AMC Options History — May 2023 In May 2023, AMC traded between $45.10 and $59.60. ATM implied volatility averaged 89.2%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded above realized volatility by 32.3% (HV 20d: 56.9%). Max pain ranged from $60.00 to $100.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.12.
Notable Days 2023-05-05 : Highest Volume — 57,402 contracts2023-05-30 : Largest IV spike — 14.2% change2023-05-31 : Highest IV Rank — 12.2%2023-05-02 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $52.31 $45.10 $59.60 $56.70 $45.10 Max Pain $77.27 $60.00 $100.00 $100.00 $60.00 ATM IV 89.2% 76.4% 111.2% 93.7% 111.2% Expected Move 23.9% 20.6% 30.7% 28.7% 22.4% HV 20d 56.9% 42.0% 128.8% 128.3% 42.0% HV 60d 110.3% 94.3% 124.8% 124.7% 94.3% IV Rank 3.4% 0.0% 12.2% 3.0% 12.2% IV Percentile 2.8% 0.0% 11.5% 0.8% 11.5% Term Structure 7.3% -4.3% 22.2% 6.8% 2.9% VWIV 91.3% 78.8% 123.9% 123.9% 85.9% Skew 25d -11.7% -20.1% -0.6% -16.9% -17.0% Skew 10d -27.9% -51.6% 17.8% -37.5% -22.2% Call IV 25d 102.2% 86.4% 130.5% 109.3% 130.5% Put IV 25d 90.4% 76.5% 114.4% 92.4% 113.5% Bid-Ask Spread % 8.28 4.62 16.42 7.34 5.89 Gamma HHI 0.25 0.14 0.33 0.21 0.30 Net GEX -4.2M -8.6M 330.5K -2.4M -4.8M Net DEX 297.1M 179.8M 404.7M 195.4M 358.8M Net VEX -1.4M -1.7M -1.3M -1.4M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.55 1.70 0.97 0.72 Total Volume 27,928.091 12,533 57,402 36,690 12,533 Total OI 433,825.773 397,481 472,211 405,337 418,339
Daily Data (22 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 2023-05-01 $56.70 $100.00 93.7% 28.7% 128.3% 3.0% 123.9% -16.9% 6.8% -2.4M 195.4M -1.4M 0.97 7.34 N/A N/A 18,605 18,085 162,294 243,043 2023-05-02 $55.00 $100.00 100.3% 30.7% 128.8% 5.4% 118.1% -11.1% -1.5% -3.2M 215.3M -1.4M 1.16 7.85 N/A N/A 11,496 13,322 169,298 250,185 2023-05-03 $57.40 $100.00 93.6% 27.2% 80.7% 3.0% 97.4% -3.9% 1.3% -1.6M 179.8M -1.4M 1.27 9.02 N/A N/A 22,579 28,574 171,752 255,699 2023-05-04 $59.60 $80.00 102.7% 28.9% 80.8% 6.3% 101.4% -19.5% -1.2% -1.7M 192.1M -1.7M 1.10 16.42 N/A N/A 22,152 24,367 174,253 263,630 2023-05-05 $59.40 $80.00 91.7% 26.8% 52.0% 2.3% 95.4% -16.0% -1.9% 330.5K 181.0M -1.4M 1.07 8.27 N/A N/A 27,724 29,678 178,299 269,906 2023-05-08 $58.90 $90.00 89.9% 26.2% 45.8% 1.7% 88.5% -13.8% 6.6% -2.8M 219.7M -1.5M 1.19 8.47 N/A N/A 13,675 16,297 164,878 260,729 2023-05-09 $55.60 $80.00 80.5% 27.1% 47.7% 0.0% 91.2% -20.1% 6.8% -3.4M 262.2M -1.4M 1.35 7.73 N/A N/A 12,306 16,577 166,853 266,977 2023-05-10 $54.90 $80.00 80.9% 21.9% 47.5% 0.1% 84.0% -13.5% -3.9% -5.4M 275.2M -1.3M 0.85 5.69 N/A N/A 12,629 10,714 170,769 273,257 2023-05-11 $53.10 $80.00 83.5% 22.7% 49.0% 1.1% 89.8% -9.5% -3.8% -5.7M 327.7M -1.4M 1.13 5.80 N/A N/A 13,154 14,918 172,775 277,350 2023-05-12 $51.60 $80.00 78.8% 22.8% 44.2% 0.0% 89.2% -12.3% -4.3% -5.1M 358.1M -1.4M 1.42 6.81 N/A N/A 11,089 15,723 176,735 283,877 2023-05-15 $51.60 $80.00 78.6% 22.6% 43.9% 0.0% 90.5% -10.2% 9.4% -4.4M 341.4M -1.4M 1.52 6.50 N/A N/A 8,660 13,138 167,669 276,000 2023-05-16 $49.60 $80.00 77.5% 22.2% 45.6% 0.0% 84.1% -12.0% 14.6% -5.2M 404.7M -1.4M 1.04 6.34 N/A N/A 13,739 14,292 171,495 282,363 2023-05-17 $51.30 $70.00 76.4% 21.9% 47.2% 0.0% 84.0% -0.6% 14.5% -5.2M 350.3M -1.4M 1.24 6.51 N/A N/A 12,548 15,566 175,474 286,390 2023-05-18 $51.10 $70.00 77.8% 21.6% 46.4% 0.5% 95.8% -10.1% 11.4% -4.2M 348.6M -1.5M 1.70 5.53 N/A N/A 9,894 16,782 179,187 288,509 2023-05-19 $50.10 $70.00 77.5% 20.6% 47.0% 0.4% 78.8% -8.3% 12.7% -8.6M 372.3M -1.4M 1.19 4.62 N/A N/A 9,789 11,615 180,901 291,310 2023-05-22 $50.80 $70.00 84.5% 21.5% 47.2% 2.8% 86.9% -12.1% 14.8% -4.4M 285.2M -1.5M 0.72 7.82 N/A N/A 12,498 8,953 149,151 248,330 2023-05-23 $50.30 $70.00 89.0% 22.1% 47.0% 4.4% 83.6% -6.5% 22.2% -4.6M 288.4M -1.5M 1.28 14.04 N/A N/A 5,914 7,543 155,227 252,294 2023-05-24 $49.10 $70.00 94.9% 22.3% 47.2% 6.5% 80.3% -8.8% 20.6% -5.5M 334.2M -1.4M 0.55 7.73 N/A N/A 12,468 6,807 149,045 255,592 2023-05-25 $47.00 $70.00 95.3% 22.3% 45.7% 6.6% 86.4% -14.1% 11.7% -4.8M 352.9M -1.4M 1.06 13.73 N/A N/A 15,338 16,206 163,081 256,575 2023-05-26 $46.60 $60.00 95.4% 21.4% 44.9% 6.7% 85.6% -13.4% 18.1% -4.6M 351.9M -1.4M 1.42 13.52 N/A N/A 8,662 12,331 170,010 259,940 2023-05-30 $46.10 $60.00 109.0% 21.5% 42.5% 11.4% 88.6% -8.6% 1.9% -4.4M 341.2M -1.4M 0.70 6.46 N/A N/A 9,096 6,382 161,773 252,953 2023-05-31 $45.10 $60.00 111.2% 22.4% 42.0% 12.2% 85.9% -17.0% 2.9% -4.8M 358.8M -1.3M 0.72 5.89 N/A N/A 7,286 5,247 165,528 252,811
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