AMC Options History — October 2023 In October 2023, AMC traded between $7.99 and $11.07. ATM implied volatility averaged 110.8%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 32.0%. IV traded above realized volatility by 19.8% (HV 20d: 91.0%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.56.
Notable Days 2023-10-13 : Highest Volume — 401,100 contracts2023-10-06 : Largest IV spike — 9.3% change2023-10-12 : Highest IV Rank — 39.0%2023-10-12 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.38 $7.99 $11.07 $8.14 $10.59 Max Pain $9.30 $8.00 $10.00 $9.00 $10.00 ATM IV 110.8% 98.5% 124.5% 98.5% 106.5% Expected Move 32.0% 27.0% 34.8% 27.1% 33.1% HV 20d 91.0% 71.2% 179.5% 179.5% 87.4% HV 60d 187.9% 181.7% 196.3% 190.9% 183.3% IV Rank 34.4% 30.2% 39.0% 30.2% 33.0% IV Percentile 16.9% 8.7% 29.0% 8.7% 13.5% Term Structure -0.9% -5.5% 5.4% 5.4% -0.1% VWIV 118.4% 102.8% 127.2% 102.9% 123.2% Skew 25d -10.7% -19.0% -3.9% -3.9% -7.0% Skew 10d -22.1% -35.9% -11.2% -17.3% -20.9% Call IV 25d 122.1% 107.2% 142.6% 107.2% 115.9% Put IV 25d 111.4% 100.8% 123.6% 103.4% 108.9% Bid-Ask Spread % 5.34 3.86 11.96 4.56 4.28 Gamma HHI 0.09 0.05 0.17 0.09 0.09 Net GEX 1.1M -46.4K 3.2M 350.9K 2.2M Net DEX -54.8M -172.5M -10.2M -10.2M -86.5M Net VEX -462.9K -550.0K -392.8K -392.8K -498.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.38 0.78 0.47 0.61 Total Volume 177,989.5 81,078 401,100 147,041 151,854 Total OI 663,230.364 502,662 807,988 580,804 555,791
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 2023-10-02 $8.14 $9.00 98.5% 27.1% 179.5% 30.2% 102.9% -3.9% 5.4% 350.9K -10.2M -392.8K 0.47 4.56 N/A N/A 100,109 46,932 321,771 259,033 2023-10-03 $7.99 $9.00 99.6% 27.0% 178.0% 30.6% 102.8% -6.7% 4.6% 501.7K -10.8M -413.4K 0.64 3.86 N/A N/A 49,390 31,688 365,767 278,126 2023-10-04 $8.38 $9.00 99.9% 28.1% 81.6% 30.7% 104.7% -7.7% 2.0% 1.3M -35.8M -428.0K 0.56 4.26 N/A N/A 100,026 56,208 383,689 283,928 2023-10-05 $8.34 $8.00 102.4% 30.5% 79.8% 31.6% 113.2% -6.9% 4.0% 1.7M -35.0M -426.2K 0.59 5.57 N/A N/A 137,439 81,647 410,510 297,588 2023-10-06 $9.27 $8.00 112.0% 31.6% 72.0% 34.8% 114.8% -16.0% 2.2% 1.2M -111.1M -469.7K 0.50 6.30 N/A N/A 257,112 128,982 426,308 316,050 2023-10-09 $9.77 $8.00 110.0% 31.2% 73.4% 34.1% 114.6% -12.2% -2.3% 1.9M -87.8M -474.5K 0.53 5.72 N/A N/A 135,961 71,883 362,511 271,611 2023-10-10 $9.96 $9.00 115.2% 32.9% 72.2% 35.9% 119.2% -16.1% -1.6% 1.9M -97.4M -491.5K 0.53 5.14 N/A N/A 127,345 67,871 386,061 295,427 2023-10-11 $10.34 $9.00 117.8% 33.1% 71.2% 36.8% 123.4% -17.2% -2.2% 2.4M -120.2M -510.2K 0.55 4.13 N/A N/A 148,188 81,600 411,206 309,262 2023-10-12 $11.07 $9.00 124.5% 34.8% 73.8% 39.0% 127.1% -19.0% -4.1% 3.2M -172.5M -550.0K 0.41 4.79 N/A N/A 188,040 76,717 438,134 328,873 2023-10-13 $9.55 $9.00 122.0% 34.5% 93.4% 38.2% 127.2% -18.0% -3.4% 569.1K -51.0M -494.2K 0.78 6.01 N/A N/A 225,565 175,535 458,841 349,147 2023-10-16 $9.39 $9.00 117.5% 33.6% 89.2% 36.7% 123.7% -12.6% -3.8% 762.9K -39.0M -468.4K 0.60 5.26 N/A N/A 98,296 58,582 379,277 293,333 2023-10-17 $9.68 $9.00 113.9% 32.7% 87.3% 35.4% 122.2% -11.6% -3.5% 1.3M -57.5M -486.6K 0.60 5.85 N/A N/A 108,252 65,377 411,043 307,765 2023-10-18 $9.21 $10.00 116.1% 33.3% 89.3% 36.2% 123.4% -10.6% -4.2% 597.9K -26.5M -462.5K 0.57 4.43 N/A N/A 82,893 47,618 431,458 315,769 2023-10-19 $9.34 $10.00 118.3% 34.2% 86.1% 36.9% 124.3% -10.5% -5.5% 614.2K -35.9M -473.9K 0.65 5.19 N/A N/A 118,015 77,276 450,535 323,253 2023-10-20 $9.09 $10.00 114.5% 33.2% 86.9% 35.6% 120.2% -8.9% -3.4% -46.4K -27.1M -447.1K 0.71 5.58 N/A N/A 97,699 69,694 476,052 329,944 2023-10-23 $9.20 $10.00 111.2% 33.0% 84.6% 34.5% 121.4% -9.6% 0.3% 544.2K -26.9M -443.8K 0.46 4.53 N/A N/A 88,774 40,589 299,510 213,270 2023-10-24 $9.46 $10.00 109.1% 32.3% 83.0% 33.8% 118.2% -9.8% -0.3% 1.2M -43.6M -467.1K 0.55 4.24 N/A N/A 66,679 36,537 335,780 227,267 2023-10-25 $9.21 $10.00 109.0% 32.6% 82.3% 33.8% 119.1% -8.1% -0.7% 894.6K -28.5M -452.1K 0.39 4.65 N/A N/A 59,611 23,480 349,534 227,973 2023-10-26 $9.25 $10.00 107.1% 32.0% 82.0% 33.1% 120.2% -9.0% -1.3% 757.9K -29.0M -438.1K 0.47 6.11 N/A N/A 56,173 26,560 363,794 232,896 2023-10-27 $9.16 $10.00 105.1% 31.5% 82.2% 32.5% 116.2% -7.2% -0.0% 410.9K -26.0M -435.3K 0.69 11.96 N/A N/A 69,162 47,727 372,275 238,044 2023-10-30 $9.96 $9.50 107.2% 32.8% 86.3% 33.2% 122.2% -7.1% -0.9% 961.8K -47.4M -460.3K 0.38 5.00 N/A N/A 98,867 37,816 294,441 208,221 2023-10-31 $10.59 $10.00 106.5% 33.1% 87.4% 33.0% 123.2% -7.0% -0.1% 2.2M -86.5M -498.7K 0.61 4.28 N/A N/A 94,341 57,513 335,890 219,901
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