AMC Options History — July 2023

In July 2023, AMC traded between $42.00 and $58.90. ATM implied volatility averaged 196.8%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 55.4%. IV traded above realized volatility by 126.8% (HV 20d: 70.0%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.66.

Notable Days

  • 2023-07-24: Highest Volume — 190,260 contracts
  • 2023-07-24: Largest IV spike — 40.7% change
  • 2023-07-24: Highest IV Rank — 66.8%
  • 2023-07-24: Largest Expected Move — 78.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.44$42.00$58.90$44.60$49.90
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV196.8%180.1%266.5%199.6%183.5%
Expected Move55.4%46.8%78.0%46.8%51.4%
HV 20d70.0%35.0%131.0%45.8%131.0%
HV 60d54.6%41.5%82.4%60.2%82.4%
IV Rank42.3%36.4%66.8%43.3%37.6%
IV Percentile87.8%80.6%97.2%90.1%81.0%
Term Structure1.8%-28.7%28.8%10.1%-5.6%
VWIV203.2%159.0%245.3%173.1%188.6%
Skew 25d11.6%-37.1%98.1%3.5%-29.3%
Skew 10d-15.1%-79.1%72.8%-2.6%-63.7%
Call IV 25d190.1%157.4%268.2%178.9%208.7%
Put IV 25d201.7%175.5%255.7%182.4%179.4%
Bid-Ask Spread %9.383.4213.679.885.85
Gamma HHI0.430.280.590.540.36
Net GEX-6.1M-9.4M-2.6M-3.3M-4.9M
Net DEX303.2M-61.8M417.8M284.5M126.6M
Net VEX-1.2M-1.5M-983.8K-1.1M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.661.082.291.542.08
Total Volume57,252.626,295190,26026,29560,776
Total OI477,870.65405,994526,169430,032464,865

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$44.60$100.00199.6%46.8%45.8%43.3%173.1%3.5%10.1%-3.3M284.5M-1.1M1.549.88N/AN/A10,34015,955162,232267,800
2023-07-05$42.80$100.00184.7%47.1%47.6%38.0%159.0%15.4%2.4%-5.4M339.6M-1.1M1.548.80N/AN/A12,07718,570166,360275,870
2023-07-06$43.10$100.00180.1%55.2%47.6%36.4%227.6%-1.5%-20.7%-6.7M356.2M-1.0M1.3213.48N/AN/A16,87322,347171,847285,498
2023-07-07$42.20$100.00187.3%53.3%47.5%39.0%214.5%21.1%7.9%-6.1M386.7M-1.1M1.4312.09N/AN/A11,01715,743178,232296,883
2023-07-10$42.00$100.00185.8%54.3%47.5%38.4%201.6%38.2%4.5%-5.8M360.5M-983.8K1.719.08N/AN/A17,90230,527160,423282,027
2023-07-11$43.60$100.00203.5%57.0%49.6%44.6%215.8%26.9%6.3%-7.6M352.0M-1.1M1.499.85N/AN/A18,92128,148168,999295,305
2023-07-12$43.90$100.00203.7%58.6%49.5%44.7%227.9%24.6%3.3%-6.3M362.0M-1.1M1.249.76N/AN/A22,45027,799175,339303,611
2023-07-13$44.70$100.00213.1%55.4%48.1%48.0%204.6%98.1%28.8%-6.5M356.6M-1.1M1.259.70N/AN/A15,95320,016177,878312,985
2023-07-14$43.70$100.00193.8%57.6%48.5%41.2%205.0%30.4%-5.1%-6.4M414.1M-1.1M1.819.84N/AN/A13,62524,656180,961318,533
2023-07-17$43.60$100.00205.8%58.7%47.9%45.4%205.4%58.9%5.4%-6.9M368.3M-1.1M1.6811.25N/AN/A15,18225,568166,635302,320
2023-07-18$42.90$100.00195.4%56.8%47.8%41.8%228.4%54.6%9.9%-7.8M391.8M-1.1M2.0413.67N/AN/A15,56631,734172,129313,264
2023-07-19$43.60$100.00196.7%56.4%47.7%42.3%220.4%34.2%6.2%-8.5M353.6M-1.1M1.8010.01N/AN/A15,61528,064179,404322,949
2023-07-20$42.90$100.00189.4%54.5%47.9%39.7%195.6%28.1%-12.9%-9.4M417.8M-1.1M1.749.09N/AN/A13,81924,054183,436332,112
2023-07-21$43.80$100.00189.4%54.8%35.0%39.7%194.4%-16.7%-28.7%-5.5M389.5M-1.1M1.609.51N/AN/A25,11740,219185,923340,246
2023-07-24$58.90$100.00266.5%78.0%108.5%66.8%245.3%-12.5%0.5%-2.6M-61.8M-1.5M1.083.42N/AN/A91,52598,735142,308263,686
2023-07-25$51.10$100.00196.9%55.9%122.7%42.3%196.6%-33.2%3.0%-4.5M122.1M-1.5M2.297.61N/AN/A37,83486,540167,317302,290
2023-07-26$50.00$100.00188.2%53.6%123.2%39.3%191.6%-35.9%9.2%-4.9M167.8M-1.5M1.9810.25N/AN/A17,25234,244181,114320,484
2023-07-27$45.30$100.00191.0%53.3%128.4%40.2%195.4%-37.1%7.8%-7.2M300.4M-1.5M1.778.35N/AN/A22,61639,953185,288326,359
2023-07-28$46.30$100.00182.5%49.6%128.5%37.2%172.1%-36.3%4.2%-6.0M276.5M-1.5M1.806.11N/AN/A27,77249,948191,127333,374
2023-07-31$49.90$100.00183.5%51.4%131.0%37.6%188.6%-29.3%-5.6%-4.9M126.6M-1.5M2.085.85N/AN/A19,74641,030169,835295,030