AMC Options History — April 2021 In April 2021, AMC traded between $43.60 and $57.35. ATM implied volatility averaged 127.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded below realized volatility by 12.6% (HV 20d: 139.8%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.44.
Notable Days 2021-04-26 : Highest Volume — 107,218 contracts2021-04-26 : Largest IV spike — 19.5% change2021-04-12 : Highest IV Rank — 21.0%2021-04-12 : Largest Expected Move — 40.2%Monthly Statistics Metric Avg Min Max Open Close Price $49.50 $43.60 $57.35 $46.00 $49.70 Max Pain $48.45 $45.00 $50.00 $50.00 $50.00 ATM IV 127.2% 113.3% 138.2% 129.4% 121.4% Expected Move 36.6% 32.5% 40.2% 35.4% 33.1% HV 20d 139.8% 93.9% 179.1% 171.4% 97.1% HV 60d 312.0% 145.5% 366.3% 364.2% 145.5% IV Rank 17.0% 12.0% 21.0% 17.8% 14.9% IV Percentile 18.5% 9.1% 29.0% 18.7% 13.9% Term Structure 2.4% -3.9% 13.6% 3.5% 1.0% VWIV 139.8% 126.1% 152.4% 144.3% 134.3% Skew 25d -30.6% -43.3% -17.7% -35.8% -35.4% Skew 10d -57.8% -82.1% -33.7% -78.0% -71.5% Call IV 25d 155.5% 138.5% 168.4% 163.8% 149.8% Put IV 25d 124.9% 112.4% 137.6% 128.0% 114.4% Bid-Ask Spread % 4.20 2.65 7.03 2.98 4.60 Gamma HHI 0.10 0.06 0.18 0.06 0.08 Net GEX 3.5M -206.1K 7.1M 1.8M 2.9M Net DEX -295.7M -479.7M -184.6M -193.0M -252.1M Net VEX -1.9M -2.1M -1.8M -1.9M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.26 0.64 0.64 0.54 Total Volume 52,223.667 26,391 107,218 96,105 35,933 Total OI 341,456.905 288,125 374,878 357,668 359,750
Daily Data (21 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 2021-04-01 $46.00 $50.00 129.4% 35.4% 171.4% 17.8% 144.3% -35.8% 3.5% 1.8M -193.0M -1.9M 0.64 2.98 N/A N/A 58,494 37,611 220,627 137,041 2021-04-05 $53.60 $50.00 132.5% 38.7% 179.1% 18.9% 142.9% -23.0% 2.4% 4.2M -387.0M -2.1M 0.48 2.65 N/A N/A 43,157 20,655 198,153 122,014 2021-04-06 $51.15 $50.00 122.9% 36.6% 174.9% 15.5% 141.2% -21.2% 1.7% 4.3M -325.8M -2.0M 0.40 4.14 N/A N/A 31,129 12,313 218,571 132,282 2021-04-07 $49.65 $50.00 123.2% 36.3% 171.2% 15.6% 137.2% -17.7% 0.3% 3.8M -285.9M -2.0M 0.54 3.53 N/A N/A 23,373 12,504 225,648 134,237 2021-04-08 $48.05 $50.00 123.7% 38.0% 171.4% 15.8% 141.2% -23.6% 3.3% 2.7M -243.2M -2.0M 0.37 3.25 N/A N/A 31,935 11,667 231,289 138,142 2021-04-09 $47.15 $50.00 131.8% 39.3% 171.0% 18.7% 143.5% -25.4% 5.9% -206.1K -209.8M -1.9M 0.59 3.82 N/A N/A 31,588 18,495 234,241 139,083 2021-04-12 $43.60 $50.00 138.2% 40.2% 169.6% 21.0% 150.0% -25.6% 0.5% 2.0M -184.6M -1.8M 0.48 4.47 N/A N/A 34,866 16,757 210,593 124,586 2021-04-13 $44.20 $50.00 135.5% 40.2% 144.7% 20.0% 152.4% -31.0% 7.8% 2.7M -201.8M -1.8M 0.45 3.40 N/A N/A 31,955 14,494 221,382 127,015 2021-04-14 $46.10 $50.00 129.1% 39.0% 145.5% 17.7% 148.9% -28.3% 13.6% 3.8M -238.1M -1.8M 0.32 3.30 N/A N/A 39,497 12,624 227,247 130,010 2021-04-15 $49.45 $50.00 130.5% 38.0% 148.4% 18.2% 136.8% -27.2% 0.7% 7.1M -334.9M -1.9M 0.52 3.49 N/A N/A 38,529 19,969 235,343 132,067 2021-04-16 $46.75 $50.00 124.8% 35.0% 148.0% 16.2% 138.3% -30.7% -2.4% 1.8M -210.2M -1.8M 0.52 4.05 N/A N/A 36,158 18,661 239,304 135,574 2021-04-19 $48.05 $45.00 119.7% 34.3% 148.5% 14.3% 132.6% -30.8% 5.2% 2.5M -263.7M -1.8M 0.26 3.90 N/A N/A 33,357 8,690 176,868 111,257 2021-04-20 $46.40 $45.00 126.8% 36.2% 142.8% 16.9% 139.8% -32.6% 5.1% 2.7M -249.3M -1.9M 0.38 4.08 N/A N/A 22,606 8,557 190,777 114,276 2021-04-21 $48.85 $45.00 125.0% 35.8% 135.6% 16.2% 139.0% -37.8% 0.2% 4.2M -303.1M -1.9M 0.33 4.50 N/A N/A 19,857 6,534 197,020 116,173 2021-04-22 $49.95 $45.00 119.5% 34.3% 121.5% 14.2% 130.2% -33.5% 2.1% 5.4M -328.8M -1.9M 0.38 5.42 N/A N/A 42,031 16,008 203,208 118,266 2021-04-23 $50.75 $45.00 113.3% 32.5% 93.9% 12.0% 126.1% -26.1% 1.8% 3.1M -356.8M -1.9M 0.38 7.03 N/A N/A 31,850 12,230 211,438 122,281 2021-04-26 $57.15 $45.00 135.5% 36.6% 98.6% 20.0% 134.8% -41.4% -3.9% 4.8M -464.1M -2.0M 0.38 6.64 N/A N/A 77,945 29,273 188,676 111,662 2021-04-27 $57.35 $47.50 130.0% 36.7% 98.6% 18.0% 138.6% -35.8% 2.4% 5.6M -479.7M -2.1M 0.33 4.03 N/A N/A 47,355 15,562 209,804 124,599 2021-04-28 $54.65 $50.00 133.3% 37.2% 100.3% 19.2% 140.8% -35.4% -0.3% 5.0M -401.3M -2.1M 0.42 4.70 N/A N/A 33,866 14,296 217,899 128,503 2021-04-29 $50.95 $50.00 125.3% 36.0% 103.7% 16.3% 142.6% -43.3% -1.1% 3.9M -295.5M -2.0M 0.52 4.30 N/A N/A 29,098 15,218 223,770 129,919 2021-04-30 $49.70 $50.00 121.4% 33.1% 97.1% 14.9% 134.3% -35.4% 1.0% 2.9M -252.1M -2.0M 0.54 4.60 N/A N/A 23,337 12,596 229,779 129,971
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