48.4% 11.4% 36.1% 47.8% 40.6% 0.9% 0.7% -44.7M 2.21B -61.9M 0.37 1.60 353,556 131,375 2,044,869 1,697,717
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