AMC Options History — January 2022

In January 2022, AMC traded between $73.20 and $133.70. ATM implied volatility averaged 126.7%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 36.3%. IV traded above realized volatility by 44.1% (HV 20d: 82.6%). Max pain ranged from $110.00 to $145.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.69.

Notable Days

2022-01-21: Highest Volume — 114,184 contracts
2022-01-05: Largest IV spike — 14.9% change
2022-01-24: Highest IV Rank — 15.8%
2022-01-24: Largest Expected Move — 42.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.40	$73.20	$133.70	$133.70	$79.35
Max Pain	$127.00	$110.00	$145.00	$110.00	$110.00
ATM IV	126.7%	107.6%	140.9%	107.6%	111.5%
Expected Move	36.3%	29.2%	42.4%	29.2%	31.2%
HV 20d	82.6%	60.1%	111.5%	109.9%	73.3%
HV 60d	95.1%	92.4%	96.9%	92.4%	96.8%
IV Rank	11.0%	4.6%	15.8%	4.6%	6.0%
IV Percentile	29.7%	6.0%	47.6%	6.0%	9.9%
Term Structure	1.2%	-3.1%	9.1%	2.9%	3.4%
VWIV	136.9%	114.0%	157.0%	114.0%	119.8%
Skew 25d	-4.2%	-8.8%	5.7%	-8.8%	1.7%
Skew 10d	-16.9%	-37.1%	-4.7%	-19.6%	-4.7%
Call IV 25d	134.3%	117.1%	151.1%	117.1%	117.7%
Put IV 25d	130.1%	108.3%	153.3%	108.3%	119.4%
Bid-Ask Spread %	2.93	2.00	4.25	3.73	2.86
Gamma HHI	0.11	0.04	0.81	0.05	0.04
Net GEX	-5.6M	-78.9M	1.3M	1.3M	-296.4K
Net DEX	6.2M	-412.8M	204.6M	-412.8M	64.1M
Net VEX	-3.2M	-4.2M	-2.3M	-4.2M	-2.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.42	0.95	0.54	0.62
Total Volume	79,537.3	48,248	114,184	57,303	59,241
Total OI	398,372.6	264,813	483,917	392,695	279,417

Daily Data (20 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
2022-01-03	$133.70	$110.00	107.6%	29.2%	109.9%	4.6%	114.0%	-8.8%	2.9%	1.3M	-412.8M	-4.2M	0.54	3.73	N/A	N/A	37,283	20,020	238,628	154,067
2022-01-04	$127.85	$110.00	116.4%	31.6%	110.3%	7.6%	118.3%	-3.7%	-0.4%	-1.1M	-289.4M	-4.1M	0.76	2.23	N/A	N/A	40,105	30,406	248,674	160,028
2022-01-05	$114.45	$110.00	133.7%	38.1%	111.5%	13.4%	142.3%	-4.2%	0.9%	-2.8M	-79.4M	-3.8M	0.95	2.94	N/A	N/A	51,927	49,105	258,012	164,947
2022-01-06	$112.40	$145.00	130.7%	36.9%	109.7%	12.4%	142.5%	-0.4%	-3.1%	-5.6M	-32.4M	-3.8M	0.72	3.85	N/A	N/A	51,791	37,244	270,420	173,688
2022-01-07	$115.10	$145.00	127.4%	36.2%	107.8%	11.3%	140.1%	-8.6%	2.0%	-78.9M	-98.7M	-3.8M	0.59	2.58	N/A	N/A	56,419	33,546	280,892	176,094
2022-01-10	$112.45	$140.00	127.1%	36.1%	105.2%	11.2%	135.5%	-1.5%	-1.8%	-700.6K	-145.1M	-3.6M	0.79	2.46	N/A	N/A	36,682	29,124	257,320	157,146
2022-01-11	$112.15	$140.00	117.9%	34.2%	85.8%	8.1%	131.3%	-5.0%	2.0%	-728.9K	-140.3M	-3.5M	0.47	2.33	N/A	N/A	40,071	19,023	268,862	164,040
2022-01-12	$113.90	$140.00	114.3%	32.6%	83.1%	6.9%	125.2%	-6.7%	-0.3%	-463.1K	-174.6M	-3.6M	0.65	2.89	N/A	N/A	29,310	18,938	278,283	166,227
2022-01-13	$103.95	$140.00	128.0%	36.1%	88.7%	11.5%	136.1%	-6.0%	-1.7%	-3.0M	3.5M	-3.4M	0.81	2.75	N/A	N/A	48,556	39,557	284,001	168,800
2022-01-14	$102.85	$140.00	125.6%	36.0%	88.6%	10.7%	134.3%	-8.5%	-0.8%	-5.2M	62.5M	-3.4M	0.86	2.00	N/A	N/A	56,911	48,849	294,978	174,173
2022-01-18	$94.60	$135.00	131.0%	37.5%	64.6%	12.5%	138.9%	-8.5%	-0.3%	-1.4M	98.9M	-3.0M	0.91	2.67	N/A	N/A	52,600	47,806	275,202	161,549
2022-01-19	$92.15	$130.00	123.5%	35.4%	62.0%	10.0%	135.9%	-4.4%	-2.6%	-2.2M	171.7M	-2.9M	0.66	2.58	N/A	N/A	34,718	22,944	289,304	173,292
2022-01-20	$90.70	$125.00	124.6%	35.8%	60.1%	10.3%	136.4%	-6.8%	-2.4%	-2.5M	204.6M	-2.9M	0.47	2.78	N/A	N/A	48,949	23,146	293,715	177,439
2022-01-21	$91.15	$125.00	134.0%	38.6%	60.3%	13.5%	141.7%	-6.3%	-1.1%	-2.5M	201.7M	-3.0M	0.80	4.25	N/A	N/A	63,586	50,598	303,718	180,199
2022-01-24	$82.60	$125.00	140.9%	42.4%	65.5%	15.8%	157.0%	5.7%	9.1%	-1.2M	97.6M	-2.7M	0.78	2.78	N/A	N/A	54,975	43,070	158,539	106,274
2022-01-25	$80.60	$120.00	135.2%	40.0%	64.9%	13.9%	147.4%	-2.1%	6.1%	-1.1M	108.4M	-2.6M	0.67	3.04	N/A	N/A	31,316	20,832	174,778	114,331
2022-01-26	$80.10	$120.00	139.8%	40.7%	65.3%	15.5%	153.1%	-7.6%	6.4%	-927.2K	101.2M	-2.7M	0.42	3.11	N/A	N/A	75,087	31,644	180,866	119,637
2022-01-27	$73.20	$115.00	140.0%	41.1%	68.6%	15.5%	153.9%	-4.2%	1.8%	-2.1M	195.9M	-2.3M	0.62	3.82	N/A	N/A	45,148	28,196	192,306	122,597
2022-01-28	$74.75	$115.00	124.3%	36.0%	66.3%	10.2%	133.8%	0.9%	4.3%	-315.6K	187.3M	-2.4M	0.67	2.88	N/A	N/A	49,204	32,819	200,805	124,204
2022-01-31	$79.35	$110.00	111.5%	31.2%	73.3%	6.0%	119.8%	1.7%	3.4%	-296.4K	64.1M	-2.5M	0.62	2.86	N/A	N/A	36,657	22,584	170,825	108,592