AMC Options History — October 2021 In October 2021, AMC traded between $174.25 and $214.20. ATM implied volatility averaged 106.2%, placing in the 2.3% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 45.3% (HV 20d: 60.9%). Max pain ranged from $195.00 to $200.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.45.
Notable Days 2021-10-14 : Highest Volume — 176,647 contracts2021-10-22 : Largest IV spike — 18.9% change2021-10-27 : Highest IV Rank — 7.2%2021-10-04 : Largest Expected Move — 34.1%Monthly Statistics Metric Avg Min Max Open Close Price $189.71 $174.25 $214.20 $192.20 $176.30 Max Pain $199.52 $195.00 $200.00 $200.00 $195.00 ATM IV 106.2% 93.8% 116.4% 113.9% 112.4% Expected Move 31.0% 27.0% 34.1% 31.6% 33.8% HV 20d 60.9% 50.7% 73.6% 72.7% 50.7% HV 60d 91.8% 80.5% 105.2% 105.0% 80.5% IV Rank 2.3% 0.0% 7.2% 2.9% 6.3% IV Percentile 2.4% 0.0% 9.5% 3.2% 8.3% Term Structure 1.3% -3.1% 7.1% 4.7% 1.2% VWIV 116.8% 103.6% 130.5% 125.7% 130.5% Skew 25d -10.2% -17.4% -6.8% -17.4% -14.6% Skew 10d -25.2% -43.0% -19.5% -43.0% -31.1% Call IV 25d 116.2% 103.5% 129.6% 127.5% 127.9% Put IV 25d 106.0% 94.2% 115.9% 110.1% 113.3% Bid-Ask Spread % 3.93 2.08 6.34 2.37 2.15 Gamma HHI 0.05 0.03 0.09 0.09 0.04 Net GEX 9.0M 2.1M 24.1M 16.9M 5.2M Net DEX -1.06B -1.57B -761.2M -1.13B -875.4M Net VEX -6.9M -7.3M -6.4M -7.1M -6.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.33 0.80 0.33 0.35 Total Volume 92,810.762 50,393 176,647 149,881 114,585 Total OI 418,706.524 367,756 452,907 423,499 447,789
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 2021-10-01 $192.20 $200.00 113.9% 31.6% 72.7% 2.9% 125.7% -17.4% 4.7% 16.9M -1.13B -7.1M 0.33 2.37 N/A N/A 112,950 36,931 248,753 174,746 2021-10-04 $184.80 $200.00 116.4% 34.1% 73.6% 3.8% 120.7% -13.8% 1.6% 4.7M -970.3M -6.7M 0.80 6.34 N/A N/A 44,892 35,888 212,862 162,655 2021-10-05 $184.75 $200.00 112.4% 32.9% 67.2% 2.4% 123.3% -11.6% 2.2% 4.3M -937.6M -6.7M 0.44 5.07 N/A N/A 37,189 16,472 224,815 167,719 2021-10-06 $183.35 $200.00 111.6% 33.5% 66.4% 2.1% 125.1% -10.6% 4.5% 4.7M -907.7M -7.0M 0.45 4.97 N/A N/A 57,742 25,806 236,308 181,107 2021-10-07 $190.55 $200.00 108.0% 32.7% 68.4% 0.9% 125.2% -8.1% 4.2% 11.5M -1.09B -7.0M 0.49 5.06 N/A N/A 58,318 28,720 242,606 181,685 2021-10-08 $188.20 $200.00 103.5% 31.4% 65.5% 0.0% 119.5% -6.9% 7.1% 13.1M -1.03B -6.8M 0.51 4.68 N/A N/A 58,323 29,831 252,937 185,900 2021-10-11 $186.35 $200.00 106.5% 31.2% 64.2% 1.0% 114.3% -9.7% 0.4% 4.2M -928.2M -6.6M 0.47 5.55 N/A N/A 55,163 25,889 220,524 173,550 2021-10-12 $184.50 $200.00 103.1% 30.3% 58.7% 0.0% 111.4% -6.8% 1.1% 3.3M -862.0M -6.4M 0.34 5.94 N/A N/A 37,492 12,901 229,779 178,574 2021-10-13 $187.80 $200.00 101.0% 29.7% 59.7% 0.0% 108.2% -7.7% 2.7% 7.4M -954.6M -6.6M 0.33 6.24 N/A N/A 68,538 22,295 243,121 186,460 2021-10-14 $200.35 $200.00 105.2% 30.4% 65.4% 1.4% 110.2% -6.9% 1.5% 24.1M -1.34B -7.0M 0.38 4.95 N/A N/A 127,599 49,048 250,938 190,572 2021-10-15 $204.40 $200.00 97.9% 28.4% 65.7% 0.0% 106.7% -7.2% 1.7% 10.3M -1.54B -6.9M 0.44 5.16 N/A N/A 86,742 37,962 259,782 193,125 2021-10-18 $214.20 $200.00 100.3% 28.6% 54.0% 0.8% 107.2% -10.7% -1.8% 15.8M -1.57B -7.1M 0.37 4.74 N/A N/A 87,196 31,943 207,774 159,982 2021-10-19 $207.80 $200.00 100.8% 28.8% 53.7% 1.0% 106.6% -9.1% -1.8% 17.4M -1.53B -7.3M 0.34 2.56 N/A N/A 69,412 23,949 224,510 162,522 2021-10-20 $204.95 $200.00 97.3% 27.9% 52.8% 0.0% 103.6% -8.7% -2.3% 17.8M -1.38B -7.3M 0.45 2.08 N/A N/A 44,886 20,194 251,519 178,488 2021-10-21 $194.10 $200.00 93.8% 27.0% 56.3% 0.0% 105.0% -9.2% -2.1% 5.6M -1.04B -7.0M 0.54 2.40 N/A N/A 56,519 30,655 257,833 182,807 2021-10-22 $183.45 $200.00 111.5% 32.2% 59.6% 6.0% 124.1% -14.5% -3.1% 4.6M -816.7M -7.0M 0.49 2.39 N/A N/A 77,965 38,488 263,624 183,901 2021-10-25 $184.10 $200.00 103.0% 29.9% 59.5% 3.1% 116.5% -9.8% 4.6% 6.2M -968.3M -6.9M 0.56 2.52 N/A N/A 46,831 26,125 227,819 165,905 2021-10-26 $181.55 $200.00 104.8% 30.5% 56.5% 3.7% 114.1% -8.8% 1.5% 5.5M -895.2M -6.9M 0.39 2.61 N/A N/A 54,929 21,654 238,536 178,154 2021-10-27 $174.25 $200.00 115.2% 33.9% 56.7% 7.2% 129.7% -11.0% -1.6% 2.1M -761.2M -6.8M 0.62 2.11 N/A N/A 42,692 26,596 246,915 178,349 2021-10-28 $175.95 $195.00 111.1% 32.5% 50.7% 5.8% 126.4% -10.3% 1.1% 3.9M -802.8M -6.9M 0.33 2.54 N/A N/A 50,875 16,841 255,368 182,524 2021-10-29 $176.30 $195.00 112.4% 33.8% 50.7% 6.3% 130.5% -14.6% 1.2% 5.2M -875.4M -6.9M 0.35 2.15 N/A N/A 84,930 29,655 266,182 181,607
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