AMC Options History — August 2022 In August 2022, AMC traded between $77.00 and $129.20. ATM implied volatility averaged 169.5%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 44.7%. IV traded above realized volatility by 58.4% (HV 20d: 111.1%). Max pain ranged from $80.00 to $200.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.44.
Notable Days 2022-08-05 : Highest Volume — 260,492 contracts2022-08-22 : Largest IV spike — 109.9% change2022-08-22 : Highest IV Rank — 100.0%2022-08-22 : Largest Expected Move — 107.7%Monthly Statistics Metric Avg Min Max Open Close Price $102.46 $77.00 $129.20 $77.00 $90.10 Max Pain $116.74 $80.00 $200.00 $80.00 $160.00 ATM IV 169.5% 110.1% 361.1% 110.1% 132.3% Expected Move 44.7% 31.5% 107.7% 31.5% 35.6% HV 20d 111.1% 76.5% 137.5% 83.7% 132.5% HV 60d 108.5% 105.4% 115.9% 107.2% 107.8% IV Rank 48.8% 14.4% 100.0% 15.1% 14.4% IV Percentile 81.6% 12.3% 100.0% 12.3% 69.0% Term Structure -5.9% -112.6% 53.7% -1.8% 13.5% VWIV 159.5% 119.1% 193.7% 119.1% 138.2% Skew 25d -55.1% -296.0% -7.8% -7.8% -17.0% Skew 10d -58.5% -175.5% -17.1% -21.4% -79.6% Call IV 25d 202.6% 120.5% 367.9% 120.5% 153.7% Put IV 25d 147.5% 70.0% 263.6% 112.7% 136.8% Bid-Ask Spread % 4.83 2.10 17.96 3.22 17.96 Gamma HHI 0.06 0.03 0.09 0.05 0.06 Net GEX 4.0M -2.4M 12.2M 2.9M 735.3K Net DEX -322.6M -1.08B 222.7M -116.7M 45.2M Net VEX -135546762.01B -3117575526.21B -186.8K -2.0M -618.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.21 1.09 0.27 0.49 Total Volume 82,984.304 0 260,492 36,462 17,129 Total OI 234,088.826 25,783 363,470 231,350 99,479
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 2022-08-01 $77.00 $80.00 110.1% 31.5% 83.7% 15.1% 119.1% -7.8% -1.8% 2.9M -116.7M -2.0M 0.27 3.22 N/A N/A 28,820 7,642 139,879 91,471 2022-08-02 $84.10 $80.00 111.8% 32.4% 84.6% 16.7% 122.6% -13.8% -0.8% 5.2M -242.5M -2.2M 0.27 3.42 N/A N/A 56,285 14,957 149,512 93,982 2022-08-03 $90.40 $80.00 114.0% 34.0% 86.7% 18.7% 138.5% -14.0% -2.6% 6.3M -360.5M -2.5M 0.35 3.41 N/A N/A 51,717 17,864 156,190 98,806 2022-08-04 $94.55 $80.00 129.8% 35.6% 76.5% 33.3% 145.7% -27.9% -4.5% 6.6M -452.6M -2.6M 0.30 2.66 N/A N/A 87,063 26,096 163,030 105,317 2022-08-05 $110.10 $80.00 143.6% 39.5% 90.9% 46.2% 152.2% -26.1% -4.9% 9.2M -813.2M -3.0M 0.41 4.15 N/A N/A 184,105 76,387 178,058 114,613 2022-08-08 $119.80 $85.00 171.7% 47.0% 93.5% 72.2% 176.9% -38.7% -6.6% 6.6M -792.6M -3.5M 0.38 3.71 N/A N/A 135,840 52,057 158,895 114,997 2022-08-09 $113.10 $90.00 165.3% 45.5% 97.5% 66.2% 171.5% -35.9% -5.8% 6.5M -668.8M -3.5M 0.40 3.63 N/A N/A 75,080 29,828 185,705 132,213 2022-08-10 $117.15 $90.00 164.8% 46.0% 96.7% 65.8% 171.3% -44.0% -4.0% 8.3M -767.0M -3.6M 0.32 3.38 N/A N/A 83,402 26,991 195,713 135,885 2022-08-11 $129.20 $100.00 176.6% 49.4% 99.3% 76.7% 179.7% -32.2% -5.7% 12.2M -1.08B -3.9M 0.34 3.33 N/A N/A 108,232 36,999 204,555 142,556 2022-08-12 $121.90 $100.00 162.5% 45.5% 103.7% 63.6% 165.6% -29.7% -7.2% 9.7M -802.5M -3.8M 0.30 3.32 N/A N/A 137,060 40,807 213,139 150,331 2022-08-15 $119.90 $100.00 153.9% 43.8% 102.9% 55.7% 161.5% -19.1% -3.4% 6.7M -646.9M -3.6M 0.40 2.59 N/A N/A 61,631 24,357 178,831 135,150 2022-08-16 $123.10 $100.00 164.8% 47.0% 102.7% 65.8% 172.4% -30.1% -5.5% 7.9M -773.4M -3.8M 0.28 5.45 N/A N/A 88,244 24,476 190,511 140,640 2022-08-17 $106.20 $100.00 164.7% 47.2% 116.5% 65.7% 170.3% -38.2% -4.8% 3.9M -392.0M -3.5M 0.60 6.55 N/A N/A 67,426 40,336 193,580 145,682 2022-08-18 $97.30 $100.00 154.4% 44.4% 120.5% 56.2% 170.3% -29.2% -1.9% 492.7K -144.0M -3.1M 0.85 2.10 N/A N/A 61,674 52,331 200,224 151,423 2022-08-19 $89.20 $100.00 172.0% 50.1% 119.5% 72.5% 186.4% -27.6% -5.8% -2.4M 23.9M -2.9M 1.09 5.88 N/A N/A 59,157 64,773 204,812 156,192 2022-08-22 $105.70 $200.00 361.1% 107.7% 131.2% 100.0% 0.0% -73.5% 2.8% 473.1K -23.1M -1.6M 0.00 6.95 N/A N/A 0 0 81,114 69,833 2022-08-23 $95.30 $200.00 245.5% 44.5% 136.0% 56.7% 167.1% -294.5% -33.9% -647.2K 222.7M -1.5M 0.58 5.25 N/A N/A 7,060 4,083 81,114 69,833 2022-08-24 $96.40 $200.00 258.0% 41.3% 135.9% 61.4% 150.7% -296.0% -112.6% 449.1K 138.4M -3117575526.21B 0.52 5.23 N/A N/A 5,880 3,067 62,773 34,285 2022-08-25 $96.10 $170.00 147.1% 39.9% 136.1% 19.9% 136.9% -89.1% 3.2% 396.8K 118.0M -727.0K 0.31 5.54 N/A N/A 5,752 1,769 65,640 36,098 2022-08-26 $91.90 $150.00 210.4% 38.6% 137.5% 43.6% 193.7% -18.9% 53.7% 657.0K 101.7M -794.7K 0.72 5.44 N/A N/A 9,099 6,585 68,384 36,134 2022-08-29 $95.30 $120.00 141.8% 40.8% 137.0% 18.0% 157.0% -30.3% 2.0% 313.1K 3.4M -186.8K 0.21 4.20 N/A N/A 12,176 2,542 15,030 10,753 2022-08-30 $92.80 $120.00 142.3% 39.6% 134.4% 18.1% 161.9% -33.4% 0.7% 544.2K -1.7M -207.1K 0.28 3.73 N/A N/A 9,295 2,565 19,897 11,784 2022-08-31 $90.10 $160.00 132.3% 35.6% 132.5% 14.4% 138.2% -17.0% 13.5% 735.3K 45.2M -618.3K 0.49 17.96 N/A N/A 11,489 5,640 69,098 30,381
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