AMC Options History — March 2024 In March 2024, AMC traded between $3.73 and $4.55. ATM implied volatility averaged 84.8%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 13.4% (HV 20d: 71.4%). Max pain ranged from $4.50 to $5.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.40.
Notable Days 2024-03-28 : Highest Volume — 279,488 contracts2024-03-28 : Largest IV spike — 9.3% change2024-03-01 : Highest IV Rank — 35.0%2024-03-01 : Largest Expected Move — 28.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.27 $3.73 $4.55 $4.38 $3.73 Max Pain $4.92 $4.50 $5.00 $5.00 $4.50 ATM IV 84.8% 77.7% 99.1% 99.1% 85.7% Expected Move 24.6% 21.5% 28.8% 28.8% 25.2% HV 20d 71.4% 61.2% 87.5% 87.5% 69.6% HV 60d 66.7% 65.3% 73.2% 66.3% 73.2% IV Rank 29.4% 26.7% 35.0% 35.0% 29.8% IV Percentile 7.9% 1.6% 27.4% 27.4% 10.7% Term Structure 1.4% -14.6% 9.3% -2.2% 9.3% VWIV 92.4% 81.2% 114.8% 114.8% 90.7% Skew 25d -6.9% -11.9% 1.2% -7.7% -5.2% Skew 10d -16.3% -24.8% -8.2% -23.4% -9.2% Call IV 25d 95.4% 84.4% 111.8% 111.8% 97.1% Put IV 25d 88.4% 78.3% 104.1% 104.1% 91.9% Bid-Ask Spread % 18.93 3.91 40.08 4.35 20.59 Gamma HHI 0.16 0.12 0.27 0.12 0.12 Net GEX 340.4K -181.6K 1.2M 96.9K 42.5K Net DEX -10.4M -25.8M 4.6M 1.6M 4.6M Net VEX -475.4K -514.6K -446.3K -467.7K -446.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.19 0.78 0.27 0.75 Total Volume 100,843.8 49,955 279,488 88,478 279,488 Total OI 926,646.55 722,691 1,106,910 1,097,750 867,659
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 2024-03-01 $4.38 $5.00 99.1% 28.8% 87.5% 35.0% 114.8% -7.7% -2.2% 96.9K 1.6M -467.7K 0.27 4.35 N/A N/A 69,801 18,677 694,996 402,754 2024-03-04 $4.31 $5.00 96.7% 28.0% 87.5% 34.1% 105.0% -10.7% -0.6% 29.2K -2.6M -457.4K 0.38 6.53 N/A N/A 81,899 31,028 596,093 358,258 2024-03-05 $4.49 $5.00 93.5% 27.8% 81.2% 32.8% 102.8% -7.4% 1.0% 427.5K -11.4M -467.0K 0.19 22.70 N/A N/A 86,903 16,540 625,077 358,173 2024-03-06 $4.47 $5.00 88.5% 27.0% 73.4% 30.9% 98.8% -9.2% 2.0% 721.1K -13.1M -475.0K 0.47 18.74 N/A N/A 67,548 31,411 653,787 356,702 2024-03-07 $4.55 $5.00 90.6% 27.0% 72.0% 31.7% 101.7% 1.2% 0.2% 986.7K -20.8M -495.2K 0.33 21.19 N/A N/A 107,404 35,222 683,385 363,861 2024-03-08 $4.25 $5.00 87.6% 26.2% 75.1% 30.5% 98.7% -10.7% -14.6% 54.9K 202.5K -466.9K 0.43 23.52 N/A N/A 75,660 32,406 702,935 366,961 2024-03-11 $4.36 $5.00 87.0% 25.3% 73.3% 30.3% 96.1% -8.2% 0.9% 285.1K -8.7M -478.7K 0.20 7.83 N/A N/A 92,609 18,339 655,401 349,916 2024-03-12 $4.33 $5.00 83.3% 24.5% 70.8% 28.8% 89.1% -5.4% 3.5% 299.1K -8.0M -465.0K 0.41 18.96 N/A N/A 42,967 17,485 675,965 352,460 2024-03-13 $4.36 $5.00 84.1% 24.4% 70.7% 29.2% 93.6% -3.7% 4.1% 395.6K -11.6M -464.3K 0.42 24.29 N/A N/A 36,411 15,460 692,642 362,343 2024-03-14 $4.22 $5.00 83.6% 23.7% 66.1% 29.0% 89.6% -3.6% -1.6% 119.4K -6.7M -472.3K 0.78 24.70 N/A N/A 49,498 38,388 705,941 368,638 2024-03-15 $4.41 $5.00 84.1% 24.3% 68.3% 29.2% 90.4% -8.8% -0.2% 340.3K -13.6M -489.8K 0.38 22.03 N/A N/A 82,944 31,665 721,761 385,149 2024-03-18 $4.41 $5.00 77.7% 22.4% 68.3% 26.7% 83.8% -7.9% 3.7% 467.8K -19.6M -485.2K 0.52 3.91 N/A N/A 71,419 37,212 467,314 255,377 2024-03-19 $4.26 $5.00 78.3% 22.4% 68.6% 26.9% 84.6% -7.7% 3.0% 431.9K -15.3M -482.2K 0.47 13.53 N/A N/A 33,966 15,989 493,940 257,618 2024-03-20 $4.25 $5.00 79.6% 22.8% 67.9% 27.4% 85.7% -7.0% 0.9% 403.9K -15.0M -483.1K 0.32 40.08 N/A N/A 49,475 15,808 506,732 264,121 2024-03-21 $4.17 $5.00 78.2% 22.2% 67.1% 26.9% 81.2% -11.9% 8.0% 243.9K -13.6M -491.2K 0.34 19.80 N/A N/A 39,371 13,428 522,458 268,207 2024-03-22 $4.06 $5.00 80.7% 23.3% 67.3% 27.8% 85.4% -8.0% -2.0% -181.6K -6.3M -453.2K 0.54 27.87 N/A N/A 55,838 30,406 533,583 271,507 2024-03-25 $4.09 $5.00 80.4% 22.7% 67.4% 27.7% 85.3% -5.4% 1.9% 199.6K -11.9M -475.2K 0.20 21.59 N/A N/A 71,982 14,522 501,043 258,844 2024-03-26 $4.06 $4.50 78.7% 22.5% 61.2% 27.1% 85.8% -8.9% 6.9% 224.6K -11.4M -477.1K 0.28 28.69 N/A N/A 87,506 24,103 525,560 262,907 2024-03-27 $4.31 $4.50 78.4% 21.5% 64.9% 26.9% 84.7% -2.4% 2.9% 1.2M -25.8M -514.6K 0.29 7.70 N/A N/A 74,689 21,409 568,678 274,185 2024-03-28 $3.73 $4.50 85.7% 25.2% 69.6% 29.8% 90.7% -5.2% 9.3% 42.5K 4.6M -446.3K 0.75 20.59 N/A N/A 159,856 119,632 588,411 279,248
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