AMC Options History — September 2022

In September 2022, AMC traded between $68.80 and $102.30. ATM implied volatility averaged 124.2%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 35.6%. IV traded above realized volatility by 16.2% (HV 20d: 108.0%). Max pain ranged from $90.00 to $120.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.45.

Notable Days

2022-09-09: Highest Volume — 29,876 contracts
2022-09-26: Largest IV spike — 10.9% change
2022-09-01: Highest IV Rank — 15.6%
2022-09-01: Largest Expected Move — 38.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$85.53	$68.80	$102.30	$85.70	$70.10
Max Pain	$102.86	$90.00	$120.00	$120.00	$110.00
ATM IV	124.2%	115.3%	135.5%	135.5%	121.5%
Expected Move	35.6%	33.0%	38.9%	38.9%	33.9%
HV 20d	108.0%	78.2%	132.5%	132.5%	106.5%
HV 60d	106.9%	101.7%	110.3%	106.9%	107.0%
IV Rank	11.4%	8.0%	15.6%	15.6%	10.4%
IV Percentile	51.8%	26.2%	73.8%	73.8%	46.0%
Term Structure	1.7%	-1.0%	6.1%	6.1%	4.9%
VWIV	144.9%	129.2%	163.2%	149.5%	129.2%
Skew 25d	-20.2%	-30.7%	3.8%	-28.3%	3.8%
Skew 10d	-44.4%	-76.1%	-6.4%	-57.2%	-6.4%
Call IV 25d	145.2%	123.8%	161.4%	161.4%	123.8%
Put IV 25d	125.0%	115.4%	133.7%	133.1%	127.6%
Bid-Ask Spread %	11.81	2.25	28.03	2.87	26.71
Gamma HHI	0.10	0.05	0.31	0.10	0.11
Net GEX	637.9K	-1.0M	2.3M	156.9K	-36.5K
Net DEX	9.2M	-44.7M	66.6M	14.2M	66.6M
Net VEX	-468.0K	-726.3K	-228.5K	-228.5K	-565.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.28	0.89	0.47	0.89
Total Volume	17,981.333	11,334	29,876	14,138	17,833
Total OI	75,844.952	40,973	122,667	40,973	119,403

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
2022-09-01	$85.70	$120.00	135.5%	38.9%	132.5%	15.6%	149.5%	-28.3%	6.1%	156.9K	14.2M	-228.5K	0.47	2.87	N/A	N/A	9,638	4,500	26,620	14,353
2022-09-02	$88.90	$120.00	135.3%	36.1%	120.1%	15.5%	134.4%	-25.0%	2.9%	496.5K	6.5M	-257.5K	0.37	2.25	N/A	N/A	13,687	5,057	28,965	16,568
2022-09-06	$82.40	$100.00	130.4%	38.0%	116.7%	13.7%	148.2%	-22.6%	-0.7%	420.3K	43.7M	-584.1K	0.47	23.52	N/A	N/A	9,786	4,579	67,944	31,802
2022-09-07	$84.20	$100.00	129.7%	36.9%	116.6%	13.4%	141.0%	-16.7%	1.0%	432.2K	55.4M	-600.9K	0.53	22.86	N/A	N/A	8,712	4,654	70,743	33,126
2022-09-08	$85.90	$90.00	123.8%	36.3%	115.9%	11.2%	138.4%	-19.8%	1.5%	590.1K	10.0M	-253.9K	0.36	3.33	N/A	N/A	8,331	3,003	30,427	16,921
2022-09-09	$96.80	$90.00	122.9%	35.6%	118.9%	10.9%	133.3%	-19.6%	-1.0%	952.3K	-44.7M	-293.0K	0.28	2.45	N/A	N/A	23,433	6,443	32,684	17,211
2022-09-12	$102.30	$90.00	125.0%	35.8%	120.1%	11.7%	158.9%	-26.5%	0.3%	1.6M	-44.5M	-336.1K	0.29	2.43	N/A	N/A	21,545	6,332	30,635	16,591
2022-09-13	$96.10	$100.00	121.4%	35.5%	121.6%	10.3%	151.5%	-23.8%	1.9%	1.4M	13.3M	-710.1K	0.42	20.29	N/A	N/A	11,468	4,835	77,226	35,494
2022-09-14	$98.60	$100.00	122.7%	35.4%	121.6%	10.8%	163.2%	-24.8%	0.9%	1.9M	-31.9M	-366.0K	0.29	3.05	N/A	N/A	11,728	3,409	37,841	20,012
2022-09-15	$98.90	$100.00	123.9%	36.0%	110.4%	11.3%	150.5%	-27.5%	1.1%	2.3M	-35.8M	-366.9K	0.33	5.02	N/A	N/A	15,470	5,165	39,739	20,736
2022-09-16	$90.80	$100.00	123.8%	35.5%	110.2%	11.2%	157.5%	-30.7%	-0.9%	-1.0M	45.9M	-726.3K	0.49	23.53	N/A	N/A	14,440	7,094	84,027	38,640
2022-09-19	$90.90	$110.00	116.7%	33.6%	105.7%	8.6%	138.5%	-25.3%	1.2%	633.5K	-19.2M	-374.2K	0.31	2.36	N/A	N/A	11,822	3,709	29,154	13,897
2022-09-20	$87.20	$100.00	119.6%	34.4%	85.7%	9.7%	149.8%	-30.5%	1.8%	554.8K	-13.0M	-395.2K	0.33	2.49	N/A	N/A	8,938	2,916	33,923	15,323
2022-09-21	$86.20	$100.00	115.3%	33.0%	78.2%	8.0%	140.4%	-26.9%	6.0%	432.5K	-9.8M	-400.6K	0.31	3.32	N/A	N/A	9,490	2,930	36,962	16,222
2022-09-22	$78.70	$100.00	118.9%	34.1%	83.6%	9.4%	135.0%	-21.3%	-0.2%	-56.2K	17.5M	-356.8K	0.44	3.04	N/A	N/A	13,175	5,857	39,331	16,972
2022-09-23	$81.10	$100.00	119.2%	34.1%	84.8%	9.5%	139.2%	-20.6%	0.7%	366.3K	872.9K	-400.2K	0.51	3.48	N/A	N/A	12,692	6,437	43,193	17,946
2022-09-26	$68.80	$110.00	132.2%	38.5%	100.7%	14.4%	154.3%	-21.8%	0.9%	283.8K	33.6M	-570.0K	0.43	28.03	N/A	N/A	15,835	6,827	66,374	28,218
2022-09-27	$74.70	$100.00	126.6%	36.6%	105.0%	12.3%	157.9%	-8.9%	0.3%	696.8K	19.8M	-681.7K	0.46	20.02	N/A	N/A	15,108	6,993	72,536	30,316
2022-09-28	$76.40	$110.00	119.3%	34.2%	105.6%	9.6%	136.2%	-1.8%	4.7%	1.0M	16.5M	-696.5K	0.65	25.33	N/A	N/A	9,289	6,018	77,292	32,876
2022-09-29	$71.40	$110.00	124.4%	35.8%	107.4%	11.5%	136.9%	-5.3%	1.9%	304.6K	48.6M	-664.6K	0.71	21.67	N/A	N/A	10,786	7,644	79,643	34,858
2022-09-30	$70.10	$110.00	121.5%	33.9%	106.5%	10.4%	129.2%	3.8%	4.9%	-36.5K	66.6M	-565.8K	0.89	26.71	N/A	N/A	9,425	8,408	81,921	37,482