AMC Options History — February 2021

In February 2021, AMC traded between $27.35 and $66.75. ATM implied volatility averaged 210.6%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 60.7%. IV traded below realized volatility by 358.2% (HV 20d: 568.7%). Max pain ranged from $25.00 to $27.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.53.

Notable Days

  • 2021-02-25: Highest Volume — 316,600 contracts
  • 2021-02-02: Largest IV spike — 72.7% change
  • 2021-02-02: Highest IV Rank — 89.5%
  • 2021-02-02: Largest Expected Move — 100.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.44$27.35$66.75$66.75$40.15
Max Pain$25.13$25.00$27.50$25.00$27.50
ATM IV210.6%140.4%326.5%189.1%195.9%
Expected Move60.7%40.1%100.4%100.4%59.1%
HV 20d568.7%279.8%605.3%551.0%279.8%
HV 60d359.0%348.8%369.6%348.8%359.1%
IV Rank47.8%22.0%89.5%40.6%41.9%
IV Percentile78.6%34.9%99.2%82.9%83.3%
Term Structure-12.2%-169.6%14.4%-5.2%-8.6%
VWIV223.9%156.3%356.5%181.4%229.8%
Skew 25d-37.5%-69.0%84.7%84.7%-60.0%
Skew 10d-60.5%-117.1%174.8%174.8%-82.2%
Call IV 25d245.9%177.1%370.9%193.8%251.8%
Put IV 25d208.3%131.0%328.2%278.5%191.7%
Bid-Ask Spread %5.022.4316.483.513.47
Gamma HHI0.170.060.640.280.44
Net GEX1.9M-752.1K9.4M1.7M9.4M
Net DEX-284.7M-824.3M-108.4M-824.3M-512.5M
Net VEX-1.1M-1.6M-881.5K-975.6K-1.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.170.890.890.50
Total Volume134,184.84228,792316,600176,495174,876
Total OI387,063.684277,224474,962313,337474,962

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$66.75$25.00189.1%0.0%551.0%40.6%181.4%84.7%-5.2%1.7M-824.3M-975.6K0.893.51N/AN/A93,44583,050173,822139,515
2021-02-02$40.35$25.00326.5%100.4%588.7%89.5%356.5%-42.7%-169.6%-752.1K-291.2M-1.0M0.782.43N/AN/A160,864125,504188,617177,965
2021-02-03$44.85$25.00309.9%89.6%588.0%83.6%316.1%-28.1%14.4%5.5M-417.0M-1.2M0.703.28N/AN/A90,34863,007221,554204,140
2021-02-04$35.05$25.00276.7%69.6%598.8%71.8%247.3%-18.5%-3.1%441.4K-210.4M-1.1M0.784.11N/AN/A83,29665,246233,498210,705
2021-02-05$34.35$25.00249.0%66.6%599.3%61.9%233.4%-23.8%-24.4%590.5K-177.1M-1.1M0.664.67N/AN/A97,24464,031243,573215,497
2021-02-08$30.75$25.00231.2%64.2%602.3%55.6%229.3%-20.0%-3.0%615.2K-157.0M-1.0M0.594.30N/AN/A61,99336,412197,809174,261
2021-02-09$27.40$25.00219.6%61.6%605.3%51.5%226.1%-22.6%-3.0%448.4K-110.7M-989.5K0.734.43N/AN/A43,59531,675214,310181,478
2021-02-10$29.05$25.00234.7%64.8%605.2%56.9%242.5%-61.6%-9.8%777.3K-148.2M-1.0M0.424.14N/AN/A90,51438,366221,546184,521
2021-02-11$28.45$25.00203.3%57.4%605.0%45.7%217.5%-57.2%-5.9%1.1M-128.1M-989.2K0.674.10N/AN/A35,09923,530235,444186,448
2021-02-12$27.90$25.00176.4%49.9%605.2%36.1%193.5%-29.5%-4.9%889.3K-113.3M-936.0K0.683.71N/AN/A30,79620,947240,057186,131
2021-02-16$28.10$25.00158.9%45.7%605.3%29.8%186.6%-54.6%1.5%498.0K-124.0M-899.4K0.484.44N/AN/A33,23115,931186,550159,341
2021-02-17$27.35$25.00149.2%42.8%601.7%26.1%163.9%-46.3%3.5%678.6K-108.4M-881.5K0.645.25N/AN/A17,56011,232197,445161,168
2021-02-18$27.95$25.00166.0%47.3%601.6%31.5%188.7%-69.0%9.0%1.1M-133.7M-918.2K0.243.62N/AN/A71,52816,948199,850161,982
2021-02-19$28.30$25.00140.4%40.1%601.5%22.0%156.3%-46.1%3.0%867.3K-145.2M-918.5K0.356.23N/AN/A29,86110,372220,863164,702
2021-02-22$32.55$25.00175.8%52.2%601.4%34.6%198.7%-61.6%4.7%1.2M-216.7M-1.0M0.179.86N/AN/A108,14218,682157,636119,588
2021-02-23$38.40$25.00173.4%50.0%598.5%33.8%186.2%-38.8%-1.4%3.0M-402.6M-1.3M0.263.80N/AN/A151,15639,699202,619124,544
2021-02-24$45.15$25.00218.0%68.6%599.9%50.0%250.6%-67.2%-21.8%3.8M-640.1M-1.5M0.1916.48N/AN/A163,64631,086238,216135,146
2021-02-25$40.55$25.00206.8%62.5%367.6%45.9%249.9%-50.3%-7.5%4.9M-547.8M-1.6M0.303.57N/AN/A243,86772,733277,012141,695
2021-02-26$40.15$27.50195.9%59.1%279.8%41.9%229.8%-60.0%-8.6%9.4M-512.5M-1.6M0.503.47N/AN/A116,90157,975314,248160,714