AMC Options History — March 2022 In March 2022, AMC traded between $67.75 and $150.85. ATM implied volatility averaged 127.0%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 35.3%. IV traded above realized volatility by 16.1% (HV 20d: 110.9%). Max pain ranged from $90.00 to $115.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.55.
Notable Days 2022-03-28 : Highest Volume — 295,868 contracts2022-03-28 : Largest IV spike — 51.9% change2022-03-29 : Highest IV Rank — 36.3%2022-03-29 : Largest Expected Move — 51.1%Monthly Statistics Metric Avg Min Max Open Close Price $92.69 $67.75 $150.85 $90.15 $123.60 Max Pain $99.57 $90.00 $115.00 $115.00 $105.00 ATM IV 127.0% 99.1% 201.7% 130.5% 154.6% Expected Move 35.3% 29.0% 51.1% 40.4% 42.2% HV 20d 110.9% 88.2% 175.0% 104.5% 175.0% HV 60d 99.0% 85.4% 126.3% 99.6% 126.3% IV Rank 11.2% 1.8% 36.3% 12.3% 20.4% IV Percentile 32.0% 1.2% 90.9% 43.7% 74.2% Term Structure -1.1% -6.7% 3.3% -1.9% -0.3% VWIV 131.6% 111.1% 180.1% 151.2% 161.9% Skew 25d -17.5% -62.1% 4.1% -14.3% -50.2% Skew 10d -30.2% -73.9% 18.1% -33.0% -73.9% Call IV 25d 143.4% 105.5% 246.1% 145.1% 195.2% Put IV 25d 125.9% 103.1% 184.0% 130.8% 144.9% Bid-Ask Spread % 5.16 2.11 8.78 2.91 6.67 Gamma HHI 0.09 0.04 0.40 0.05 0.04 Net GEX 3.5M -2.7M 16.2M 2.2M 7.1M Net DEX -248.7M -1.60B 193.7M -120.9M -728.4M Net VEX -3.0M -5.5M -1.9M -2.9M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.30 0.98 0.59 0.48 Total Volume 104,750.261 35,539 295,868 54,819 174,415 Total OI 329,459.174 249,085 409,759 309,199 409,759
Daily Data (23 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 2022-03-01 $90.15 $115.00 130.5% 40.4% 104.5% 12.3% 151.2% -14.3% -1.9% 2.2M -120.9M -2.9M 0.59 2.91 N/A N/A 34,419 20,400 201,609 107,590 2022-03-02 $92.85 $115.00 109.3% 31.8% 102.8% 5.2% 118.0% -8.7% 3.3% 3.1M -129.9M -2.9M 0.68 3.66 N/A N/A 42,929 29,305 209,443 112,414 2022-03-03 $90.15 $115.00 113.4% 31.9% 98.9% 6.6% 119.2% -12.5% 1.5% 2.3M -72.1M -2.8M 0.56 2.86 N/A N/A 30,210 16,899 219,364 117,283 2022-03-04 $82.50 $115.00 114.9% 32.4% 103.1% 7.1% 118.0% -7.0% 0.8% -2.7M 64.1M -2.6M 0.55 2.89 N/A N/A 44,202 24,508 222,403 118,559 2022-03-07 $75.90 $110.00 126.4% 35.5% 106.5% 10.9% 130.6% -4.7% 0.6% -556.3K 92.9M -2.3M 0.98 2.59 N/A N/A 29,707 29,211 196,216 104,833 2022-03-08 $77.35 $110.00 118.0% 32.0% 105.6% 8.1% 119.8% -1.6% -0.5% -1.2M 102.2M -2.4M 0.52 2.59 N/A N/A 33,818 17,434 204,832 112,813 2022-03-09 $79.00 $105.00 110.1% 30.5% 100.4% 5.5% 111.1% 1.1% 1.6% -531.7K 93.9M -2.3M 0.42 2.73 N/A N/A 24,982 10,557 212,737 115,504 2022-03-10 $76.70 $100.00 110.7% 30.8% 88.2% 5.7% 112.7% -1.6% -1.3% -1.8M 134.6M -2.2M 0.80 2.57 N/A N/A 22,278 17,821 218,453 117,394 2022-03-11 $71.85 $100.00 109.7% 32.4% 90.4% 5.3% 115.2% 0.8% -0.3% -2.5M 193.7M -2.0M 0.62 2.11 N/A N/A 35,636 21,982 221,382 118,624 2022-03-14 $67.75 $90.00 119.6% 34.4% 91.2% 8.7% 128.5% 4.1% -3.7% -1.6M 177.0M -1.9M 0.56 4.64 N/A N/A 35,176 19,733 201,227 109,861 2022-03-15 $72.75 $90.00 118.6% 34.2% 95.5% 8.3% 126.3% 2.1% -0.4% -429.8K 100.5M -2.2M 0.72 4.93 N/A N/A 35,744 25,714 214,182 114,849 2022-03-16 $75.35 $90.00 112.8% 32.6% 91.1% 6.4% 133.2% -0.5% -0.6% -239.8K 70.2M -2.3M 0.53 5.46 N/A N/A 36,932 19,603 221,893 122,883 2022-03-17 $75.45 $90.00 103.9% 30.5% 90.2% 3.4% 112.6% 2.5% 2.0% 386.1K 76.5M -2.2M 0.84 6.30 N/A N/A 23,895 19,988 230,077 123,133 2022-03-18 $78.15 $90.00 99.1% 29.0% 91.2% 1.8% 111.9% -3.1% -0.1% 5.9M 18.0M -2.3M 0.47 6.09 N/A N/A 49,494 23,379 233,047 126,560 2022-03-21 $78.45 $90.00 100.1% 29.4% 89.3% 2.1% 111.9% -2.4% -0.4% 1.6M -47.4M -2.3M 0.48 8.59 N/A N/A 36,588 17,493 158,779 90,306 2022-03-22 $92.40 $90.00 112.5% 31.9% 103.0% 6.3% 122.8% -16.6% -6.6% 5.6M -295.9M -2.8M 0.30 7.71 N/A N/A 107,550 32,410 169,031 96,057 2022-03-23 $105.90 $90.00 151.7% 39.1% 111.1% 19.5% 147.2% -50.1% -6.7% 8.5M -662.0M -3.5M 0.35 8.78 N/A N/A 214,514 75,772 189,949 105,770 2022-03-24 $101.55 $90.00 122.5% 33.7% 106.4% 9.7% 134.7% -35.0% -0.6% 8.5M -519.4M -3.3M 0.43 5.43 N/A N/A 98,601 42,039 213,630 120,694 2022-03-25 $100.45 $90.00 128.7% 35.1% 106.5% 11.7% 135.9% -42.8% -2.2% 16.2M -496.5M -3.3M 0.37 6.41 N/A N/A 111,556 41,786 220,115 125,026 2022-03-28 $143.75 $90.00 195.5% 48.2% 163.5% 34.2% 167.5% -39.2% -4.4% 9.5M -1.28B -4.7M 0.44 8.37 N/A N/A 205,618 90,250 190,341 106,796 2022-03-29 $150.85 $105.00 201.7% 51.1% 162.2% 36.3% 180.1% -62.1% -6.0% 12.7M -1.60B -5.5M 0.51 7.53 N/A N/A 144,353 73,232 221,615 139,022 2022-03-30 $129.10 $105.00 157.2% 42.6% 174.5% 21.3% 157.8% -61.0% -0.3% 8.9M -893.2M -4.8M 0.44 6.81 N/A N/A 115,734 51,389 237,337 154,169 2022-03-31 $123.60 $105.00 154.6% 42.2% 175.0% 20.4% 161.9% -50.2% -0.3% 7.1M -728.4M -4.6M 0.48 6.67 N/A N/A 117,484 56,931 250,830 158,929
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