AMC Options History — February 2024 In February 2024, AMC traded between $3.66 and $4.91. ATM implied volatility averaged 116.4%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 34.5%. IV traded above realized volatility by 45.8% (HV 20d: 70.6%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.37.
Notable Days 2024-02-28 : Highest Volume — 326,205 contracts2024-02-29 : Largest IV drop — 25.2% change2024-02-28 : Highest IV Rank — 50.7%2024-02-28 : Largest Expected Move — 46.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.42 $3.66 $4.91 $4.06 $4.33 Max Pain $5.30 $5.00 $6.00 $6.00 $5.00 ATM IV 116.4% 101.1% 139.6% 101.1% 104.5% Expected Move 34.5% 29.8% 46.3% 30.4% 30.8% HV 20d 70.6% 51.3% 87.5% 53.2% 87.5% HV 60d 66.3% 64.5% 70.8% 66.4% 69.0% IV Rank 38.3% 31.1% 50.7% 31.1% 37.1% IV Percentile 48.8% 30.6% 67.5% 30.6% 34.5% Term Structure -4.9% -47.7% 3.2% 3.2% -2.8% VWIV 133.3% 114.8% 183.2% 123.3% 116.2% Skew 25d -15.5% -35.5% -6.6% -6.6% -14.9% Skew 10d -25.8% -42.0% 0.4% -18.8% -31.1% Call IV 25d 135.3% 110.9% 178.0% 110.9% 125.7% Put IV 25d 119.8% 102.0% 142.5% 104.2% 110.8% Bid-Ask Spread % 7.23 2.65 13.85 3.37 5.09 Gamma HHI 0.12 0.08 0.19 0.19 0.15 Net GEX 423.2K -359.1K 1.2M -278.4K 39.1K Net DEX -14.2M -51.5M 27.5M 20.2M 1.4M Net VEX -443.4K -577.0K -318.8K -361.9K -448.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.22 0.56 0.33 0.43 Total Volume 144,888.2 48,513 326,205 48,513 295,052 Total OI 936,042.55 829,168 1,077,712 901,716 1,077,712
Daily Data (20 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 2024-02-01 $4.06 $6.00 101.1% 30.4% 53.2% 31.1% 123.3% -6.6% 3.2% -278.4K 20.2M -361.9K 0.33 3.37 N/A N/A 36,605 11,908 535,941 365,775 2024-02-02 $4.00 $6.00 101.4% 29.8% 51.3% 31.2% 115.0% -12.0% 3.1% -309.2K 22.4M -349.2K 0.40 3.51 N/A N/A 69,229 27,517 544,379 365,408 2024-02-05 $3.66 $6.00 106.5% 30.9% 57.8% 32.9% 114.8% -8.6% -0.6% -359.1K 27.5M -318.8K 0.56 2.80 N/A N/A 116,792 65,669 485,824 343,344 2024-02-06 $4.06 $6.00 111.1% 31.5% 71.3% 34.5% 117.5% -8.8% -1.9% 208.2K 6.1M -373.1K 0.30 4.78 N/A N/A 171,274 51,985 524,770 355,102 2024-02-07 $3.92 $6.00 106.2% 30.7% 70.6% 32.9% 121.4% -12.0% 1.4% 229.6K 7.8M -384.4K 0.33 11.50 N/A N/A 74,137 24,809 584,596 364,958 2024-02-08 $4.11 $6.00 110.4% 31.3% 73.3% 34.3% 122.7% -13.5% -2.9% 676.6K -3.6M -399.2K 0.41 9.90 N/A N/A 70,661 29,126 596,055 364,474 2024-02-09 $4.33 $5.00 118.3% 33.3% 75.2% 36.9% 128.9% -18.2% -4.3% 340.3K -16.0M -428.9K 0.25 5.66 N/A N/A 191,266 47,117 615,614 365,944 2024-02-12 $4.56 $5.00 120.5% 34.6% 76.9% 37.7% 129.9% -14.6% -5.2% 722.6K -27.8M -444.5K 0.37 2.65 N/A N/A 133,438 49,790 588,612 339,957 2024-02-13 $4.50 $5.00 120.4% 34.5% 71.8% 37.6% 134.6% -15.1% -3.1% 497.0K -20.0M -449.2K 0.29 4.31 N/A N/A 94,866 27,133 601,888 345,420 2024-02-14 $4.83 $5.00 123.3% 35.3% 75.2% 38.6% 134.8% -11.8% -5.6% 1.0M -40.1M -492.5K 0.28 3.89 N/A N/A 110,914 31,453 628,597 345,109 2024-02-15 $4.88 $5.00 123.0% 35.4% 71.5% 38.5% 140.2% -17.5% -10.9% 1.2M -46.7M -507.9K 0.43 7.68 N/A N/A 87,624 38,035 650,010 351,232 2024-02-16 $4.83 $5.00 125.3% 36.3% 71.7% 39.3% 132.4% -19.1% -4.0% 736.9K -39.4M -513.3K 0.44 3.68 N/A N/A 90,233 40,130 665,964 358,191 2024-02-20 $4.69 $5.00 123.1% 35.9% 72.6% 41.2% 140.9% -14.2% -1.9% 709.4K -27.1M -476.3K 0.25 13.85 N/A N/A 90,285 22,439 569,030 309,394 2024-02-21 $4.55 $5.00 118.0% 34.0% 72.9% 40.0% 131.7% -10.8% -0.1% 514.5K -19.6M -471.0K 0.48 13.64 N/A N/A 63,953 30,756 592,519 320,629 2024-02-22 $4.39 $5.00 119.2% 35.7% 70.6% 42.8% 141.0% -18.4% -0.4% 334.1K -14.2M -447.2K 0.37 12.23 N/A N/A 58,190 21,358 603,416 322,659 2024-02-23 $4.45 $5.00 110.0% 35.0% 70.6% 39.2% 138.0% -16.3% -47.7% 322.3K -12.8M -456.1K 0.46 13.18 N/A N/A 61,947 28,659 613,023 331,535 2024-02-26 $4.46 $5.00 121.1% 37.9% 70.5% 43.5% 147.5% -17.3% -3.5% 366.1K -18.6M -469.5K 0.36 11.78 N/A N/A 75,401 26,943 546,449 306,366 2024-02-27 $4.79 $5.00 125.2% 40.1% 74.1% 45.1% 151.2% -25.0% -5.8% 656.3K -31.9M -499.8K 0.22 5.64 N/A N/A 85,997 18,868 580,813 316,737 2024-02-28 $4.91 $5.00 139.6% 46.3% 73.3% 50.7% 183.2% -35.5% -6.0% 825.3K -51.5M -577.0K 0.36 5.41 N/A N/A 239,990 86,215 617,031 326,374 2024-02-29 $4.33 $5.00 104.5% 30.8% 87.5% 37.1% 116.2% -14.9% -2.8% 39.1K 1.4M -448.1K 0.43 5.09 N/A N/A 205,670 89,382 696,304 381,408
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