AMC Options History — March 2020 In March 2020, AMC traded between $12.15 and $29.95. ATM implied volatility averaged 192.2%, placing in the 85.5% IV rank vs the trailing year. The 30-day expected move averaged 56.0%. IV traded above realized volatility by 46.4% (HV 20d: 145.9%). Max pain ranged from $20.00 to $45.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 2.72.
Notable Days 2020-03-18 : Highest Volume — 6,922 contracts2020-03-19 : Largest IV spike — 97.1% change2020-03-05 : Highest IV Rank — 100.0%2020-03-27 : Largest Expected Move — 82.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.75 $12.15 $29.95 $29.95 $15.45 Max Pain $28.18 $20.00 $45.00 $45.00 $20.00 ATM IV 192.2% 109.2% 268.6% 121.5% 233.4% Expected Move 56.0% 32.7% 82.1% 38.6% 55.1% HV 20d 145.9% 66.5% 207.0% 67.1% 207.0% HV 60d 96.8% 54.1% 129.2% 54.3% 129.2% IV Rank 85.5% 31.4% 100.0% 86.9% 84.7% IV Percentile 99.0% 94.0% 100.0% 98.8% 97.6% Term Structure -9.9% -230.5% 175.9% -0.6% 152.3% VWIV 214.5% 114.2% 336.7% 127.6% 167.2% Skew 25d 82.6% -28.4% 207.0% 19.6% 42.2% Skew 10d 95.0% -43.4% 216.6% 57.2% 216.6% Call IV 25d 142.3% 78.5% 257.3% 114.3% 166.5% Put IV 25d 224.9% 133.8% 365.1% 133.8% 208.7% Bid-Ask Spread % 61.89 24.12 125.59 32.22 33.48 Gamma HHI 0.12 0.08 0.30 0.12 0.12 Net GEX -23.1K -58.4K -3.3K -12.1K -24.7K Net DEX 10.0M 833.5K 18.9M 16.2M 4.1M Net VEX -96.8K -159.1K -64.3K -159.1K -73.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.72 0.33 11.13 0.33 1.22 Total Volume 2,360.864 984 6,922 2,398 1,294 Total OI 31,421.045 25,120 37,127 30,990 25,691
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-03-02 $29.95 $45.00 121.5% 38.6% 67.1% 86.9% 127.6% 19.6% -0.6% -12.1K 16.2M -159.1K 0.33 32.22 N/A N/A 1,809 589 16,091 14,899 2020-03-03 $29.00 $45.00 121.1% 36.2% 67.8% 86.5% 127.2% 31.2% -4.7% -22.0K 17.1M -155.1K 1.57 27.24 N/A N/A 569 895 16,733 15,260 2020-03-04 $29.20 $45.00 115.6% 32.7% 66.5% 80.9% 114.2% 51.9% -9.3% -40.1K 17.8M -154.1K 1.28 25.87 N/A N/A 431 553 16,835 15,809 2020-03-05 $24.50 $30.00 138.0% 37.8% 85.7% 100.0% 168.3% 71.0% -1.5% -58.4K 18.9M -127.9K 1.83 24.12 N/A N/A 958 1,757 16,954 15,994 2020-03-06 $22.75 $30.00 161.1% 41.1% 87.9% 100.0% 163.0% 61.0% -1.8% -42.7K 18.8M -120.7K 1.45 26.22 N/A N/A 757 1,096 17,276 16,594 2020-03-09 $19.20 $30.00 170.4% 52.8% 102.7% 100.0% 182.4% 150.5% 12.6% -36.9K 16.4M -99.3K 4.23 24.30 N/A N/A 517 2,186 16,471 16,370 2020-03-10 $20.70 $30.00 169.8% 50.2% 107.7% 99.6% 175.7% 133.3% -6.6% -31.9K 15.9M -103.7K 1.96 36.41 N/A N/A 425 833 16,721 15,705 2020-03-11 $18.35 $25.00 182.2% 43.9% 110.9% 100.0% 171.3% 80.5% -43.7% -27.3K 15.7M -89.0K 2.61 30.39 N/A N/A 320 834 17,022 15,738 2020-03-12 $14.45 $30.00 188.6% 67.4% 132.6% 100.0% 256.3% 70.5% 175.9% -13.1K 13.0M -69.8K 3.64 39.77 N/A N/A 572 2,078 17,199 16,016 2020-03-13 $15.80 $30.00 268.6% 70.6% 139.2% 100.0% 256.1% 80.7% -51.8% -17.7K 11.7M -84.7K 3.83 42.20 N/A N/A 614 2,352 17,373 16,449 2020-03-16 $13.00 $25.00 170.5% 49.1% 147.9% 57.8% 297.8% 207.0% 53.7% -30.6K 9.1M -69.0K 3.94 109.24 N/A N/A 429 1,693 17,105 16,802 2020-03-17 $12.90 $25.00 226.2% 64.9% 147.7% 81.8% 336.7% 201.4% -7.9% -32.5K 10.5M -66.1K 2.72 45.29 N/A N/A 1,140 3,102 17,356 17,434 2020-03-18 $12.15 $25.00 109.2% 0.0% 144.7% 31.4% 175.0% 96.6% -43.5% -50.3K 9.9M -64.3K 11.13 105.96 N/A N/A 571 6,351 18,026 18,243 2020-03-19 $16.80 $25.00 215.2% 66.0% 194.4% 77.0% 238.2% 89.8% -16.5% -3.6K 8.3M -82.9K 2.96 84.84 N/A N/A 1,034 3,060 18,078 18,491 2020-03-20 $15.85 $25.00 224.6% 71.3% 194.5% 81.1% 275.7% -5.8% 32.8% -9.9K 6.3M -86.1K 3.51 97.07 N/A N/A 455 1,597 18,543 18,584 2020-03-23 $15.55 $25.00 189.4% 55.8% 194.6% 65.7% 295.3% 60.8% -8.2% -15.1K 2.2M -81.3K 2.30 93.66 N/A N/A 931 2,145 12,320 13,519 2020-03-24 $17.45 $25.00 236.0% 71.5% 202.0% 85.9% 254.3% -28.4% -230.5% -12.8K 2.6M -88.7K 2.59 105.47 N/A N/A 531 1,376 12,797 13,976 2020-03-25 $17.50 $25.00 251.3% 50.1% 200.5% 92.5% 226.6% 112.3% -158.3% -5.1K 1.9M -90.2K 1.73 112.31 N/A N/A 691 1,194 13,065 14,028 2020-03-26 $18.05 $20.00 235.7% 75.0% 200.2% 85.8% 260.7% 100.8% -41.2% -4.3K 1.2M -89.2K 1.10 91.09 N/A N/A 709 780 13,372 13,743 2020-03-27 $18.35 $20.00 248.2% 82.1% 200.8% 91.2% 225.8% 68.3% 0.0% -3.3K 833.5K -94.9K 1.43 125.59 N/A N/A 421 604 13,383 14,078 2020-03-30 $15.55 $20.00 252.8% 64.1% 206.8% 93.2% 224.1% 121.8% 152.3% -14.1K 2.7M -79.9K 2.51 48.86 N/A N/A 480 1,206 12,579 12,541 2020-03-31 $15.45 $20.00 233.4% 55.1% 207.0% 84.7% 167.2% 42.2% 0.0% -24.7K 4.1M -73.1K 1.22 33.48 N/A N/A 583 711 12,817 12,874
« Feb 2020 | All History | Apr 2020 » Home AMC History March 2020