AMC Options History — February 2023

In February 2023, AMC traded between $45.50 and $76.40. ATM implied volatility averaged 241.5%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 74.6%. IV traded above realized volatility by 121.1% (HV 20d: 120.4%). Max pain ranged from $70.00 to $100.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.90.

Notable Days

  • 2023-02-27: Highest Volume — 168,995 contracts
  • 2023-02-06: Largest IV spike — 27.9% change
  • 2023-02-15: Highest IV Rank — 78.5%
  • 2023-02-06: Largest Expected Move — 94.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.63$45.50$76.40$57.80$73.10
Max Pain$98.42$70.00$100.00$70.00$100.00
ATM IV241.5%178.1%304.9%179.2%182.9%
Expected Move74.6%44.9%94.7%47.4%56.0%
HV 20d120.4%102.1%145.2%102.4%142.1%
HV 60d109.9%104.0%119.3%108.4%119.3%
IV Rank54.4%30.1%78.5%30.6%32.0%
IV Percentile96.9%90.1%99.6%96.4%90.1%
Term Structure10.1%-16.6%51.0%29.2%-1.4%
VWIV257.0%177.8%368.6%177.8%220.7%
Skew 25d-22.9%-62.7%80.1%-6.4%-37.0%
Skew 10d-62.7%-128.0%11.4%-1.3%-53.2%
Call IV 25d260.3%178.4%305.7%178.4%209.3%
Put IV 25d237.4%172.0%349.9%172.0%172.4%
Bid-Ask Spread %14.126.1820.826.186.89
Gamma HHI0.140.090.230.120.09
Net GEX-594.1K-3.7M2.1M79.5K1.7M
Net DEX98.2M-178.2M285.9M65.6M-107.1M
Net VEX-1.8M-2.3M-1.5M-1.6M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.461.570.620.92
Total Volume69,366.57935,379168,99541,065112,231
Total OI470,584.421409,617535,999409,617493,855

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$57.80$70.00179.2%47.4%102.4%30.6%177.8%-6.4%29.2%79.5K65.6M-1.6M0.626.18N/AN/A25,27215,793150,393259,224
2023-02-02$61.60$100.00178.1%76.3%103.6%30.1%220.7%-37.4%30.8%1.1M6.1M-1.7M0.4920.82N/AN/A39,95419,443154,406265,584
2023-02-03$61.30$100.00220.1%89.1%102.1%46.2%278.2%-54.4%15.8%21.0K2.3M-1.8M1.4414.62N/AN/A48,09069,159160,291267,921
2023-02-06$69.70$100.00281.4%94.7%107.0%69.6%250.2%-30.6%51.0%755.9K-134.4M-2.1M1.3213.52N/AN/A38,97951,626157,559276,574
2023-02-07$61.10$100.00235.6%86.3%121.4%52.1%237.9%-62.7%23.1%172.7K30.0M-1.9M0.4913.09N/AN/A28,15513,932165,783282,698
2023-02-08$56.90$100.00244.0%83.0%125.8%55.3%209.0%-60.9%14.6%-392.5K103.3M-1.8M0.4613.15N/AN/A24,25811,121173,760289,071
2023-02-09$52.90$100.00234.8%77.1%117.3%51.8%252.6%-58.6%30.7%-901.7K174.9M-1.6M0.6212.27N/AN/A25,38315,712178,246292,704
2023-02-10$46.70$100.00251.7%81.7%123.7%58.2%276.8%-53.2%13.4%-3.3M261.5M-1.7M0.9012.76N/AN/A26,73324,020181,416296,124
2023-02-13$47.20$100.00278.2%83.6%123.8%68.4%351.8%-9.6%-13.8%-3.1M225.2M-1.6M0.9017.99N/AN/A22,55420,220171,482289,921
2023-02-14$45.50$100.00297.2%86.9%107.7%75.6%368.6%26.1%10.9%-3.7M285.9M-1.5M0.9214.95N/AN/A23,65521,719180,966301,132
2023-02-15$52.10$100.00304.9%87.4%119.4%78.5%189.8%80.1%27.5%-2.0M219.5M-1.7M0.4919.06N/AN/A36,63217,893192,107312,864
2023-02-16$52.60$100.00286.2%82.7%119.3%71.4%317.9%-18.9%-12.6%-214.0K218.9M-1.7M0.6413.18N/AN/A32,83121,063202,788316,440
2023-02-17$52.90$100.00281.7%82.8%119.3%69.7%325.2%39.8%19.1%-1.7M247.3M-1.7M0.7616.09N/AN/A23,18317,600212,131323,868
2023-02-21$60.00$100.00266.0%44.9%127.5%63.7%241.1%4.1%-16.6%-893.3K132.9M-1.8M0.8515.10N/AN/A49,29842,086175,523283,156
2023-02-22$62.40$100.00254.7%72.0%127.6%59.4%286.9%-34.2%-10.6%35.9K76.0M-1.9M0.8215.24N/AN/A48,09439,244186,570299,215
2023-02-23$62.10$100.00212.8%65.0%126.8%43.4%243.9%-46.0%-9.4%-61.3K116.6M-1.8M1.5516.86N/AN/A33,48651,785187,798307,369
2023-02-24$61.70$100.00211.7%61.2%126.5%43.0%210.5%-37.4%-10.3%-928.4K119.6M-1.9M1.5715.86N/AN/A22,47535,291191,511298,725
2023-02-27$76.40$100.00187.5%59.9%145.2%33.8%223.7%-37.4%0.4%2.1M-178.2M-2.3M1.4410.67N/AN/A69,32099,675177,881284,048
2023-02-28$73.10$100.00182.9%56.0%142.1%32.0%220.7%-37.0%-1.4%1.7M-107.1M-2.2M0.926.89N/AN/A58,43153,800193,453300,402