AMC Options History — July 2020 In July 2020, AMC traded between $19.25 and $22.90. ATM implied volatility averaged 143.9%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 40.3%. IV traded above realized volatility by 56.6% (HV 20d: 87.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2020-07-09 : Highest Volume — 5,835 contracts2020-07-09 : Largest IV drop — 31.3% change2020-07-08 : Highest IV Rank — 49.7%2020-07-13 : Largest Expected Move — 44.6%Monthly Statistics Metric Avg Min Max Open Close Price $21.21 $19.25 $22.90 $22.80 $20.10 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 143.9% 120.8% 175.7% 149.6% 140.4% Expected Move 40.3% 34.7% 44.6% 39.9% 40.5% HV 20d 87.3% 66.0% 122.3% 122.3% 66.1% HV 60d 126.4% 103.7% 154.0% 154.0% 103.8% IV Rank 38.0% 29.5% 49.7% 40.1% 36.7% IV Percentile 72.3% 63.9% 87.7% 76.2% 68.7% Term Structure 9.7% -12.4% 34.3% 20.9% 20.7% VWIV 140.6% 114.1% 163.2% 132.0% 140.1% Skew 25d 16.7% -2.5% 51.4% 37.6% 17.1% Skew 10d 28.3% 1.9% 106.6% 41.3% 14.5% Call IV 25d 137.5% 121.0% 156.2% 126.1% 135.3% Put IV 25d 154.3% 138.2% 172.4% 163.7% 152.4% Bid-Ask Spread % 19.60 8.47 43.30 43.30 15.33 Gamma HHI 0.11 0.09 0.26 0.09 0.10 Net GEX 114.1K -109.0K 321.1K 48.7K 13.0K Net DEX -6.7M -12.7M -1.1M -8.4M -3.9M Net VEX -150.7K -168.5K -137.6K -164.9K -141.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.19 1.52 1.11 1.52 Total Volume 2,675.273 1,219 5,835 2,660 1,703 Total OI 56,158.636 50,884 60,034 58,256 58,866
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 2020-07-01 $22.80 $20.00 149.6% 39.9% 122.3% 40.1% 132.0% 37.6% 20.9% 48.7K -8.4M -164.9K 1.11 43.30 N/A N/A 1,261 1,399 32,686 25,570 2020-07-02 $22.90 $20.00 130.6% 34.7% 122.3% 33.1% 114.1% 27.0% 13.2% 97.8K -8.6M -160.9K 1.09 38.50 N/A N/A 1,030 1,127 33,051 25,645 2020-07-06 $21.30 $20.00 127.6% 40.6% 117.9% 32.0% 135.7% 51.4% 23.6% 63.3K -3.0M -144.1K 0.75 26.66 N/A N/A 2,175 1,629 31,567 23,155 2020-07-07 $20.60 $20.00 145.9% 39.0% 110.7% 38.7% 137.4% 34.1% 8.7% 61.8K -1.1M -145.5K 0.61 8.47 N/A N/A 1,079 664 32,753 23,768 2020-07-08 $22.05 $20.00 175.7% 43.7% 113.9% 49.7% 146.4% 13.3% 17.8% 136.6K -7.6M -157.6K 0.43 15.87 N/A N/A 2,915 1,265 33,364 23,936 2020-07-09 $22.70 $20.00 120.8% 43.9% 112.5% 29.5% 156.0% 20.0% 34.3% 193.9K -11.5M -166.8K 0.19 13.55 N/A N/A 4,893 942 34,394 23,954 2020-07-10 $22.75 $20.00 157.3% 42.3% 89.0% 42.9% 153.0% 8.6% 12.6% 321.1K -12.7M -168.5K 0.56 12.12 N/A N/A 1,324 742 35,729 24,305 2020-07-13 $21.55 $20.00 155.9% 44.6% 75.6% 42.4% 147.1% 17.2% -10.9% 183.6K -8.1M -152.3K 0.62 19.02 N/A N/A 1,843 1,139 34,335 22,952 2020-07-14 $20.85 $20.00 145.8% 43.6% 75.7% 38.7% 152.3% 19.8% 8.1% 161.4K -6.1M -148.6K 0.70 9.82 N/A N/A 1,339 933 34,961 23,238 2020-07-15 $22.60 $20.00 150.5% 43.2% 83.0% 40.4% 152.0% 7.7% 0.4% 225.2K -11.8M -162.5K 0.43 9.53 N/A N/A 2,242 954 35,346 23,648 2020-07-16 $21.90 $20.00 155.7% 43.5% 83.2% 42.3% 155.1% -2.5% -7.7% 167.6K -8.6M -158.3K 0.79 8.71 N/A N/A 680 539 35,390 23,833 2020-07-17 $21.35 $20.00 149.8% 42.1% 82.2% 40.2% 138.2% 15.4% -12.4% 107.3K -5.8M -149.1K 0.51 9.71 N/A N/A 1,432 727 35,486 23,966 2020-07-20 $20.90 $20.00 143.4% 40.2% 82.1% 37.8% 138.3% 16.8% 16.1% 114.4K -6.8M -146.4K 0.98 20.57 N/A N/A 921 906 31,076 19,808 2020-07-21 $20.60 $20.00 139.2% 39.8% 80.9% 36.2% 142.9% 13.5% 13.5% 97.4K -6.5M -146.4K 0.77 30.32 N/A N/A 783 605 31,511 20,271 2020-07-22 $20.15 $20.00 136.3% 39.1% 80.2% 35.2% 139.6% 12.3% 11.0% 68.7K -5.1M -142.3K 0.85 10.90 N/A N/A 1,186 1,005 31,972 20,625 2020-07-23 $20.25 $20.00 136.5% 38.5% 78.2% 35.2% 134.3% 4.5% 15.8% 50.9K -4.7M -146.3K 0.44 27.76 N/A N/A 1,799 798 32,705 21,259 2020-07-24 $20.15 $20.00 131.4% 36.5% 67.4% 33.4% 128.1% 10.8% 9.2% -109.0K -5.0M -146.8K 0.85 24.23 N/A N/A 1,091 923 33,739 21,629 2020-07-27 $19.25 $20.00 137.8% 36.9% 68.5% 35.7% 131.4% 3.4% -0.5% 91.6K -3.4M -137.6K 0.64 11.15 N/A N/A 1,238 798 32,273 20,319 2020-07-28 $20.80 $20.00 142.8% 37.8% 71.5% 37.6% 125.6% 5.3% -9.1% 145.2K -7.2M -148.4K 0.56 19.06 N/A N/A 1,248 699 32,721 20,475 2020-07-29 $20.55 $20.00 135.9% 35.8% 71.0% 35.0% 130.6% 14.2% 19.0% 139.0K -5.8M -138.1K 0.91 33.56 N/A N/A 1,639 1,488 33,265 20,777 2020-07-30 $20.50 $20.00 156.4% 40.3% 66.0% 42.6% 163.2% 20.6% 8.5% 131.6K -6.0M -142.9K 0.91 23.01 N/A N/A 3,014 2,739 33,867 21,300 2020-07-31 $20.10 $20.00 140.4% 40.5% 66.1% 36.7% 140.1% 17.1% 20.7% 13.0K -3.9M -141.1K 1.52 15.33 N/A N/A 676 1,027 35,555 23,311
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