AMC Options History — April 2024 In April 2024, AMC traded between $2.50 and $3.45. ATM implied volatility averaged 112.3%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 17.9% (HV 20d: 94.4%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.50.
Notable Days 2024-04-19 : Highest Volume — 271,586 contracts2024-04-15 : Largest IV spike — 9.4% change2024-04-19 : Highest IV Rank — 46.7%2024-04-19 : Largest Expected Move — 37.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.03 $2.50 $3.45 $3.13 $2.92 Max Pain $3.73 $3.00 $4.00 $4.00 $3.50 ATM IV 112.3% 99.8% 129.2% 100.7% 115.4% Expected Move 33.0% 29.0% 37.3% 30.9% 35.4% HV 20d 94.4% 82.8% 111.9% 91.1% 90.4% HV 60d 81.1% 76.5% 89.2% 79.3% 89.2% IV Rank 40.1% 35.3% 46.7% 35.6% 41.3% IV Percentile 55.8% 36.1% 74.2% 38.1% 61.5% Term Structure -1.2% -12.2% 10.6% 10.6% -0.4% VWIV 123.2% 109.4% 137.2% 114.9% 133.3% Skew 25d -6.2% -14.9% 7.5% 7.5% -12.4% Skew 10d -13.1% -42.9% 17.9% -0.6% -22.3% Call IV 25d 124.3% 105.9% 149.4% 105.9% 132.4% Put IV 25d 118.1% 106.9% 135.1% 113.3% 119.9% Bid-Ask Spread % 9.77 3.42 19.92 4.69 11.52 Gamma HHI 0.14 0.09 0.24 0.15 0.09 Net GEX 252.4K -186.3K 867.4K -94.8K 274.5K Net DEX -5.8M -50.8M 19.1M 16.3M -8.8M Net VEX -459.2K -615.1K -337.8K -383.0K -497.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.28 0.88 0.75 0.31 Total Volume 136,840.864 45,492 271,586 228,330 67,219 Total OI 1,034,627 864,616 1,165,385 864,616 1,096,176
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 2024-04-01 $3.13 $4.00 100.7% 30.9% 91.1% 35.6% 114.9% 7.5% 10.6% -94.8K 16.3M -383.0K 0.75 4.69 N/A N/A 130,398 97,932 576,864 287,752 2024-04-02 $3.12 $4.00 99.8% 30.0% 91.3% 35.3% 109.4% -2.0% -7.3% -184.3K 17.4M -406.0K 0.66 6.31 N/A N/A 84,435 55,844 629,138 309,433 2024-04-03 $3.04 $4.00 100.7% 29.5% 88.8% 35.6% 112.4% -0.6% 5.5% -157.8K 16.5M -409.1K 0.46 3.42 N/A N/A 92,505 42,298 660,569 303,046 2024-04-04 $3.00 $4.00 102.9% 30.3% 88.6% 36.5% 110.8% -2.8% 10.0% -161.7K 15.5M -400.1K 0.88 19.92 N/A N/A 54,234 47,853 698,166 313,775 2024-04-05 $3.01 $4.00 103.9% 29.1% 88.0% 36.9% 109.7% -3.0% 5.9% -2.0K 14.9M -403.7K 0.60 10.05 N/A N/A 59,943 36,095 708,842 322,117 2024-04-08 $2.98 $4.00 102.4% 29.8% 86.2% 36.3% 111.5% -0.6% 0.1% 10.6K 9.4M -382.1K 0.39 9.73 N/A N/A 75,894 29,438 649,109 280,406 2024-04-09 $2.98 $4.00 101.3% 29.0% 85.0% 35.9% 109.8% -1.2% -2.2% 87.3K 7.5M -390.7K 0.28 10.81 N/A N/A 35,518 9,974 676,410 288,112 2024-04-10 $2.84 $4.00 106.1% 29.4% 85.4% 37.7% 112.8% 1.7% -3.1% 4.1K 13.1M -381.6K 0.74 10.88 N/A N/A 56,984 41,959 690,363 291,146 2024-04-11 $2.81 $4.00 106.0% 30.2% 84.9% 37.7% 112.9% -0.2% -1.3% -46.8K 13.8M -384.8K 0.80 4.55 N/A N/A 40,554 32,353 712,916 301,165 2024-04-12 $2.65 $4.00 106.2% 30.1% 85.8% 37.7% 117.9% -6.2% -2.1% -122.6K 17.6M -376.7K 0.72 12.62 N/A N/A 56,511 40,688 730,108 312,266 2024-04-15 $2.50 $4.00 116.2% 33.4% 82.8% 41.6% 119.0% -7.7% -12.2% -186.3K 19.1M -337.8K 0.30 5.03 N/A N/A 97,132 28,790 675,768 299,204 2024-04-16 $2.77 $4.00 118.6% 33.9% 94.6% 42.6% 130.1% -11.2% -5.9% 139.7K 403.7K -421.5K 0.39 4.63 N/A N/A 169,313 66,066 725,871 299,348 2024-04-17 $2.96 $4.00 126.1% 36.1% 99.7% 45.5% 135.1% -7.4% -7.2% 534.3K -18.0M -489.3K 0.30 5.68 N/A N/A 183,573 54,370 787,679 308,107 2024-04-18 $2.92 $3.00 118.6% 34.1% 99.5% 42.6% 131.9% -11.8% -4.5% 547.4K -16.4M -504.3K 0.39 18.71 N/A N/A 88,102 34,682 806,019 313,392 2024-04-19 $3.13 $3.00 129.2% 37.3% 104.3% 46.7% 137.2% -14.9% -0.6% 622.6K -37.0M -545.4K 0.47 16.88 N/A N/A 184,752 86,834 819,233 319,265 2024-04-22 $3.42 $3.00 125.7% 37.3% 110.4% 45.3% 136.2% -10.2% -4.2% 709.0K -41.2M -579.6K 0.33 17.63 N/A N/A 161,308 53,697 734,818 298,553 2024-04-23 $3.45 $3.00 123.2% 36.1% 110.4% 44.3% 133.2% -6.8% -2.2% 867.4K -50.8M -615.1K 0.29 10.35 N/A N/A 99,686 28,552 775,546 307,031 2024-04-24 $3.25 $3.50 118.5% 36.0% 111.9% 42.5% 131.9% -12.1% -0.7% 780.5K -32.4M -556.5K 0.39 8.11 N/A N/A 78,629 30,343 794,946 318,679 2024-04-25 $3.24 $4.00 116.9% 35.9% 108.8% 41.9% 132.3% -10.1% 3.5% 794.3K -29.7M -551.0K 0.37 8.99 N/A N/A 70,541 25,956 803,543 323,446 2024-04-26 $3.42 $3.50 115.0% 34.5% 99.7% 41.2% 131.0% -14.5% -6.0% 716.1K -39.8M -587.4K 0.41 8.46 N/A N/A 92,423 38,225 832,869 332,516 2024-04-29 $3.01 $3.50 118.0% 36.7% 89.8% 42.3% 136.5% -10.5% -2.8% 421.6K -14.5M -500.1K 0.74 6.08 N/A N/A 85,519 63,377 752,320 295,762 2024-04-30 $2.92 $3.50 115.4% 35.4% 90.4% 41.3% 133.3% -12.4% -0.4% 274.5K -8.8M -497.1K 0.31 11.52 N/A N/A 51,176 16,043 776,094 320,082
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