AMC Options History — August 2023 In August 2023, AMC traded between $10.96 and $52.50. ATM implied volatility averaged 172.3%, placing in the 39.5% IV rank vs the trailing year. The 30-day expected move averaged 49.7%. IV traded below realized volatility by 9.3% (HV 20d: 181.6%). Max pain ranged from $4.00 to $100.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.48.
Notable Days 2023-08-24 : Highest Volume — 431,357 contracts2023-08-25 : Largest IV spike — 1403.4% change2023-08-16 : Highest IV Rank — 46.6%2023-08-16 : Largest Expected Move — 60.0%Monthly Statistics Metric Avg Min Max Open Close Price $34.35 $10.96 $52.50 $49.20 $12.75 Max Pain $53.64 $4.00 $100.00 $100.00 $14.00 ATM IV 172.3% 9.0% 209.1% 185.2% 137.0% Expected Move 49.7% 2.6% 60.0% 51.3% 39.4% HV 20d 181.6% 130.2% 237.8% 131.1% 237.0% HV 60d 118.2% 81.5% 164.5% 82.0% 164.5% IV Rank 39.5% 0.0% 46.6% 38.2% 43.3% IV Percentile 71.4% 0.0% 90.1% 81.7% 45.6% Term Structure -6.0% -73.4% 20.6% 0.1% 1.1% VWIV 190.9% 140.7% 255.5% 193.2% 142.2% Skew 25d 12.6% -38.8% 477.4% -34.4% -7.9% Skew 10d -20.1% -84.3% 453.2% -72.7% -23.1% Call IV 25d 186.7% 59.5% 229.5% 209.4% 147.5% Put IV 25d 199.3% 133.5% 536.9% 175.0% 139.6% Bid-Ask Spread % 9.05 5.30 32.91 7.85 6.87 Gamma HHI 0.26 0.10 0.45 0.36 0.10 Net GEX -4.1M -11.2M 4.6M -4.9M -770.9K Net DEX 11.7M -3.19B 495.1M 146.0M 16.6M Net VEX -1.2M -2.5M 0 -1.5M -267.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.48 0.69 2.74 1.64 0.69 Total Volume 129,183.957 31,805 431,357 44,206 293,498 Total OI 794,966 0 5,577,736 479,853 493,517
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 2023-08-01 $49.20 $100.00 185.2% 51.3% 131.1% 38.2% 193.2% -34.4% 0.1% -4.9M 146.0M -1.5M 1.64 7.85 N/A N/A 16,741 27,465 176,796 303,057 2023-08-02 $48.00 $100.00 190.9% 50.3% 130.5% 40.2% 182.2% -22.5% 3.1% -7.2M 199.7M -1.5M 2.35 6.70 N/A N/A 10,027 23,525 183,462 311,920 2023-08-03 $49.10 $55.00 188.1% 57.6% 130.6% 39.2% 215.0% -33.2% 1.8% -6.2M 181.5M -1.5M 1.79 7.76 N/A N/A 11,398 20,407 187,656 322,870 2023-08-04 $49.50 $60.00 195.8% 58.0% 130.2% 41.9% 200.9% -25.7% 2.8% -4.3M 166.6M -1.6M 1.23 10.49 N/A N/A 21,710 26,787 192,327 328,518 2023-08-07 $51.70 $60.00 197.7% 58.1% 130.7% 42.6% 171.0% -29.9% 2.0% -4.9M 123.1M -1.6M 1.67 8.16 N/A N/A 18,737 31,341 174,679 302,497 2023-08-08 $50.90 $60.00 203.3% 58.1% 130.6% 44.6% 216.4% -26.8% -8.1% -5.1M 155.7M -1.6M 2.34 8.61 N/A N/A 18,289 42,869 180,805 311,868 2023-08-09 $49.10 $60.00 201.0% 56.4% 131.5% 43.8% 202.6% -26.2% 1.1% -6.7M 199.5M -1.5M 1.39 10.42 N/A N/A 22,586 31,450 188,510 323,218 2023-08-10 $49.40 $60.00 197.5% 58.4% 131.5% 42.5% 206.8% -27.9% 6.0% -6.9M 200.7M -1.5M 2.74 8.67 N/A N/A 8,669 23,719 191,169 333,207 2023-08-11 $52.50 $60.00 199.9% 56.9% 132.5% 43.4% 228.3% -21.5% 3.0% -4.6M 112.5M -1.6M 1.09 9.39 N/A N/A 32,677 35,637 192,040 338,863 2023-08-14 $34.60 $70.00 190.5% 53.1% 201.2% 40.1% 208.7% 1.7% -9.9% -7.3M 471.6M -1.1M 2.07 6.68 N/A N/A 62,307 129,271 173,501 306,805 2023-08-15 $36.30 $60.00 184.8% 52.1% 202.3% 38.1% 182.4% 22.6% -17.0% -8.7M 495.1M -1.1M 1.22 7.84 N/A N/A 51,899 63,513 200,475 335,609 2023-08-16 $37.60 $70.00 209.1% 60.0% 202.7% 46.6% 255.5% 72.0% 20.6% -6.6M 453.1M -1.3M 1.37 10.92 N/A N/A 35,172 48,165 220,420 347,803 2023-08-17 $40.40 $80.00 198.8% 57.5% 204.6% 43.0% 192.9% -24.1% -23.5% -6.8M 367.8M -1.2M 1.06 7.13 N/A N/A 50,354 53,439 230,109 362,002 2023-08-18 $40.40 $80.00 198.1% 57.5% 204.4% 42.7% 202.4% -38.8% -16.3% -11.2M 396.6M -1.2M 1.00 7.49 N/A N/A 44,321 44,400 246,648 369,390 2023-08-21 $31.30 $80.00 158.9% 49.4% 190.2% 29.0% 196.6% -22.1% -7.8% -4.7M 404.1M -1.0M 0.81 6.74 N/A N/A 66,326 53,631 176,318 274,973 2023-08-22 $25.60 $60.00 176.1% 53.5% 195.8% 35.0% 206.5% -15.2% -5.8% -3.2M 439.9M -893.3K 0.99 5.30 N/A N/A 54,501 54,115 200,991 292,177 2023-08-23 $19.80 $0.00 192.9% 52.9% 211.0% 40.9% 206.0% 108.9% -73.4% 0 0 0 1.65 32.91 N/A N/A 24,973 41,240 0 0 2023-08-24 $14.53 $6.00 9.0% 2.6% 230.3% 0.0% 0.0% 477.4% 0.0% 2.9M -3.19B -1.9M 1.83 7.84 N/A N/A 152,666 278,691 2,510,214 3,067,522 2023-08-25 $12.46 $10.00 135.3% 39.9% 230.8% 42.7% 149.2% -10.3% -1.6% 4.6M -875.1M -2.5M 1.28 8.49 N/A N/A 70,217 90,180 1,095,832 320,164 2023-08-28 $11.16 $4.00 137.9% 41.5% 225.1% 43.6% 150.5% -8.9% -0.2% -426.2K -251.5M -202.3K 2.29 7.57 N/A N/A 64,745 148,182 336,367 1,497,242 2023-08-29 $10.96 $16.00 131.7% 38.3% 225.0% 41.5% 140.7% -8.5% -1.3% -1.4M 66.0M -152.0K 0.80 6.73 N/A N/A 91,376 72,825 100,266 176,147 2023-08-30 $12.68 $15.00 144.4% 41.2% 237.8% 45.8% 149.1% -9.1% -9.0% -193.6K -13.8M -222.4K 0.80 7.66 N/A N/A 225,924 181,266 152,742 253,522 2023-08-31 $12.75 $14.00 137.0% 39.4% 237.0% 43.3% 142.2% -7.9% 1.1% -770.9K 16.6M -267.7K 0.69 6.87 N/A N/A 173,481 120,017 187,197 306,320
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