AMC Options History — June 2021 In June 2021, AMC traded between $158.20 and $318.65. ATM implied volatility averaged 265.2%, placing in the 59.8% IV rank vs the trailing year. The 30-day expected move averaged 73.6%. IV traded below realized volatility by 30.3% (HV 20d: 295.6%). Max pain ranged from $75.00 to $200.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2021-06-02 : Highest Volume — 889,115 contracts2021-06-04 : Largest IV spike — 56.6% change2021-06-02 : Highest IV Rank — 100.0%2021-06-03 : Largest Expected Move — 99.2%Monthly Statistics Metric Avg Min Max Open Close Price $271.82 $158.20 $318.65 $158.20 $281.45 Max Pain $172.95 $75.00 $200.00 $75.00 $200.00 ATM IV 265.2% 169.3% 391.4% 261.5% 169.3% Expected Move 73.6% 43.9% 99.2% 77.9% 43.9% HV 20d 295.6% 149.7% 322.0% 177.5% 149.7% HV 60d 207.6% 156.1% 217.3% 156.1% 203.0% IV Rank 59.8% 28.6% 100.0% 65.7% 28.6% IV Percentile 90.0% 61.1% 100.0% 96.0% 61.1% Term Structure 3.1% -32.1% 174.2% -14.1% 5.7% VWIV 262.6% 172.6% 334.6% 282.0% 172.6% Skew 25d -43.5% -100.1% 202.6% -45.5% -35.9% Skew 10d -72.4% -132.4% 144.3% -54.3% -61.3% Call IV 25d 299.3% 184.7% 396.4% 294.9% 194.6% Put IV 25d 255.7% 158.7% 387.3% 249.5% 158.7% Bid-Ask Spread % 2.66 1.71 4.81 2.23 2.04 Gamma HHI 0.08 0.04 0.23 0.17 0.05 Net GEX 19.8M 2.8M 49.9M 13.3M 20.5M Net DEX -5.40B -10.92B -3.27B -3.29B -3.58B Net VEX -9.3M -10.4M -5.3M -6.1M -9.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.45 0.78 0.52 0.54 Total Volume 300,411.773 116,829 889,115 361,830 116,829 Total OI 735,519.409 554,740 934,086 608,728 607,847
Daily Data (22 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 2021-06-01 $158.20 $75.00 261.5% 77.9% 177.5% 65.7% 282.0% -45.5% -14.1% 13.3M -3.29B -6.1M 0.52 2.23 N/A N/A 237,338 124,492 325,321 283,407 2021-06-02 $318.65 $75.00 391.4% 0.0% 284.9% 100.0% 187.8% 202.6% 0.2% 16.3M -10.92B -5.3M 0.64 4.81 N/A N/A 543,448 345,667 378,808 324,992 2021-06-03 $269.50 $150.00 233.1% 99.2% 297.4% 49.1% 332.9% -59.7% 174.2% 22.9M -7.40B -6.7M 0.72 3.17 N/A N/A 446,067 322,939 385,548 432,814 2021-06-04 $243.65 $150.00 364.9% 93.5% 302.8% 91.5% 321.1% -56.2% -32.1% 15.7M -6.01B -10.0M 0.57 3.07 N/A N/A 314,722 180,449 443,136 490,950 2021-06-07 $275.85 $155.00 362.5% 96.0% 302.8% 90.7% 334.6% -48.9% -21.8% 21.6M -6.61B -9.8M 0.66 2.72 N/A N/A 169,248 112,287 362,454 418,114 2021-06-08 $275.95 $165.00 319.1% 86.6% 303.9% 76.7% 301.8% -47.9% -14.1% 18.2M -6.68B -10.4M 0.58 1.92 N/A N/A 130,633 75,263 385,709 438,082 2021-06-09 $253.60 $165.00 298.5% 81.4% 309.2% 70.1% 288.6% -56.5% -14.6% 15.2M -5.53B -10.0M 0.54 2.14 N/A N/A 124,397 67,219 393,986 451,505 2021-06-10 $212.60 $175.00 281.3% 78.8% 322.0% 64.6% 283.4% -86.9% -7.8% 5.7M -3.58B -9.4M 0.78 3.49 N/A N/A 184,502 143,070 398,463 460,758 2021-06-11 $244.60 $175.00 273.3% 77.0% 317.3% 62.0% 283.1% -100.1% -6.7% 12.4M -4.95B -9.5M 0.67 2.41 N/A N/A 213,116 143,525 411,545 469,439 2021-06-14 $291.15 $175.00 294.0% 83.6% 318.2% 68.7% 300.2% -64.1% -8.4% 20.6M -6.66B -9.5M 0.51 2.26 N/A N/A 185,265 94,668 340,510 394,755 2021-06-15 $295.70 $175.00 288.8% 82.5% 318.9% 67.0% 290.9% -67.3% -6.8% 24.5M -6.88B -10.0M 0.47 4.74 N/A N/A 175,887 82,628 369,329 416,608 2021-06-16 $276.30 $180.00 263.5% 75.5% 322.0% 58.9% 271.0% -72.2% -1.8% 21.8M -5.84B -9.7M 0.60 2.83 N/A N/A 125,023 74,501 383,796 430,727 2021-06-17 $301.70 $190.00 272.2% 78.2% 313.8% 61.7% 280.4% -60.7% -2.9% 32.5M -7.02B -10.0M 0.45 2.43 N/A N/A 252,014 112,818 395,186 439,196 2021-06-18 $295.40 $200.00 261.7% 75.4% 315.0% 58.3% 272.6% -50.5% -4.1% 49.9M -6.27B -10.0M 0.55 2.87 N/A N/A 230,244 125,889 409,460 455,837 2021-06-21 $280.00 $200.00 260.8% 75.4% 316.0% 58.0% 275.2% -50.7% 1.7% 13.4M -4.01B -10.0M 0.57 2.04 N/A N/A 114,304 64,858 268,993 309,384 2021-06-22 $286.90 $200.00 246.7% 70.5% 316.2% 53.5% 255.5% -56.2% 5.0% 19.1M -4.30B -10.3M 0.57 3.50 N/A N/A 123,920 71,032 294,346 323,766 2021-06-23 $292.45 $200.00 223.1% 62.8% 315.1% 45.9% 234.8% -42.7% 0.6% 26.0M -4.42B -10.2M 0.54 1.84 N/A N/A 93,517 50,562 305,501 330,221 2021-06-24 $284.10 $200.00 204.9% 56.5% 311.6% 40.1% 219.6% -36.1% 0.5% 24.1M -3.98B -9.7M 0.57 2.38 N/A N/A 100,024 56,864 310,815 337,039 2021-06-25 $267.90 $200.00 203.0% 55.5% 298.4% 39.4% 217.4% -44.1% 8.0% 2.8M -3.27B -9.5M 0.60 1.71 N/A N/A 118,273 71,280 314,403 344,459 2021-06-28 $290.00 $200.00 183.8% 48.6% 297.5% 33.3% 193.8% -38.0% 2.5% 17.7M -3.85B -9.3M 0.48 1.91 N/A N/A 115,184 55,253 256,366 298,374 2021-06-29 $284.50 $200.00 177.3% 45.9% 292.0% 31.2% 178.7% -40.4% 5.4% 20.4M -3.75B -9.4M 0.46 2.08 N/A N/A 81,960 37,880 278,658 310,820 2021-06-30 $281.45 $200.00 169.3% 43.9% 149.7% 28.6% 172.6% -35.9% 5.7% 20.5M -3.58B -9.4M 0.54 2.04 N/A N/A 75,818 41,011 288,513 319,334
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