AMC Options History — October 2022

In October 2022, AMC traded between $59.10 and $78.50. ATM implied volatility averaged 132.4%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 38.1%. IV traded above realized volatility by 31.0% (HV 20d: 101.4%). Max pain ranged from $80.00 to $110.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2022-10-13: Highest Volume — 39,275 contracts
2022-10-18: Largest IV drop — 9.1% change
2022-10-12: Highest IV Rank — 21.2%
2022-10-12: Largest Expected Move — 41.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$65.54	$59.10	$78.50	$68.80	$66.40
Max Pain	$95.71	$80.00	$110.00	$110.00	$80.00
ATM IV	132.4%	116.7%	150.6%	122.1%	127.1%
Expected Move	38.1%	34.3%	41.8%	34.7%	38.0%
HV 20d	101.4%	84.2%	115.7%	105.0%	84.6%
HV 60d	110.0%	102.8%	112.7%	106.9%	102.8%
IV Rank	13.9%	6.7%	21.2%	10.6%	10.7%
IV Percentile	64.9%	22.6%	89.3%	48.4%	58.3%
Term Structure	0.2%	-5.2%	7.9%	2.3%	2.1%
VWIV	146.5%	125.9%	173.2%	125.9%	154.5%
Skew 25d	-2.1%	-20.2%	8.8%	6.6%	-20.2%
Skew 10d	-12.9%	-37.8%	18.7%	9.4%	-34.9%
Call IV 25d	141.9%	126.3%	154.3%	126.3%	147.6%
Put IV 25d	139.8%	120.6%	160.6%	132.9%	127.4%
Bid-Ask Spread %	6.70	2.68	29.32	25.78	3.99
Gamma HHI	0.09	0.06	0.27	0.07	0.07
Net GEX	464.2K	-547.3K	1.6M	72.8K	545.8K
Net DEX	49.6M	8.8M	80.7M	64.0M	29.0M
Net VEX	-720.7K	-866.9K	-578.9K	-578.9K	-767.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.23	1.62	0.31	0.23
Total Volume	19,320.952	10,244	39,275	13,091	26,646
Total OI	132,416.905	107,354	156,996	107,354	125,144

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
2022-10-03	$68.80	$110.00	122.1%	34.7%	105.0%	10.6%	125.9%	6.6%	2.3%	72.8K	64.0M	-578.9K	0.31	25.78	N/A	N/A	10,027	3,064	70,311	37,043
2022-10-04	$78.50	$110.00	131.4%	37.4%	114.0%	14.1%	146.0%	0.9%	2.0%	847.7K	23.3M	-706.3K	0.48	19.13	N/A	N/A	24,545	11,875	74,139	38,525
2022-10-05	$73.60	$110.00	128.6%	36.0%	115.7%	13.0%	136.9%	-2.9%	3.3%	662.5K	50.7M	-701.6K	0.40	29.32	N/A	N/A	13,256	5,298	80,702	44,884
2022-10-06	$71.90	$90.00	127.4%	37.0%	115.4%	12.6%	140.0%	-3.5%	-1.8%	725.4K	53.6M	-705.6K	0.37	3.03	N/A	N/A	10,466	3,857	82,980	45,289
2022-10-07	$64.90	$90.00	135.6%	39.5%	109.4%	15.6%	152.3%	-4.9%	7.9%	-547.3K	80.7M	-633.7K	0.42	2.89	N/A	N/A	13,971	5,826	84,446	46,050
2022-10-10	$64.10	$90.00	138.2%	38.4%	105.8%	16.6%	141.5%	1.1%	-5.1%	-73.4K	74.0M	-614.8K	0.33	2.68	N/A	N/A	12,540	4,088	78,169	44,188
2022-10-11	$61.20	$90.00	139.9%	40.5%	105.1%	17.3%	158.1%	4.0%	0.1%	-40.0K	76.0M	-607.7K	0.57	3.62	N/A	N/A	10,869	6,240	81,884	44,832
2022-10-12	$59.10	$100.00	150.6%	41.8%	103.6%	21.2%	155.0%	8.7%	-5.1%	-19.4K	78.1M	-638.9K	0.76	8.17	N/A	N/A	14,175	10,707	84,003	46,431
2022-10-13	$60.50	$100.00	144.6%	41.0%	104.6%	19.0%	161.3%	8.8%	0.1%	-378.4K	75.7M	-659.2K	1.62	5.80	N/A	N/A	15,007	24,268	87,776	50,464
2022-10-14	$60.00	$100.00	146.6%	41.2%	102.2%	19.8%	169.1%	5.4%	-4.1%	228.9K	63.2M	-700.7K	0.60	3.23	N/A	N/A	12,243	7,337	89,921	54,220
2022-10-17	$63.00	$100.00	146.2%	41.7%	104.9%	19.6%	158.8%	0.4%	-0.7%	193.9K	57.4M	-677.6K	0.32	3.24	N/A	N/A	15,288	4,918	83,223	50,858
2022-10-18	$65.40	$100.00	132.9%	38.2%	106.4%	14.6%	145.3%	5.4%	-2.8%	786.2K	45.4M	-745.0K	0.59	2.98	N/A	N/A	13,179	7,776	90,101	53,209
2022-10-19	$61.20	$100.00	140.9%	40.4%	107.9%	17.6%	173.2%	-3.0%	-0.2%	317.4K	50.2M	-822.6K	0.56	3.22	N/A	N/A	7,882	4,453	94,093	57,646
2022-10-20	$63.70	$100.00	129.9%	37.5%	106.0%	13.5%	138.1%	-0.8%	-5.2%	600.9K	60.6M	-734.9K	0.48	3.25	N/A	N/A	10,865	5,253	95,357	58,806
2022-10-21	$65.30	$100.00	133.9%	38.6%	105.8%	15.0%	143.5%	-3.8%	-2.2%	1.6M	43.2M	-849.0K	0.42	3.18	N/A	N/A	11,256	4,704	97,475	59,521
2022-10-24	$63.70	$100.00	126.6%	36.9%	89.2%	10.5%	141.7%	-3.7%	4.6%	496.3K	27.1M	-785.7K	0.40	4.22	N/A	N/A	7,856	3,104	78,099	44,552
2022-10-25	$68.20	$100.00	124.5%	36.9%	87.5%	9.7%	134.2%	-6.3%	2.3%	996.8K	8.8M	-866.9K	0.30	3.50	N/A	N/A	15,555	4,593	80,771	45,554
2022-10-26	$66.60	$80.00	119.3%	35.5%	87.2%	7.7%	139.2%	-13.2%	3.1%	1.1M	21.6M	-765.2K	0.51	3.19	N/A	N/A	9,752	5,014	84,326	46,456
2022-10-27	$65.40	$80.00	116.7%	34.5%	84.3%	6.7%	132.6%	-15.8%	3.7%	745.2K	27.6M	-781.2K	0.38	3.18	N/A	N/A	7,407	2,837	85,981	47,617
2022-10-28	$64.80	$80.00	116.9%	34.3%	84.2%	6.8%	128.2%	-7.3%	-0.4%	926.7K	31.8M	-791.7K	0.47	3.16	N/A	N/A	12,035	5,708	87,482	48,227
2022-10-31	$66.40	$80.00	127.1%	38.0%	84.6%	10.7%	154.5%	-20.2%	2.1%	545.8K	29.0M	-767.3K	0.23	3.99	N/A	N/A	21,733	4,913	79,179	45,965