AMC Options History — September 2023

In September 2023, AMC traded between $7.21 and $13.54. ATM implied volatility averaged 124.7%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 35.1%. IV traded below realized volatility by 103.6% (HV 20d: 228.3%). Max pain ranged from $9.00 to $14.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2023-09-07: Highest Volume — 661,128 contracts
  • 2023-09-06: Largest IV spike — 15.5% change
  • 2023-09-08: Highest IV Rank — 50.6%
  • 2023-09-11: Largest Expected Move — 43.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.45$7.21$13.54$13.04$7.92
Max Pain$10.15$9.00$14.00$14.00$9.00
ATM IV124.7%101.1%158.8%132.6%104.3%
Expected Move35.1%28.7%43.2%36.9%28.7%
HV 20d228.3%178.8%272.8%237.7%179.3%
HV 60d186.9%164.6%190.5%164.6%190.5%
IV Rank39.1%31.1%50.6%41.8%32.2%
IV Percentile29.7%9.5%66.3%40.1%11.1%
Term Structure-0.0%-5.4%8.7%0.5%1.6%
VWIV129.0%106.5%156.2%134.0%106.5%
Skew 25d-2.3%-9.8%10.3%-8.4%-9.8%
Skew 10d-10.9%-23.0%8.7%-22.6%-23.0%
Call IV 25d130.5%107.7%160.5%143.0%112.3%
Put IV 25d128.2%102.5%168.4%134.6%102.5%
Bid-Ask Spread %6.733.9711.034.268.71
Gamma HHI0.120.070.180.180.16
Net GEX-535.6K-1.9M778.7K-1.4M778.7K
Net DEX56.1M-7.6M203.7M15.1M8.6M
Net VEX-322.3K-381.2K-225.5K-318.1K-381.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.461.670.910.46
Total Volume275,079.2128,637661,128260,949196,655
Total OI739,757.6465,2641,066,237619,979702,451

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$13.04$14.00132.6%36.9%237.7%41.8%134.0%-8.4%0.5%-1.4M15.1M-318.1K0.914.26N/AN/A136,965123,984233,059386,920
2023-09-05$13.54$13.00135.5%38.5%237.3%42.7%138.6%-7.0%-0.1%-1.2M-7.6M-300.1K0.844.55N/AN/A101,34384,899154,962310,302
2023-09-06$8.61$13.00156.5%41.8%272.8%49.9%152.0%0.9%-1.9%-1.9M191.5M-225.5K1.449.02N/AN/A257,090370,225196,611345,671
2023-09-07$8.21$12.00153.6%42.5%272.6%48.9%151.8%3.3%-2.9%-1.5M203.7M-294.7K1.568.87N/AN/A258,454402,674320,285436,075
2023-09-08$7.21$12.00158.8%43.2%270.5%50.6%154.2%10.3%-5.4%-743.7K192.6M-253.8K1.465.60N/AN/A154,091224,721461,516466,281
2023-09-11$7.29$10.00153.2%43.2%267.2%48.7%156.2%9.6%-1.8%-889.7K76.7M-283.3K1.239.29N/AN/A109,358134,062363,723521,276
2023-09-12$7.67$10.00151.6%42.1%243.9%48.2%152.8%-0.4%-4.6%-983.2K94.2M-316.8K1.6710.96N/AN/A171,525286,429369,870464,489
2023-09-13$8.09$10.00142.9%40.5%244.3%45.3%148.7%-4.7%-0.8%-1.0M80.4M-363.4K0.959.87N/AN/A171,490162,122428,638592,898
2023-09-14$8.11$10.00128.1%36.6%242.6%40.2%135.5%-4.0%-0.2%576.0K66.5M-347.4K0.524.45N/AN/A241,431125,092485,691576,912
2023-09-15$8.39$9.00118.4%34.0%239.9%37.0%128.4%-4.2%-0.1%-130.5K70.5M-328.4K1.178.30N/AN/A136,655159,543490,873575,364
2023-09-18$7.81$9.00112.2%32.2%238.1%34.9%120.6%-2.4%-0.4%-763.1K18.3M-305.7K1.133.97N/AN/A80,79191,362294,554320,019
2023-09-19$8.32$9.00108.7%31.1%234.2%33.7%116.7%-3.4%-1.8%-366.5K3.6M-341.3K0.544.45N/AN/A115,92062,614318,743367,858
2023-09-20$8.18$9.00107.4%30.8%229.2%33.2%114.1%-2.5%-0.8%228.0K-244.8K-337.8K0.617.99N/AN/A121,40373,672352,189336,616
2023-09-21$7.72$9.00108.5%31.1%216.8%33.6%115.9%-5.3%1.7%-799.1K24.6M-332.8K0.724.86N/AN/A92,28066,780378,229348,776
2023-09-22$7.67$9.00108.0%30.3%193.6%33.5%119.1%-7.1%8.7%-108.2K23.9M-327.5K0.5711.03N/AN/A101,18357,460398,771360,105
2023-09-25$8.16$9.00103.8%29.8%190.7%32.0%109.4%-3.0%2.1%283.0K-207.8K-350.0K0.704.35N/AN/A106,80474,858301,568236,526
2023-09-26$7.83$9.00101.1%29.3%188.0%31.1%107.6%-2.2%2.4%18.3K13.9M-339.9K0.904.95N/AN/A85,34276,410337,495253,967
2023-09-27$7.54$9.00102.7%29.5%188.1%31.7%107.3%-2.1%2.3%-521.2K29.4M-344.6K0.524.41N/AN/A103,42653,834363,662278,021
2023-09-28$7.75$9.00106.7%30.1%178.8%33.0%110.2%-4.4%0.9%-215.6K16.9M-353.8K0.654.65N/AN/A77,74850,889383,761280,425
2023-09-29$7.92$9.00104.3%28.7%179.3%32.2%106.5%-9.8%1.6%778.7K8.6M-381.2K0.468.71N/AN/A135,15961,496407,739294,712