AMC Options History — November 2020

In November 2020, AMC traded between $10.75 and $22.65. ATM implied volatility averaged 160.7%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 46.9%. IV traded below realized volatility by 21.8% (HV 20d: 182.5%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2020-11-09: Highest Volume — 51,634 contracts
  • 2020-11-09: Largest IV spike — 39.0% change
  • 2020-11-09: Highest IV Rank — 62.2%
  • 2020-11-02: Largest Expected Move — 65.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.39$10.75$22.65$10.75$21.15
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV160.7%136.2%211.9%201.5%138.3%
Expected Move46.9%39.6%65.2%65.2%39.6%
HV 20d182.5%114.9%212.2%114.9%203.6%
HV 60d134.8%104.2%148.0%105.8%144.1%
IV Rank42.2%32.3%62.2%58.2%33.1%
IV Percentile71.2%48.8%92.9%92.5%52.8%
Term Structure1.2%-11.1%14.5%-1.8%14.5%
VWIV162.5%105.5%225.6%225.6%140.8%
Skew 25d24.9%10.5%40.5%35.5%19.1%
Skew 10d46.8%27.2%81.6%81.6%46.6%
Call IV 25d151.4%128.4%198.9%186.2%130.4%
Put IV 25d176.2%148.3%226.2%221.7%149.5%
Bid-Ask Spread %12.907.3621.6217.799.70
Gamma HHI0.160.100.290.160.14
Net GEX156.0K-112.3K1.0M2.3K393.4K
Net DEX-13.8M-58.7M7.0M6.5M-39.8M
Net VEX-201.7K-276.1K-119.9K-119.9K-269.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.371.211.200.39
Total Volume14,752.154,16051,63412,06211,457
Total OI104,441.982,651121,25182,651109,576

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$10.75$20.00201.5%65.2%114.9%58.2%225.6%35.5%-1.8%2.3K6.5M-119.9K1.2017.79N/AN/A5,4836,57950,16832,483
2020-11-03$11.70$20.00181.1%54.6%122.1%50.5%194.2%39.8%-0.4%4.1K5.4M-129.7K0.9811.37N/AN/A6,0675,91850,16832,483
2020-11-04$11.40$20.00156.7%43.6%121.9%41.4%159.7%23.3%3.6%-3.5K7.0M-129.2K1.2116.23N/AN/A2,0432,47954,67337,047
2020-11-05$12.40$20.00169.2%48.3%127.2%46.1%167.4%12.1%-11.1%29.9K4.0M-141.0K0.648.01N/AN/A2,5291,63155,19537,147
2020-11-06$12.50$20.00152.4%48.1%127.7%39.7%159.9%21.9%3.4%4.3K4.7M-139.3K0.6421.62N/AN/A3,8402,43955,81437,473
2020-11-09$19.65$20.00211.9%56.3%212.2%62.2%198.0%27.3%-10.7%208.2K-26.8M-229.7K0.6415.41N/AN/A31,55920,07552,19034,434
2020-11-10$17.50$20.00175.4%52.6%211.5%48.4%181.9%28.4%10.9%60.7K-11.0M-214.9K0.5413.66N/AN/A12,5606,79259,70245,840
2020-11-11$15.40$20.00167.9%47.5%205.3%45.6%176.2%36.6%-1.5%-80.0K-130.2K-194.1K0.8311.08N/AN/A8,4006,96461,55746,972
2020-11-12$14.75$20.00154.9%45.3%204.9%40.1%161.1%40.5%7.5%-103.4K1.5M-189.6K0.8013.27N/AN/A4,8073,82464,43047,420
2020-11-13$14.85$20.00154.9%46.1%202.9%40.1%158.4%29.1%7.8%-112.3K1.7M-184.5K0.8510.96N/AN/A5,9275,04765,21348,057
2020-11-16$15.70$20.00155.4%45.0%197.5%40.3%149.9%27.3%4.9%-39.2K-3.9M-192.9K0.4214.55N/AN/A10,4724,36760,32644,497
2020-11-17$14.95$20.00149.0%42.8%193.5%37.2%105.5%25.1%0.8%-77.9K-985.4K-193.3K0.6611.75N/AN/A5,3673,56164,11045,972
2020-11-18$16.40$20.00159.5%45.7%195.9%41.3%163.1%15.0%-1.4%78.5K-11.9M-214.1K0.3714.11N/AN/A10,5543,95666,53946,739
2020-11-19$15.90$20.00162.8%46.6%196.0%42.5%161.5%16.9%2.2%-43.5K-10.6M-213.6K0.639.64N/AN/A4,2912,70969,43947,244
2020-11-20$16.40$20.00152.8%43.1%195.8%38.7%154.0%21.4%2.6%137.9K-13.5M-217.6K0.609.41N/AN/A4,2552,56070,67648,192
2020-11-23$19.00$20.00137.0%40.7%199.8%32.6%145.5%28.6%-4.7%318.3K-28.3M-235.3K0.3819.95N/AN/A13,3655,09562,98938,578
2020-11-24$22.65$20.00155.4%44.6%207.5%39.7%157.7%10.5%2.4%688.8K-58.7M-274.1K0.3912.16N/AN/A32,11412,58267,94240,617
2020-11-25$22.40$20.00141.8%42.6%205.8%34.4%148.0%24.6%-0.8%624.5K-50.5M-275.7K0.437.36N/AN/A11,2394,82569,61546,070
2020-11-27$22.35$20.00136.2%40.0%204.3%32.3%141.4%14.6%-5.0%1.0M-51.1M-276.1K0.419.94N/AN/A5,1712,14072,60048,651
2020-11-30$21.15$20.00138.3%39.6%203.6%33.1%140.8%19.1%14.5%393.4K-39.8M-269.7K0.399.70N/AN/A8,2513,20665,98943,587