AMC Options History — May 2024 In May 2024, AMC traded between $2.94 and $6.61. ATM implied volatility averaged 174.6%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 49.2%. IV traded below realized volatility by 12.7% (HV 20d: 187.2%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2024-05-13 : Highest Volume — 1,816,154 contracts2024-05-13 : Largest IV spike — 96.7% change2024-05-14 : Highest IV Rank — 100.0%2024-05-14 : Largest Expected Move — 97.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.23 $2.94 $6.61 $2.98 $4.25 Max Pain $3.93 $3.50 $4.00 $3.50 $4.00 ATM IV 174.6% 110.2% 364.1% 110.2% 134.5% Expected Move 49.2% 34.5% 97.4% 34.5% 38.5% HV 20d 187.2% 90.3% 248.5% 90.3% 246.1% HV 60d 130.4% 83.3% 159.8% 87.6% 158.9% IV Rank 52.6% 35.4% 100.0% 39.3% 35.4% IV Percentile 80.4% 54.8% 100.0% 54.8% 68.7% Term Structure -3.6% -18.0% 9.1% 6.9% 7.1% VWIV 202.4% 123.1% 362.0% 123.1% 158.1% Skew 25d -62.6% -117.5% -6.6% -10.4% -65.0% Skew 10d -102.3% -172.7% -14.0% -16.1% -123.7% Call IV 25d 228.5% 124.0% 425.5% 124.0% 193.8% Put IV 25d 165.9% 113.6% 339.3% 113.6% 128.8% Bid-Ask Spread % 8.31 5.54 20.67 6.47 6.95 Gamma HHI 0.08 0.06 0.12 0.10 0.06 Net GEX 1.1M 291.0K 2.0M 381.9K 854.8K Net DEX -119.3M -442.7M -7.4M -11.9M -78.4M Net VEX -962.5K -1.4M -503.5K -503.5K -1.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.17 0.61 0.34 0.34 Total Volume 491,145.182 79,587 1,816,154 79,587 214,353 Total OI 1,618,468.545 1,105,560 2,304,712 1,105,560 1,834,444
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 2024-05-01 $2.98 $3.50 110.2% 34.5% 90.3% 39.3% 123.1% -10.4% 6.9% 381.9K -11.9M -503.5K 0.34 6.47 N/A N/A 59,245 20,342 787,511 318,049 2024-05-02 $3.10 $3.50 114.0% 36.6% 91.3% 40.8% 143.6% -12.0% -2.2% 554.2K -22.0M -535.7K 0.17 6.07 N/A N/A 111,983 18,861 801,306 319,524 2024-05-03 $3.31 $3.50 130.5% 49.2% 94.1% 47.2% 186.3% -6.6% 0.7% 612.3K -47.0M -645.7K 0.19 20.67 N/A N/A 193,356 37,337 834,505 325,396 2024-05-06 $3.30 $4.00 158.2% 39.6% 94.0% 57.9% 167.4% -18.7% 9.1% 776.2K -49.5M -634.2K 0.23 6.17 N/A N/A 267,916 60,321 815,648 308,064 2024-05-07 $3.17 $4.00 144.7% 38.9% 95.3% 52.7% 167.8% -42.5% 0.9% 817.5K -46.5M -618.7K 0.34 6.97 N/A N/A 146,178 49,616 905,797 342,935 2024-05-08 $3.19 $4.00 150.4% 39.9% 93.4% 54.9% 157.5% -26.9% -3.1% 874.4K -54.5M -639.2K 0.46 5.83 N/A N/A 145,872 67,572 940,191 361,298 2024-05-09 $3.05 $4.00 124.1% 35.5% 95.0% 44.7% 145.6% -24.7% -15.3% 825.6K -25.8M -568.1K 0.36 8.34 N/A N/A 184,372 66,747 981,340 399,751 2024-05-10 $2.94 $4.00 125.2% 35.2% 93.4% 45.1% 144.6% -37.5% 5.2% 291.0K -7.4M -556.8K 0.35 5.98 N/A N/A 160,126 55,765 971,807 418,241 2024-05-13 $5.00 $4.00 246.3% 65.1% 206.3% 92.2% 259.6% -30.9% -13.2% 1.2M -190.5M -1.0M 0.31 16.23 N/A N/A 1,385,482 430,672 859,591 365,143 2024-05-14 $6.61 $4.00 364.1% 97.4% 222.9% 100.0% 362.0% -86.2% -16.7% 1.7M -442.7M -1.4M 0.59 8.31 N/A N/A 1,082,690 634,760 1,120,121 528,155 2024-05-15 $5.49 $4.00 284.3% 75.2% 236.9% 77.5% 307.5% -117.5% -18.0% 1.7M -270.0M -1.4M 0.61 6.22 N/A N/A 730,897 443,736 1,266,526 711,873 2024-05-16 $4.70 $4.00 220.9% 59.9% 245.6% 59.7% 280.3% -111.1% -12.1% 1.1M -155.5M -1.2M 0.48 5.54 N/A N/A 491,598 238,082 1,423,759 795,895 2024-05-17 $4.38 $4.00 199.1% 54.7% 247.2% 53.5% 241.8% -97.9% -8.3% 886.4K -97.4M -1.1M 0.40 6.64 N/A N/A 513,648 207,374 1,477,829 826,883 2024-05-20 $4.58 $4.00 174.6% 49.7% 246.0% 46.6% 224.7% -89.8% -3.5% 1.1M -125.6M -1.1M 0.33 9.92 N/A N/A 302,043 100,866 1,162,424 529,252 2024-05-21 $4.67 $4.00 170.9% 48.9% 246.0% 45.6% 204.5% -92.0% 2.5% 1.4M -136.3M -1.2M 0.34 7.62 N/A N/A 256,033 86,964 1,280,115 559,389 2024-05-22 $5.09 $4.00 206.2% 59.1% 245.6% 55.5% 235.4% -113.6% -6.2% 2.0M -209.6M -1.3M 0.26 10.39 N/A N/A 296,108 75,821 1,345,369 562,874 2024-05-23 $4.67 $4.00 164.4% 47.1% 248.5% 43.8% 194.1% -87.4% 0.9% 1.6M -135.5M -1.2M 0.35 9.27 N/A N/A 274,929 94,911 1,393,117 573,270 2024-05-24 $4.91 $4.00 156.7% 44.6% 248.4% 41.6% 183.2% -77.9% 3.5% 1.4M -155.9M -1.2M 0.31 8.50 N/A N/A 260,202 79,683 1,427,947 568,626 2024-05-28 $4.89 $4.00 170.2% 49.2% 242.6% 45.4% 200.9% -96.5% -7.8% 1.7M -158.0M -1.2M 0.24 6.03 N/A N/A 378,052 90,507 1,177,509 442,084 2024-05-29 $4.53 $4.00 146.4% 42.3% 244.5% 38.7% 181.0% -70.9% -7.5% 1.3M -113.9M -1.1M 0.22 8.77 N/A N/A 222,277 48,988 1,274,998 470,999 2024-05-30 $4.29 $4.00 144.7% 41.4% 246.0% 38.2% 184.4% -62.6% -2.4% 758.0K -90.0M -1.0M 0.32 6.03 N/A N/A 166,409 52,500 1,310,896 485,857 2024-05-31 $4.25 $4.00 134.5% 38.5% 246.1% 35.4% 158.1% -65.0% 7.1% 854.8K -78.4M -1.0M 0.34 6.95 N/A N/A 159,774 54,579 1,338,480 495,964
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