AMC Options History — July 2021 In July 2021, AMC traded between $169.30 and $270.85. ATM implied volatility averaged 176.2%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 49.6%. IV traded above realized volatility by 60.1% (HV 20d: 116.1%). Max pain ranged from $195.00 to $200.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2021-07-08 : Highest Volume — 261,223 contracts2021-07-14 : Largest IV spike — 11.2% change2021-07-15 : Highest IV Rank — 39.5%2021-07-15 : Largest Expected Move — 56.9%Monthly Statistics Metric Avg Min Max Open Close Price $206.19 $169.30 $270.85 $270.85 $185.35 Max Pain $199.76 $195.00 $200.00 $200.00 $195.00 ATM IV 176.2% 153.6% 203.2% 164.0% 153.6% Expected Move 49.6% 42.3% 56.9% 42.3% 43.2% HV 20d 116.1% 84.7% 137.8% 137.8% 121.5% HV 60d 208.7% 203.1% 212.8% 203.1% 212.1% IV Rank 30.8% 23.6% 39.5% 26.9% 23.6% IV Percentile 62.9% 40.5% 82.5% 56.3% 40.5% Term Structure -1.4% -5.7% 6.0% 6.0% 0.3% VWIV 186.8% 165.8% 210.2% 165.8% 166.0% Skew 25d -10.7% -38.7% -0.1% -36.1% -3.1% Skew 10d -23.4% -66.2% 10.6% -63.2% -20.4% Call IV 25d 188.5% 157.9% 213.1% 191.9% 157.9% Put IV 25d 177.8% 154.8% 208.5% 155.8% 154.8% Bid-Ask Spread % 2.59 1.71 3.65 2.22 2.96 Gamma HHI 0.05 0.03 0.20 0.05 0.05 Net GEX 3.3M -9.1M 11.3M 11.3M 1.3M Net DEX -1.68B -3.11B -806.4M -3.11B -1.23B Net VEX -8.0M -9.0M -7.2M -9.0M -7.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.47 1.13 0.72 0.57 Total Volume 156,680.476 68,869 261,223 160,788 100,679 Total OI 553,453.524 448,008 658,022 615,246 515,331
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 2021-07-01 $270.85 $200.00 164.0% 42.3% 137.8% 26.9% 165.8% -36.1% 6.0% 11.3M -3.11B -9.0M 0.72 2.22 N/A N/A 93,432 67,356 295,284 319,962 2021-07-02 $253.55 $200.00 171.0% 44.2% 134.9% 29.2% 174.1% -38.7% 1.9% -4.0M -2.52B -9.0M 0.79 1.88 N/A N/A 127,186 100,994 304,663 329,655 2021-07-06 $251.40 $200.00 174.9% 49.7% 127.0% 30.4% 187.1% -32.3% -0.5% 8.2M -2.62B -8.7M 0.65 1.96 N/A N/A 74,801 48,297 260,000 295,746 2021-07-07 $225.35 $200.00 183.3% 50.8% 132.3% 33.1% 187.6% -15.3% -5.1% -1.7M -1.82B -8.3M 0.82 1.71 N/A N/A 95,176 77,608 277,291 306,884 2021-07-08 $237.10 $200.00 186.5% 52.0% 130.9% 34.1% 188.9% -2.1% -4.1% 6.6M -2.27B -8.6M 0.74 2.32 N/A N/A 150,326 110,897 290,997 312,742 2021-07-09 $233.10 $200.00 172.3% 49.0% 114.1% 29.6% 181.4% -6.5% 1.1% 1.4M -2.18B -8.4M 0.63 2.81 N/A N/A 88,278 55,229 311,320 317,524 2021-07-12 $213.75 $200.00 176.2% 50.2% 106.5% 30.8% 188.6% -4.3% -0.3% 3.6M -1.80B -7.8M 0.56 1.75 N/A N/A 72,938 40,964 259,698 284,955 2021-07-13 $199.00 $200.00 175.6% 49.9% 84.7% 30.6% 184.6% -0.1% -0.3% 1.8M -1.47B -7.7M 0.94 1.88 N/A N/A 71,127 66,820 276,351 292,861 2021-07-14 $169.30 $200.00 195.2% 54.5% 97.5% 36.9% 200.2% -0.1% -4.0% -3.1M -806.4M -7.2M 1.13 2.33 N/A N/A 111,185 125,689 290,145 308,441 2021-07-15 $176.25 $200.00 203.2% 56.9% 99.1% 39.5% 210.2% -4.7% -5.7% -2.8M -988.9M -7.7M 0.86 2.86 N/A N/A 135,940 116,684 306,954 330,234 2021-07-16 $173.85 $200.00 189.0% 53.5% 90.3% 35.0% 200.4% -6.7% -3.3% -9.1M -916.9M -7.5M 0.80 2.66 N/A N/A 112,606 89,741 323,899 334,123 2021-07-19 $173.10 $200.00 188.8% 53.7% 90.6% 34.9% 203.1% -10.8% -2.0% 953.5K -1.06B -7.4M 0.85 3.65 N/A N/A 69,879 59,193 227,252 231,998 2021-07-20 $211.25 $200.00 186.7% 53.4% 120.3% 34.2% 197.5% -14.6% -4.1% 9.5M -2.01B -8.3M 0.61 2.79 N/A N/A 110,079 67,276 243,997 243,054 2021-07-21 $204.65 $200.00 180.6% 51.8% 119.5% 32.2% 193.7% -13.4% -2.8% 9.9M -1.88B -8.3M 0.47 2.67 N/A N/A 137,001 64,569 263,032 253,002 2021-07-22 $188.65 $200.00 173.5% 49.8% 120.8% 30.0% 189.1% -8.6% -1.8% 4.1M -1.34B -8.0M 0.53 2.84 N/A N/A 91,124 48,333 285,163 262,005 2021-07-23 $185.45 $200.00 170.9% 49.0% 120.8% 29.1% 188.7% -8.3% -0.3% 227.8K -1.25B -7.7M 0.68 3.50 N/A N/A 97,128 65,652 291,102 264,214 2021-07-26 $200.95 $200.00 170.8% 49.1% 125.1% 29.1% 188.5% -5.7% -2.7% 7.2M -1.64B -7.8M 0.50 2.67 N/A N/A 66,353 33,155 223,606 224,402 2021-07-27 $190.65 $200.00 167.2% 48.5% 120.7% 27.9% 184.6% -4.9% 1.4% 6.2M -1.45B -7.6M 0.53 2.40 N/A N/A 45,012 23,857 235,238 231,216 2021-07-28 $194.50 $200.00 159.4% 45.9% 121.6% 25.4% 172.9% -5.7% -2.6% 9.4M -1.53B -7.6M 0.51 3.04 N/A N/A 58,318 29,923 254,616 239,043 2021-07-29 $191.95 $200.00 157.2% 44.9% 121.5% 24.7% 170.4% -3.3% -1.3% 8.8M -1.44B -7.4M 0.59 3.51 N/A N/A 56,368 33,117 261,731 242,793 2021-07-30 $185.35 $195.00 153.6% 43.2% 121.5% 23.6% 166.0% -3.1% 0.3% 1.3M -1.23B -7.2M 0.57 2.96 N/A N/A 63,993 36,686 268,666 246,665
« Jun 2021 | All History | Aug 2021 » Home AMC History July 2021