AMC Options History — June 2024

In June 2024, AMC traded between $4.49 and $5.76. ATM implied volatility averaged 145.0%, placing in the 38.3% IV rank vs the trailing year. The 30-day expected move averaged 41.1%. IV traded below realized volatility by 20.8% (HV 20d: 165.8%). Max pain ranged from $4.00 to $4.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-06-07: Highest Volume — 1,001,438 contracts
  • 2024-06-06: Largest IV spike — 42.6% change
  • 2024-06-06: Highest IV Rank — 59.1%
  • 2024-06-03: Largest Expected Move — 60.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.87$4.49$5.76$4.83$4.83
Max Pain$4.34$4.00$4.50$4.00$4.50
ATM IV145.0%99.5%219.0%194.9%109.5%
Expected Move41.1%27.7%60.8%60.8%30.3%
HV 20d165.8%109.1%258.6%248.7%109.1%
HV 60d165.5%160.5%169.0%161.1%161.6%
IV Rank38.3%25.5%59.1%52.3%28.3%
IV Percentile64.5%27.0%98.0%89.3%47.2%
Term Structure-2.6%-21.0%12.8%-1.9%6.8%
VWIV171.9%108.7%274.2%274.2%114.8%
Skew 25d-73.8%-131.3%-38.3%-107.0%-49.5%
Skew 10d-109.0%-172.2%-74.8%-114.6%-86.3%
Call IV 25d202.9%130.0%302.8%267.9%143.3%
Put IV 25d129.1%91.7%190.2%160.8%93.8%
Bid-Ask Spread %8.935.3318.368.826.45
Gamma HHI0.090.060.170.060.10
Net GEX1.6M559.7K3.0M1.5M1.3M
Net DEX-135.3M-296.9M-66.1M-163.9M-104.8M
Net VEX-1.1M-1.4M-914.4K-1.2M-1.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.170.430.220.27
Total Volume323,978.263126,8331,001,438666,216143,063
Total OI1,648,451.5791,122,1061,972,0671,571,9881,328,574

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$4.83$4.00194.9%60.8%248.7%52.3%274.2%-107.0%-1.9%1.5M-163.9M-1.2M0.228.82N/AN/A547,938118,2781,155,719416,269
2024-06-04$4.78$4.00158.6%47.4%248.8%42.1%202.5%-68.5%-1.0%1.8M-144.9M-1.2M0.305.33N/AN/A182,50955,4371,324,225462,259
2024-06-05$5.13$4.00153.6%47.0%248.5%40.7%198.7%-84.6%12.8%2.3M-181.3M-1.3M0.277.80N/AN/A301,83381,6941,344,955462,867
2024-06-06$5.76$4.00219.0%56.7%250.4%59.1%224.3%-95.8%-2.8%3.0M-296.9M-1.4M0.1711.08N/AN/A689,925114,7841,413,962473,526
2024-06-07$4.89$4.50202.1%53.9%258.6%54.4%226.3%-131.3%-1.9%1.5M-157.8M-1.2M0.339.96N/AN/A750,893250,5451,471,063501,004
2024-06-10$4.72$4.00154.1%43.3%258.5%40.9%202.2%-85.8%-9.8%1.4M-127.7M-1.2M0.297.65N/AN/A245,82970,0971,274,432440,309
2024-06-11$5.26$4.00189.7%52.6%180.1%50.9%215.4%-114.6%-7.5%2.4M-201.8M-1.3M0.199.13N/AN/A304,64959,2901,349,704453,862
2024-06-12$4.92$4.50166.3%45.8%148.8%44.3%178.3%-90.8%-16.7%2.1M-145.1M-1.2M0.2713.07N/AN/A208,97256,3971,413,096461,451
2024-06-13$5.21$4.50155.8%43.6%136.3%41.3%191.1%-85.7%-7.1%2.9M-179.7M-1.2M0.267.30N/AN/A204,57153,1501,434,738472,258
2024-06-14$4.99$4.50152.5%44.4%125.0%40.4%200.8%-87.5%3.4%1.4M-144.7M-1.2M0.277.99N/AN/A280,35575,4741,459,632478,120
2024-06-17$4.89$4.50136.8%39.4%122.3%36.0%171.3%-72.4%11.3%1.4M-127.2M-1.1M0.2518.36N/AN/A201,61750,1531,223,096417,151
2024-06-18$4.83$4.50119.5%34.5%121.5%31.1%140.7%-55.7%-21.0%1.4M-111.9M-1.1M0.2611.68N/AN/A133,42734,1121,272,614431,400
2024-06-20$4.76$4.50125.8%35.8%121.5%32.9%139.4%-56.4%3.2%1.2M-99.5M-1.0M0.3310.79N/AN/A118,30639,0551,300,004439,491
2024-06-21$4.49$4.50109.3%31.7%118.9%28.3%123.3%-42.5%-7.8%629.9K-69.1M-917.7K0.436.31N/AN/A136,92659,0411,335,082439,568
2024-06-24$4.50$4.5099.5%27.7%115.1%25.5%108.7%-38.3%0.6%559.7K-66.6M-926.0K0.225.74N/AN/A126,50027,603856,764265,342
2024-06-25$4.49$4.50100.8%28.8%113.4%25.9%113.3%-41.8%2.0%763.3K-66.1M-914.4K0.207.55N/AN/A105,53921,294916,840277,742
2024-06-26$4.63$4.50106.8%28.9%114.1%27.5%115.0%-41.8%-20.0%1.1M-84.2M-956.8K0.188.05N/AN/A109,29020,041967,862286,391
2024-06-27$4.71$4.5099.9%28.7%110.9%25.6%126.5%-52.2%7.8%1.6M-97.1M-1.0M0.196.63N/AN/A148,31128,6891,008,826290,382
2024-06-28$4.83$4.50109.5%30.3%109.1%28.3%114.8%-49.5%6.8%1.3M-104.8M-1.0M0.276.45N/AN/A112,34930,7141,037,629290,945