AMC Options History — May 2020

In May 2020, AMC traded between $19.50 and $27.55. ATM implied volatility averaged 162.0%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 45.4%. IV traded below realized volatility by 15.3% (HV 20d: 177.3%). Max pain ranged from $17.50 to $35.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.19.

Notable Days

  • 2020-05-11: Highest Volume — 46,950 contracts
  • 2020-05-11: Largest IV spike — 30.8% change
  • 2020-05-11: Highest IV Rank — 57.6%
  • 2020-05-11: Largest Expected Move — 54.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.18$19.50$27.55$22.20$25.80
Max Pain$33.88$17.50$35.00$17.50$30.00
ATM IV162.0%134.4%197.3%173.8%134.4%
Expected Move45.4%37.7%54.5%53.5%37.7%
HV 20d177.3%127.8%224.2%223.3%127.8%
HV 60d194.8%188.6%198.3%188.7%198.3%
IV Rank44.6%34.5%57.6%49.0%34.5%
IV Percentile85.0%77.4%91.7%89.7%77.4%
Term Structure-1.3%-22.7%14.6%-5.8%4.3%
VWIV156.2%132.7%198.6%198.6%132.7%
Skew 25d27.6%8.7%58.8%38.1%10.5%
Skew 10d56.6%9.1%122.6%108.9%12.8%
Call IV 25d149.2%121.9%194.4%148.3%128.0%
Put IV 25d176.8%138.5%217.3%186.5%138.5%
Bid-Ask Spread %16.248.5926.5418.1315.80
Gamma HHI0.110.080.290.090.10
Net GEX54.1K-154.7K346.1K44.7K156.9K
Net DEX-2.7M-14.4M4.2M-5.8M-6.4M
Net VEX-143.5K-170.4K-123.0K-139.5K-156.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.322.061.901.56
Total Volume7,120.41,38946,9504,4182,989
Total OI61,278.250,94974,27754,87764,845

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$22.20$17.50173.8%53.5%223.3%49.0%198.6%38.1%-5.8%44.7K-5.8M-139.5K1.9018.13N/AN/A1,5232,89526,57228,305
2020-05-04$21.70$35.00160.2%46.1%224.2%44.0%161.1%37.5%12.5%39.5K-4.5M-135.2K1.3520.66N/AN/A1,2661,70525,13426,369
2020-05-05$19.50$35.00165.3%45.3%211.1%45.8%152.8%27.0%-2.0%8.1K325.4K-127.1K1.3326.54N/AN/A1,2011,60225,42927,150
2020-05-06$19.85$35.00163.8%41.4%209.5%45.3%152.2%42.1%-8.1%10.7K-557.3K-125.1K1.5314.43N/AN/A59891425,81427,393
2020-05-07$20.00$35.00155.6%43.9%209.4%42.3%152.8%28.1%6.0%8.2K-415.6K-125.1K0.998.59N/AN/A69969025,99127,461
2020-05-08$20.70$35.00150.8%41.0%192.1%40.5%146.0%29.9%9.8%31.5K-1.4M-123.0K1.1311.91N/AN/A79189126,09527,664
2020-05-11$26.55$35.00197.3%54.5%178.0%57.6%185.6%12.5%1.3%93.3K-14.4M-146.6K0.9926.07N/AN/A23,64023,31024,81026,139
2020-05-12$24.95$35.00195.9%51.9%182.2%57.1%178.4%24.1%-12.9%32.0K-8.8M-170.4K1.0310.82N/AN/A8,5468,81833,98235,589
2020-05-13$22.90$35.00184.1%51.3%186.5%52.8%168.8%36.0%0.8%-47.5K-34.0K-160.2K1.4413.25N/AN/A5,8578,41935,38836,484
2020-05-14$23.00$35.00191.7%50.8%186.7%55.6%171.6%58.8%-22.7%24.3K2.8M-150.1K2.0610.74N/AN/A2,3444,83836,20537,118
2020-05-15$22.55$35.00176.4%48.1%162.4%49.9%177.8%27.7%-19.1%-154.7K4.2M-149.0K1.519.45N/AN/A1,4832,23736,84037,437
2020-05-18$23.55$35.00169.0%47.7%162.3%47.2%159.2%18.3%-10.0%31.5K-707.8K-139.3K0.9015.84N/AN/A2,2692,03129,62428,616
2020-05-19$22.85$35.00154.4%44.0%163.3%41.8%133.3%22.0%3.7%36.0K877.1K-141.4K1.0516.42N/AN/A1,5831,65730,79829,380
2020-05-20$23.10$35.00158.6%45.5%162.5%43.4%153.3%24.0%-0.8%34.9K1.4M-141.4K1.2414.49N/AN/A2,0062,48431,64730,339
2020-05-21$23.30$35.00154.5%43.7%161.9%41.9%148.9%24.6%14.6%49.3K1.2M-147.6K0.6822.29N/AN/A1,9351,31532,82332,322
2020-05-22$22.95$35.00137.8%39.5%161.8%35.7%146.0%8.7%-7.0%51.5K2.3M-142.1K1.0018.48N/AN/A1,6661,66933,94433,041
2020-05-26$25.35$35.00138.5%41.3%163.0%36.0%135.7%29.9%-0.7%141.8K-5.0M-151.4K0.8120.05N/AN/A4,2343,44032,76229,445
2020-05-27$27.55$35.00134.5%39.1%147.6%34.5%133.8%26.2%2.7%346.1K-13.3M-153.9K0.3215.41N/AN/A3,5221,13233,46229,487
2020-05-28$25.25$35.00142.7%41.9%129.4%37.5%136.2%25.9%6.9%144.3K-5.2M-145.7K1.0815.45N/AN/A2,0202,18933,71029,950
2020-05-29$25.80$30.00134.4%37.7%127.8%34.5%132.7%10.5%4.3%156.9K-6.4M-156.6K1.5615.80N/AN/A1,1671,82234,50430,341