AMC Options History — July 2022 In July 2022, AMC traded between $63.20 and $88.30. ATM implied volatility averaged 117.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded above realized volatility by 20.6% (HV 20d: 96.5%). Max pain ranged from $65.00 to $85.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.42.
Notable Days 2022-07-07 : Highest Volume — 113,179 contracts2022-07-07 : Largest IV spike — 7.2% change2022-07-11 : Highest IV Rank — 29.3%2022-07-11 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $74.97 $63.20 $88.30 $67.45 $73.05 Max Pain $79.88 $65.00 $85.00 $80.00 $80.00 ATM IV 117.1% 107.0% 125.8% 118.6% 107.0% Expected Move 33.1% 29.6% 35.6% 31.1% 29.6% HV 20d 96.5% 82.1% 107.9% 104.3% 82.1% HV 60d 105.7% 104.0% 107.1% 104.0% 106.7% IV Rank 21.4% 12.3% 29.3% 22.7% 12.3% IV Percentile 28.1% 7.1% 50.8% 31.0% 7.1% Term Structure 0.2% -3.1% 8.3% 3.6% 0.4% VWIV 123.5% 113.8% 136.5% 117.8% 115.3% Skew 25d -10.4% -14.6% -4.2% -7.9% -7.0% Skew 10d -18.6% -29.1% -6.7% -22.1% -15.1% Call IV 25d 129.7% 115.9% 141.4% 130.5% 115.9% Put IV 25d 119.3% 108.8% 129.0% 122.6% 108.8% Bid-Ask Spread % 3.08 2.33 4.46 2.33 3.03 Gamma HHI 0.11 0.05 0.36 0.25 0.09 Net GEX 4.5M 1.3M 8.9M 5.7M 3.3M Net DEX -123.2M -354.4M 34.5M -38.7M -68.9M Net VEX -2.1M -2.5M -1.8M -2.0M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.32 0.73 0.40 0.35 Total Volume 62,288.25 34,466 113,179 63,672 42,080 Total OI 294,734.35 213,710 367,434 350,591 261,250
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 2022-07-01 $67.45 $80.00 118.6% 31.1% 104.3% 22.7% 117.8% -7.9% 3.6% 5.7M -38.7M -2.0M 0.40 2.33 N/A N/A 45,511 18,161 229,642 120,949 2022-07-05 $63.50 $65.00 120.7% 35.1% 103.6% 24.6% 133.1% -12.4% 0.6% 1.3M 33.1M -1.8M 0.44 3.41 N/A N/A 28,051 12,205 203,857 110,785 2022-07-06 $63.20 $65.00 115.7% 34.3% 102.6% 20.1% 136.5% -12.8% 8.3% 1.7M 34.5M -1.8M 0.48 2.71 N/A N/A 26,825 12,841 213,330 111,888 2022-07-07 $72.10 $85.00 124.0% 34.4% 107.9% 27.6% 126.4% -13.1% -3.1% 5.3M -129.1M -2.0M 0.37 4.46 N/A N/A 82,775 30,404 218,101 112,989 2022-07-08 $74.25 $85.00 118.8% 33.6% 107.9% 22.9% 124.3% -12.3% 0.0% 8.9M -159.7M -2.1M 0.41 2.89 N/A N/A 67,018 27,426 229,259 122,227 2022-07-11 $74.65 $80.00 125.8% 35.6% 105.0% 29.3% 132.1% -12.4% -1.6% 4.0M -118.9M -2.1M 0.43 3.31 N/A N/A 33,917 14,488 213,685 113,797 2022-07-12 $77.90 $80.00 123.7% 34.9% 105.1% 27.3% 126.8% -11.9% -1.7% 5.5M -182.8M -2.1M 0.39 2.58 N/A N/A 66,501 25,878 221,915 116,193 2022-07-13 $76.50 $85.00 120.0% 34.0% 99.7% 24.0% 124.2% -10.5% -1.6% 5.2M -152.1M -2.1M 0.73 3.53 N/A N/A 35,344 25,678 229,424 122,665 2022-07-14 $75.25 $85.00 118.9% 33.7% 100.2% 23.0% 123.6% -11.6% -2.0% 5.0M -113.5M -2.1M 0.51 2.62 N/A N/A 42,671 21,675 233,387 127,281 2022-07-15 $76.20 $80.00 114.4% 32.8% 95.9% 18.9% 121.2% -8.5% -0.2% 6.5M -137.6M -2.0M 0.44 2.57 N/A N/A 43,712 19,232 237,722 129,712 2022-07-18 $81.95 $80.00 119.8% 34.2% 91.0% 24.1% 123.8% -9.8% -1.4% 4.2M -227.7M -2.2M 0.37 4.36 N/A N/A 67,205 24,695 126,307 87,403 2022-07-19 $81.95 $80.00 119.5% 34.2% 90.3% 23.8% 124.5% -12.8% -0.2% 5.1M -233.6M -2.3M 0.32 2.88 N/A N/A 65,718 21,258 143,691 95,949 2022-07-20 $88.30 $80.00 119.4% 34.2% 92.8% 23.8% 124.3% -14.6% -0.9% 7.7M -354.4M -2.5M 0.38 3.16 N/A N/A 49,369 18,942 151,836 100,725 2022-07-21 $85.10 $80.00 116.0% 33.3% 94.7% 20.6% 122.6% -13.7% -0.3% 5.7M -266.6M -2.4M 0.38 2.51 N/A N/A 48,357 18,171 153,777 105,395 2022-07-22 $77.30 $85.00 111.9% 31.9% 98.8% 16.8% 120.3% -13.3% 1.3% 4.5M -87.4M -2.2M 0.51 2.50 N/A N/A 41,999 21,492 161,144 107,849 2022-07-25 $74.35 $82.50 113.5% 32.2% 100.5% 18.3% 119.2% -5.6% 0.0% 2.1M -81.3M -2.0M 0.36 3.02 N/A N/A 26,325 9,391 139,132 94,555 2022-07-26 $70.60 $80.00 112.9% 31.9% 83.3% 17.7% 119.7% -4.2% 0.5% 1.7M -38.1M -2.0M 0.40 3.20 N/A N/A 24,571 9,895 146,492 96,556 2022-07-27 $72.50 $80.00 112.1% 31.4% 82.3% 16.9% 120.0% -6.8% -0.3% 2.4M -62.8M -2.0M 0.34 2.79 N/A N/A 27,649 9,469 150,436 97,875 2022-07-28 $73.30 $80.00 108.4% 30.4% 82.3% 13.5% 113.8% -7.2% 1.8% 3.6M -79.0M -2.0M 0.37 3.68 N/A N/A 28,388 10,478 156,373 99,134 2022-07-29 $73.05 $80.00 107.0% 29.6% 82.1% 12.3% 115.3% -7.0% 0.4% 3.3M -68.9M -2.0M 0.35 3.03 N/A N/A 31,219 10,861 160,927 100,323
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