AMC Options History — November 2023 In November 2023, AMC traded between $6.63 and $10.96. ATM implied volatility averaged 97.3%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 11.7% (HV 20d: 85.6%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2023-11-09 : Highest Volume — 459,094 contracts2023-11-29 : Largest IV spike — 11.6% change2023-11-08 : Highest IV Rank — 35.4%2023-11-01 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $8.23 $6.63 $10.96 $10.18 $6.70 Max Pain $9.26 $8.00 $10.00 $10.00 $8.00 ATM IV 97.3% 84.3% 113.8% 106.3% 91.5% Expected Move 28.2% 24.3% 32.6% 32.6% 27.6% HV 20d 85.6% 80.1% 93.8% 88.5% 83.7% HV 60d 148.5% 85.6% 183.7% 183.4% 85.6% IV Rank 29.8% 25.5% 35.4% 32.9% 27.9% IV Percentile 10.6% 4.0% 23.8% 13.5% 7.5% Term Structure -0.6% -2.4% 1.4% -0.6% -0.9% VWIV 104.8% 89.4% 124.8% 123.0% 105.6% Skew 25d -4.3% -14.6% 2.1% -5.8% -14.6% Skew 10d -12.6% -35.6% 0.2% -18.4% -35.6% Call IV 25d 103.9% 88.6% 123.3% 114.3% 106.4% Put IV 25d 99.6% 87.1% 114.7% 108.5% 91.7% Bid-Ask Spread % 7.12 2.96 15.12 5.17 6.71 Gamma HHI 0.14 0.06 0.70 0.10 0.13 Net GEX -118.9K -6.6M 2.5M 1.8M -123.7K Net DEX 4.6M -91.1M 65.9M -64.3M 23.3M Net VEX -412.8K -523.6K -339.1K -491.3K -399.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.18 1.07 0.66 0.25 Total Volume 155,865.762 64,238 459,094 113,089 160,226 Total OI 700,109.81 556,585 856,254 585,950 814,848
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 2023-11-01 $10.18 $10.00 106.3% 32.6% 88.5% 32.9% 123.0% -5.8% -0.6% 1.8M -64.3M -491.3K 0.66 5.17 N/A N/A 68,101 44,988 353,662 232,288 2023-11-02 $10.43 $10.00 106.0% 30.2% 88.4% 32.8% 115.5% -10.0% -1.3% 2.5M -78.2M -494.0K 0.57 7.36 N/A N/A 71,335 40,780 364,161 242,143 2023-11-03 $10.57 $10.00 107.0% 30.5% 81.1% 33.1% 119.5% -8.7% -2.4% 1.7M -91.1M -496.0K 0.56 7.38 N/A N/A 145,225 81,134 378,329 252,011 2023-11-06 $10.96 $10.00 112.5% 31.8% 80.1% 35.0% 119.4% -8.9% -1.6% 1.6M -78.9M -523.6K 0.52 5.24 N/A N/A 85,752 44,441 329,953 226,632 2023-11-07 $10.23 $10.00 113.3% 32.0% 84.1% 35.2% 124.8% -8.1% -1.4% 1.1M -47.8M -518.4K 0.56 7.76 N/A N/A 78,592 44,294 356,634 245,012 2023-11-08 $10.09 $10.00 113.8% 32.3% 83.2% 35.4% 121.1% -8.6% -1.0% 1.0M -46.1M -507.9K 0.57 6.68 N/A N/A 98,160 55,858 391,940 264,271 2023-11-09 $8.71 $10.00 100.9% 29.2% 93.8% 31.1% 106.7% -1.8% 0.6% -1.2M 42.5M -401.0K 0.68 8.06 N/A N/A 272,744 186,350 445,741 291,586 2023-11-10 $7.97 $10.00 95.2% 27.4% 84.3% 29.1% 99.9% -0.0% 0.9% -6.6M 65.9M -382.6K 1.07 3.41 N/A N/A 108,775 115,889 519,048 337,206 2023-11-13 $7.92 $10.00 93.4% 26.9% 84.3% 28.5% 98.2% 2.1% 0.4% -622.2K 32.9M -378.1K 0.79 7.60 N/A N/A 80,117 63,087 399,565 282,674 2023-11-14 $8.09 $9.00 89.2% 25.6% 83.8% 27.1% 92.4% -0.6% 1.4% 65.8K 17.9M -397.7K 0.43 3.33 N/A N/A 70,942 30,181 429,129 308,370 2023-11-15 $7.88 $9.00 92.1% 26.4% 82.7% 28.1% 96.8% -3.3% -0.5% -71.9K 25.7M -392.3K 0.59 2.96 N/A N/A 68,594 40,188 448,319 313,665 2023-11-16 $7.38 $9.00 98.4% 28.3% 84.7% 30.2% 103.1% -3.0% -1.8% -907.0K 47.3M -370.1K 0.62 7.15 N/A N/A 96,531 59,756 464,750 324,482 2023-11-17 $7.44 $9.00 96.9% 27.9% 84.8% 29.7% 99.4% 0.2% -1.8% -1.1M 43.0M -385.8K 0.70 7.11 N/A N/A 65,835 46,000 493,941 328,070 2023-11-20 $7.25 $9.00 92.2% 26.3% 84.5% 28.1% 96.2% -1.8% -0.8% -312.9K 28.6M -363.5K 0.39 7.57 N/A N/A 87,656 34,089 350,024 267,326 2023-11-21 $6.63 $9.00 93.5% 26.6% 87.4% 28.6% 97.6% -0.2% -1.6% -621.3K 47.3M -347.5K 0.73 7.37 N/A N/A 85,628 62,783 392,948 279,476 2023-11-22 $7.00 $9.00 88.7% 25.2% 91.0% 26.9% 92.1% -0.8% -0.9% -333.5K 28.6M -366.3K 0.58 7.48 N/A N/A 84,364 48,839 417,287 296,039 2023-11-24 $6.87 $9.00 84.3% 24.3% 90.7% 25.5% 89.4% -3.2% -0.3% -156.1K 37.5M -362.1K 0.77 15.12 N/A N/A 36,289 27,949 445,478 307,224 2023-11-27 $6.78 $8.50 85.6% 24.7% 90.7% 25.9% 90.1% -0.9% -0.2% -388.1K 29.4M -340.5K 0.50 11.00 N/A N/A 52,242 26,095 366,000 300,170 2023-11-28 $6.71 $8.00 86.2% 25.5% 82.9% 26.1% 91.6% -1.2% 0.7% -512.3K 32.3M -339.1K 0.52 11.09 N/A N/A 60,609 31,354 386,733 312,000 2023-11-29 $7.12 $8.00 96.2% 30.1% 82.7% 29.5% 119.0% -11.2% -0.5% 593.2K 217.5K -411.6K 0.18 3.94 N/A N/A 262,987 48,422 413,821 329,350 2023-11-30 $6.70 $8.00 91.5% 27.6% 83.7% 27.9% 105.6% -14.6% -0.9% -123.7K 23.3M -399.1K 0.25 6.71 N/A N/A 128,232 31,994 489,705 325,143
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