AMC Options History — May 2021 In May 2021, AMC traded between $45.10 and $134.40. ATM implied volatility averaged 163.2%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 46.7%. IV traded above realized volatility by 56.2% (HV 20d: 107.0%). Max pain ranged from $47.50 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.39.
Notable Days 2021-05-28 : Highest Volume — 810,609 contracts2021-05-26 : Largest IV spike — 30.6% change2021-05-28 : Highest IV Rank — 74.6%2021-05-28 : Largest Expected Move — 86.8%Monthly Statistics Metric Avg Min Max Open Close Price $67.45 $45.10 $134.40 $48.60 $129.40 Max Pain $52.88 $47.50 $65.00 $50.00 $65.00 ATM IV 163.2% 114.9% 286.0% 121.0% 286.0% Expected Move 46.7% 33.1% 86.8% 33.8% 86.8% HV 20d 107.0% 74.9% 171.4% 79.8% 171.4% HV 60d 136.7% 131.1% 152.3% 136.2% 151.7% IV Rank 30.1% 12.6% 74.6% 14.8% 74.6% IV Percentile 51.9% 9.5% 98.0% 13.9% 98.0% Term Structure -1.4% -14.9% 7.8% 3.6% -6.8% VWIV 187.7% 137.2% 316.1% 137.2% 316.1% Skew 25d -50.4% -75.9% -17.0% -35.7% -74.7% Skew 10d -77.9% -114.9% -27.1% -63.8% -90.6% Call IV 25d 202.0% 142.4% 347.2% 153.4% 347.2% Put IV 25d 151.7% 106.7% 272.5% 117.7% 272.5% Bid-Ask Spread % 3.80 2.44 4.96 4.96 3.79 Gamma HHI 0.09 0.06 0.27 0.08 0.12 Net GEX 6.2M 2.9M 14.9M 3.1M 8.0M Net DEX -800.8M -3.08B -207.5M -253.9M -2.70B Net VEX -2.7M -5.5M -1.8M -1.9M -5.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.20 0.73 0.32 0.73 Total Volume 159,397.35 24,339 810,609 32,164 810,609 Total OI 398,056.45 311,738 650,054 311,738 650,054
Daily Data (20 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 2021-05-03 $48.60 $50.00 121.0% 33.8% 79.8% 14.8% 137.2% -35.7% 3.6% 3.1M -253.9M -1.9M 0.32 4.96 N/A N/A 24,290 7,874 200,454 111,284 2021-05-04 $46.80 $50.00 130.1% 36.0% 79.2% 18.1% 164.2% -44.3% 4.5% 2.9M -224.6M -1.9M 0.33 4.83 N/A N/A 26,909 8,858 209,782 113,890 2021-05-05 $45.90 $47.50 124.8% 36.3% 78.9% 16.1% 142.4% -47.3% 0.8% 2.9M -220.4M -1.9M 0.26 4.93 N/A N/A 19,382 4,957 219,933 115,857 2021-05-06 $45.10 $50.00 133.9% 38.1% 78.3% 19.4% 163.2% -54.3% 1.9% 2.9M -207.5M -1.8M 0.42 4.12 N/A N/A 28,427 11,827 226,835 117,613 2021-05-07 $47.35 $50.00 114.9% 33.1% 80.2% 12.6% 143.1% -35.7% 7.8% 6.1M -219.2M -1.8M 0.49 3.91 N/A N/A 34,851 16,997 236,447 120,372 2021-05-10 $49.10 $50.00 123.6% 35.1% 75.5% 15.7% 149.5% -36.2% -1.9% 3.7M -268.8M -1.8M 0.26 3.62 N/A N/A 29,332 7,641 209,106 111,123 2021-05-11 $50.15 $50.00 134.4% 38.0% 75.6% 19.6% 166.0% -46.6% 2.0% 4.6M -316.8M -1.9M 0.20 4.26 N/A N/A 38,287 7,742 220,381 113,540 2021-05-12 $51.50 $50.00 154.1% 41.4% 74.9% 26.8% 183.4% -64.6% -10.9% 5.7M -379.3M -2.0M 0.22 4.03 N/A N/A 39,830 8,612 233,651 116,066 2021-05-13 $65.15 $50.00 180.3% 50.8% 108.9% 36.3% 193.8% -51.7% -3.4% 6.9M -777.2M -2.5M 0.37 4.46 N/A N/A 176,575 65,179 244,673 117,046 2021-05-14 $64.45 $50.00 172.8% 48.1% 106.2% 33.6% 195.8% -58.1% -6.4% 6.5M -760.7M -2.6M 0.35 4.15 N/A N/A 133,465 46,628 274,542 144,666 2021-05-17 $69.70 $50.00 168.6% 47.4% 108.4% 32.0% 193.3% -67.9% -1.5% 6.9M -808.4M -2.8M 0.37 2.80 N/A N/A 70,556 26,391 248,496 134,918 2021-05-18 $70.15 $50.00 177.0% 50.5% 106.7% 35.1% 203.6% -75.9% -2.8% 7.5M -852.8M -2.9M 0.43 3.29 N/A N/A 82,871 35,855 264,640 144,621 2021-05-19 $61.90 $55.00 156.8% 45.0% 117.8% 27.8% 183.6% -57.0% -0.3% 5.6M -558.0M -2.6M 0.42 2.44 N/A N/A 60,110 25,250 286,227 153,518 2021-05-20 $62.75 $55.00 153.4% 44.0% 117.7% 26.5% 177.1% -52.8% 1.3% 6.2M -574.8M -2.6M 0.42 2.52 N/A N/A 50,809 21,310 295,457 156,305 2021-05-21 $60.70 $55.00 136.3% 38.6% 118.8% 20.3% 175.0% -51.6% 5.5% 5.3M -485.3M -2.5M 0.45 2.78 N/A N/A 46,729 21,001 300,308 157,749 2021-05-24 $68.00 $55.00 145.2% 40.1% 118.1% 23.6% 166.5% -50.1% 1.3% 6.2M -638.0M -2.7M 0.42 3.84 N/A N/A 73,508 30,829 240,912 123,794 2021-05-25 $79.40 $55.00 166.2% 47.6% 129.0% 31.2% 184.8% -51.7% 0.9% 8.6M -998.3M -3.1M 0.38 3.65 N/A N/A 118,224 44,480 262,796 134,838 2021-05-26 $98.55 $60.00 217.0% 64.7% 144.6% 49.6% 235.8% -33.8% -9.2% 10.5M -1.68B -3.7M 0.45 3.31 N/A N/A 214,037 95,985 282,666 155,786 2021-05-27 $134.40 $60.00 267.6% 79.4% 170.6% 67.9% 279.0% -17.0% -14.9% 14.9M -3.08B -4.7M 0.61 4.38 N/A N/A 387,077 234,653 317,461 193,322 2021-05-28 $129.40 $65.00 286.0% 86.8% 171.4% 74.6% 316.1% -74.7% -6.8% 8.0M -2.70B -5.5M 0.73 3.79 N/A N/A 468,358 342,251 366,639 283,415
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