AMC Options History — August 2020 In August 2020, AMC traded between $20.50 and $33.35. ATM implied volatility averaged 124.1%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 34.9%. IV traded above realized volatility by 43.4% (HV 20d: 80.6%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2020-08-27 : Highest Volume — 26,326 contracts2020-08-13 : Largest IV spike — 22.1% change2020-08-03 : Highest IV Rank — 38.1%2020-08-07 : Largest Expected Move — 41.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.76 $20.50 $33.35 $20.50 $29.60 Max Pain $24.29 $20.00 $25.00 $20.00 $25.00 ATM IV 124.1% 101.4% 144.4% 144.4% 108.3% Expected Move 34.9% 27.9% 41.4% 36.8% 28.6% HV 20d 80.6% 54.0% 109.6% 61.9% 109.6% HV 60d 95.8% 88.9% 103.8% 103.8% 100.4% IV Rank 30.7% 22.3% 38.1% 38.1% 24.9% IV Percentile 58.1% 49.6% 71.4% 71.4% 49.6% Term Structure -0.2% -22.9% 11.6% 3.1% 4.6% VWIV 123.7% 102.2% 141.9% 130.3% 105.2% Skew 25d -3.9% -33.1% 16.9% 16.9% -11.3% Skew 10d -3.7% -26.1% 29.6% 29.6% -19.1% Call IV 25d 129.7% 103.4% 157.0% 139.5% 124.2% Put IV 25d 125.8% 106.9% 156.4% 156.4% 112.9% Bid-Ask Spread % 8.02 3.37 17.41 11.41 7.38 Gamma HHI 0.15 0.11 0.25 0.12 0.16 Net GEX 473.7K 117.2K 915.2K 117.2K 593.3K Net DEX -25.9M -60.6M -5.3M -5.3M -34.4M Net VEX -174.2K -206.5K -139.7K -139.7K -194.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.15 1.25 1.12 0.36 Total Volume 7,300.905 1,499 26,326 2,158 8,794 Total OI 62,980.19 56,176 69,806 56,176 63,373
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 2020-08-03 $20.50 $20.00 144.4% 36.8% 61.9% 38.1% 130.3% 16.9% 3.1% 117.2K -5.3M -139.7K 1.12 11.41 N/A N/A 1,020 1,138 33,994 22,182 2020-08-04 $20.65 $20.00 142.1% 39.0% 60.8% 37.3% 133.5% 4.5% -8.1% 133.3K -6.7M -148.1K 0.59 14.11 N/A N/A 943 556 34,411 22,601 2020-08-05 $20.60 $20.00 136.3% 36.8% 55.3% 35.2% 118.8% 2.2% 1.3% 136.4K -5.7M -143.1K 1.16 17.41 N/A N/A 719 833 34,752 22,893 2020-08-06 $20.65 $25.00 136.6% 39.0% 54.0% 35.3% 137.7% 3.3% -8.4% 134.4K -6.7M -143.3K 1.25 8.68 N/A N/A 1,475 1,842 35,152 23,355 2020-08-07 $23.70 $25.00 139.8% 41.4% 74.0% 36.5% 141.9% -17.2% -22.9% 221.1K -19.0M -164.1K 0.26 14.42 N/A N/A 11,571 3,048 35,627 24,294 2020-08-10 $22.15 $25.00 128.6% 38.4% 75.5% 32.3% 140.0% 3.8% 7.0% 263.6K -13.2M -159.0K 0.60 10.76 N/A N/A 2,691 1,602 37,358 23,068 2020-08-11 $22.85 $25.00 139.3% 38.1% 75.1% 36.3% 134.0% -2.2% -7.0% 304.9K -15.9M -167.9K 0.33 8.87 N/A N/A 2,494 820 37,954 23,881 2020-08-12 $23.10 $25.00 115.6% 36.3% 69.6% 27.6% 127.4% -8.0% 11.6% 337.6K -16.2M -160.7K 1.02 7.39 N/A N/A 1,015 1,031 38,197 23,978 2020-08-13 $26.45 $25.00 141.2% 38.7% 83.1% 37.0% 133.5% -4.2% -11.7% 429.5K -31.2M -187.6K 0.20 9.65 N/A N/A 15,940 3,257 38,016 24,450 2020-08-14 $27.60 $25.00 123.1% 35.6% 82.9% 30.3% 126.6% -3.6% -2.7% 915.2K -38.7M -191.3K 0.28 6.21 N/A N/A 6,481 1,845 42,182 25,947 2020-08-17 $28.10 $25.00 127.2% 36.5% 81.9% 31.8% 124.4% 5.2% 4.3% 605.8K -37.8M -187.7K 0.25 4.37 N/A N/A 6,376 1,583 40,442 24,435 2020-08-18 $26.75 $25.00 119.9% 34.3% 84.4% 29.1% 128.3% -12.4% 3.8% 569.4K -28.8M -179.7K 0.35 3.37 N/A N/A 4,602 1,602 40,845 24,960 2020-08-19 $26.85 $25.00 112.4% 32.2% 83.5% 26.4% 117.5% -3.6% 7.0% 598.7K -29.0M -184.0K 0.23 4.61 N/A N/A 3,874 874 41,424 25,720 2020-08-20 $28.25 $25.00 116.0% 33.1% 84.4% 27.7% 114.6% -2.9% -0.7% 871.0K -38.2M -185.9K 0.15 5.91 N/A N/A 7,984 1,198 42,737 25,894 2020-08-21 $26.10 $25.00 109.7% 31.0% 90.8% 25.4% 115.2% -13.2% 5.2% 457.7K -24.1M -180.3K 0.30 5.26 N/A N/A 4,465 1,338 43,428 26,378 2020-08-24 $26.70 $25.00 111.6% 29.9% 88.1% 26.1% 110.8% -6.2% -0.8% 551.0K -26.0M -179.4K 0.25 5.59 N/A N/A 5,529 1,363 39,379 22,310 2020-08-25 $27.65 $25.00 102.3% 27.9% 85.5% 22.6% 102.2% 4.7% -0.4% 640.8K -30.0M -185.3K 0.46 4.93 N/A N/A 2,202 1,013 40,541 23,033 2020-08-26 $27.90 $25.00 101.4% 28.2% 84.9% 22.3% 110.2% 1.5% 10.6% 663.5K -30.5M -184.7K 0.15 4.97 N/A N/A 4,290 664 40,462 23,328 2020-08-27 $33.35 $25.00 122.9% 36.2% 102.4% 30.2% 125.2% -7.0% -3.4% 820.7K -60.6M -186.3K 0.20 7.00 N/A N/A 21,871 4,455 39,498 23,468 2020-08-28 $31.55 $25.00 126.6% 34.0% 105.2% 31.6% 120.0% -33.1% 2.6% 582.8K -46.6M -206.5K 0.38 6.13 N/A N/A 6,463 2,458 41,323 25,314 2020-08-31 $29.60 $25.00 108.3% 28.6% 109.6% 24.9% 105.2% -11.3% 4.6% 593.3K -34.4M -194.5K 0.36 7.38 N/A N/A 6,448 2,346 39,561 23,812
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