AMC Options History — November 2022

In November 2022, AMC traded between $50.80 and $79.80. ATM implied volatility averaged 130.6%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 37.5%. IV traded above realized volatility by 33.5% (HV 20d: 97.1%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2022-11-11: Highest Volume — 48,826 contracts
2022-11-07: Largest IV spike — 12.5% change
2022-11-16: Highest IV Rank — 19.5%
2022-11-16: Largest Expected Move — 43.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$67.80	$50.80	$79.80	$61.50	$72.10
Max Pain	$93.33	$80.00	$100.00	$80.00	$90.00
ATM IV	130.6%	119.4%	150.1%	124.4%	120.2%
Expected Move	37.5%	33.1%	43.0%	36.8%	33.1%
HV 20d	97.1%	63.0%	114.0%	72.4%	111.1%
HV 60d	101.5%	98.5%	108.0%	101.8%	100.1%
IV Rank	12.0%	7.8%	19.5%	9.7%	8.1%
IV Percentile	57.7%	25.4%	88.9%	50.8%	30.6%
Term Structure	1.2%	-4.4%	6.3%	-0.5%	1.6%
VWIV	145.3%	122.4%	193.6%	149.9%	122.4%
Skew 25d	-11.8%	-21.2%	-1.2%	-21.2%	-9.9%
Skew 10d	-27.7%	-50.0%	-5.2%	-42.1%	-11.8%
Call IV 25d	145.8%	130.2%	165.8%	145.7%	131.7%
Put IV 25d	134.0%	120.9%	153.9%	124.5%	121.9%
Bid-Ask Spread %	21.19	2.65	33.75	3.56	2.65
Gamma HHI	0.09	0.07	0.22	0.07	0.09
Net GEX	650.7K	-260.0K	2.2M	310.1K	21.6K
Net DEX	18.2M	-50.8M	82.7M	35.3M	-7.1M
Net VEX	-778.5K	-960.4K	-565.6K	-817.4K	-850.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.32	0.78	0.32	0.39
Total Volume	22,610.286	7,591	48,826	11,422	18,302
Total OI	137,304.286	90,267	167,204	132,524	105,931

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
2022-11-01	$61.50	$80.00	124.4%	36.8%	72.4%	9.7%	149.9%	-21.2%	-0.5%	310.1K	35.3M	-817.4K	0.32	3.56	N/A	N/A	8,676	2,746	84,768	47,756
2022-11-02	$58.20	$80.00	126.2%	36.8%	71.5%	10.3%	145.2%	-19.9%	-1.6%	-50.1K	67.3M	-656.7K	0.51	3.42	N/A	N/A	8,852	4,540	86,351	48,181
2022-11-03	$57.10	$80.00	125.0%	36.9%	71.5%	9.9%	148.3%	-20.4%	3.9%	-133.1K	67.6M	-668.1K	0.37	32.06	N/A	N/A	8,027	2,995	88,484	49,347
2022-11-04	$56.10	$80.00	121.6%	36.3%	63.0%	8.6%	136.6%	-18.8%	-1.1%	70.1K	63.8M	-688.7K	0.71	32.34	N/A	N/A	9,321	6,585	90,681	49,662
2022-11-07	$53.80	$80.00	136.8%	38.7%	64.2%	14.4%	152.6%	-13.7%	-1.6%	-26.6K	64.8M	-606.9K	0.56	32.35	N/A	N/A	10,981	6,176	82,046	47,680
2022-11-08	$55.10	$90.00	142.2%	40.7%	63.6%	16.4%	193.6%	-13.6%	1.0%	92.8K	55.4M	-644.1K	0.64	29.98	N/A	N/A	15,931	10,228	86,433	50,315
2022-11-09	$50.80	$100.00	129.3%	38.5%	68.4%	11.5%	145.5%	-1.2%	6.3%	-260.0K	82.7M	-565.6K	0.58	16.65	N/A	N/A	14,135	8,208	92,094	53,185
2022-11-10	$62.40	$100.00	122.8%	35.9%	101.8%	9.1%	134.4%	-4.0%	4.8%	968.1K	44.0M	-677.3K	0.41	33.75	N/A	N/A	27,246	11,038	96,554	54,802
2022-11-11	$71.20	$100.00	132.5%	37.7%	111.7%	12.8%	140.5%	-11.4%	-4.4%	783.1K	-19.1M	-797.6K	0.39	33.59	N/A	N/A	35,026	13,800	99,357	57,753
2022-11-14	$74.50	$100.00	142.9%	40.8%	111.5%	16.7%	158.0%	-11.7%	2.9%	1.2M	-15.4M	-841.6K	0.38	33.38	N/A	N/A	33,597	12,919	91,091	52,691
2022-11-15	$79.80	$100.00	145.7%	41.8%	113.1%	17.8%	159.6%	-7.5%	1.1%	1.9M	-50.8M	-960.4K	0.46	26.31	N/A	N/A	21,594	10,016	99,642	56,911
2022-11-16	$76.00	$100.00	150.1%	43.0%	111.7%	19.5%	160.7%	-11.9%	1.0%	1.6M	-21.2M	-957.8K	0.77	22.05	N/A	N/A	12,796	9,915	102,138	57,969
2022-11-17	$73.10	$100.00	142.6%	40.8%	112.5%	16.6%	153.5%	-13.4%	3.2%	1.2M	14.0M	-911.6K	0.78	30.39	N/A	N/A	9,769	7,596	104,096	60,772
2022-11-18	$75.80	$100.00	140.9%	40.4%	112.8%	15.9%	161.8%	-12.5%	-0.2%	2.2M	-1.4M	-922.2K	0.45	29.16	N/A	N/A	16,212	7,226	104,663	62,541
2022-11-21	$72.20	$100.00	130.1%	36.9%	114.0%	11.8%	140.9%	-5.8%	1.3%	499.2K	21.4M	-826.9K	0.55	22.08	N/A	N/A	10,467	5,750	85,306	51,554
2022-11-22	$72.90	$100.00	124.6%	35.0%	111.7%	9.7%	128.5%	-7.6%	0.9%	434.1K	22.5M	-829.0K	0.63	26.42	N/A	N/A	7,871	4,969	88,477	53,645
2022-11-23	$77.10	$100.00	124.3%	35.2%	112.7%	9.6%	135.3%	-11.7%	-0.1%	1.4M	-9.2M	-887.8K	0.52	26.37	N/A	N/A	24,123	12,490	90,046	54,271
2022-11-25	$76.30	$100.00	120.5%	33.5%	112.5%	8.2%	124.1%	-10.4%	1.4%	1.1M	-19.8M	-733.7K	0.42	2.75	N/A	N/A	5,362	2,229	59,220	46,760
2022-11-28	$72.90	$90.00	119.8%	34.1%	113.9%	7.9%	129.2%	-11.5%	5.2%	55.8K	4.1M	-692.4K	0.74	2.98	N/A	N/A	12,362	9,200	48,590	41,677
2022-11-29	$74.90	$90.00	119.4%	34.0%	114.0%	7.8%	130.3%	-9.3%	-0.5%	351.1K	-17.4M	-811.6K	0.39	2.80	N/A	N/A	11,178	4,362	55,717	44,233
2022-11-30	$72.10	$90.00	120.2%	33.1%	111.1%	8.1%	122.4%	-9.9%	1.6%	21.6K	-7.1M	-850.8K	0.39	2.65	N/A	N/A	13,210	5,092	60,163	45,768