AMDW Implied Volatility

This page breaks down AMDW's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.

Data as of Oct 12, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$96.91
52-week range
$38.94 – $115.48
IV rank
30 / 100
Low
Put/call OI
0.70
Call-heavy
Max pain
$100
↑ 3.2% above close

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Implied Volatility & Expected Move

23%45%67%88%110%Jan '26May '26Oct '26

AMDW 30-day at-the-money implied volatility, past year.

ATM IV — 2 month53.5%
ATM IV — 3 month63.8%
IV rank (1 year)30 / 100
IV percentile (1 year)22%
Historical volatility — 10 day43.3%
Historical volatility — 21 day47.4%
Historical volatility — 30 day47.7%
Historical volatility — 60 day72.7%
25Δ skew (front)+11.9 pts

An IV rank of 30 places current implied volatility in the lower part of its 52-week range.

AMDW IV Rank History

0285583110Feb '26Jun '26Oct '26

AMDW IV rank (0–100), past year.

IV rank has risen from 25 in Feb '26 to 30 today. An IV percentile of 22% means implied volatility was lower than today on 22% of trading days in the past year.

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AMDW Options FAQ

Is AMDW implied volatility high or low right now?

By its own 52-week standards, AMDW implied volatility is currently low: IV rank is 30 out of 100 as of Oct 12, 2026.

What is the difference between AMDW's IV rank and IV percentile?

IV rank (currently 30) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 22%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.