AMC Options History — May 2022

In May 2022, AMC traded between $51.05 and $79.20. ATM implied volatility averaged 137.5%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 39.9%. IV traded above realized volatility by 46.2% (HV 20d: 91.3%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.48.

Notable Days

2022-05-27: Highest Volume — 173,349 contracts
2022-05-09: Largest IV spike — 13.2% change
2022-05-27: Highest IV Rank — 24.2%
2022-05-27: Largest Expected Move — 49.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.99	$51.05	$79.20	$75.10	$72.05
Max Pain	$104.76	$100.00	$110.00	$105.00	$100.00
ATM IV	137.5%	116.6%	165.8%	118.6%	160.7%
Expected Move	39.9%	33.8%	49.9%	35.6%	49.1%
HV 20d	91.3%	70.4%	127.2%	70.9%	126.9%
HV 60d	125.2%	120.8%	132.0%	124.0%	130.8%
IV Rank	14.7%	7.7%	24.2%	8.3%	22.5%
IV Percentile	57.0%	25.8%	81.7%	30.6%	80.6%
Term Structure	-2.4%	-5.7%	0.2%	0.2%	-2.2%
VWIV	158.8%	132.6%	203.6%	133.2%	197.8%
Skew 25d	-25.5%	-43.3%	-10.8%	-10.8%	-41.6%
Skew 10d	-57.9%	-73.9%	-31.5%	-31.5%	-32.5%
Call IV 25d	163.5%	131.3%	209.5%	131.3%	197.8%
Put IV 25d	138.0%	115.5%	166.2%	120.5%	156.2%
Bid-Ask Spread %	3.09	2.33	4.85	3.03	2.45
Gamma HHI	0.05	0.04	0.10	0.05	0.05
Net GEX	548.9K	-1.7M	6.0M	-1.7M	3.2M
Net DEX	49.8M	-275.6M	213.4M	110.7M	-187.2M
Net VEX	-2.1M	-2.6M	-1.6M	-2.2M	-2.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.30	0.77	0.30	0.35
Total Volume	80,381	36,553	173,349	36,553	124,320
Total OI	334,282.333	291,663	381,022	291,663	331,520

Daily Data (21 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
2022-05-02	$75.10	$105.00	118.6%	35.6%	70.9%	8.3%	133.2%	-10.8%	0.2%	-1.7M	110.7M	-2.2M	0.30	3.03	N/A	N/A	28,063	8,490	175,397	116,266
2022-05-03	$77.85	$105.00	120.4%	36.0%	73.6%	8.9%	132.6%	-19.4%	-2.8%	-777.7K	54.9M	-2.4M	0.41	2.92	N/A	N/A	40,457	16,638	184,873	117,756
2022-05-04	$79.20	$105.00	116.6%	34.9%	70.4%	7.7%	133.6%	-18.2%	-0.8%	73.4K	17.3M	-2.5M	0.57	3.41	N/A	N/A	25,330	14,468	194,796	121,723
2022-05-05	$73.35	$110.00	119.7%	33.8%	73.3%	8.7%	133.8%	-17.2%	-2.2%	-1.1M	97.7M	-2.4M	0.51	2.72	N/A	N/A	27,679	14,249	199,659	124,667
2022-05-06	$68.65	$110.00	119.7%	34.4%	75.4%	8.7%	132.6%	-18.3%	-1.6%	-749.9K	168.0M	-2.2M	0.51	2.90	N/A	N/A	35,858	18,279	204,070	125,931
2022-05-09	$63.15	$110.00	135.5%	37.9%	75.6%	14.0%	144.2%	-31.3%	-1.4%	-362.3K	96.0M	-2.0M	0.77	2.36	N/A	N/A	39,604	30,429	183,619	110,708
2022-05-10	$57.90	$110.00	123.9%	35.2%	77.8%	10.1%	134.8%	-18.8%	-1.4%	-1.3M	180.9M	-1.7M	0.66	3.25	N/A	N/A	53,276	35,067	198,901	120,431
2022-05-11	$51.05	$110.00	136.2%	38.5%	84.0%	14.2%	150.5%	-11.4%	-0.6%	-1.2M	213.4M	-1.6M	0.72	3.25	N/A	N/A	51,177	36,765	208,587	124,055
2022-05-12	$54.80	$110.00	152.0%	42.3%	84.9%	19.5%	166.5%	-25.3%	-4.8%	112.4K	126.3M	-1.9M	0.48	2.98	N/A	N/A	111,909	53,280	224,230	130,938
2022-05-13	$58.85	$105.00	144.8%	41.0%	91.7%	17.1%	172.8%	-30.9%	-2.2%	543.5K	85.2M	-2.0M	0.42	3.77	N/A	N/A	67,003	28,442	236,495	137,579
2022-05-16	$58.30	$105.00	141.5%	40.5%	91.4%	16.0%	162.5%	-24.5%	-5.5%	114.5K	102.5M	-2.0M	0.48	2.58	N/A	N/A	42,773	20,450	209,301	125,389
2022-05-17	$63.70	$105.00	135.4%	38.8%	94.2%	14.0%	153.2%	-25.2%	-5.7%	1.1M	45.5M	-2.1M	0.61	4.06	N/A	N/A	34,852	21,345	220,881	133,149
2022-05-18	$63.55	$105.00	141.1%	40.5%	92.6%	15.9%	161.8%	-25.9%	-2.4%	1.4M	36.5M	-2.2M	0.49	2.84	N/A	N/A	65,480	32,167	228,192	136,316
2022-05-19	$65.45	$105.00	140.0%	40.3%	93.8%	15.5%	162.4%	-27.6%	-4.8%	2.2M	12.0M	-2.2M	0.39	2.66	N/A	N/A	48,826	19,061	235,870	139,271
2022-05-20	$59.30	$100.00	144.0%	41.4%	98.6%	16.9%	169.4%	-27.1%	-1.0%	12.5K	104.0M	-2.0M	0.53	2.56	N/A	N/A	50,081	26,627	240,888	140,134
2022-05-23	$57.75	$100.00	137.5%	39.5%	97.8%	14.7%	171.1%	-26.8%	-1.4%	418.9K	27.4M	-1.9M	0.52	2.69	N/A	N/A	26,297	13,675	188,922	106,409
2022-05-24	$52.60	$100.00	139.7%	40.5%	99.3%	15.4%	165.1%	-23.2%	-2.3%	-311.0K	79.3M	-1.7M	0.47	3.90	N/A	N/A	31,642	15,019	197,880	111,293
2022-05-25	$58.50	$100.00	145.6%	42.7%	108.1%	17.4%	182.2%	-32.6%	-1.7%	1.4M	-7.3M	-2.0M	0.33	4.85	N/A	N/A	70,288	22,982	209,096	115,560
2022-05-26	$60.75	$100.00	149.0%	44.7%	109.8%	18.5%	171.3%	-35.2%	0.0%	2.5M	-42.0M	-2.2M	0.32	3.27	N/A	N/A	84,771	27,533	222,809	124,728
2022-05-27	$71.90	$100.00	165.8%	49.9%	127.2%	24.2%	203.6%	-43.3%	-5.0%	6.0M	-275.6M	-2.6M	0.31	2.33	N/A	N/A	131,980	41,369	231,696	129,944
2022-05-31	$72.05	$100.00	160.7%	49.1%	126.9%	22.5%	197.8%	-41.6%	-2.2%	3.2M	-187.2M	-2.5M	0.35	2.45	N/A	N/A	91,776	32,544	211,879	119,641