AMC Options History — July 2024 In July 2024, AMC traded between $4.71 and $5.46. ATM implied volatility averaged 102.0%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 31.0% (HV 20d: 71.0%). Max pain ranged from $4.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.25.
Notable Days 2024-07-22 : Highest Volume — 361,916 contracts2024-07-08 : Largest IV spike — 14.5% change2024-07-15 : Highest IV Rank — 31.4%2024-07-15 : Largest Expected Move — 34.3%Monthly Statistics Metric Avg Min Max Open Close Price $5.20 $4.71 $5.46 $5.12 $5.31 Max Pain $4.91 $4.50 $5.00 $4.50 $5.00 ATM IV 102.0% 79.1% 120.4% 100.9% 79.9% Expected Move 29.3% 22.6% 34.3% 27.7% 24.5% HV 20d 71.0% 50.6% 110.5% 110.5% 68.3% HV 60d 160.1% 157.8% 162.3% 161.9% 157.8% IV Rank 26.2% 19.7% 31.4% 25.9% 20.0% IV Percentile 35.2% 2.4% 63.9% 31.3% 3.2% Term Structure 0.2% -18.8% 14.7% 8.1% -2.4% VWIV 119.5% 93.0% 142.8% 113.1% 93.0% Skew 25d -40.9% -55.3% -22.8% -40.5% -22.8% Skew 10d -70.0% -87.9% -44.2% -74.4% -44.2% Call IV 25d 136.0% 95.5% 161.4% 138.1% 95.5% Put IV 25d 95.0% 72.7% 115.1% 97.6% 72.7% Bid-Ask Spread % 11.32 4.16 31.33 4.16 11.66 Gamma HHI 0.13 0.08 0.32 0.13 0.14 Net GEX 2.1M 620.8K 3.2M 1.8M 2.4M Net DEX -121.3M -151.8M -66.5M -118.6M -120.2M Net VEX -1.1M -1.2M -1.0M -1.1M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.13 0.45 0.22 0.23 Total Volume 170,361.955 112,897 361,916 176,869 112,897 Total OI 1,310,047.864 1,115,043 1,447,570 1,139,794 1,374,726
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 2024-07-01 $5.12 $4.50 100.9% 27.7% 110.5% 25.9% 113.1% -40.5% 8.1% 1.8M -118.6M -1.1M 0.22 4.16 N/A N/A 144,419 32,450 889,780 250,014 2024-07-02 $5.24 $4.50 101.4% 27.7% 101.4% 26.0% 114.5% -48.7% 6.3% 2.5M -138.6M -1.1M 0.30 6.59 N/A N/A 150,590 44,744 956,032 256,178 2024-07-03 $5.05 $4.50 103.6% 28.2% 102.4% 26.6% 112.2% -40.8% -18.8% 2.3M -122.3M -1.1M 0.30 7.75 N/A N/A 105,079 31,662 997,795 266,731 2024-07-05 $5.04 $4.50 103.2% 31.8% 99.2% 26.5% 130.8% -37.1% 14.7% 3.2M -122.2M -1.0M 0.24 12.72 N/A N/A 113,315 26,759 1,022,311 271,853 2024-07-08 $5.45 $5.00 118.2% 33.9% 94.1% 30.7% 142.8% -41.2% 5.5% 2.0M -145.7M -1.2M 0.23 12.27 N/A N/A 258,054 59,438 940,066 250,559 2024-07-09 $5.46 $5.00 112.5% 32.8% 72.4% 29.2% 126.9% -33.4% 13.9% 2.5M -151.8M -1.2M 0.24 8.47 N/A N/A 99,699 24,125 1,027,216 269,201 2024-07-10 $5.21 $5.00 108.0% 31.6% 73.3% 27.9% 132.5% -40.7% 0.2% 2.1M -126.5M -1.1M 0.18 19.85 N/A N/A 152,592 26,967 1,041,601 275,407 2024-07-11 $5.21 $5.00 108.6% 31.0% 62.3% 28.0% 134.5% -52.2% -0.7% 2.2M -129.6M -1.1M 0.14 31.33 N/A N/A 120,702 16,677 1,075,739 280,001 2024-07-12 $5.24 $5.00 108.6% 30.8% 57.2% 28.0% 134.8% -44.6% -5.3% 1.8M -127.6M -1.1M 0.13 20.83 N/A N/A 122,987 15,376 1,096,788 284,549 2024-07-15 $5.33 $5.00 120.4% 34.3% 53.8% 31.4% 129.1% -54.7% -2.7% 2.0M -134.3M -1.1M 0.19 10.47 N/A N/A 132,733 24,624 1,005,238 261,725 2024-07-16 $5.41 $5.00 119.9% 34.3% 51.4% 31.2% 131.4% -51.8% -2.2% 2.5M -147.5M -1.2M 0.15 7.35 N/A N/A 142,617 21,541 1,056,816 267,211 2024-07-17 $5.41 $5.00 116.3% 33.4% 50.6% 30.2% 133.7% -55.3% -0.6% 2.8M -147.7M -1.2M 0.14 7.84 N/A N/A 125,868 17,183 1,098,607 279,447 2024-07-18 $5.09 $5.00 107.8% 30.8% 55.5% 27.8% 134.1% -51.7% 3.1% 2.0M -110.2M -1.1M 0.20 14.30 N/A N/A 128,282 25,603 1,126,187 282,225 2024-07-19 $5.01 $5.00 105.9% 30.6% 55.6% 27.3% 128.3% -49.9% -2.2% 2.6M -104.1M -1.1M 0.32 4.69 N/A N/A 95,126 30,348 1,141,471 285,449 2024-07-22 $5.29 $5.00 114.2% 33.4% 53.6% 29.6% 127.4% -45.1% -10.7% 1.6M -119.2M -1.1M 0.34 14.18 N/A N/A 270,411 91,505 882,411 232,632 2024-07-23 $5.13 $5.00 98.2% 27.8% 55.3% 25.1% 112.5% -40.5% -4.0% 1.4M -107.8M -1.1M 0.31 10.88 N/A N/A 131,963 40,535 996,427 281,723 2024-07-24 $4.71 $5.00 84.8% 25.5% 64.2% 21.4% 106.9% -32.3% 2.4% 620.8K -66.5M -1.0M 0.41 7.91 N/A N/A 151,493 62,873 1,040,504 300,006 2024-07-25 $5.17 $5.00 89.1% 24.6% 71.3% 22.6% 96.3% -32.8% 0.3% 1.9M -107.0M -1.1M 0.45 12.43 N/A N/A 140,998 63,910 1,085,874 324,114 2024-07-26 $5.22 $5.00 80.9% 22.6% 71.2% 20.2% 95.0% -31.1% 1.2% 1.7M -117.3M -1.1M 0.36 10.21 N/A N/A 118,669 42,367 1,122,817 324,753 2024-07-29 $5.14 $5.00 83.2% 24.4% 71.1% 20.9% 102.3% -27.4% -0.5% 1.6M -96.7M -1.0M 0.26 7.82 N/A N/A 92,266 23,847 991,805 282,845 2024-07-30 $5.17 $5.00 79.1% 23.8% 68.1% 19.7% 96.6% -25.8% -0.1% 1.9M -106.7M -1.1M 0.18 5.33 N/A N/A 97,452 17,217 1,035,193 289,026 2024-07-31 $5.31 $5.00 79.9% 24.5% 68.3% 20.0% 93.0% -22.8% -2.4% 2.4M -120.2M -1.1M 0.23 11.66 N/A N/A 91,504 21,393 1,079,842 294,884
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