AMC Options History — January 2021

In January 2021, AMC traded between $9.95 and $89.30. ATM implied volatility averaged 218.3%, placing in the 60.0% IV rank vs the trailing year. The 30-day expected move averaged 62.9%. IV traded above realized volatility by 55.7% (HV 20d: 162.6%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-01-27: Highest Volume — 276,308 contracts
  • 2021-01-22: Largest IV spike — 64.0% change
  • 2021-01-25: Highest IV Rank — 100.0%
  • 2021-01-25: Largest Expected Move — 104.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.98$9.95$89.30$10.10$66.75
Max Pain$13.68$12.50$20.00$12.50$20.00
ATM IV218.3%146.6%356.0%191.2%292.0%
Expected Move62.9%47.7%104.1%56.6%99.3%
HV 20d162.6%51.6%551.4%101.5%551.4%
HV 60d181.1%144.3%348.9%155.1%348.9%
IV Rank60.0%36.2%100.0%53.4%77.2%
IV Percentile87.1%50.8%100.0%88.5%98.8%
Term Structure1.9%-23.3%23.8%9.8%13.8%
VWIV206.6%27.4%324.8%198.2%27.4%
Skew 25d-21.4%-218.7%106.8%28.4%1.7%
Skew 10d-22.3%-246.3%154.1%48.3%-25.5%
Call IV 25d228.1%160.7%379.7%174.1%288.3%
Put IV 25d206.7%136.4%319.4%202.5%289.9%
Bid-Ask Spread %16.093.7345.4212.895.65
Gamma HHI0.200.090.880.180.11
Net GEX774.1K-94.6K8.8M-73.2K801.3K
Net DEX-256.0M-1.93B1.2M1.2M-1.16B
Net VEX-455.3K-970.4K-218.9K-218.9K-920.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.120.720.720.59
Total Volume87,667.57910,036276,30815,649220,116
Total OI208,624.895147,859360,169147,859360,169

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$10.10$12.50191.2%56.6%101.5%53.4%198.2%28.4%9.8%-73.2K1.2M-218.9K0.7212.89N/AN/A9,1236,52690,23957,620
2021-01-05$9.95$12.50188.6%56.2%101.6%52.4%195.7%44.5%22.2%-94.6K-487.4K-231.3K0.6516.40N/AN/A6,0913,94594,83961,873
2021-01-06$10.15$12.50202.8%60.1%101.9%57.9%203.3%23.7%-22.5%-65.1K-4.3M-243.4K0.3221.00N/AN/A18,5045,86997,38963,405
2021-01-07$10.25$12.50185.1%56.1%89.0%51.0%193.0%7.3%-7.3%-92.4K-5.4M-253.4K0.4324.09N/AN/A9,0413,871104,01964,217
2021-01-08$10.55$12.50189.6%55.2%91.6%52.7%192.1%-14.4%16.3%7.3K-12.7M-268.8K0.6620.70N/AN/A11,5277,570107,24765,214
2021-01-11$11.15$12.50183.9%53.2%89.5%50.6%185.4%-7.7%-1.6%36.2K-16.8M-285.1K0.4817.51N/AN/A9,4024,487104,84262,933
2021-01-12$11.45$12.50146.6%49.0%91.6%36.2%178.7%15.5%23.8%100.3K-20.9M-295.0K0.3520.62N/AN/A10,5253,681107,28064,172
2021-01-13$11.05$12.50182.2%52.3%59.6%49.9%181.2%-5.7%11.8%37.0K-17.2M-292.3K0.3613.61N/AN/A9,8743,583109,52664,900
2021-01-14$11.05$12.50183.6%52.9%51.6%50.5%187.5%-26.3%-1.6%132.7K-19.8M-295.8K0.2313.74N/AN/A13,0303,049112,49066,435
2021-01-15$11.95$12.50271.9%71.6%59.9%84.5%267.0%-65.3%-22.9%167.3K-39.0M-311.4K0.1245.42N/AN/A77,0309,354116,97467,315
2021-01-19$15.00$12.50208.5%59.4%102.6%59.4%204.8%-50.7%10.7%479.9K-86.7M-406.4K0.263.73N/AN/A89,28123,329107,40453,901
2021-01-20$15.00$12.50188.2%54.0%102.5%51.4%193.4%-43.0%9.5%645.2K-86.4M-439.7K0.335.53N/AN/A58,30319,152124,27462,890
2021-01-21$14.95$12.50166.6%47.7%101.0%42.9%176.4%-48.9%-0.6%736.9K-81.5M-456.7K0.353.88N/AN/A25,3888,828133,94269,328
2021-01-22$17.30$12.50273.2%78.0%110.5%84.7%268.6%-69.8%-0.1%403.8K-132.2M-510.9K0.1724.07N/AN/A138,22222,941137,14670,819
2021-01-25$22.00$12.50351.1%104.1%136.3%100.0%324.8%-60.3%-3.3%710.0K-199.0M-603.4K0.2412.16N/AN/A188,35545,927133,11367,825
2021-01-26$24.30$15.00356.0%99.3%136.8%100.0%318.3%106.8%-23.3%1.5M-293.7M-776.5K0.254.91N/AN/A134,93533,436191,30490,048
2021-01-27$89.30$17.50190.4%0.0%468.2%42.0%198.0%-218.7%7.6%462.4K-1.93B-871.6K0.6225.72N/AN/A170,803105,505226,463102,004
2021-01-28$45.35$20.00195.6%0.0%542.2%43.6%231.0%-24.3%-6.0%8.8M-755.6M-970.4K0.6214.15N/AN/A95,64259,439202,746147,568
2021-01-29$66.75$20.00292.0%0.0%551.4%77.2%27.4%1.7%13.8%801.3K-1.16B-920.5K0.595.65N/AN/A138,73481,382203,479156,690