AMC Options History — December 2023

In December 2023, AMC traded between $6.06 and $7.50. ATM implied volatility averaged 92.3%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 19.8% (HV 20d: 72.5%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.38.

Notable Days

  • 2023-12-01: Highest Volume — 300,094 contracts
  • 2023-12-20: Largest IV spike — 11.9% change
  • 2023-12-04: Highest IV Rank — 32.4%
  • 2023-12-01: Largest Expected Move — 30.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.62$6.06$7.50$6.88$6.14
Max Pain$8.35$8.00$9.00$8.00$8.00
ATM IV92.3%85.7%105.0%100.5%88.1%
Expected Move26.5%23.5%30.5%30.5%23.5%
HV 20d72.5%55.9%91.4%83.8%55.9%
HV 60d81.2%78.6%85.4%85.4%78.6%
IV Rank28.2%25.9%32.4%30.9%26.7%
IV Percentile10.2%5.6%19.4%16.3%7.1%
Term Structure2.1%-0.9%5.1%2.6%3.9%
VWIV101.9%89.8%122.0%122.0%89.8%
Skew 25d-19.7%-27.6%-14.9%-22.5%-14.9%
Skew 10d-40.5%-55.2%-33.3%-44.6%-37.3%
Call IV 25d110.3%101.9%127.2%119.0%102.0%
Put IV 25d90.7%84.6%99.6%96.5%87.2%
Bid-Ask Spread %12.156.1817.196.186.62
Gamma HHI0.120.080.180.080.11
Net GEX260.4K-390.5K1.6M156.4K-75.8K
Net DEX7.2M-41.0M28.9M10.5M9.1M
Net VEX-398.1K-468.2K-359.7K-423.9K-370.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.180.580.180.45
Total Volume151,119.674,505300,094300,09490,103
Total OI793,108.3634,671894,838829,746791,731

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$6.88$8.00100.5%30.5%83.8%30.9%122.0%-22.5%2.6%156.4K10.5M-423.9K0.186.18N/AN/A254,32145,773496,533333,213
2023-12-04$7.50$9.00105.0%28.9%91.4%32.4%112.1%-27.6%3.1%1.6M-41.0M-468.2K0.3312.27N/AN/A198,77666,377487,886301,676
2023-12-05$7.04$9.00100.1%28.3%90.5%30.8%106.8%-23.6%0.5%1.1M-12.8M-450.8K0.4512.75N/AN/A112,70750,289539,311315,300
2023-12-06$6.80$9.0099.2%28.8%89.0%30.5%111.0%-20.3%-0.4%443.4K2.9M-436.5K0.1813.35N/AN/A160,70629,186564,477327,098
2023-12-07$6.81$9.0096.1%27.8%89.3%29.4%106.5%-21.0%2.9%121.0K10.5M-420.2K0.4715.30N/AN/A89,94041,929531,146336,965
2023-12-08$6.92$9.0091.3%26.6%76.3%27.8%101.4%-16.7%3.1%19.9K10.6M-407.4K0.3612.33N/AN/A91,01532,443543,899342,618
2023-12-11$7.06$9.0089.5%26.1%71.3%27.2%103.5%-17.7%0.4%321.5K836.2K-398.7K0.2510.07N/AN/A152,10737,594432,295304,549
2023-12-12$6.75$9.0090.4%26.1%72.6%27.5%98.0%-25.2%2.6%-145.1K18.4M-375.6K0.4014.76N/AN/A126,91051,273521,506323,438
2023-12-13$6.83$8.0087.9%25.2%72.2%26.7%96.3%-17.2%0.6%253.9K10.4M-385.8K0.4317.19N/AN/A76,85633,125510,926328,189
2023-12-14$6.71$8.0088.9%26.6%71.9%27.0%105.8%-16.7%3.2%-17.0K12.4M-393.4K0.2815.47N/AN/A128,28836,471530,171334,117
2023-12-15$6.63$8.0089.2%26.6%68.7%27.1%101.1%-16.5%3.3%28.9K14.2M-400.4K0.4012.69N/AN/A83,44233,116558,527336,311
2023-12-18$6.75$8.0088.0%25.3%69.0%26.7%101.7%-24.9%1.6%324.6K-2.0M-406.3K0.4011.53N/AN/A110,71444,247363,128271,543
2023-12-19$6.75$8.0085.7%24.6%68.6%25.9%98.7%-19.8%5.1%648.2K-2.4M-400.6K0.308.57N/AN/A59,82317,852411,295290,327
2023-12-20$6.26$8.0095.9%27.5%66.4%29.4%101.8%-20.1%-0.9%-158.3K20.4M-381.2K0.5012.73N/AN/A98,03949,282429,769292,994
2023-12-21$6.06$8.0093.6%26.9%63.6%28.6%101.4%-18.2%-0.8%-390.5K28.9M-374.5K0.5810.59N/AN/A98,70357,152457,947297,249
2023-12-22$6.08$8.0090.9%25.9%63.5%27.7%98.0%-16.3%1.8%-123.7K23.7M-372.6K0.4914.29N/AN/A89,98144,471484,728311,155
2023-12-26$6.13$8.0089.4%25.2%63.7%27.2%97.4%-20.9%3.4%67.6K13.3M-359.7K0.3114.53N/AN/A87,55026,975402,999275,914
2023-12-27$6.14$8.0088.7%24.7%63.7%26.9%92.7%-16.3%2.0%388.0K10.9M-365.2K0.3510.56N/AN/A55,27319,232440,881287,779
2023-12-28$6.20$8.0088.2%24.5%59.4%26.8%91.8%-17.0%3.1%639.8K4.5M-371.0K0.4311.22N/AN/A98,19742,154457,756294,820
2023-12-29$6.14$8.0088.1%23.5%55.9%26.7%89.8%-14.9%3.9%-75.8K9.1M-370.2K0.456.62N/AN/A62,08228,021481,312310,419