AMC Options History — August 2021 In August 2021, AMC traded between $150.55 and $231.75. ATM implied volatility averaged 150.0%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 42.9%. IV traded above realized volatility by 36.3% (HV 20d: 113.7%). Max pain ranged from $150.00 to $195.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2021-08-24 : Highest Volume — 308,826 contracts2021-08-24 : Largest IV spike — 40.4% change2021-08-24 : Highest IV Rank — 33.4%2021-08-24 : Largest Expected Move — 54.0%Monthly Statistics Metric Avg Min Max Open Close Price $182.41 $150.55 $231.75 $177.45 $231.75 Max Pain $157.95 $150.00 $195.00 $195.00 $170.00 ATM IV 150.0% 130.0% 184.2% 150.4% 155.2% Expected Move 42.9% 37.1% 54.0% 43.0% 43.3% HV 20d 113.7% 92.5% 127.8% 120.6% 118.4% HV 60d 193.2% 122.5% 215.4% 212.3% 122.5% IV Rank 22.4% 16.0% 33.4% 22.6% 24.1% IV Percentile 38.1% 21.8% 69.8% 39.3% 39.7% Term Structure -0.4% -6.2% 2.4% -1.6% 1.1% VWIV 166.6% 137.2% 209.1% 161.2% 180.6% Skew 25d -16.8% -43.5% -3.6% -3.9% -43.0% Skew 10d -37.4% -84.8% -15.3% -17.0% -61.4% Call IV 25d 165.7% 135.6% 210.5% 156.7% 190.7% Put IV 25d 148.9% 131.0% 175.4% 152.9% 147.7% Bid-Ask Spread % 2.41 1.59 3.75 2.70 1.59 Gamma HHI 0.07 0.04 0.28 0.04 0.05 Net GEX 10.3M -3.6M 26.1M 2.2M 20.6M Net DEX -1.44B -2.71B -574.4M -1.11B -2.71B Net VEX -7.0M -8.6M -6.1M -6.9M -8.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.32 0.81 0.48 0.34 Total Volume 142,857.864 85,961 308,826 85,961 134,623 Total OI 485,551.864 407,801 545,556 448,724 462,371
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 2021-08-02 $177.45 $195.00 150.4% 43.0% 120.6% 22.6% 161.2% -3.9% -1.6% 2.2M -1.11B -6.9M 0.48 2.70 N/A N/A 58,041 27,920 225,943 222,781 2021-08-03 $167.65 $190.00 153.5% 44.3% 121.3% 23.5% 163.5% -3.6% -1.6% 469.4K -909.2M -6.6M 0.65 2.53 N/A N/A 54,220 35,092 236,370 226,314 2021-08-04 $150.55 $190.00 165.5% 48.3% 121.1% 27.4% 179.5% -6.4% -3.1% -3.6M -574.4M -6.3M 0.64 2.45 N/A N/A 79,052 50,622 252,737 235,320 2021-08-05 $166.95 $150.00 166.8% 46.4% 126.5% 27.8% 176.5% -7.9% -5.7% 1.9M -963.3M -6.8M 0.58 3.33 N/A N/A 108,987 63,397 264,508 240,514 2021-08-06 $162.20 $150.00 156.8% 44.5% 126.6% 24.6% 176.3% -7.6% -1.9% 3.9M -886.9M -6.6M 0.81 2.38 N/A N/A 60,049 48,661 278,678 244,772 2021-08-09 $172.95 $150.00 167.1% 46.9% 127.1% 27.9% 179.3% -11.7% -3.2% 5.6M -1.26B -6.8M 0.56 2.54 N/A N/A 62,123 34,926 231,919 219,382 2021-08-10 $159.25 $150.00 154.0% 43.7% 127.8% 23.7% 164.8% -5.2% -2.2% 3.5M -913.6M -6.3M 0.63 2.50 N/A N/A 100,151 63,069 243,299 225,780 2021-08-11 $156.95 $150.00 143.5% 41.7% 114.9% 20.3% 163.8% -3.8% 2.1% 1.9M -794.9M -6.1M 0.65 2.40 N/A N/A 68,167 44,512 261,423 237,813 2021-08-12 $165.50 $150.00 141.8% 41.0% 115.6% 19.8% 154.8% -7.2% 2.3% 7.5M -1.02B -6.5M 0.68 3.75 N/A N/A 83,136 56,599 278,001 246,222 2021-08-13 $167.65 $150.00 130.0% 37.8% 115.7% 16.0% 145.2% -4.4% 2.3% 9.4M -1.14B -6.3M 0.67 2.20 N/A N/A 79,453 53,294 286,932 248,780 2021-08-16 $177.85 $150.00 133.8% 38.5% 117.7% 17.2% 149.2% -11.3% 1.7% 10.9M -1.35B -6.6M 0.50 2.12 N/A N/A 82,692 41,369 253,203 225,547 2021-08-17 $184.45 $150.00 135.3% 38.9% 93.0% 17.7% 154.0% -13.1% 0.6% 13.9M -1.54B -6.8M 0.45 1.83 N/A N/A 96,038 43,533 262,244 233,681 2021-08-18 $184.30 $150.00 136.1% 39.0% 92.5% 17.9% 148.5% -15.1% 2.0% 18.3M -1.59B -6.9M 0.46 2.39 N/A N/A 61,327 28,271 278,112 242,105 2021-08-19 $168.80 $150.00 135.7% 38.8% 93.3% 17.8% 143.6% -8.9% 2.4% 9.7M -1.04B -6.4M 0.65 1.96 N/A N/A 62,864 40,725 290,230 246,178 2021-08-20 $172.25 $150.00 130.1% 37.1% 93.6% 16.0% 138.5% -7.6% 1.6% 14.1M -1.07B -6.5M 0.62 2.25 N/A N/A 77,315 47,816 295,985 249,571 2021-08-23 $184.90 $150.00 131.2% 37.2% 92.5% 16.4% 137.2% -10.4% 1.3% 9.3M -1.40B -6.7M 0.50 2.11 N/A N/A 73,051 36,366 216,510 191,291 2021-08-24 $223.95 $150.00 184.2% 54.0% 113.7% 33.4% 209.1% -32.1% -6.2% 14.4M -2.58B -8.2M 0.33 3.05 N/A N/A 233,017 75,809 226,826 196,615 2021-08-25 $220.75 $150.00 175.2% 51.3% 113.9% 30.5% 208.8% -43.1% -2.5% 20.1M -2.70B -8.2M 0.32 3.05 N/A N/A 219,929 70,614 243,996 205,040 2021-08-26 $200.85 $155.00 158.0% 44.8% 119.3% 25.0% 189.3% -43.5% 0.0% 21.4M -2.09B -7.8M 0.37 2.37 N/A N/A 135,946 49,697 268,089 216,919 2021-08-27 $201.65 $160.00 146.0% 40.6% 118.5% 21.1% 165.5% -40.5% 1.3% 26.1M -1.99B -7.9M 0.39 1.82 N/A N/A 106,582 41,526 293,081 232,691 2021-08-30 $214.40 $165.00 150.2% 41.7% 118.7% 22.5% 176.2% -39.9% 0.6% 13.9M -2.12B -7.9M 0.36 1.75 N/A N/A 112,258 40,034 237,481 206,887 2021-08-31 $231.75 $170.00 155.2% 43.3% 118.4% 24.1% 180.6% -43.0% 1.1% 20.6M -2.71B -8.6M 0.34 1.59 N/A N/A 100,707 33,916 251,113 211,258
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