AMC Options History — December 2020 In December 2020, AMC traded between $10.60 and $21.50. ATM implied volatility averaged 167.3%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 46.1%. IV traded above realized volatility by 16.9% (HV 20d: 150.4%). Max pain ranged from $17.25 to $20.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.56.
Notable Days 2020-12-14 : Highest Volume — 34,379 contracts2020-12-03 : Largest IV spike — 52.6% change2020-12-17 : Highest IV Rank — 54.7%2020-12-17 : Largest Expected Move — 55.8%Monthly Statistics Metric Avg Min Max Open Close Price $15.59 $10.60 $21.50 $20.60 $10.60 Max Pain $17.70 $17.25 $20.00 $20.00 $17.25 ATM IV 167.3% 124.0% 194.6% 135.4% 182.3% Expected Move 46.1% 34.1% 55.8% 37.8% 40.6% HV 20d 150.4% 113.9% 211.6% 200.3% 113.9% HV 60d 152.4% 143.3% 156.7% 143.6% 154.9% IV Rank 44.2% 27.6% 54.7% 32.0% 49.9% IV Percentile 74.2% 38.9% 89.7% 47.2% 85.3% Term Structure 9.0% -13.2% 41.0% -0.0% 6.3% VWIV 161.9% 126.6% 193.2% 132.8% 148.5% Skew 25d 25.2% 9.4% 44.6% 16.6% 30.0% Skew 10d 41.4% 15.7% 68.3% 33.2% 46.1% Call IV 25d 156.2% 123.2% 181.9% 123.2% 166.8% Put IV 25d 181.4% 139.8% 210.5% 139.8% 196.8% Bid-Ask Spread % 9.63 5.40 18.32 10.39 6.26 Gamma HHI 0.15 0.10 0.24 0.13 0.16 Net GEX 134.3K -124.0K 585.1K 382.7K -52.3K Net DEX -14.7M -47.6M 4.3M -36.3M 438.3K Net VEX -254.8K -290.7K -219.4K -264.3K -229.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.24 1.00 0.24 0.52 Total Volume 15,632.364 6,389 34,379 7,393 12,804 Total OI 138,416.455 112,266 164,229 112,266 155,712
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 2020-12-01 $20.60 $20.00 135.4% 37.8% 200.3% 32.0% 132.8% 16.6% -0.0% 382.7K -36.3M -264.3K 0.24 10.39 N/A N/A 5,939 1,454 68,336 43,930 2020-12-02 $21.50 $20.00 124.0% 34.1% 199.4% 27.6% 126.6% 14.4% 11.3% 475.8K -43.1M -267.7K 0.38 7.76 N/A N/A 6,430 2,413 69,785 44,322 2020-12-03 $18.05 $17.50 189.3% 50.0% 211.6% 52.7% 176.0% 31.6% -12.3% 208.1K -24.3M -252.6K 0.76 18.32 N/A N/A 18,691 14,142 71,828 44,174 2020-12-04 $17.50 $17.50 161.0% 48.4% 211.2% 41.8% 167.3% 23.7% 1.9% 200.5K -20.5M -256.7K 1.00 10.83 N/A N/A 9,850 9,893 77,012 49,385 2020-12-07 $17.75 $17.50 163.3% 47.6% 211.1% 42.7% 171.7% 15.9% 1.5% 228.3K -24.2M -261.2K 0.60 11.23 N/A N/A 9,760 5,815 72,980 47,593 2020-12-08 $19.85 $17.50 156.7% 44.6% 141.1% 40.2% 171.2% 11.5% 2.2% 475.2K -41.2M -284.2K 0.62 9.73 N/A N/A 12,792 7,960 77,056 49,970 2020-12-09 $19.05 $17.50 146.8% 45.5% 135.3% 36.4% 164.5% 9.4% 5.5% 406.4K -35.0M -286.6K 0.45 12.42 N/A N/A 8,730 3,930 80,079 53,827 2020-12-10 $20.45 $17.50 148.4% 43.9% 127.8% 37.0% 153.3% 16.3% 15.7% 585.1K -47.6M -290.7K 0.34 11.64 N/A N/A 7,092 2,379 80,791 54,681 2020-12-11 $19.70 $17.50 157.3% 45.0% 127.4% 40.4% 165.9% 19.1% 2.5% 416.4K -36.5M -285.1K 0.93 13.51 N/A N/A 11,439 10,632 82,357 55,329 2020-12-14 $15.90 $17.50 185.0% 52.8% 151.2% 51.1% 177.0% 44.6% -13.2% 103.8K -9.0M -251.0K 0.48 9.51 N/A N/A 23,222 11,157 80,753 55,519 2020-12-15 $14.40 $17.50 190.2% 54.8% 154.0% 53.0% 178.4% 39.0% 30.6% -1.6K -1.9M -248.7K 0.51 10.22 N/A N/A 16,842 8,650 89,542 59,950 2020-12-16 $13.85 $17.50 192.0% 55.1% 153.7% 53.7% 190.1% 33.3% -6.0% -31.5K -829.1K -253.5K 0.62 8.87 N/A N/A 6,656 4,104 95,514 62,969 2020-12-17 $14.10 $17.50 194.6% 55.8% 149.7% 54.7% 193.2% 27.6% -5.7% 8.7K -3.7M -259.8K 0.32 6.72 N/A N/A 10,747 3,393 97,036 64,171 2020-12-18 $13.95 $17.50 180.6% 51.3% 149.4% 49.3% 173.2% 26.3% 4.0% 39.7K -2.1M -260.7K 0.73 12.85 N/A N/A 7,543 5,528 99,885 64,344 2020-12-21 $13.35 $17.50 177.6% 50.7% 149.3% 48.1% 172.8% 24.0% 8.7% 5.2K -5.9M -249.1K 0.51 5.40 N/A N/A 7,821 3,999 81,110 53,335 2020-12-22 $12.75 $17.50 162.2% 44.6% 137.6% 42.2% 159.7% 23.1% 21.0% -81.5K -504.2K -238.4K 0.66 10.38 N/A N/A 8,293 5,482 84,096 55,237 2020-12-23 $12.90 $17.50 156.0% 42.9% 117.5% 39.8% 151.8% 17.6% 21.8% -124.0K -1.8M -250.4K 0.48 6.17 N/A N/A 4,829 2,301 86,685 58,888 2020-12-24 $12.50 $17.50 154.1% 40.8% 117.3% 39.1% 143.6% 44.3% 40.1% -61.7K -871.4K -248.0K 0.70 5.46 N/A N/A 3,747 2,642 88,862 59,750 2020-12-28 $11.95 $17.50 171.8% 40.2% 117.0% 45.9% 141.4% 28.0% 16.7% -98.5K 2.9M -224.4K 0.38 10.31 N/A N/A 10,771 4,046 82,205 55,718 2020-12-29 $11.40 $17.50 175.3% 43.5% 116.8% 47.3% 153.2% 35.0% 4.1% -61.2K 3.8M -222.7K 0.36 7.41 N/A N/A 6,470 2,362 86,384 56,608 2020-12-30 $10.80 $17.25 176.9% 43.2% 117.1% 47.9% 149.4% 22.9% 41.0% -70.0K 4.3M -219.4K 0.64 6.51 N/A N/A 12,942 8,220 89,602 57,852 2020-12-31 $10.60 $17.25 182.3% 40.6% 113.9% 49.9% 148.5% 30.0% 6.3% -52.3K 438.3K -229.3K 0.52 6.26 N/A N/A 8,419 4,385 95,632 60,080
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