AMC Options History — September 2021 In September 2021, AMC traded between $179.55 and $258.15. ATM implied volatility averaged 129.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 36.9%. IV traded above realized volatility by 34.2% (HV 20d: 95.4%). Max pain ranged from $170.00 to $205.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2021-09-10 : Highest Volume — 218,346 contracts2021-09-30 : Largest IV spike — 15.8% change2021-09-01 : Highest IV Rank — 23.9%2021-09-08 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $217.56 $179.55 $258.15 $220.25 $192.15 Max Pain $203.10 $170.00 $205.00 $170.00 $200.00 ATM IV 129.6% 105.5% 154.5% 154.5% 126.5% Expected Move 36.9% 28.9% 43.1% 43.1% 37.5% HV 20d 95.4% 68.6% 112.0% 112.0% 72.7% HV 60d 109.1% 105.6% 122.9% 122.9% 105.6% IV Rank 15.6% 8.1% 23.9% 23.9% 9.0% IV Percentile 16.9% 1.6% 38.5% 38.5% 11.9% Term Structure 2.1% -1.3% 8.3% 0.9% 3.9% VWIV 139.0% 107.9% 176.6% 176.6% 143.0% Skew 25d -22.7% -44.2% -0.9% -44.2% -20.5% Skew 10d -41.7% -75.2% -9.0% -67.3% -47.8% Call IV 25d 148.9% 111.7% 191.4% 191.4% 144.7% Put IV 25d 126.3% 109.3% 147.2% 147.2% 124.2% Bid-Ask Spread % 2.48 1.93 3.77 2.05 3.03 Gamma HHI 0.07 0.04 0.25 0.05 0.04 Net GEX 14.7M -1.7M 53.9M 22.0M 9.9M Net DEX -1.89B -3.40B -669.3M -2.44B -1.12B Net VEX -7.6M -8.5M -6.3M -8.4M -7.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.28 0.69 0.43 0.48 Total Volume 123,540.762 65,773 218,346 145,568 202,049 Total OI 447,485.048 340,335 530,438 488,490 407,127
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 2021-09-01 $220.25 $170.00 154.5% 43.1% 112.0% 23.9% 176.6% -44.2% 0.9% 22.0M -2.44B -8.4M 0.43 2.05 N/A N/A 101,996 43,572 270,021 218,469 2021-09-02 $220.10 $205.00 143.8% 42.1% 107.6% 20.4% 160.6% -41.7% 2.1% 23.0M -2.35B -8.2M 0.43 1.96 N/A N/A 80,442 34,842 280,647 225,829 2021-09-03 $219.45 $205.00 143.5% 42.1% 106.7% 20.3% 161.6% -43.8% 2.1% 20.8M -2.26B -8.2M 0.54 2.04 N/A N/A 79,673 43,272 288,560 232,805 2021-09-07 $235.90 $205.00 148.3% 42.6% 107.2% 21.9% 154.5% -39.5% -0.1% 19.0M -2.57B -8.2M 0.40 2.57 N/A N/A 96,021 38,718 245,638 210,269 2021-09-08 $239.95 $205.00 150.1% 43.1% 100.8% 22.4% 155.5% -40.2% 1.0% 22.3M -2.79B -8.4M 0.28 3.77 N/A N/A 114,486 32,274 256,518 215,923 2021-09-09 $242.90 $205.00 145.2% 41.7% 100.0% 20.9% 153.2% -38.2% 0.3% 32.9M -2.90B -8.3M 0.46 2.76 N/A N/A 108,705 50,285 274,775 226,480 2021-09-10 $252.85 $205.00 142.3% 40.7% 99.5% 19.9% 148.1% -34.2% -1.3% 53.9M -3.40B -8.5M 0.46 2.60 N/A N/A 149,903 68,443 286,221 232,535 2021-09-13 $258.15 $205.00 134.9% 38.7% 99.5% 17.6% 141.2% -30.4% 2.1% 24.2M -3.10B -8.3M 0.40 3.07 N/A N/A 97,831 39,486 249,332 214,206 2021-09-14 $236.95 $205.00 130.7% 37.6% 105.4% 16.2% 141.1% -25.7% -0.4% 19.9M -2.45B -8.0M 0.46 3.04 N/A N/A 85,009 38,796 258,845 220,437 2021-09-15 $234.95 $205.00 129.6% 37.2% 105.3% 15.9% 138.8% -26.5% 1.4% 16.2M -2.27B -7.9M 0.41 2.81 N/A N/A 94,779 38,603 274,320 228,630 2021-09-16 $231.15 $205.00 124.1% 35.5% 105.7% 14.1% 133.6% -20.5% 2.2% 13.3M -2.08B -7.7M 0.42 2.42 N/A N/A 71,311 29,895 286,494 233,108 2021-09-17 $225.00 $205.00 120.6% 34.3% 100.2% 13.0% 129.8% -18.6% 2.9% -1.7M -1.84B -7.5M 0.53 2.48 N/A N/A 80,019 42,727 292,853 237,585 2021-09-20 $200.75 $205.00 135.9% 39.0% 110.0% 17.9% 146.1% -11.6% 0.3% 5.3M -1.18B -7.0M 0.68 2.47 N/A N/A 75,910 51,513 194,046 146,289 2021-09-21 $194.20 $205.00 128.2% 36.4% 108.3% 15.4% 133.7% -9.5% 1.8% 1.5M -978.3M -6.8M 0.65 2.22 N/A N/A 56,195 36,529 203,003 153,166 2021-09-22 $200.85 $205.00 117.8% 33.1% 83.3% 12.1% 123.2% -7.6% 3.4% 3.3M -1.10B -7.0M 0.51 1.97 N/A N/A 52,558 26,636 218,976 166,510 2021-09-23 $199.70 $205.00 113.2% 31.9% 83.2% 10.6% 128.9% -7.1% 1.6% 7.0M -1.11B -7.0M 0.41 1.97 N/A N/A 68,128 28,025 230,008 173,500 2021-09-24 $200.05 $205.00 110.1% 30.4% 76.2% 9.6% 114.8% -8.5% 1.6% 9.7M -1.11B -6.9M 0.65 1.97 N/A N/A 53,341 34,750 236,953 176,003 2021-09-27 $197.30 $205.00 105.5% 28.9% 76.4% 8.1% 109.7% -4.3% 8.3% 6.7M -1.09B -6.8M 0.44 1.93 N/A N/A 45,601 20,172 206,098 155,776 2021-09-28 $186.65 $205.00 106.7% 29.3% 75.0% 8.5% 107.9% -3.4% 5.3% 1.8M -855.7M -6.6M 0.69 2.32 N/A N/A 43,046 29,592 216,368 160,336 2021-09-29 $179.55 $205.00 109.3% 29.8% 68.6% 9.3% 116.0% -0.9% 3.7% -1.7M -669.3M -6.3M 0.50 2.71 N/A N/A 72,950 36,273 227,992 164,535 2021-09-30 $192.15 $200.00 126.5% 37.5% 72.7% 9.0% 143.0% -20.5% 3.9% 9.9M -1.12B -7.2M 0.48 3.03 N/A N/A 136,445 65,604 236,383 170,744
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