thetaOwl

AMD

Advanced Micro Devices, Inc.Close $518.09EOD only
Max Pain
$445.00
Next expiry May 29, 2026
Expected Move
±$8.85
1.7% from close
Price Gap
-73.09
Distance to max pain
IV Rank
79
High premium
P/C OI
1.09
Balanced positioning
Consensus
6.5/10
Bullish tilt
Published snapshot: May 28, 2026 close
End-of-day snapshot

This page reflects AMD options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 28, 2026 close
AMD Directional Report
Analysis based on market close April 14, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from April 14, 2026. A newer directional report is available for May 26, 2026.

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Outlook

Neutral-to-bullish with a short-term pin toward the 250–260 zone; confidence 7.5/10. Primary supports: large positive GEX +$93.0M concentrated at 250/255/260, heavy net premium inflow $179.4M and call-dominant premium at 250/$38.2M; conflicts: max-pain cluster at $220 (15.9% below spot) and spot 15.9% above MP which limits conviction for sustained upside.

Confidence:
7.5 / 10
Base 7.5 from pre-computed: + GEX/flow alignment, + pinning; I accept it — no single catalyst or cross-asset signal warrants override.
Supports: GEX +$93.0M concentrated at $250/$255/$260; Net premium +$179.4M with $25.4M call net at $250; Avg IV 62.4% vs VIX 18.36.
Conflicts: Max pain pins $220–$225 across expiries (structural pull), spot 255.07 is 15.9% above MP; EM guardrails show two-day downside into $244.87 which is within reach.
📌**Pinning:** strong GEX magnets at $250/$255/$260 imply dealers will hedge into moves near current spot
🟢**Bullish institutional flow:** heavy call premium at $250/$260 ($38.2M/$21.0M) supports upside pressure
⚠️**Structural drag:** persistent max-pain ~ $220 creates asymmetric downside tail despite current pinning

Regime Classification

Vol Regime
High
High IV regime (Avg IV 62.4%) — option premiums are rich vs realized/VIX context, making premium-selling attractive if dealer gamma supports pinning.
Gamma Regime
Pinning
Pinning: Total GEX +$93.0M with concentrated NTM gamma at $250 (+$14.0M), $255 (+$6.6M) and $260 (+$11.2M) — dealers will buy on dips toward those strikes and sell into rallies near them.
Flow Regime
Bullish
Bullish flow: Net premium +$179.4M and call-heavy premium at $250/$260; P/C volume 0.77 and P/C OI 1.09 indicate flow skewed toward calls but OI shows large protective puts deeper (200/190).
Spot vs Max Pain
Above
Spot $255.07 sits well above MP cluster at $220–$225 (15.9%); pinning reduces immediate drift but structural max pain remains a medium-term gravitational pull.
Thesis duration: Multi-week — Pinning concentrated across the next two expirations and elevated IV term structure through May (ATM 51–57%); regime persists across 2–4 week window so prefer 30–45 DTE for primary trades with weeklies for tactical overlays.

Price Range Forecast

Next 2 days
$244.87$265.27
Dealer hedging at $250/$255/$260 will buy dips into ~$245 and sell into rallies above ~$260; breach below $244.87 opens momentum to $237.55.
Next 1 week
$237.55$272.60
Sustained call premium and net inflow can stretch to $272.60; failure below $237.55 would flip bias toward MP $225–$220.
Next 2 weeks
$232.30$277.85
Term IV and GEX concentration keep moves mean-reverting into the pin; move beyond $277.85 requires sustained call demand or macro upside.

Key Levels

Max pain pins: $220 (2026-04-17); $225 (2026-04-24); $220 (2026-05-01)
EM guardrails: 2d $244.87/$265.27; 1w $237.55/$272.60
Support: $244.87 · $237.55 · $232.30
Resistance: $265.27 · $272.60 · $277.85
Gamma flip: ~$200.00Approx — based on put OI concentration of 27,969 (21.6% below spot)
Structural: Structural put floor $140–$200 beneath the gamma flip near ~$200 — large long-dated put/OI cushions heavy downside and signals big protection interest below $200.

Dealer Positioning (GEX/DEX)

GEX: $+93.0M

DEX: +81.2M shares

Gamma flip: ~$200 (Approx — based on put OI concentration of 27,969 (21.6% below spot))

NTM gamma: Near-term positive gamma concentration: heavy dealer long-gamma centered at $250 (+$14.0M), $255 (+$6.6M) and $260 (+$11.2M); if spot falls 2% (~$249), dealers will buy stock/puts (support); if spot rises 2% (~$260), dealers will sell stock/calls (resistance) — both actions reinforce pinning between $250–$260 until expiries.

IV Analysis

IV vs VIX: Avg IV 62.4% is rich vs VIX 18.36 — sector/stock vol is elevated; options are expensive enough to favor selling premium with defined risk when gamma supports it.

Term structure: Front-month skewed: 4/17 ATM 48.6% → 5/29 ATM 53.4% (term steepening into May), with a hump at 5/08 (57.2%) suggesting event or realized vol priced through early May.

Skew: Short-dated IV (~48–51%) cheaper than 24–45d (53–57%); calendar/diagonal where you SELL the higher-IV longer-dated leg (reverse calendar) can capture term premium (approx 2–6 vol-pt edge).

Flow Analysis

Net premium: + $179.4M call-biased net premium; P/C vol 0.77, P/C OI 1.09.

Directional prints: 48.4 put 252.5 OTM 4/17 — AMD260417P00252500 — elevated vol prints (Vol 2,766 vs OI 318) at $252.50 exp 4/17; could be short protection selling or buyer of protection; within current flow regime most consistent with short-dated put buying to hedge directional call exposure (buy interpretation favored). 49.3 put 250 OTM 4/17 — AMD260417P00250000 — large flow/volume at $250 exp 4/17 (Vol 11,929 OI 3,030) aligns with dealer hedging and pinning at $250; bought-protection or sell-to-open put spreads both possible, but net flow and dealer GEX imply buyers accumulating protection (buy interpretation slightly favored).

Unusual: 96.1 put 140 OTM 5/01 — AMD260501P00140000 — long-dated deep OTM put prints (Vol 989 vs OI 107) indicate crash protection demand or speculative long-vol; structural tail hedge.

Risks & Catalysts

!Gamma flip sits near ~$200 — a forced unwind past $200 accelerates downside but is remote from spot.
!Front-week expiries (4/17 and 4/24) create pin-release risk that can produce whiplash if large buyers/sellers step aside.
!IV term hump into 5/08 (57.2%) suggests event risk — possible realized vol spike around early May (earnings 2026-05-05 is close).
!Macro risk: broad-market reversal (QQQ/SPY weakening) can flush dealers and break pin despite positive GEX.

Strategy Viability

StrategyEdgeBest SetupPrimary Risk
Long stockModerate-Weak
Buy 100 shares AMD at $255.07
Exposure to mean-reversion toward MP $220; high IV makes covered alternatives preferable.
Short stockWeak
Avoid — gamma pinning and dealer long-gamma bias create asymmetric costs to shorting here
Dealer buying on dips will push against shorts into $250–$260.
Covered callModerate
Buy 100 shares + Sell 4/24 $260 call
Caps upside near dealer call concentration; exposed to >$260 rallies.
Cash-secured put (CSP)Moderate-Strong
Sell 4/24 $245 put cash-secured
If gamma flip forces sharp gap down past $244.87/EM, assignment risk rises.
Short put spreadStrong
Sell 4/24 $245/$240 put spread
Breaks below $244.87 then $237.55 widen losses; defined risk protects vs tail.
Long callsModerate-Weak
Buy 4/24 $260 call
High front IV and dealer call selling compress option returns; expensive relative to buying longer-dated calls.
Long put / bear put spreadModerate
Buy 4/24 $240 put or buy 4/24 $250/$240 bear-put spread (if directional bearish)
Costly given high IV and positive GEX reduces trend continuation likelihood.
Iron condorModerate-Strong
Sell 4/24 $240/$230 put side + sell $270/$280 call side (defined-risk IC)
IV spike or a sustained move through EM bounds ($237.55 or $272.60) will blow wings.
Calendar / Diagonal (reverse calendar)Moderate-Strong
Sell 5/29 $250 call, buy 4/24 $250 call (reverse calendar — sell higher-IV longer-dated leg)
Requires time decay and stability; front- vs back-IV dynamics must hold (5/29 ATM 53.4% > 4/24 ATM 49.9%).
PMCC / LEAPS diagonalModerate
Buy 5/29 $230 call, sell 4/24 $250 call (diagonal/covered call replacement)
Complex gamma; needs range-bound to consolidate toward sold strike; long-dated IV elevated making base-cost higher.

Top Plays

#1
Defined-risk put spread (tactical)
Sell 4/24 $245/$240 put spread
High-edge trade: positive GEX and dealer bid into dips support $245; collects rich front-week premiums while capping risk below EM guardrail $244.87.
Credit: $0.35-$0.60
Max loss: $4.65
BE: $244.65
Mgmt: Take profit at 50–70% of max credit; cut if spot < $244.87 or IV jumps >6 vols.
Traders wanting defined-risk short premium with multi-week horizon
#2
Reverse calendar (term arbitrage)
Sell 5/29 $250 call, buy 4/24 $250 call (reverse calendar)
Sell the higher-IV longer-dated leg (5/29 ATM 53.4%) and buy cheaper front-month to capture term premium while remaining short-dated gamma-light.
Credit: $0.40-$1.20
Max loss: Variable
BE: N/A
Mgmt: Close if front-month IV decays < back-month IV by <1 vol-pt or spot moves > EM bounds ($237.55 or $272.60).
Vol sellers who can monitor cross-term vol moves; suits accounts preferring limited directional exposure with multi-week bias
#3
Iron condor (defined-risk range trade)
Sell 4/24 $240/$230 put spread + Sell 4/24 $270/$280 call spread
Uses positive GEX and low VIX (18.36) to sell both sides inside EM $237.55–$272.60; wide wings protect vs expected move while collecting elevated premiums.
Credit: $1.10-$2.50
Max loss: $8.90
BE: $232.90/$282.50
Mgmt: Trim or buy back at 50–60% profit; hedge quickly if spot breaks $237.55 or $272.60.
Accounts seeking neutral income with defined risk and margin for larger accounts

Watchlist Triggers

Entry Triggers
IFIf spot holds >= $250.00 for 30 minutes after market openSell 4/24 $245/$240 put spread
IFIf spot rallies to and rejects at $260.00 (within 1 hour)Establish 4/24 iron condor: sell $240/$230 put spread + sell $270/$280 call spread
IFIf 5/29 ATM IV > 4/24 ATM IV by >=3 vol-pts (currently ~3.5–4.5 pts)Initiate reverse calendar: sell 5/29 $250 call, buy 4/24 $250 call
Adjustment Triggers
ADJIf spot falls and tags $244.87 EM guardrailRoll short $245 puts down to 4/24 $240/$235 put spread or buy protection $240 put
ADJIf spot breaks above $272.60 (1-week EM upper)Buy back call side of iron condor and convert to long call or debit call spread (e.g., buy $270 call, sell $285 call if liquidity permits)
Exit Triggers
EXITIf P/L reaches 50–70% of max profit on short put spread or iron condorClose 50–100% of position to lock gains
EXITIf VIX rises > 6 points intraday or spot < $237.55Exit all short premium positions immediately

Tactical Summary

Primary thesis: short-to-defined-risk premium selling with bullish pin bias into $250–$260 supported by GEX and call flow; invalidation: sustained break below $244.87 then $237.55 flips regime to bearish and requires cutting short-premium. Top plays: sell 4/24 $245/$240 put spread (defined risk), reverse calendar (sell 5/29 $250 call, buy 4/24 $250 call) for term arbitrage, and a wide iron condor 4/24 ($240/$230 put x $270/$280 call) for income — choose based on capital, monitoring capacity, and existing stock exposure.
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This directional reflects the market close on April 14, 2026.
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Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

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If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.