AMC Options History — June 2020 In June 2020, AMC traded between $20.75 and $32.10. ATM implied volatility averaged 147.6%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 42.4%. IV traded above realized volatility by 31.4% (HV 20d: 116.1%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2020-06-10 : Highest Volume — 16,669 contracts2020-06-03 : Largest IV spike — 15.5% change2020-06-09 : Highest IV Rank — 46.6%2020-06-11 : Largest Expected Move — 47.6%Monthly Statistics Metric Avg Min Max Open Close Price $26.65 $20.75 $32.10 $26.50 $21.30 Max Pain $24.89 $20.00 $30.00 $30.00 $20.00 ATM IV 147.6% 124.3% 167.2% 124.3% 160.0% Expected Move 42.4% 34.2% 47.6% 35.4% 43.4% HV 20d 116.1% 88.8% 123.1% 123.1% 118.9% HV 60d 177.9% 162.5% 195.1% 195.1% 162.7% IV Rank 39.3% 30.7% 46.6% 30.7% 43.9% IV Percentile 79.0% 71.0% 84.5% 76.2% 81.7% Term Structure 1.8% -20.4% 18.0% -2.3% -20.4% VWIV 148.8% 120.4% 170.6% 126.7% 146.5% Skew 25d 19.9% 2.5% 36.0% 6.5% 27.7% Skew 10d 38.7% 18.1% 90.2% 18.1% 26.7% Call IV 25d 142.9% 125.7% 165.7% 127.5% 147.6% Put IV 25d 162.8% 131.4% 184.5% 133.9% 175.3% Bid-Ask Spread % 18.52 11.61 41.25 18.44 19.53 Gamma HHI 0.10 0.08 0.13 0.10 0.09 Net GEX 86.0K -177.9K 276.1K 165.8K 26.5K Net DEX -9.5M -28.5M 2.4M -7.1M -4.2M Net VEX -174.5K -198.2K -150.6K -152.8K -158.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.38 1.91 0.94 1.45 Total Volume 6,383.364 1,621 16,669 2,690 3,134 Total OI 63,805.273 51,973 74,586 61,390 56,530
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 2020-06-01 $26.50 $30.00 124.3% 35.4% 123.1% 30.7% 126.7% 6.5% -2.3% 165.8K -7.1M -152.8K 0.94 18.44 N/A N/A 1,389 1,301 32,669 28,721 2020-06-02 $27.10 $30.00 124.4% 34.2% 122.6% 30.8% 120.4% 5.7% 9.5% 204.2K -8.1M -150.6K 0.38 12.34 N/A N/A 1,660 626 32,718 29,415 2020-06-03 $26.80 $30.00 143.7% 42.1% 114.9% 37.9% 146.8% 16.0% -5.8% 165.2K -6.6M -155.7K 1.61 19.92 N/A N/A 4,062 6,551 33,005 29,492 2020-06-04 $26.55 $25.00 136.1% 41.1% 115.2% 35.1% 139.8% 12.7% -3.6% 66.4K -2.6M -152.3K 1.30 13.22 N/A N/A 2,228 2,894 32,959 32,428 2020-06-05 $29.25 $25.00 141.1% 41.6% 118.8% 36.9% 140.6% 19.1% 3.8% 193.3K -17.2M -176.0K 0.45 17.88 N/A N/A 6,162 2,791 33,599 32,954 2020-06-08 $32.10 $25.00 150.8% 43.3% 121.6% 40.5% 143.3% 23.7% -2.3% 276.1K -28.5M -178.1K 0.87 16.31 N/A N/A 6,338 5,500 33,044 31,228 2020-06-09 $30.05 $25.00 167.2% 47.3% 91.2% 46.6% 166.1% 20.9% -7.1% 101.0K -17.3M -191.6K 1.48 25.41 N/A N/A 4,509 6,676 33,252 33,989 2020-06-10 $31.60 $25.00 158.9% 46.2% 88.8% 43.5% 152.4% 20.0% -4.2% 161.2K -26.0M -198.2K 0.55 21.91 N/A N/A 10,779 5,890 34,767 37,135 2020-06-11 $25.85 $25.00 166.2% 47.6% 111.9% 46.2% 170.6% 3.6% -4.6% -177.9K 2.4M -181.5K 1.91 15.22 N/A N/A 3,916 7,468 36,569 37,253 2020-06-12 $29.30 $25.00 153.7% 43.8% 119.6% 41.6% 159.9% 18.3% -6.7% 144.6K -15.2M -195.7K 1.74 13.16 N/A N/A 2,462 4,287 37,641 36,945 2020-06-15 $28.50 $25.00 149.8% 42.5% 120.0% 40.1% 159.0% 25.4% 7.8% 88.6K -11.7M -190.9K 1.44 19.29 N/A N/A 1,953 2,815 34,559 33,623 2020-06-16 $27.90 $25.00 146.1% 41.9% 119.9% 38.8% 154.0% 19.5% 10.3% 55.2K -8.3M -187.3K 0.82 11.61 N/A N/A 1,977 1,621 34,621 34,349 2020-06-17 $27.30 $25.00 149.4% 42.8% 119.6% 40.0% 150.0% 34.3% 1.0% 28.6K -5.1M -185.6K 0.96 12.52 N/A N/A 825 796 35,191 34,922 2020-06-18 $28.00 $25.00 143.9% 41.3% 119.7% 38.0% 150.6% 27.5% -2.1% 95.5K -7.4M -182.9K 1.03 11.61 N/A N/A 1,445 1,484 35,111 34,941 2020-06-19 $28.05 $25.00 150.2% 42.1% 119.7% 40.3% 149.4% 24.7% 15.1% 105.2K -9.2M -187.7K 0.67 11.71 N/A N/A 5,067 3,407 35,685 35,132 2020-06-22 $26.65 $25.00 129.1% 38.0% 121.4% 32.5% 135.8% 16.2% 11.8% 81.3K -13.5M -181.5K 0.82 12.62 N/A N/A 2,221 1,832 29,239 22,734 2020-06-23 $25.50 $25.00 133.8% 39.6% 117.6% 34.3% 140.7% 2.5% 13.0% 36.8K -10.5M -180.6K 1.08 20.03 N/A N/A 2,013 2,169 30,090 23,406 2020-06-24 $24.00 $25.00 143.5% 40.8% 115.2% 37.8% 143.5% 33.7% 2.4% -6.8K -5.8M -170.9K 0.99 36.04 N/A N/A 2,434 2,414 30,823 24,351 2020-06-25 $21.40 $22.50 155.6% 46.1% 118.1% 42.3% 158.8% 23.1% -0.5% -22.0K -528.7K -161.2K 1.24 41.25 N/A N/A 2,405 2,985 31,179 25,109 2020-06-26 $20.75 $20.00 155.3% 45.5% 117.8% 42.2% 150.6% 36.0% 18.0% 49.5K 209.0K -157.6K 1.03 19.34 N/A N/A 2,243 2,311 32,620 25,657 2020-06-29 $21.90 $20.00 163.2% 46.3% 119.4% 45.1% 167.2% 20.6% 7.5% 53.3K -6.3M -162.1K 1.37 18.06 N/A N/A 2,273 3,121 30,920 23,141 2020-06-30 $21.30 $20.00 160.0% 43.4% 118.9% 43.9% 146.5% 27.7% -20.4% 26.5K -4.2M -158.5K 1.45 19.53 N/A N/A 1,277 1,857 31,980 24,550
« May 2020 | All History | Jul 2020 » Home AMC History June 2020