AMC Options History — October 2020 In October 2020, AMC traded between $11.70 and $23.15. ATM implied volatility averaged 152.8%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 43.6%. IV traded above realized volatility by 61.7% (HV 20d: 91.1%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2020-10-14 : Highest Volume — 25,041 contracts2020-10-14 : Largest IV spike — 45.5% change2020-10-14 : Highest IV Rank — 58.8%2020-10-14 : Largest Expected Move — 55.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.04 $11.70 $23.15 $23.15 $11.70 Max Pain $21.14 $20.00 $30.00 $30.00 $20.00 ATM IV 152.8% 107.5% 202.9% 107.5% 166.7% Expected Move 43.6% 25.1% 55.3% 27.1% 51.4% HV 20d 91.1% 59.0% 119.5% 61.7% 117.1% HV 60d 99.1% 87.7% 109.2% 87.9% 109.2% IV Rank 39.9% 22.8% 58.8% 22.8% 45.1% IV Percentile 71.4% 45.2% 92.9% 45.2% 80.2% Term Structure -2.5% -18.7% 17.2% 0.2% 1.8% VWIV 149.4% 84.3% 186.3% 84.3% 178.9% Skew 25d 24.6% 3.5% 57.7% 3.5% 47.9% Skew 10d 43.3% -3.3% 113.0% -3.3% 87.2% Call IV 25d 141.1% 88.7% 176.6% 99.5% 154.0% Put IV 25d 165.8% 101.5% 227.7% 103.0% 202.0% Bid-Ask Spread % 13.27 6.73 31.92 12.41 16.56 Gamma HHI 0.14 0.10 0.22 0.11 0.15 Net GEX 7.5K -99.5K 155.6K 53.9K -2.4K Net DEX 2.6M -8.1M 11.2M -3.0M 9.0M Net VEX -146.9K -173.3K -122.6K -155.4K -122.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.32 1.67 0.47 1.06 Total Volume 8,593.5 2,632 25,041 2,632 8,552 Total OI 71,422.773 51,573 86,496 51,814 86,496
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 2020-10-01 $23.15 $30.00 107.5% 27.1% 61.7% 22.8% 84.3% 3.5% 0.2% 53.9K -3.0M -155.4K 0.47 12.41 N/A N/A 1,792 840 31,580 20,234 2020-10-02 $23.15 $30.00 108.2% 25.1% 59.0% 23.1% 84.4% 12.8% -12.0% 91.2K -3.5M -153.3K 0.72 10.16 N/A N/A 1,663 1,194 32,796 20,709 2020-10-05 $20.65 $25.00 133.3% 36.0% 62.5% 32.5% 123.8% 10.8% -4.5% 27.9K 823.1K -139.3K 1.67 31.92 N/A N/A 3,750 6,277 31,785 19,788 2020-10-06 $20.45 $20.00 118.9% 34.4% 60.1% 27.1% 122.3% 8.0% -7.2% -99.5K 3.0M -145.8K 0.74 23.06 N/A N/A 3,908 2,876 33,669 23,546 2020-10-07 $20.25 $20.00 117.0% 35.9% 60.2% 26.4% 122.0% 23.8% 2.3% -80.7K 3.1M -142.5K 0.92 18.33 N/A N/A 2,019 1,854 36,058 24,979 2020-10-08 $20.70 $20.00 116.4% 34.1% 60.1% 26.2% 114.7% 8.3% 17.2% -59.2K -466.3K -162.1K 0.32 28.90 N/A N/A 3,020 955 36,504 26,262 2020-10-09 $20.35 $20.00 128.0% 36.4% 60.0% 30.5% 127.3% 5.0% -7.1% 35.4K -629.5K -159.0K 0.65 10.34 N/A N/A 3,168 2,044 37,961 26,569 2020-10-12 $20.40 $20.00 126.4% 37.6% 59.8% 29.9% 130.5% 18.9% -5.9% 99.4K -1.1M -154.3K 0.72 9.21 N/A N/A 1,671 1,200 36,870 25,033 2020-10-13 $18.00 $20.00 139.5% 39.0% 71.1% 34.9% 136.5% 17.7% -2.1% -18.4K 7.6M -137.1K 0.94 12.42 N/A N/A 7,337 6,892 37,414 25,563 2020-10-14 $14.90 $20.00 202.9% 55.3% 90.1% 58.8% 186.3% 57.7% -4.3% -56.9K 11.2M -132.1K 1.10 9.86 N/A N/A 11,913 13,128 40,407 29,659 2020-10-15 $14.10 $20.00 186.1% 52.5% 89.8% 52.5% 183.9% 34.5% -2.7% -33.1K 8.6M -134.8K 0.76 7.50 N/A N/A 4,588 3,506 46,145 32,450 2020-10-16 $15.25 $20.00 181.3% 52.5% 98.2% 50.6% 180.2% 27.4% 1.3% 50.4K 2.9M -153.0K 0.38 7.75 N/A N/A 9,067 3,451 47,707 33,265 2020-10-19 $17.50 $20.00 182.9% 52.7% 114.1% 51.2% 177.3% 23.5% -7.8% 155.6K -8.1M -173.3K 0.46 14.52 N/A N/A 17,013 7,904 43,327 28,730 2020-10-20 $15.50 $20.00 177.1% 50.9% 119.5% 49.1% 182.5% 22.4% -7.6% 26.1K 2.0M -154.5K 1.02 12.05 N/A N/A 7,151 7,300 47,486 32,534 2020-10-21 $15.00 $20.00 171.9% 49.3% 118.0% 47.1% 165.1% 26.9% -18.7% 2.1K 2.3M -155.4K 0.63 7.87 N/A N/A 3,056 1,934 48,996 34,317 2020-10-22 $15.50 $20.00 165.2% 47.8% 119.4% 44.6% 165.3% 30.9% -6.5% 46.6K 308.5K -158.7K 0.62 12.23 N/A N/A 4,038 2,517 49,926 34,427 2020-10-23 $14.95 $20.00 163.1% 46.8% 116.2% 43.8% 155.5% 28.8% -6.4% -75.7K 2.7M -152.9K 1.01 8.73 N/A N/A 2,734 2,752 50,816 34,596 2020-10-26 $13.90 $20.00 167.4% 48.3% 116.4% 45.4% 167.4% 30.8% -4.4% 25.6K 3.8M -139.0K 0.55 12.79 N/A N/A 4,591 2,543 45,861 31,003 2020-10-27 $13.85 $20.00 167.5% 48.3% 116.6% 45.4% 169.0% 27.9% 0.6% 22.7K 4.0M -138.7K 0.37 7.81 N/A N/A 6,236 2,323 47,707 31,565 2020-10-28 $13.10 $20.00 173.9% 51.0% 117.0% 47.9% 169.2% 36.6% 7.8% 7.7K 4.6M -138.1K 0.47 10.85 N/A N/A 3,420 1,592 49,827 32,386 2020-10-29 $12.50 $20.00 160.7% 47.5% 117.1% 42.9% 159.5% 38.1% 11.0% -53.3K 7.3M -128.9K 0.81 6.73 N/A N/A 2,915 2,373 51,684 32,664 2020-10-30 $11.70 $20.00 166.7% 51.4% 117.1% 45.1% 178.9% 47.9% 1.8% -2.4K 9.0M -122.6K 1.06 16.56 N/A N/A 4,142 4,410 52,899 33,597
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