AMD Implied Volatility: IV Now and Di History

AMD implied volatility, di 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 one session's median implied volatility across AMD's near-the-money contracts (strikes wey dey within 5% of the stock, expiring one week to two months out). The latest reading na 84.4%. An IV of that size na annualized number: the yearly percentage move wey the option prices dey treat as typical, and if you divide am by roughly 16 you go get the implied one-day move.

AMD IV history vs 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's fear gauge over time, drawn against the market's own. The SPY and QQQ lines carry the same measurement for the market's benchmark chains — the latest month read 80.4% for AMD against 13.3% for SPY and 23.5% for QQQ. A diversified index nearly always dey carry less implied volatility pass any single name wey dey inside am — the gap between the lines na the single-name premium, and how that gap dey widen and narrow na the story of AMD's risk cycles. The peaks mark the episodes when option buyers pay pass hardest; the troughs na the stretches wey the 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)

If you read across the buckets you go see wetin the market expect WHEN. Front end wey dey above the back end mean say near-term event risk dey priced — a report, a decision, a catalyst inside the window. Flat or upward-sloping curve na the resting state: more time, more uncertainty, gently higher IV.

FAQ

Wetin be AMD's implied volatility right now?

84.4% at the money as of the latest session on file, measured across near-the-money contracts wey dey expire 7-60 days out. The 90-day chart above carry the full recent path; the number go refresh with the weekly batch.

AMD's IV high or low right now?

Judge am three ways: against im own recent path (the 90-day chart), against im own history (the monthly chart, where the latest month read 80.4%), and against the benchmarks wey dem draw on the same axes. For where the market's extremes dey sit, the high-IV board dey track the names wey dey price the biggest moves.

How dem take measure this one?

From AMD's near-the-money contracts (strikes wey dey within 5% of the stock price) at each session's close, keeping only contracts where the volatility solve converge; each value na the median, and thin sessions and months dem drop am by the contract floors wey dey visible inside each panel's SQL.

Wetin dey move AMD's implied volatility?

Scheduled events dey load IV in advance and crush am after; realized turbulence dey raise am; calm dey grind am down. The monthly history above na the record of exactly those cycles.

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