AMC Options History — June 2022

In June 2022, AMC traded between $56.95 and $71.30. ATM implied volatility averaged 127.7%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded above realized volatility by 5.6% (HV 20d: 122.1%). Max pain ranged from $75.00 to $100.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2022-06-27: Highest Volume — 132,520 contracts
2022-06-27: Largest IV spike — 9.8% change
2022-06-27: Highest IV Rank — 33.2%
2022-06-01: Largest Expected Move — 46.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$63.27	$56.95	$71.30	$64.40	$68.05
Max Pain	$85.83	$75.00	$100.00	$100.00	$85.00
ATM IV	127.7%	118.5%	152.0%	152.0%	120.7%
Expected Move	36.6%	32.5%	46.6%	46.6%	32.5%
HV 20d	122.1%	104.6%	132.1%	131.8%	104.6%
HV 60d	124.1%	103.2%	134.7%	131.7%	105.3%
IV Rank	19.6%	12.0%	33.2%	19.6%	24.6%
IV Percentile	47.2%	30.2%	75.4%	75.4%	36.5%
Term Structure	1.0%	-2.5%	4.1%	-2.5%	0.5%
VWIV	146.0%	120.6%	180.1%	180.1%	120.6%
Skew 25d	-19.1%	-35.9%	-10.1%	-35.9%	-10.1%
Skew 10d	-41.0%	-57.8%	-19.7%	-41.4%	-23.9%
Call IV 25d	149.1%	135.1%	186.3%	186.3%	135.3%
Put IV 25d	130.0%	122.2%	150.4%	150.4%	125.2%
Bid-Ask Spread %	3.52	2.23	6.38	2.98	2.46
Gamma HHI	0.07	0.04	0.15	0.04	0.09
Net GEX	2.0M	-986.1K	4.7M	1.9M	4.7M
Net DEX	11.3M	-128.0M	134.6M	-53.7M	-60.5M
Net VEX	-2.0M	-2.3M	-1.7M	-2.3M	-2.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.30	0.54	0.48	0.42
Total Volume	61,485.857	38,522	132,520	75,578	46,928
Total OI	353,562.762	280,917	395,983	367,031	347,348

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
2022-06-01	$64.40	$100.00	152.0%	46.6%	131.8%	19.6%	180.1%	-35.9%	-2.5%	1.9M	-53.7M	-2.3M	0.48	2.98	N/A	N/A	50,907	24,671	237,630	129,401
2022-06-02	$66.10	$75.00	143.1%	40.6%	132.1%	18.2%	178.8%	-33.8%	-1.1%	2.5M	-63.0M	-2.3M	0.39	6.38	N/A	N/A	52,553	20,483	247,379	133,487
2022-06-03	$61.70	$75.00	130.6%	37.5%	131.6%	13.6%	148.9%	-27.4%	-0.4%	-986.1K	48.5M	-2.0M	0.42	5.26	N/A	N/A	55,853	23,624	258,070	136,572
2022-06-06	$59.45	$75.00	125.9%	37.2%	130.3%	12.0%	153.6%	-21.6%	4.1%	583.1K	65.2M	-1.9M	0.44	3.91	N/A	N/A	33,726	14,797	223,562	120,471
2022-06-07	$65.25	$75.00	127.0%	36.9%	131.6%	14.7%	147.8%	-21.7%	1.1%	2.5M	-17.7M	-2.1M	0.33	4.81	N/A	N/A	54,937	18,008	234,599	123,144
2022-06-08	$67.20	$80.00	128.1%	36.8%	127.7%	16.8%	152.9%	-22.6%	0.8%	3.3M	-43.4M	-2.2M	0.37	3.36	N/A	N/A	58,065	21,540	244,643	128,634
2022-06-09	$63.15	$90.00	128.0%	37.3%	120.6%	17.1%	152.2%	-24.2%	2.6%	1.6M	43.6M	-2.0M	0.42	3.84	N/A	N/A	39,634	16,646	253,280	134,451
2022-06-10	$61.90	$90.00	122.4%	35.6%	118.9%	14.3%	150.0%	-15.9%	1.9%	1.1M	86.1M	-2.0M	0.44	3.99	N/A	N/A	39,326	17,264	259,971	136,012
2022-06-13	$56.95	$90.00	133.4%	38.3%	120.3%	19.8%	152.9%	-14.8%	-0.8%	208.6K	120.6M	-1.8M	0.40	2.97	N/A	N/A	36,767	14,610	234,292	128,036
2022-06-14	$58.30	$90.00	131.0%	37.7%	120.6%	19.1%	151.7%	-17.1%	0.1%	697.7K	108.5M	-1.9M	0.30	3.43	N/A	N/A	29,589	8,933	242,598	129,300
2022-06-15	$63.85	$90.00	125.8%	36.1%	120.9%	17.9%	145.0%	-13.1%	1.6%	2.5M	58.3M	-2.0M	0.34	4.45	N/A	N/A	40,644	13,853	250,935	132,253
2022-06-16	$58.40	$90.00	130.3%	37.3%	125.0%	20.5%	150.8%	-13.0%	1.7%	847.2K	134.6M	-1.8M	0.51	3.34	N/A	N/A	29,057	14,701	257,669	134,394
2022-06-17	$61.45	$90.00	119.8%	34.1%	126.0%	15.5%	135.9%	-11.0%	3.5%	3.2M	106.1M	-1.8M	0.38	2.93	N/A	N/A	48,769	18,389	260,546	133,939
2022-06-21	$62.25	$90.00	122.8%	34.8%	120.9%	17.4%	143.0%	-19.6%	1.1%	1.9M	-19.2M	-1.8M	0.41	3.22	N/A	N/A	34,378	14,063	186,621	94,296
2022-06-22	$62.60	$90.00	120.8%	34.2%	120.4%	17.7%	139.5%	-17.5%	0.1%	2.5M	-26.1M	-1.8M	0.37	2.95	N/A	N/A	32,729	12,019	198,677	100,401
2022-06-23	$58.70	$90.00	125.1%	35.3%	117.7%	24.2%	130.6%	-19.6%	2.9%	1.2M	22.7M	-1.7M	0.51	2.92	N/A	N/A	32,793	16,869	203,915	103,567
2022-06-24	$60.20	$82.50	118.5%	33.1%	111.8%	22.2%	133.8%	-13.5%	1.8%	2.0M	15.7M	-1.8M	0.48	2.74	N/A	N/A	38,562	18,643	211,635	108,427
2022-06-27	$71.30	$85.00	130.1%	37.4%	126.3%	33.2%	141.4%	-25.9%	0.3%	3.0M	-128.0M	-2.1M	0.37	3.00	N/A	N/A	96,613	35,907	192,418	103,995
2022-06-28	$68.35	$85.00	123.9%	34.9%	112.1%	27.6%	130.6%	-11.9%	0.1%	3.5M	-77.9M	-2.0M	0.54	2.84	N/A	N/A	45,639	24,777	214,500	113,292
2022-06-29	$69.10	$85.00	121.8%	34.1%	112.2%	25.6%	126.2%	-10.7%	2.0%	4.2M	-83.1M	-2.1M	0.40	2.23	N/A	N/A	31,431	12,506	222,554	117,904
2022-06-30	$68.05	$85.00	120.7%	32.5%	104.6%	24.6%	120.6%	-10.1%	0.5%	4.7M	-60.5M	-2.1M	0.42	2.46	N/A	N/A	33,104	13,824	227,276	120,072