AMC Options History — January 2023

In January 2023, AMC traded between $38.40 and $58.80. ATM implied volatility averaged 161.9%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 45.7%. IV traded above realized volatility by 66.1% (HV 20d: 95.8%). Max pain ranged from $70.00 to $100.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.05.

Notable Days

  • 2023-01-17: Highest Volume — 64,324 contracts
  • 2023-01-17: Largest IV spike — 21.7% change
  • 2023-01-18: Highest IV Rank — 34.8%
  • 2023-01-18: Largest Expected Move — 54.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.37$38.40$58.80$39.50$52.60
Max Pain$73.00$70.00$100.00$100.00$70.00
ATM IV161.9%143.2%190.4%159.5%166.9%
Expected Move45.7%35.9%54.6%41.6%45.1%
HV 20d95.8%70.8%116.1%81.7%99.4%
HV 60d102.9%96.2%107.0%97.9%106.7%
IV Rank24.0%16.8%34.8%23.1%25.9%
IV Percentile90.2%77.0%97.6%92.1%94.0%
Term Structure10.0%-8.1%56.7%-8.1%5.3%
VWIV168.4%142.2%206.9%145.8%158.1%
Skew 25d-19.3%-37.6%6.0%-25.5%-33.9%
Skew 10d-33.0%-87.4%114.8%-22.2%-65.1%
Call IV 25d175.8%143.1%212.9%175.4%191.4%
Put IV 25d156.5%137.7%177.3%149.9%157.5%
Bid-Ask Spread %13.053.7730.573.975.32
Gamma HHI0.160.110.300.120.23
Net GEX-891.9K-3.8M1.9M-748.5K-2.4M
Net DEX94.2M17.4M160.1M128.1M129.1M
Net VEX-1.2M-1.7M-751.1K-751.1K-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.382.590.790.81
Total Volume36,035.911,76264,32423,66227,693
Total OI287,125.75207,312396,648207,312396,648

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$39.50$100.00159.5%41.6%81.7%23.1%145.8%-25.5%-8.1%-748.5K128.1M-751.1K0.793.97N/AN/A13,24810,414102,862104,450
2023-01-04$40.80$100.00151.6%39.0%81.9%20.0%149.5%-5.8%10.0%-595.8K123.3M-833.5K0.864.08N/AN/A10,2868,870109,124110,861
2023-01-05$39.50$70.00145.8%48.5%76.6%17.8%159.9%-16.7%7.6%-635.6K129.0M-836.1K0.9715.52N/AN/A5,9715,791112,013113,107
2023-01-06$38.40$70.00145.4%47.1%70.8%17.7%170.5%-20.2%3.2%-847.1K132.2M-866.7K0.7425.18N/AN/A9,0356,722113,759114,520
2023-01-09$39.40$70.00143.9%44.2%72.3%17.1%167.0%6.0%1.6%-564.7K125.3M-853.1K1.008.84N/AN/A8,0178,010108,712111,374
2023-01-10$40.40$70.00146.4%43.0%74.2%18.0%164.1%-2.1%-1.8%-373.8K112.3M-914.4K0.768.20N/AN/A7,2875,544112,262113,423
2023-01-11$47.50$70.00177.7%51.8%98.0%30.0%181.5%-16.9%2.0%112.5K59.5M-1.0M0.8429.32N/AN/A30,10925,256115,360114,821
2023-01-12$50.60$70.00166.7%50.4%100.6%25.8%173.6%-14.9%2.8%214.6K74.4M-1.1M0.8323.37N/AN/A19,98816,511119,251129,489
2023-01-13$50.00$70.00156.2%46.8%100.4%21.8%167.7%-9.7%3.2%1.9M88.8M-1.1M1.7628.28N/AN/A15,54527,429122,122137,058
2023-01-17$58.80$70.00190.0%54.5%116.1%34.7%177.8%-37.6%1.3%-227.8K17.4M-1.3M0.8929.87N/AN/A34,11430,210116,429148,675
2023-01-18$56.70$70.00190.4%54.6%114.3%34.8%206.9%-33.4%-6.0%-707.1K51.4M-1.3M1.1130.57N/AN/A28,22931,234122,010165,621
2023-01-19$55.40$70.00184.9%52.6%112.8%32.7%197.0%-36.3%7.1%-1.2M72.2M-1.4M0.9513.14N/AN/A17,08316,280128,988185,394
2023-01-20$55.10$70.00174.4%50.5%112.7%28.7%189.3%-33.5%-1.5%-818.8K81.9M-1.3M1.163.77N/AN/A21,68725,082134,361194,872
2023-01-23$56.40$70.00161.8%43.9%111.7%23.9%165.4%-23.4%56.7%-1.0M32.8M-1.4M1.008.35N/AN/A24,94824,960111,635176,673
2023-01-24$55.00$70.00155.6%40.9%104.4%21.6%142.2%-28.6%26.0%-910.8K60.1M-1.5M2.594.54N/AN/A11,98731,090125,140193,291
2023-01-25$53.10$70.00150.7%40.5%99.0%19.7%162.9%-12.2%24.7%-1.3M87.3M-1.5M1.184.53N/AN/A18,21521,416127,815216,229
2023-01-26$52.10$70.00143.2%35.9%95.7%16.8%155.2%-15.9%20.8%-3.1M128.1M-1.6M1.715.00N/AN/A13,36222,879136,055232,506
2023-01-27$55.30$70.00157.9%43.3%94.3%22.5%183.1%-30.2%9.7%-755.7K89.9M-1.7M0.385.02N/AN/A30,18111,418140,112246,373
2023-01-30$50.80$70.00169.0%40.6%99.6%26.7%151.3%4.7%34.7%-3.8M160.1M-1.6M0.774.19N/AN/A25,24119,376134,927244,193
2023-01-31$52.60$70.00166.9%45.1%99.4%25.9%158.1%-33.9%5.3%-2.4M129.1M-1.5M0.815.32N/AN/A15,30612,387145,217251,431