AMC Options History — March 2023 In March 2023, AMC traded between $41.70 and $65.80. ATM implied volatility averaged 145.8%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 40.1%. IV traded above realized volatility by 16.6% (HV 20d: 129.2%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.99.
Notable Days 2023-03-28 : Highest Volume — 81,975 contracts2023-03-28 : Largest IV spike — 19.6% change2023-03-31 : Highest IV Rank — 37.0%2023-03-28 : Largest Expected Move — 45.2%Monthly Statistics Metric Avg Min Max Open Close Price $51.20 $41.70 $65.80 $65.50 $49.60 Max Pain $99.57 $90.00 $100.00 $100.00 $90.00 ATM IV 145.8% 117.0% 201.1% 149.1% 201.1% Expected Move 40.1% 34.6% 45.2% 43.1% 44.0% HV 20d 129.2% 93.8% 150.2% 149.0% 93.8% HV 60d 118.3% 114.7% 122.2% 117.6% 118.3% IV Rank 17.1% 6.8% 37.0% 19.1% 37.0% IV Percentile 62.9% 13.9% 92.5% 74.2% 92.5% Term Structure 8.7% -9.1% 30.9% 1.0% 6.6% VWIV 154.9% 138.1% 195.7% 166.1% 162.1% Skew 25d -22.2% -39.2% 3.0% -28.8% -22.0% Skew 10d -44.3% -67.7% -23.9% -44.2% -41.1% Call IV 25d 164.9% 137.7% 218.7% 174.5% 218.7% Put IV 25d 142.7% 120.7% 196.6% 145.7% 196.6% Bid-Ask Spread % 11.14 4.00 15.30 9.44 12.06 Gamma HHI 0.17 0.10 0.25 0.11 0.22 Net GEX -1.8M -3.1M 630.9K 140.1K 630.9K Net DEX 238.2M 87.7M 378.4M 95.8M 212.7M Net VEX -1.6M -1.9M -1.4M -1.9M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.47 2.41 0.82 2.41 Total Volume 38,942.957 18,426 81,975 64,237 55,007 Total OI 455,276.696 360,754 534,825 517,934 413,272
Daily Data (23 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 2023-03-01 $65.50 $100.00 149.1% 43.1% 149.0% 19.1% 166.1% -28.8% 1.0% 140.1K 95.8M -1.9M 0.82 9.44 N/A N/A 35,328 28,909 206,696 311,238 2023-03-02 $60.80 $100.00 144.8% 40.0% 148.5% 17.4% 171.2% -22.6% 8.7% -2.0M 203.1M -1.8M 0.97 4.00 N/A N/A 28,788 27,838 211,240 311,912 2023-03-03 $65.80 $100.00 144.2% 41.4% 149.5% 17.2% 156.8% -22.9% 6.6% 551.2K 87.7M -1.9M 0.63 4.07 N/A N/A 28,590 17,983 211,351 313,930 2023-03-06 $63.30 $100.00 132.6% 37.8% 150.2% 12.8% 143.5% -13.6% 6.9% -189.0K 155.7M -1.7M 0.75 12.89 N/A N/A 24,715 18,455 191,350 299,364 2023-03-07 $60.30 $100.00 130.0% 37.1% 143.3% 11.8% 143.1% -20.8% -1.9% -1.4M 216.0M -1.7M 0.92 13.75 N/A N/A 15,107 13,930 195,829 305,302 2023-03-08 $58.30 $100.00 127.2% 35.6% 136.1% 10.7% 138.1% -21.2% -9.1% -2.2M 248.2M -1.7M 1.16 11.08 N/A N/A 19,125 22,213 196,535 307,166 2023-03-09 $56.40 $100.00 117.0% 35.4% 134.2% 6.8% 139.0% -19.0% 6.6% -2.5M 269.0M -1.7M 1.21 11.63 N/A N/A 12,081 14,663 200,355 310,557 2023-03-10 $53.80 $100.00 121.5% 34.6% 132.7% 8.6% 138.3% -23.9% -3.0% -1.9M 313.9M -1.7M 0.89 11.91 N/A N/A 18,072 16,166 203,384 314,466 2023-03-13 $55.10 $100.00 127.0% 36.9% 124.2% 10.6% 138.9% -7.9% 2.9% -1.9M 265.9M -1.7M 0.61 12.66 N/A N/A 12,595 7,725 186,347 301,283 2023-03-14 $46.10 $100.00 134.3% 41.0% 140.8% 13.4% 144.4% -20.6% 8.7% -2.9M 339.4M -1.5M 1.30 12.20 N/A N/A 30,650 39,954 190,935 302,561 2023-03-15 $41.70 $100.00 154.7% 43.2% 144.7% 21.2% 166.4% -16.9% 2.6% -3.1M 372.4M -1.5M 1.30 11.61 N/A N/A 18,907 24,662 199,170 311,207 2023-03-16 $43.90 $100.00 143.1% 41.5% 136.7% 16.8% 155.7% -18.1% 1.3% -3.0M 362.8M -1.5M 1.25 9.52 N/A N/A 16,765 20,943 205,028 316,374 2023-03-17 $42.10 $100.00 141.7% 41.8% 137.1% 16.3% 195.7% -18.2% 0.5% -2.3M 378.4M -1.4M 1.15 10.63 N/A N/A 16,434 18,950 209,974 324,851 2023-03-20 $43.10 $100.00 141.2% 40.5% 137.5% 16.1% 156.0% -20.5% 29.1% -2.8M 260.0M -1.4M 0.89 12.63 N/A N/A 10,439 9,318 142,897 217,857 2023-03-21 $44.10 $100.00 133.3% 38.2% 128.5% 13.1% 157.4% -31.9% 16.9% -2.7M 245.2M -1.4M 1.15 15.30 N/A N/A 9,250 10,672 146,790 222,888 2023-03-22 $44.10 $100.00 139.4% 40.0% 127.1% 15.1% 158.5% -32.9% 9.3% -2.5M 234.3M -1.5M 1.06 15.00 N/A N/A 18,803 19,856 149,642 226,426 2023-03-23 $44.50 $100.00 151.7% 42.8% 127.3% 17.6% 154.2% -22.1% 17.7% -2.3M 237.2M -1.5M 0.67 15.18 N/A N/A 11,040 7,386 155,893 228,888 2023-03-24 $44.40 $100.00 143.2% 38.4% 127.4% 14.2% 150.2% -28.9% 30.9% -2.6M 249.8M -1.5M 0.84 12.54 N/A N/A 10,439 8,794 157,328 231,475 2023-03-27 $45.10 $100.00 149.7% 38.8% 95.3% 16.8% 147.6% 3.0% 21.1% -2.2M 230.2M -1.4M 0.76 11.22 N/A N/A 13,048 9,948 145,160 218,731 2023-03-28 $50.60 $100.00 179.0% 45.2% 107.3% 28.3% 180.8% -36.9% 10.7% -1.6M 144.3M -1.6M 0.47 9.55 N/A N/A 55,652 26,323 149,899 224,974 2023-03-29 $49.90 $100.00 174.5% 42.0% 101.8% 26.6% 158.6% -25.4% 17.5% -1.8M 168.8M -1.5M 0.87 9.10 N/A N/A 20,233 17,590 162,565 234,232 2023-03-30 $49.10 $100.00 173.7% 42.3% 99.2% 26.2% 140.8% -39.2% 9.7% -2.0M 188.2M -1.6M 0.76 8.37 N/A N/A 18,398 13,944 164,794 239,248 2023-03-31 $49.60 $90.00 201.1% 44.0% 93.8% 37.0% 162.1% -22.0% 6.6% 630.9K 212.7M -1.5M 2.41 12.06 N/A N/A 16,135 38,872 168,978 244,294
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