AMC Options History — February 2022

In February 2022, AMC traded between $74.50 and $98.95. ATM implied volatility averaged 122.7%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 35.5%. IV traded above realized volatility by 28.1% (HV 20d: 94.6%). Max pain ranged from $110.00 to $135.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.56.

Notable Days

  • 2022-02-10: Highest Volume — 165,480 contracts
  • 2022-02-03: Largest IV spike — 8.9% change
  • 2022-02-14: Highest IV Rank — 13.3%
  • 2022-02-28: Largest Expected Move — 38.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.80$74.50$98.95$84.40$93.75
Max Pain$122.63$110.00$135.00$110.00$115.00
ATM IV122.7%113.7%133.3%121.5%126.6%
Expected Move35.5%32.3%38.8%35.3%38.8%
HV 20d94.6%75.9%108.7%79.8%104.7%
HV 60d100.0%94.4%105.9%98.1%100.4%
IV Rank9.7%6.7%13.3%9.3%11.0%
IV Percentile27.8%12.7%44.0%23.8%37.3%
Term Structure-0.5%-3.3%3.5%-1.6%-3.3%
VWIV136.6%118.9%156.2%132.1%146.7%
Skew 25d-10.2%-23.6%-0.7%-6.1%-10.4%
Skew 10d-33.3%-58.4%-10.3%-25.2%-33.5%
Call IV 25d134.6%120.7%149.7%132.9%137.0%
Put IV 25d124.4%116.5%132.6%126.8%126.6%
Bid-Ask Spread %3.222.733.843.573.22
Gamma HHI0.060.040.080.040.05
Net GEX1.7M-1.5M6.0M1.2M2.4M
Net DEX-47.2M-233.0M144.0M-12.5M-151.2M
Net VEX-2.8M-3.2M-2.3M-2.8M-3.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.390.860.460.39
Total Volume79,916.94745,601165,480128,81057,232
Total OI324,732.105282,972366,550299,114294,161

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$84.40$110.00121.5%35.3%79.8%9.3%132.1%-6.1%-1.6%1.2M-12.5M-2.8M0.463.57N/AN/A87,99440,816183,340115,774
2022-02-02$78.00$110.00113.7%32.3%82.0%6.7%118.9%-6.5%-0.6%-758.4K112.6M-2.5M0.623.21N/AN/A40,28225,072201,743124,051
2022-02-03$74.50$135.00123.8%35.9%75.9%10.1%132.0%-1.3%-1.1%-1.5M144.0M-2.4M0.863.12N/AN/A31,11526,740207,901126,798
2022-02-04$77.90$125.00115.9%33.9%79.5%7.4%127.0%-0.7%3.5%-763.5K108.2M-2.5M0.782.73N/AN/A35,51627,615211,555128,589
2022-02-07$74.65$125.00117.9%34.1%78.3%8.1%126.3%-4.9%0.3%-1.2M136.3M-2.3M0.563.01N/AN/A29,14916,452183,028113,827
2022-02-08$81.85$125.00115.3%33.9%88.1%7.2%131.0%-7.4%2.6%491.4K45.2M-2.6M0.423.81N/AN/A58,69224,430192,504119,026
2022-02-09$93.05$125.00124.3%35.2%101.9%10.2%131.5%-11.5%0.8%3.6M-184.2M-3.0M0.412.93N/AN/A82,47133,818203,031120,698
2022-02-10$91.65$125.00127.9%36.4%101.5%11.4%139.8%-23.6%-3.0%3.2M-175.6M-3.1M0.433.84N/AN/A115,68749,793215,877128,719
2022-02-11$93.15$125.00132.8%37.8%97.2%13.1%156.2%-16.4%-1.3%3.8M-196.7M-3.2M0.623.13N/AN/A73,63445,289231,714134,836
2022-02-14$89.05$125.00133.3%38.0%98.2%13.3%150.5%-12.8%-1.5%2.0M-75.1M-3.0M0.483.23N/AN/A37,85018,001205,027113,609
2022-02-15$96.45$125.00123.1%35.3%98.5%9.9%141.0%-11.0%2.0%4.4M-179.9M-3.2M0.412.76N/AN/A38,14015,501213,792116,732
2022-02-16$98.95$125.00123.9%35.5%98.3%10.1%136.7%-14.5%-0.8%6.0M-233.0M-3.2M0.412.73N/AN/A57,80023,982220,749118,782
2022-02-17$95.05$125.00123.6%35.4%99.3%10.0%137.4%-15.9%1.8%4.3M-147.8M-3.1M0.573.78N/AN/A47,80327,381231,975124,700
2022-02-18$89.55$125.00121.6%34.8%101.7%9.3%143.0%-16.1%-0.1%686.4K-37.0M-3.0M0.572.93N/AN/A45,53025,989237,440125,967
2022-02-22$82.30$125.00119.9%34.8%100.0%8.8%134.3%-10.2%-1.0%-68.5K26.1M-2.6M0.813.23N/AN/A35,72228,798181,816101,156
2022-02-23$78.80$120.00124.5%36.7%100.9%10.3%140.4%-8.0%-3.2%-769.0K70.9M-2.5M0.783.69N/AN/A37,66129,257192,516106,813
2022-02-24$88.25$120.00124.0%36.2%108.7%10.1%138.1%-10.0%-2.6%2.1M-71.0M-2.9M0.573.41N/AN/A49,71828,180201,437110,148
2022-02-25$87.90$120.00117.4%34.5%102.9%7.9%132.6%-7.5%-1.1%2.6M-76.8M-2.8M0.452.88N/AN/A47,83521,477213,592116,487
2022-02-28$93.75$115.00126.6%38.8%104.7%11.0%146.7%-10.4%-3.3%2.4M-151.2M-3.0M0.393.22N/AN/A41,31915,913190,493103,668