AMC Options History — December 2022

In December 2022, AMC traded between $38.70 and $83.20. ATM implied volatility averaged 138.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 33.6% (HV 20d: 105.4%). Max pain ranged from $85.00 to $140.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.69.

Notable Days

2022-12-01: Highest Volume — 90,721 contracts
2022-12-22: Largest IV spike — 30.7% change
2022-12-23: Highest IV Rank — 25.7%
2022-12-28: Largest Expected Move — 47.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.91	$38.70	$83.20	$83.20	$40.40
Max Pain	$109.29	$85.00	$140.00	$90.00	$100.00
ATM IV	138.9%	119.7%	166.5%	130.6%	155.6%
Expected Move	39.4%	34.3%	47.4%	39.9%	40.3%
HV 20d	105.4%	82.3%	136.6%	118.2%	82.3%
HV 60d	102.7%	97.9%	105.8%	104.3%	97.9%
IV Rank	15.2%	7.9%	25.7%	12.0%	21.6%
IV Percentile	69.6%	28.2%	96.4%	62.3%	91.7%
Term Structure	1.9%	-4.8%	11.5%	-0.9%	2.5%
VWIV	154.4%	129.5%	178.5%	143.6%	155.1%
Skew 25d	-12.2%	-30.5%	6.5%	-17.1%	-8.3%
Skew 10d	-26.0%	-61.3%	30.2%	-13.4%	-25.7%
Call IV 25d	153.2%	131.0%	174.6%	145.6%	163.5%
Put IV 25d	141.0%	117.1%	169.2%	128.5%	155.1%
Bid-Ask Spread %	3.76	2.62	6.84	3.54	3.08
Gamma HHI	0.10	0.07	0.13	0.08	0.13
Net GEX	-144.5K	-873.2K	2.0M	2.0M	-624.3K
Net DEX	67.2M	-102.6M	145.0M	-102.6M	140.5M
Net VEX	-1.0M	-1.3M	-726.5K	-1.0M	-730.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.24	2.37	0.51	1.01
Total Volume	32,661	11,744	90,721	90,721	16,507
Total OI	167,310.429	114,628	217,347	114,628	217,347

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
2022-12-01	$83.20	$90.00	130.6%	39.9%	118.2%	12.0%	143.6%	-17.1%	-0.9%	2.0M	-102.6M	-1.0M	0.51	3.54	N/A	N/A	60,052	30,669	65,929	48,699
2022-12-02	$82.70	$85.00	123.0%	35.1%	117.8%	9.1%	129.5%	-28.8%	-1.6%	771.4K	-90.4M	-1.2M	0.45	3.11	N/A	N/A	28,503	12,771	76,046	60,562
2022-12-05	$75.00	$90.00	119.7%	34.3%	124.3%	7.9%	145.7%	-30.5%	3.2%	23.2K	-26.6M	-1.1M	0.48	3.49	N/A	N/A	19,511	9,283	71,536	55,761
2022-12-06	$67.30	$90.00	122.0%	36.0%	130.4%	8.7%	154.8%	-27.3%	2.7%	-693.5K	28.9M	-1.1M	0.83	3.59	N/A	N/A	17,576	14,562	77,183	58,720
2022-12-07	$60.60	$100.00	133.5%	38.3%	136.6%	13.1%	163.5%	-24.6%	7.0%	-517.2K	57.1M	-1.1M	1.04	4.09	N/A	N/A	23,346	24,277	82,275	58,843
2022-12-08	$60.80	$110.00	131.4%	37.5%	132.8%	12.3%	159.8%	-27.8%	-0.9%	-709.0K	66.2M	-1.2M	0.59	3.74	N/A	N/A	22,298	13,134	92,552	66,321
2022-12-09	$59.20	$110.00	133.3%	37.7%	110.9%	13.1%	171.0%	-25.1%	-0.6%	-244.9K	74.2M	-1.3M	0.69	3.47	N/A	N/A	13,267	9,152	100,669	71,001
2022-12-12	$59.50	$120.00	130.6%	37.1%	99.0%	12.0%	154.9%	-8.4%	-0.4%	-393.3K	58.7M	-1.3M	0.24	3.22	N/A	N/A	17,699	4,167	92,168	66,918
2022-12-13	$56.90	$120.00	142.8%	40.3%	97.6%	16.7%	165.1%	-7.2%	-2.4%	-217.9K	80.9M	-1.2M	0.51	6.84	N/A	N/A	21,393	10,978	97,390	68,273
2022-12-14	$57.50	$140.00	130.1%	37.3%	93.2%	11.8%	142.0%	-3.4%	0.6%	37.7K	68.2M	-1.3M	0.49	3.80	N/A	N/A	7,898	3,846	104,387	70,479
2022-12-15	$55.40	$130.00	137.1%	39.0%	92.8%	14.5%	151.4%	-12.7%	-1.6%	-119.3K	79.3M	-1.2M	0.34	2.93	N/A	N/A	14,030	4,773	106,760	71,204
2022-12-16	$51.90	$130.00	132.8%	37.9%	94.1%	12.9%	144.2%	-8.7%	-0.2%	67.5K	106.9M	-1.1M	0.54	2.92	N/A	N/A	14,969	8,082	109,748	71,189
2022-12-19	$49.20	$120.00	135.6%	38.9%	92.7%	13.9%	143.0%	-9.6%	0.8%	-59.8K	80.2M	-1.0M	0.29	3.97	N/A	N/A	17,129	4,948	90,917	60,002
2022-12-20	$50.40	$120.00	126.8%	36.4%	93.5%	10.6%	136.3%	-3.9%	1.7%	355.1K	64.3M	-1.1M	0.41	2.82	N/A	N/A	11,294	4,634	98,526	61,347
2022-12-21	$52.90	$110.00	125.0%	35.8%	96.0%	9.9%	133.0%	-0.4%	0.5%	512.1K	60.5M	-1.1M	0.47	4.55	N/A	N/A	10,190	4,774	101,481	62,939
2022-12-22	$47.50	$110.00	163.3%	46.4%	97.3%	24.5%	178.5%	6.5%	3.9%	-479.2K	106.5M	-826.5K	1.22	5.86	N/A	N/A	29,394	35,986	103,670	64,447
2022-12-23	$43.30	$110.00	166.5%	46.0%	100.1%	25.7%	170.6%	-7.8%	8.9%	-581.7K	134.9M	-784.3K	2.37	4.90	N/A	N/A	15,080	35,739	111,345	82,608
2022-12-27	$40.60	$110.00	162.5%	43.3%	100.7%	24.2%	161.2%	5.9%	9.2%	-752.6K	141.3M	-771.0K	0.68	3.41	N/A	N/A	10,755	7,331	99,967	98,290
2022-12-28	$38.70	$100.00	161.3%	47.4%	98.6%	23.7%	174.7%	-11.0%	-4.8%	-873.2K	145.0M	-742.8K	0.59	2.62	N/A	N/A	34,782	20,682	104,418	100,983
2022-12-29	$41.10	$100.00	154.2%	42.1%	104.0%	21.0%	165.3%	-5.9%	11.5%	-571.4K	138.1M	-726.5K	0.77	3.09	N/A	N/A	11,561	8,859	107,135	103,484
2022-12-30	$40.40	$100.00	155.6%	40.3%	82.3%	21.6%	155.1%	-8.3%	2.5%	-624.3K	140.5M	-730.6K	1.01	3.08	N/A	N/A	8,230	8,277	110,100	107,247