AMC Options History — June 2023 In June 2023, AMC traded between $40.10 and $49.60. ATM implied volatility averaged 151.8%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 44.3%. IV traded above realized volatility by 116.0% (HV 20d: 35.8%). Max pain ranged from $60.00 to $100.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.27.
Notable Days 2023-06-22 : Highest Volume — 60,548 contracts2023-06-28 : Largest IV spike — 12.7% change2023-06-29 : Highest IV Rank — 46.7%2023-06-29 : Largest Expected Move — 60.3%Monthly Statistics Metric Avg Min Max Open Close Price $45.28 $40.10 $49.60 $45.30 $43.80 Max Pain $96.19 $60.00 $100.00 $60.00 $100.00 ATM IV 151.8% 109.7% 209.4% 109.7% 203.9% Expected Move 44.3% 19.6% 60.3% 22.0% 51.4% HV 20d 35.8% 28.9% 45.5% 37.7% 45.3% HV 60d 84.0% 60.5% 93.9% 93.9% 60.5% IV Rank 26.5% 11.7% 46.7% 11.7% 44.8% IV Percentile 60.8% 10.7% 91.7% 10.7% 90.9% Term Structure 7.4% -28.8% 34.2% 14.4% -7.5% VWIV 157.6% 81.1% 203.2% 85.2% 195.6% Skew 25d -7.7% -20.1% 51.0% -8.8% -20.1% Skew 10d -23.9% -38.4% 44.9% -18.9% -35.1% Call IV 25d 158.2% 123.9% 209.2% 126.9% 208.9% Put IV 25d 150.5% 112.2% 212.5% 118.1% 188.9% Bid-Ask Spread % 9.21 4.72 16.19 6.14 10.16 Gamma HHI 0.33 0.24 0.49 0.34 0.49 Net GEX -4.3M -6.1M -2.8M -4.8M -4.5M Net DEX 332.1M 236.8M 381.7M 352.6M 299.0M Net VEX -1.2M -1.4M -1.1M -1.3M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.27 0.59 2.27 1.15 1.89 Total Volume 30,887.524 14,756 60,548 18,860 58,838 Total OI 431,272.048 365,679 488,515 420,848 452,125
Daily Data (21 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 2023-06-01 $45.30 $60.00 109.7% 22.0% 37.7% 11.7% 85.2% -8.8% 14.4% -4.8M 352.6M -1.3M 1.15 6.14 N/A N/A 8,790 10,070 167,889 252,959 2023-06-02 $45.50 $60.00 111.5% 19.6% 33.5% 12.3% 81.1% -11.7% 2.7% -4.9M 351.0M -1.3M 1.03 5.24 N/A N/A 8,984 9,218 171,893 258,919 2023-06-05 $46.10 $100.00 113.4% 40.5% 34.6% 13.0% 142.0% -8.3% 2.1% -4.4M 352.7M -1.3M 0.86 8.75 N/A N/A 7,918 6,838 166,771 260,584 2023-06-06 $46.40 $100.00 122.4% 41.2% 35.3% 16.1% 152.4% -9.9% 10.2% -4.7M 344.9M -1.4M 1.26 7.25 N/A N/A 9,057 11,458 170,188 262,463 2023-06-07 $47.10 $100.00 113.7% 42.0% 32.1% 13.1% 126.4% -13.7% 2.4% -4.1M 338.6M -1.4M 0.76 7.23 N/A N/A 10,287 7,818 174,303 270,221 2023-06-08 $47.00 $100.00 119.7% 42.4% 32.1% 15.2% 158.6% -13.6% 17.3% -3.4M 343.9M -1.2M 1.14 8.98 N/A N/A 11,118 12,684 177,927 271,882 2023-06-09 $47.50 $100.00 127.6% 42.6% 31.2% 18.0% 149.6% -4.1% 11.2% -4.7M 340.7M -1.3M 1.35 9.14 N/A N/A 8,570 11,599 180,781 275,995 2023-06-12 $47.90 $100.00 141.3% 43.5% 30.4% 22.8% 150.0% 3.4% 18.9% -3.3M 332.5M -1.2M 0.82 10.41 N/A N/A 12,382 10,131 173,923 277,347 2023-06-13 $49.60 $100.00 148.6% 46.4% 33.3% 25.3% 171.7% 1.7% 8.0% -3.0M 301.4M -1.3M 0.59 10.51 N/A N/A 28,684 16,970 178,353 279,199 2023-06-14 $49.10 $100.00 149.9% 48.8% 30.4% 25.8% 165.9% 8.0% 11.8% -2.8M 369.9M -1.2M 0.80 14.59 N/A N/A 12,208 9,813 184,560 286,545 2023-06-15 $47.80 $100.00 158.1% 50.0% 28.9% 28.7% 170.0% -7.1% 17.1% -3.7M 361.9M -1.3M 0.97 12.52 N/A N/A 14,185 13,762 187,228 289,929 2023-06-16 $46.90 $100.00 157.8% 49.8% 29.5% 28.6% 172.9% -20.0% 21.6% -3.7M 381.7M -1.3M 0.92 9.47 N/A N/A 22,525 20,797 192,447 296,068 2023-06-20 $45.80 $100.00 161.6% 46.8% 29.8% 29.9% 176.0% -19.8% 4.4% -4.4M 236.8M -1.3M 1.74 16.19 N/A N/A 10,986 19,066 142,890 222,789 2023-06-21 $45.40 $100.00 154.9% 44.4% 29.0% 27.5% 164.3% -19.6% 3.5% -4.5M 253.2M -1.3M 1.99 11.41 N/A N/A 9,337 18,613 148,010 231,364 2023-06-22 $41.40 $100.00 158.4% 44.5% 42.3% 28.8% 167.3% -18.1% 24.2% -6.1M 341.2M -1.2M 1.48 5.24 N/A N/A 24,377 36,171 151,128 239,232 2023-06-23 $40.10 $100.00 158.5% 44.5% 42.7% 28.8% 157.1% -17.1% 6.7% -5.0M 369.6M -1.2M 2.06 7.64 N/A N/A 11,633 23,937 162,294 248,790 2023-06-26 $40.40 $100.00 173.2% 47.2% 41.2% 34.0% 167.2% -16.2% -6.9% -5.0M 351.6M -1.1M 2.27 4.72 N/A N/A 9,554 21,659 148,710 242,534 2023-06-27 $41.30 $100.00 185.7% 47.8% 42.5% 38.4% 167.8% 51.0% 34.2% -5.1M 355.9M -1.2M 1.13 6.91 N/A N/A 12,753 14,353 153,714 251,098 2023-06-28 $43.00 $100.00 209.3% 53.6% 45.5% 46.7% 186.2% -8.7% -13.0% -4.1M 315.0M -1.2M 1.36 10.12 N/A N/A 14,345 19,561 162,217 254,608 2023-06-29 $43.40 $100.00 209.4% 60.3% 45.2% 46.7% 203.2% -8.8% -28.8% -3.7M 279.1M -1.2M 1.11 10.81 N/A N/A 22,519 25,070 170,118 266,718 2023-06-30 $43.80 $100.00 203.9% 51.4% 45.3% 44.8% 195.6% -20.1% -7.5% -4.5M 299.0M -1.1M 1.89 10.16 N/A N/A 20,385 38,453 177,178 274,947
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