AMC Options History — April 2022 In April 2022, AMC traded between $77.15 and $116.20. ATM implied volatility averaged 122.5%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 35.0%. IV traded below realized volatility by 31.2% (HV 20d: 153.7%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.56.
Notable Days 2022-04-01 : Highest Volume — 129,320 contracts2022-04-08 : Largest IV drop — 11.0% change2022-04-01 : Highest IV Rank — 17.9%2022-04-01 : Largest Expected Move — 40.5%Monthly Statistics Metric Avg Min Max Open Close Price $91.29 $77.15 $116.20 $116.20 $77.15 Max Pain $107.50 $105.00 $110.00 $105.00 $105.00 ATM IV 122.5% 109.9% 147.0% 147.0% 119.7% Expected Move 35.0% 31.5% 40.5% 40.5% 34.8% HV 20d 153.7% 72.3% 178.5% 173.1% 72.3% HV 60d 126.1% 124.2% 127.5% 124.9% 124.2% IV Rank 9.6% 5.4% 17.9% 17.9% 8.7% IV Percentile 33.6% 9.9% 68.3% 68.3% 31.7% Term Structure -1.1% -10.9% 8.3% 3.6% -5.1% VWIV 133.6% 120.4% 148.6% 145.9% 131.4% Skew 25d -29.0% -54.2% -12.0% -54.2% -12.0% Skew 10d -59.2% -84.2% -31.9% -84.2% -33.6% Call IV 25d 147.4% 129.2% 190.6% 190.6% 132.7% Put IV 25d 118.5% 104.8% 136.4% 136.4% 120.7% Bid-Ask Spread % 3.14 2.20 5.32 5.32 2.99 Gamma HHI 0.05 0.03 0.07 0.06 0.05 Net GEX 92.6K -2.2M 4.7M 1.8M -2.2M Net DEX -56.8M -509.6M 107.6M -509.6M 107.6M Net VEX -3.0M -4.2M -2.4M -4.2M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.29 0.88 0.49 0.71 Total Volume 67,998.45 38,505 129,320 129,320 38,505 Total OI 333,871.55 274,728 418,665 418,665 328,590
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 2022-04-01 $116.20 $105.00 147.0% 40.5% 173.1% 17.9% 145.9% -54.2% 3.6% 1.8M -509.6M -4.2M 0.49 5.32 N/A N/A 86,715 42,605 256,926 161,739 2022-04-04 $115.65 $110.00 138.7% 39.0% 169.3% 15.1% 140.6% -48.1% 2.0% 4.7M -477.9M -4.0M 0.49 4.27 N/A N/A 59,927 29,474 206,694 129,964 2022-04-05 $106.15 $110.00 135.2% 38.4% 173.5% 13.9% 144.6% -42.6% -0.9% 1.8M -255.4M -3.8M 0.53 3.84 N/A N/A 48,120 25,616 221,176 136,356 2022-04-06 $102.15 $110.00 134.7% 38.2% 174.5% 13.7% 148.6% -43.4% 0.1% 890.9K -181.5M -3.6M 0.53 4.23 N/A N/A 60,044 31,921 230,364 139,268 2022-04-07 $99.40 $110.00 139.4% 39.1% 174.5% 15.3% 140.9% -42.2% -2.6% 321.5K -131.3M -3.5M 0.72 2.59 N/A N/A 60,992 44,127 236,849 138,777 2022-04-08 $91.60 $110.00 124.0% 37.2% 175.5% 10.1% 145.6% -31.3% 8.3% -1.6M 50.6M -3.2M 0.71 3.14 N/A N/A 54,473 38,701 242,838 146,289 2022-04-11 $93.50 $110.00 126.6% 36.9% 173.5% 11.0% 143.9% -28.3% 2.4% -243.0K -39.3M -3.1M 0.44 2.40 N/A N/A 46,095 20,071 200,190 130,631 2022-04-12 $86.75 $110.00 119.3% 34.4% 175.1% 8.6% 129.6% -33.5% 0.4% -753.3K 75.0M -2.9M 0.54 2.42 N/A N/A 39,477 21,283 213,413 132,245 2022-04-13 $92.60 $110.00 120.7% 34.3% 176.1% 9.0% 125.8% -28.7% -1.3% 1.9M -26.9M -3.0M 0.63 2.20 N/A N/A 42,527 26,581 218,565 134,559 2022-04-14 $90.60 $110.00 116.6% 33.3% 176.4% 7.7% 127.2% -24.8% -0.8% 586.2K 26.9M -2.9M 0.46 2.61 N/A N/A 34,602 15,875 225,382 138,293 2022-04-18 $86.80 $110.00 115.5% 33.2% 177.0% 7.3% 140.4% -24.4% -3.5% -158.5K -5.3M -2.7M 0.49 2.29 N/A N/A 41,455 20,247 169,541 105,187 2022-04-19 $93.00 $105.00 111.7% 32.0% 178.5% 6.0% 123.2% -27.4% 0.5% 1.9M -105.5M -3.0M 0.40 3.23 N/A N/A 45,702 18,075 181,554 109,657 2022-04-20 $86.95 $105.00 109.9% 31.5% 170.5% 5.4% 127.6% -26.5% -0.9% 422.1K -11.5M -2.7M 0.29 2.57 N/A N/A 35,688 10,503 194,281 112,314 2022-04-21 $84.55 $105.00 114.0% 32.7% 162.5% 6.8% 123.9% -26.9% -3.3% 10.4K 12.9M -2.7M 0.56 2.92 N/A N/A 30,878 17,140 198,207 112,226 2022-04-22 $82.60 $105.00 113.8% 32.6% 162.1% 6.7% 126.1% -20.0% 0.5% -1.9M 58.5M -2.6M 0.70 2.84 N/A N/A 39,000 27,149 204,375 116,276 2022-04-25 $84.05 $105.00 114.2% 32.8% 162.4% 6.8% 131.7% -17.1% -10.9% -959.5K 20.3M -2.7M 0.48 3.37 N/A N/A 29,257 14,190 172,220 111,252 2022-04-26 $77.85 $105.00 116.5% 33.3% 88.6% 7.6% 127.3% -14.7% -5.6% -1.5M 89.1M -2.4M 0.61 3.57 N/A N/A 30,307 18,365 182,825 113,448 2022-04-27 $79.55 $105.00 116.8% 33.5% 85.9% 7.7% 126.9% -15.1% -1.2% -1.3M 71.9M -2.5M 0.46 2.91 N/A N/A 34,177 15,689 188,008 119,128 2022-04-28 $78.80 $105.00 115.9% 33.2% 72.6% 7.4% 120.4% -17.7% -4.3% -1.7M 95.6M -2.4M 0.88 3.08 N/A N/A 34,185 30,231 194,691 123,133 2022-04-29 $77.15 $105.00 119.7% 34.8% 72.3% 8.7% 131.4% -12.0% -5.1% -2.2M 107.6M -2.4M 0.71 2.99 N/A N/A 22,570 15,935 199,282 129,308
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