AMC Options History — April 2023

In April 2023, AMC traded between $38.80 and $55.00. ATM implied volatility averaged 141.1%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 41.0%. IV traded above realized volatility by 7.8% (HV 20d: 133.3%). Max pain ranged from $80.00 to $130.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.45.

Notable Days

  • 2023-04-06: Highest Volume — 134,172 contracts
  • 2023-04-06: Largest IV drop — 29.6% change
  • 2023-04-05: Highest IV Rank — 51.8%
  • 2023-04-04: Largest Expected Move — 82.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.42$38.80$55.00$50.60$55.00
Max Pain$100.26$80.00$130.00$85.00$100.00
ATM IV141.1%85.3%238.6%193.7%96.5%
Expected Move41.0%25.7%82.1%39.5%29.6%
HV 20d133.3%94.1%153.1%94.1%128.0%
HV 60d128.7%118.1%135.7%118.1%125.2%
IV Rank15.2%0.0%51.8%34.1%4.0%
IV Percentile44.0%0.0%94.8%92.1%0.8%
Term Structure-0.3%-17.7%22.1%6.0%4.3%
VWIV146.6%96.6%268.1%149.7%112.9%
Skew 25d-3.4%-27.9%83.5%-2.4%-14.4%
Skew 10d-17.5%-58.4%39.5%-15.9%-41.0%
Call IV 25d147.5%102.6%238.2%204.3%108.3%
Put IV 25d144.1%90.6%275.6%202.0%93.9%
Bid-Ask Spread %7.974.5113.587.3610.09
Gamma HHI0.230.150.300.220.20
Net GEX-2.6M-4.2M-551.4K-2.2M-3.1M
Net DEX248.6M142.5M335.9M188.9M195.0M
Net VEX-1.3M-1.5M-1.0M-1.5M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.852.700.991.10
Total Volume53,802.10522,047134,17231,76937,609
Total OI451,616.316384,466500,100400,415442,741

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$50.60$85.00193.7%39.5%94.1%34.1%149.7%-2.4%6.0%-2.2M188.9M-1.5M0.997.36N/AN/A15,97015,799152,582247,833
2023-04-04$38.80$80.00232.7%82.1%130.1%49.5%268.1%-6.8%-9.9%-3.3M331.1M-1.2M1.896.23N/AN/A37,65971,166159,068256,033
2023-04-05$40.10$80.00238.6%75.7%131.5%51.8%257.4%83.5%7.0%-3.8M334.1M-1.2M1.925.34N/AN/A20,48239,278174,173272,489
2023-04-06$48.30$130.00167.9%51.0%150.0%24.0%170.2%-27.9%-2.8%-2.3M242.1M-1.2M1.499.19N/AN/A53,92880,244182,498287,996
2023-04-10$52.20$120.00157.0%47.2%152.2%19.7%157.8%14.3%-8.3%-1.0M189.4M-1.2M0.9310.40N/AN/A32,82830,367166,587275,977
2023-04-11$55.00$110.00163.6%43.5%153.1%22.3%174.9%-15.7%-15.4%-661.2K142.5M-1.4M0.8513.58N/AN/A29,16324,815173,544282,159
2023-04-12$54.10$100.00156.1%44.4%138.2%19.3%154.7%-17.3%-16.5%-551.4K189.4M-1.3M0.988.46N/AN/A31,00630,514177,303286,919
2023-04-13$54.20$100.00143.9%42.2%132.2%14.5%161.3%-23.3%-17.7%-1.4M209.6M-1.3M1.079.52N/AN/A17,52218,738182,321293,222
2023-04-14$50.80$100.00137.0%38.5%134.2%11.8%139.2%-14.4%1.8%-3.5M286.1M-1.3M1.566.21N/AN/A31,17148,692184,208297,573
2023-04-17$51.60$100.00122.9%35.1%132.9%6.3%126.5%-16.0%-16.8%-2.3M261.4M-1.4M1.788.55N/AN/A12,87522,982179,985297,574
2023-04-18$50.60$100.00127.8%36.6%133.2%8.2%139.5%13.3%21.2%-3.4M311.3M-1.3M1.095.65N/AN/A10,57211,475183,310300,121
2023-04-19$50.80$100.00115.0%33.0%133.1%3.1%115.9%-10.7%8.5%-2.7M311.4M-1.4M1.134.93N/AN/A13,45215,233185,989301,712
2023-04-20$49.60$100.00121.4%34.9%133.6%5.6%128.9%6.2%12.4%-3.9M310.6M-1.2M1.815.69N/AN/A11,47320,722189,645304,700
2023-04-21$49.60$100.00121.3%35.3%133.6%5.6%124.0%13.9%22.1%-3.6M335.9M-1.3M1.364.51N/AN/A15,42020,934191,190308,910
2023-04-24$50.00$100.00110.2%30.4%133.5%1.3%109.8%-10.8%-3.1%-4.2M223.0M-1.0M2.007.44N/AN/A12,95425,894149,538234,928
2023-04-25$50.80$100.0085.3%26.3%133.5%0.0%97.4%-13.6%2.0%-3.4M216.1M-1.2M2.708.97N/AN/A23,39663,240156,340244,491
2023-04-26$51.70$100.0091.9%25.7%127.3%2.4%96.6%-9.1%6.5%-2.8M246.3M-1.3M1.7811.65N/AN/A9,76017,329166,361258,661
2023-04-27$54.10$100.0098.8%28.5%128.1%4.9%100.1%-13.6%-6.3%-1.8M199.1M-1.3M1.037.70N/AN/A23,41424,164167,672264,357
2023-04-28$55.00$100.0096.5%29.6%128.0%4.0%112.9%-14.4%4.3%-3.1M195.0M-1.4M1.1010.09N/AN/A17,87119,738173,948268,793