AMC Options History — April 2020 In April 2020, AMC traded between $10.25 and $25.75. ATM implied volatility averaged 202.1%, placing in the 62.6% IV rank vs the trailing year. The 30-day expected move averaged 63.0%. IV traded below realized volatility by 25.9% (HV 20d: 227.9%). Max pain ranged from $15.00 to $35.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.38.
Notable Days 2020-04-29 : Highest Volume — 15,773 contracts2020-04-08 : Largest IV spike — 41.0% change2020-04-13 : Highest IV Rank — 100.0%2020-04-13 : Largest Expected Move — 89.4%Monthly Statistics Metric Avg Min Max Open Close Price $15.39 $10.25 $25.75 $13.50 $24.30 Max Pain $17.50 $15.00 $35.00 $25.00 $17.50 ATM IV 202.1% 107.1% 312.2% 229.5% 168.9% Expected Move 63.0% 33.2% 89.4% 69.8% 56.8% HV 20d 227.9% 209.6% 241.2% 209.6% 235.9% HV 60d 164.6% 131.5% 188.3% 131.5% 188.3% IV Rank 62.6% 29.6% 100.0% 82.9% 47.2% IV Percentile 93.6% 85.7% 100.0% 97.2% 87.7% Term Structure -1.5% -247.9% 185.9% -161.1% -1.3% VWIV 209.4% 125.5% 263.8% 236.7% 196.3% Skew 25d 62.3% 19.9% 178.1% 29.8% 31.0% Skew 10d 110.1% 48.8% 204.6% 55.1% 108.9% Call IV 25d 173.2% 63.7% 237.5% 217.9% 160.8% Put IV 25d 235.4% 164.8% 287.2% 247.7% 191.8% Bid-Ask Spread % 25.24 11.86 102.50 102.50 18.95 Gamma HHI 0.11 0.08 0.20 0.11 0.08 Net GEX 5.3K -30.7K 93.1K -26.3K 80.3K Net DEX 969.6K -17.3M 5.8M 4.1M -11.3M Net VEX -88.2K -151.9K -51.2K -69.5K -151.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 0.55 2.69 2.68 1.22 Total Volume 5,358.238 1,555 15,773 2,383 4,805 Total OI 38,765.81 26,098 53,604 26,377 53,604
Daily Data (21 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 2020-04-01 $13.50 $25.00 229.5% 69.8% 209.6% 82.9% 236.7% 29.8% -161.1% -26.3K 4.1M -69.5K 2.68 102.50 N/A N/A 648 1,735 13,095 13,282 2020-04-02 $10.95 $15.00 158.6% 66.9% 212.8% 52.1% 217.2% 75.1% -42.3% -15.6K 5.8M -51.2K 1.87 16.54 N/A N/A 1,071 2,007 13,287 13,890 2020-04-03 $11.15 $15.00 107.1% 67.6% 213.4% 29.6% 224.4% 107.1% 28.7% -15.3K 5.6M -52.0K 1.44 40.85 N/A N/A 638 917 13,770 14,125 2020-04-06 $14.60 $15.00 137.9% 59.9% 232.9% 42.6% 209.3% 62.6% 132.8% -14.1K 3.6M -70.7K 1.15 27.15 N/A N/A 1,511 1,741 13,350 12,748 2020-04-07 $15.85 $15.00 140.2% 60.3% 233.3% 43.6% 215.4% 178.1% 185.9% -11.6K 2.6M -77.3K 1.36 25.19 N/A N/A 1,435 1,956 13,772 13,941 2020-04-08 $16.40 $15.00 197.7% 62.9% 230.3% 68.9% 148.8% 74.5% 24.7% -14.4K 3.5M -80.4K 0.72 26.93 N/A N/A 1,832 1,318 14,146 15,047 2020-04-09 $13.25 $25.00 236.4% 59.8% 227.0% 85.9% 217.1% 146.3% 184.1% -13.9K 5.0M -65.4K 1.57 20.30 N/A N/A 3,011 4,721 15,176 15,352 2020-04-13 $10.25 $35.00 312.2% 89.4% 240.9% 100.0% 263.8% 25.4% -247.9% -21.0K 5.8M -52.1K 2.11 26.55 N/A N/A 2,794 5,882 15,798 16,392 2020-04-14 $10.85 $25.00 290.3% 83.0% 233.3% 91.9% 254.8% 19.9% -45.0% -2.9K 5.3M -59.5K 1.38 11.86 N/A N/A 1,968 2,709 17,594 18,851 2020-04-15 $11.90 $15.00 281.2% 80.6% 236.1% 88.6% 257.1% 65.5% -46.8% -28.8K 5.0M -68.3K 1.04 21.46 N/A N/A 3,131 3,247 18,755 20,115 2020-04-16 $12.15 $15.00 266.1% 75.9% 235.3% 83.0% 241.2% 76.1% 1.8% -30.7K 5.2M -70.6K 0.99 16.35 N/A N/A 2,010 1,986 20,343 21,545 2020-04-17 $16.10 $15.00 267.4% 76.9% 227.8% 83.5% 256.6% 63.1% -3.1% 15.8K -1.7M -101.6K 0.98 17.83 N/A N/A 7,042 6,892 21,644 22,637 2020-04-20 $15.95 $15.00 222.9% 62.1% 226.9% 67.1% 213.6% 48.4% -13.8% 8.9K -106.3K -105.4K 1.30 24.54 N/A N/A 2,915 3,799 21,560 21,909 2020-04-21 $16.30 $15.00 200.1% 52.4% 226.9% 58.7% 190.9% 62.0% -11.5% 11.8K 174.5K -106.2K 2.69 22.78 N/A N/A 1,369 3,680 22,617 23,225 2020-04-22 $15.90 $15.00 198.0% 52.5% 223.1% 57.9% 186.3% 37.0% 3.7% 5.9K 1.2M -103.4K 1.58 21.04 N/A N/A 655 1,034 22,951 25,000 2020-04-23 $15.55 $15.00 180.2% 51.0% 223.1% 51.4% 174.5% 52.0% -17.0% 7.5K 1.5M -99.2K 1.40 18.05 N/A N/A 681 954 23,004 25,041 2020-04-24 $15.30 $15.00 170.5% 48.7% 222.7% 47.8% 179.8% 54.5% -3.2% 9.5K 1.9M -98.7K 1.27 19.03 N/A N/A 831 1,055 23,099 25,114 2020-04-27 $16.55 $15.00 129.6% 33.2% 224.7% 32.7% 125.5% 36.8% 14.8% 20.1K 1.2M -100.1K 1.18 18.89 N/A N/A 1,457 1,716 22,028 22,501 2020-04-28 $20.60 $15.00 169.0% 51.8% 229.7% 47.2% 177.5% 42.5% -5.1% 52.6K -6.8M -123.9K 0.55 20.93 N/A N/A 6,199 3,398 22,545 22,856 2020-04-29 $25.75 $15.00 180.1% 60.8% 241.2% 51.3% 210.4% 20.0% -9.2% 93.1K -17.3M -145.0K 0.60 12.38 N/A N/A 9,873 5,900 23,942 24,431 2020-04-30 $24.30 $17.50 168.9% 56.8% 235.9% 47.2% 196.3% 31.0% -1.3% 80.3K -11.3M -151.9K 1.22 18.95 N/A N/A 2,166 2,639 26,084 27,520
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