AMD Implied Volatility: Now and History

AMD na semiconductor name wey volatility for imarket dey change plenty. This page dey track AMD implied volatility, wey be the market live price for how the stock fit move later, for three ways: every session for the last three months, month-by-month history against index benchmarks, and how e dey slope across expirations. Every number come from real option closing prices and weekly batch dey refresh am.

AMD implied volatility for the last 90 days

SELECT toString(date) AS session_date,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AMD'
  AND date >= (SELECT max(date) - 90 FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY date
HAVING count() >= 10
ORDER BY date

Each point na median implied volatility for one session, across AMD near-the-money contracts (strikes wey dey within 5% of the stock, expiring from one week to two months). The latest reading na 49%. IV of that size na annualized number: the yearly percentage move wey option prices dey treat as normal. If you divide am by roughly 16, you get the implied one-day move. Those strike and expiration coordinates na exactly the grid wey option chain dey lay out column by column, where the same IV figure dey beside bid, ask and volume for each contract.

AMD IV history against the market, month by month

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'AMD'), 1) AS amd_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AMD', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'AMD') >= 50
ORDER BY month

The chart na AMD fear gauge over time, drawn against the market own gauge. The SPY and QQQ lines carry the same measurement for the market benchmark chains. The latest month reads 46.7% for AMD against 12.8% for SPY and 18.7% for QQQ. Diversified index almost always get lower implied volatility than any single name inside am. The gap between the lines na single-name premium. How that gap dey widen and narrow na the story of AMD risk cycles. The peaks show the periods wey option buyers pay highest prices. The troughs show the periods wey market treat the name as quiet.

The term structure: AMD IV by expiration

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AMD'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

When you read across the buckets, you see wetin market dey expect and WHEN e expect am. Front end wey dey above back end mean say market dey price near-term event risk, like report, decision or catalyst inside that window. Flat or upward-sloping curve na the normal resting state: more time means more uncertainty, so IV dey rise gently.

FAQ

Wetin be AMD implied volatility right now?

49% at the money as of the latest session on file. Dem measure am across near-the-money contracts wey dey expire 7-60 days from now. The 90-day chart above show the full recent path. Weekly batch dey refresh the number.

AMD IV high or low right now?

Judge am in three ways: compare am with its own recent path (the 90-day chart), with its own history (the monthly chart, where the latest month reads 46.7%), and with the benchmarks wey dey show for the same axes. To see where market extremes dey, the high-IV board dey track the names wey dey price the biggest moves.

How dem measure am?

Dem use AMD near-the-money contracts (strikes wey dey within 5% of the stock price) for each session close. Dem keep only contracts where the volatility solve converge. Each value na the median. Dem drop thin sessions and months based on the contract floors wey dey visible for each panel SQL.

Wetin dey move AMD implied volatility?

Scheduled events dey push IV up before dem happen and crush am after; realized turbulence dey raise am; calm market dey grind am down. The monthly history above na the record of those exact cycles.

Every panel na stored, versioned query over the full options tape. You fit expand any panel to audit am, or measure any strike for AMD chain on the Strasmore terminal. For the concept, start with wetin implied volatility be; to understand how strikes differ for the same stock, see volatility skew.