AMC Options History — March 2021 In March 2021, AMC traded between $40.35 and $70.15. ATM implied volatility averaged 183.7%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 52.1%. IV traded above realized volatility by 23.1% (HV 20d: 160.5%). Max pain ranged from $27.50 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.59.
Notable Days 2021-03-15 : Highest Volume — 229,137 contracts2021-03-08 : Largest IV spike — 15.7% change2021-03-10 : Highest IV Rank — 53.8%2021-03-01 : Largest Expected Move — 68.2%Monthly Statistics Metric Avg Min Max Open Close Price $53.45 $40.35 $70.15 $46.00 $50.90 Max Pain $45.11 $27.50 $50.00 $30.00 $50.00 ATM IV 183.7% 135.4% 228.7% 212.8% 135.4% Expected Move 52.1% 35.3% 68.2% 68.2% 35.3% HV 20d 160.5% 128.9% 245.2% 245.2% 169.0% HV 60d 359.5% 355.6% 364.0% 359.9% 363.4% IV Rank 37.5% 20.0% 53.8% 48.1% 20.0% IV Percentile 67.7% 22.2% 90.1% 87.7% 22.2% Term Structure -3.2% -16.5% 10.8% -8.1% 9.9% VWIV 196.3% 146.7% 258.3% 258.3% 146.7% Skew 25d -42.2% -65.8% -22.7% -65.8% -41.1% Skew 10d -61.5% -84.6% -27.5% -73.9% -82.2% Call IV 25d 219.9% 172.5% 281.0% 271.0% 172.5% Put IV 25d 177.8% 131.4% 217.0% 205.2% 131.4% Bid-Ask Spread % 3.14 1.86 10.62 3.09 3.40 Gamma HHI 0.13 0.06 0.47 0.10 0.07 Net GEX 4.8M 1.2M 13.1M 4.0M 3.6M Net DEX -583.4M -1.06B -172.5M -613.1M -327.9M Net VEX -1.9M -2.3M -1.5M -1.7M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.28 1.40 0.77 0.43 Total Volume 106,980.13 31,952 229,137 177,212 31,952 Total OI 392,486.348 308,887 464,783 394,241 352,770
Daily Data (23 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 2021-03-01 $46.00 $30.00 212.8% 68.2% 245.2% 48.1% 258.3% -65.8% -8.1% 4.0M -613.1M -1.7M 0.77 3.09 N/A N/A 100,184 77,028 261,457 132,784 2021-03-02 $44.05 $30.00 203.3% 61.9% 245.2% 44.6% 237.1% -49.3% -10.3% 4.8M -565.8M -1.7M 1.11 2.75 N/A N/A 55,343 61,343 285,206 140,562 2021-03-03 $43.30 $27.50 186.5% 55.2% 166.4% 38.5% 216.5% -39.5% 10.8% 5.1M -527.6M -1.6M 1.40 3.49 N/A N/A 47,276 66,353 294,505 140,480 2021-03-04 $40.50 $40.00 188.6% 51.9% 163.6% 39.3% 189.9% -50.7% -11.0% 3.5M -427.3M -1.5M 1.02 10.62 N/A N/A 70,522 72,241 294,762 143,172 2021-03-05 $40.35 $40.00 173.2% 48.0% 136.5% 33.7% 174.8% -22.7% -10.5% 4.1M -412.9M -1.5M 0.41 4.64 N/A N/A 43,417 17,979 298,349 143,994 2021-03-08 $45.95 $40.00 200.5% 55.2% 142.8% 43.6% 201.0% -42.6% -11.1% 3.6M -489.1M -1.6M 0.34 3.02 N/A N/A 74,413 25,145 225,721 119,851 2021-03-09 $51.00 $40.00 217.2% 58.8% 138.1% 49.7% 215.0% -57.1% -9.3% 4.4M -644.0M -1.7M 0.28 3.54 N/A N/A 94,203 26,599 244,005 130,998 2021-03-10 $49.75 $40.00 228.7% 62.2% 129.4% 53.8% 221.0% -64.0% -16.5% 8.2M -610.1M -1.7M 0.48 3.61 N/A N/A 133,265 64,129 254,117 136,937 2021-03-11 $51.35 $50.00 197.8% 54.3% 128.9% 42.6% 200.8% -45.3% -10.9% 4.9M -614.5M -1.8M 0.47 2.10 N/A N/A 69,759 32,549 265,358 158,941 2021-03-12 $55.90 $50.00 200.0% 55.6% 129.0% 43.4% 202.1% -52.8% -8.8% 4.5M -780.7M -1.9M 0.36 2.15 N/A N/A 99,963 36,074 275,716 162,995 2021-03-15 $70.15 $50.00 224.2% 63.1% 144.3% 52.2% 225.5% -30.5% -7.5% 5.7M -1.06B -2.0M 0.38 3.00 N/A N/A 165,780 63,357 235,132 134,352 2021-03-16 $65.70 $50.00 205.8% 58.5% 149.1% 45.5% 209.3% -39.1% 0.1% 5.7M -896.1M -2.2M 0.43 2.26 N/A N/A 68,600 29,364 259,329 163,465 2021-03-17 $66.80 $50.00 194.5% 55.8% 147.2% 41.4% 206.2% -38.6% 3.3% 6.9M -953.6M -2.3M 0.47 2.15 N/A N/A 45,822 21,475 271,528 169,098 2021-03-18 $69.05 $50.00 186.1% 53.4% 147.0% 38.4% 191.3% -34.6% -2.6% 8.9M -1.02B -2.3M 0.39 1.86 N/A N/A 81,329 31,562 275,938 174,662 2021-03-19 $69.85 $50.00 179.1% 51.5% 147.1% 35.9% 185.7% -29.8% -1.5% 13.1M -1.01B -2.3M 0.34 1.91 N/A N/A 67,370 22,761 283,495 181,288 2021-03-22 $61.35 $50.00 165.2% 46.9% 155.0% 30.8% 170.3% -38.5% 3.9% 3.6M -537.6M -2.2M 0.59 2.37 N/A N/A 51,297 30,045 194,340 114,547 2021-03-23 $53.00 $50.00 171.7% 49.7% 158.8% 33.1% 185.0% -35.6% -2.4% 2.3M -356.3M -2.0M 0.97 1.97 N/A N/A 40,284 38,990 204,545 125,339 2021-03-24 $44.90 $50.00 147.2% 43.1% 161.4% 24.3% 182.5% -31.8% -5.2% 1.2M -172.5M -1.8M 0.91 3.01 N/A N/A 45,010 40,911 212,064 136,033 2021-03-25 $55.55 $50.00 163.2% 47.8% 172.9% 30.1% 184.2% -42.5% -5.6% 3.4M -423.7M -2.2M 0.57 2.43 N/A N/A 79,941 45,583 219,754 144,736 2021-03-26 $51.10 $50.00 150.4% 42.3% 176.3% 25.4% 178.5% -40.5% 2.2% 2.7M -300.3M -2.1M 0.55 2.58 N/A N/A 68,647 37,940 231,997 153,382 2021-03-29 $51.60 $50.00 148.8% 40.9% 170.1% 24.9% 154.1% -37.2% 7.5% 3.0M -344.1M -2.1M 0.43 3.50 N/A N/A 31,073 13,446 203,624 130,598 2021-03-30 $51.15 $50.00 144.4% 38.9% 169.2% 23.3% 179.1% -40.5% 8.9% 3.3M -339.9M -2.1M 0.48 2.72 N/A N/A 27,191 13,028 212,543 132,717 2021-03-31 $50.90 $50.00 135.4% 35.3% 169.0% 20.0% 146.7% -41.1% 9.9% 3.6M -327.9M -2.0M 0.43 3.40 N/A N/A 22,266 9,686 216,930 135,840
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