AMC Options History — December 2021

In December 2021, AMC traded between $115.30 and $160.85. ATM implied volatility averaged 136.7%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 38.9%. IV traded above realized volatility by 21.3% (HV 20d: 115.3%). Max pain ranged from $100.00 to $200.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.71.

Notable Days

2021-12-17: Highest Volume — 292,878 contracts
2021-12-03: Largest IV spike — 17.0% change
2021-12-13: Highest IV Rank — 23.0%
2021-12-03: Largest Expected Move — 48.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$140.88	$115.30	$160.85	$143.00	$136.50
Max Pain	$117.73	$100.00	$200.00	$200.00	$110.00
ATM IV	136.7%	110.5%	162.1%	147.1%	110.5%
Expected Move	38.9%	30.7%	48.0%	44.2%	30.7%
HV 20d	115.3%	96.0%	132.4%	99.6%	114.0%
HV 60d	86.6%	75.7%	93.6%	75.7%	92.8%
IV Rank	14.4%	5.6%	23.0%	17.9%	5.6%
IV Percentile	33.7%	8.3%	54.0%	42.5%	8.3%
Term Structure	0.7%	-5.3%	4.2%	2.3%	2.8%
VWIV	148.6%	115.5%	173.3%	165.6%	115.5%
Skew 25d	-4.6%	-24.1%	17.0%	-5.5%	-11.3%
Skew 10d	-23.4%	-68.8%	5.3%	-26.9%	-30.9%
Call IV 25d	145.4%	120.7%	170.7%	159.4%	120.7%
Put IV 25d	140.8%	109.3%	172.9%	153.8%	109.3%
Bid-Ask Spread %	4.06	2.49	5.87	5.33	3.84
Gamma HHI	0.05	0.04	0.12	0.04	0.12
Net GEX	3.1M	-3.3M	10.5M	552.5K	-3.3M
Net DEX	-508.7M	-917.7M	-65.7M	-341.4M	-431.0M
Net VEX	-5.2M	-5.9M	-4.3M	-5.6M	-4.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.43	1.14	0.82	0.79
Total Volume	103,923.682	55,980	292,878	127,631	73,411
Total OI	456,459.545	395,596	525,886	438,641	445,259

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
2021-12-01	$143.00	$200.00	147.1%	44.2%	99.6%	17.9%	165.6%	-5.5%	2.3%	552.5K	-341.4M	-5.6M	0.82	5.33	N/A	N/A	70,216	57,415	270,283	168,358
2021-12-02	$151.70	$200.00	135.6%	39.0%	100.5%	14.0%	144.5%	2.5%	2.6%	-92.2K	-461.7M	-5.9M	0.83	4.81	N/A	N/A	60,663	50,081	284,760	180,701
2021-12-03	$138.90	$195.00	158.6%	48.0%	103.8%	21.8%	173.3%	17.0%	1.5%	-631.9K	-278.2M	-5.6M	1.08	3.92	N/A	N/A	62,008	67,064	294,226	184,105
2021-12-06	$143.00	$100.00	143.3%	41.1%	101.9%	16.6%	161.8%	11.9%	2.3%	2.1M	-443.1M	-5.4M	0.54	3.48	N/A	N/A	48,770	26,229	268,805	168,680
2021-12-07	$154.85	$100.00	133.3%	37.9%	102.4%	13.3%	139.2%	8.9%	-0.3%	5.1M	-644.6M	-5.6M	0.52	5.79	N/A	N/A	45,159	23,685	279,629	174,493
2021-12-08	$160.85	$100.00	127.3%	37.0%	96.0%	11.3%	147.6%	-3.6%	2.6%	8.6M	-827.5M	-5.9M	0.50	5.73	N/A	N/A	57,192	28,403	287,739	176,977
2021-12-09	$148.00	$100.00	135.8%	38.5%	99.2%	14.1%	154.2%	-0.3%	0.5%	1.4M	-503.8M	-5.5M	0.71	3.25	N/A	N/A	47,939	33,977	293,466	180,564
2021-12-10	$137.00	$100.00	146.9%	41.5%	101.0%	17.9%	158.8%	-0.5%	0.5%	-2.1M	-306.5M	-5.2M	1.14	5.38	N/A	N/A	66,241	75,293	300,667	183,637
2021-12-13	$115.30	$100.00	162.1%	45.1%	113.5%	23.0%	166.7%	2.4%	-5.3%	-467.9K	-65.7M	-4.3M	0.98	4.13	N/A	N/A	78,157	76,772	270,852	173,797
2021-12-14	$122.30	$100.00	158.8%	44.6%	112.6%	21.8%	167.0%	1.0%	-2.0%	74.8K	-177.1M	-4.8M	0.85	5.87	N/A	N/A	69,937	59,461	294,510	193,981
2021-12-15	$123.00	$100.00	151.3%	42.4%	113.2%	19.3%	161.0%	-4.5%	-3.9%	-494.1K	-164.0M	-4.7M	0.91	5.15	N/A	N/A	40,307	36,788	304,683	203,869
2021-12-16	$123.20	$100.00	142.6%	40.7%	113.1%	16.4%	152.7%	-3.4%	-0.5%	-570.3K	-151.4M	-4.6M	1.01	3.49	N/A	N/A	37,893	38,393	309,575	206,617
2021-12-17	$145.25	$105.00	148.9%	42.3%	131.7%	18.5%	165.4%	-13.0%	-2.2%	6.6M	-749.8M	-5.5M	0.51	3.38	N/A	N/A	194,014	98,864	314,532	211,354
2021-12-20	$149.25	$110.00	146.3%	41.8%	132.4%	17.6%	172.1%	-24.1%	1.3%	7.8M	-891.4M	-5.6M	0.46	3.17	N/A	N/A	80,233	37,027	240,280	160,283
2021-12-21	$151.90	$110.00	131.1%	37.6%	132.2%	12.5%	144.8%	-15.7%	1.9%	10.5M	-917.7M	-5.4M	0.43	2.67	N/A	N/A	64,447	27,660	264,523	167,763
2021-12-22	$144.45	$110.00	131.8%	37.8%	131.7%	12.8%	145.3%	-11.2%	3.4%	5.7M	-716.6M	-5.2M	0.81	2.77	N/A	N/A	43,358	34,959	274,625	171,543
2021-12-23	$143.80	$110.00	121.8%	34.7%	131.7%	9.4%	127.7%	-9.8%	4.2%	6.1M	-656.2M	-5.1M	0.68	3.00	N/A	N/A	58,802	39,751	279,315	174,639
2021-12-27	$143.35	$110.00	120.0%	33.6%	131.5%	8.8%	126.3%	-9.6%	2.0%	4.2M	-638.0M	-4.8M	0.46	3.92	N/A	N/A	50,715	23,396	239,819	155,777
2021-12-28	$140.70	$110.00	119.2%	33.0%	131.5%	8.5%	128.0%	-10.1%	0.2%	4.6M	-586.8M	-4.8M	0.50	3.19	N/A	N/A	37,429	18,551	259,126	162,770
2021-12-29	$138.75	$110.00	120.8%	33.7%	129.5%	9.1%	131.8%	-11.7%	0.4%	3.6M	-549.0M	-4.7M	0.62	2.49	N/A	N/A	39,194	24,439	265,225	163,074
2021-12-30	$144.35	$110.00	113.7%	31.7%	114.5%	6.7%	119.2%	-11.0%	1.2%	9.0M	-690.8M	-4.8M	0.52	4.67	N/A	N/A	53,913	28,115	271,509	165,720
2021-12-31	$136.50	$110.00	110.5%	30.7%	114.0%	5.6%	115.5%	-11.3%	2.8%	-3.3M	-431.0M	-4.4M	0.79	3.84	N/A	N/A	40,990	32,421	275,732	169,527