AMC Options History — November 2021 In November 2021, AMC traded between $170.65 and $224.90. ATM implied volatility averaged 117.5%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded above realized volatility by 45.9% (HV 20d: 71.6%). Max pain ranged from $190.00 to $210.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.40.
Notable Days 2021-11-03 : Highest Volume — 190,803 contracts2021-11-09 : Largest IV drop — 17.1% change2021-11-08 : Highest IV Rank — 15.7%2021-11-08 : Largest Expected Move — 40.2%Monthly Statistics Metric Avg Min Max Open Close Price $198.86 $170.65 $224.90 $184.20 $170.65 Max Pain $203.81 $190.00 $210.00 $195.00 $200.00 ATM IV 117.5% 104.9% 140.4% 114.0% 121.9% Expected Move 33.6% 30.3% 40.2% 33.8% 33.4% HV 20d 71.6% 51.7% 81.0% 51.7% 81.0% HV 60d 76.1% 67.2% 83.8% 80.7% 68.9% IV Rank 7.9% 3.7% 15.7% 6.8% 9.4% IV Percentile 13.6% 4.0% 32.9% 9.9% 19.8% Term Structure 1.9% -1.0% 4.4% -0.8% 3.0% VWIV 131.6% 119.0% 162.2% 129.8% 126.2% Skew 25d -32.6% -43.1% -15.1% -15.1% -23.3% Skew 10d -66.7% -82.5% -36.0% -37.1% -48.3% Call IV 25d 143.4% 130.3% 173.7% 130.4% 141.7% Put IV 25d 110.9% 97.0% 130.6% 115.3% 118.4% Bid-Ask Spread % 3.11 2.14 4.71 2.28 3.70 Gamma HHI 0.05 0.04 0.17 0.04 0.04 Net GEX 14.5M -182.6K 38.0M 8.6M 2.7M Net DEX -1.47B -2.35B -795.9M -1.11B -795.9M Net VEX -7.5M -8.7M -6.1M -7.2M -6.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.24 0.62 0.24 0.47 Total Volume 93,032.571 49,266 190,803 93,626 98,811 Total OI 442,159.667 394,252 480,421 403,498 418,098
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 2021-11-01 $184.20 $195.00 114.0% 33.8% 51.7% 6.8% 129.8% -15.1% -0.8% 8.6M -1.11B -7.2M 0.24 2.28 N/A N/A 75,782 17,844 232,201 171,297 2021-11-02 $192.20 $190.00 115.3% 33.9% 53.9% 7.2% 128.4% -15.4% -0.3% 19.3M -1.41B -7.5M 0.36 2.25 N/A N/A 66,638 23,814 255,253 175,385 2021-11-03 $202.00 $195.00 121.4% 36.2% 56.3% 9.3% 141.6% -28.8% -1.0% 25.9M -1.82B -8.0M 0.30 2.41 N/A N/A 147,057 43,746 264,867 180,674 2021-11-04 $197.60 $200.00 122.6% 35.4% 55.6% 9.7% 138.4% -35.4% 0.7% 24.2M -1.63B -8.0M 0.38 2.75 N/A N/A 57,694 21,638 277,184 186,952 2021-11-05 $208.45 $200.00 126.0% 37.1% 58.2% 10.8% 151.3% -39.3% 1.8% 38.0M -2.04B -8.5M 0.30 4.71 N/A N/A 91,856 27,453 284,005 190,885 2021-11-08 $224.90 $200.00 140.4% 40.2% 63.1% 15.7% 162.2% -43.1% 0.5% 21.3M -2.35B -8.7M 0.38 2.14 N/A N/A 90,330 34,759 252,458 173,794 2021-11-09 $198.35 $200.00 116.5% 34.4% 79.1% 7.6% 130.9% -36.0% 4.2% 12.5M -1.45B -7.7M 0.47 2.87 N/A N/A 82,486 38,373 269,381 184,344 2021-11-10 $192.10 $205.00 109.8% 32.3% 79.9% 5.4% 120.9% -37.3% 2.8% 7.2M -1.23B -7.4M 0.57 3.22 N/A N/A 56,127 31,867 274,780 188,156 2021-11-11 $195.60 $205.00 110.1% 32.2% 76.6% 5.5% 123.2% -35.0% 2.6% 8.6M -1.28B -7.3M 0.55 3.30 N/A N/A 48,507 26,747 275,779 192,668 2021-11-12 $200.50 $205.00 104.9% 30.8% 76.8% 3.7% 120.8% -33.4% 4.3% 20.3M -1.42B -7.4M 0.56 3.05 N/A N/A 44,275 24,657 280,434 192,021 2021-11-15 $214.35 $205.00 117.5% 33.9% 78.8% 8.0% 136.8% -38.0% 0.1% 18.5M -1.80B -7.6M 0.38 3.25 N/A N/A 73,154 27,614 250,421 174,576 2021-11-16 $209.70 $210.00 114.9% 33.0% 78.4% 7.1% 133.1% -38.4% 4.4% 20.5M -1.71B -7.7M 0.34 3.84 N/A N/A 73,705 24,843 267,065 179,683 2021-11-17 $210.85 $210.00 114.2% 32.7% 78.2% 6.9% 138.9% -38.9% 3.6% 22.8M -1.74B -7.7M 0.25 2.35 N/A N/A 52,488 12,971 277,262 182,748 2021-11-18 $202.05 $210.00 109.5% 31.2% 77.2% 5.3% 128.3% -32.0% 3.5% 11.5M -1.45B -7.5M 0.32 2.70 N/A N/A 67,453 21,897 285,821 183,843 2021-11-19 $203.40 $210.00 120.6% 34.3% 74.1% 9.0% 126.7% -36.4% 1.9% 11.7M -1.52B -7.5M 0.37 3.16 N/A N/A 68,430 25,421 293,577 186,844 2021-11-22 $207.90 $210.00 118.3% 33.4% 74.3% 8.2% 127.8% -34.9% 1.1% 13.7M -1.59B -7.4M 0.30 3.48 N/A N/A 66,172 19,831 241,444 154,011 2021-11-23 $195.20 $210.00 116.8% 32.3% 78.0% 7.7% 126.5% -35.0% 2.2% 7.4M -1.27B -7.1M 0.48 4.07 N/A N/A 55,876 26,795 259,922 159,688 2021-11-24 $194.70 $210.00 111.7% 30.3% 76.2% 6.0% 119.0% -27.4% 2.3% 5.5M -1.23B -7.0M 0.40 2.94 N/A N/A 42,165 17,062 267,252 165,336 2021-11-26 $187.65 $205.00 123.2% 34.0% 77.7% 9.9% 131.5% -32.5% -0.3% -182.6K -1.08B -6.8M 0.62 3.33 N/A N/A 30,337 18,929 274,083 166,909 2021-11-29 $183.80 $205.00 117.1% 31.0% 78.2% 7.8% 121.0% -28.6% 2.8% 4.8M -1.04B -6.4M 0.36 3.49 N/A N/A 57,477 20,603 237,563 156,689 2021-11-30 $170.65 $200.00 121.9% 33.4% 81.0% 9.4% 126.2% -23.3% 3.0% 2.7M -795.9M -6.1M 0.47 3.70 N/A N/A 67,417 31,394 255,747 162,351
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