AMC Options History — August 2024 In August 2024, AMC traded between $4.75 and $5.16. ATM implied volatility averaged 64.6%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 9.1% (HV 20d: 55.5%). 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 17 of 22 days. Put/call ratio averaged 0.25.
Notable Days 2024-08-05 : Highest Volume — 223,257 contracts2024-08-12 : Largest IV drop — 31.4% change2024-08-02 : Highest IV Rank — 21.8%2024-08-02 : Largest Expected Move — 27.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.99 $4.75 $5.16 $5.16 $4.81 Max Pain $4.89 $4.50 $5.00 $5.00 $5.00 ATM IV 64.6% 47.3% 86.3% 78.5% 69.4% Expected Move 19.2% 15.7% 27.6% 24.9% 19.9% HV 20d 55.5% 36.9% 68.8% 67.7% 39.4% HV 60d 100.1% 72.1% 157.9% 157.9% 72.1% IV Rank 13.8% 4.0% 21.8% 19.6% 7.0% IV Percentile 2.4% 0.4% 9.9% 2.0% 6.3% Term Structure 2.5% -10.5% 35.8% 0.9% 1.0% VWIV 81.6% 66.7% 109.9% 99.3% 79.7% Skew 25d -20.8% -29.6% -11.9% -24.1% -20.8% Skew 10d -37.8% -61.4% -21.3% -38.7% -45.7% Call IV 25d 83.5% 71.0% 108.3% 101.2% 83.4% Put IV 25d 62.7% 52.2% 82.8% 77.2% 62.6% Bid-Ask Spread % 6.57 3.47 18.13 8.77 5.04 Gamma HHI 0.10 0.08 0.13 0.13 0.08 Net GEX 1.3M 855.3K 2.0M 2.0M 1.0M Net DEX -80.7M -104.2M -52.7M -104.2M -62.5M Net VEX -991.2K -1.1M -873.2K -1.1M -960.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.12 0.46 0.29 0.20 Total Volume 98,530.818 50,014 223,257 120,049 89,077 Total OI 1,403,176.773 1,321,877 1,487,562 1,415,373 1,487,562
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 2024-08-01 $5.16 $5.00 78.5% 24.9% 67.7% 19.6% 99.3% -24.1% 0.9% 2.0M -104.2M -1.1M 0.29 8.77 N/A N/A 93,193 26,856 1,114,397 300,976 2024-08-02 $4.99 $5.00 86.3% 27.6% 68.8% 21.8% 109.9% -25.5% -2.7% 1.4M -87.1M -1.1M 0.46 18.13 N/A N/A 133,334 60,861 1,129,443 306,609 2024-08-05 $4.96 $4.50 81.1% 23.9% 62.2% 20.3% 101.8% -18.9% -10.5% 1.2M -85.1M -1.1M 0.44 8.57 N/A N/A 154,700 68,557 1,033,932 294,597 2024-08-06 $5.12 $4.50 72.6% 21.0% 63.6% 17.9% 89.2% -20.7% -0.3% 1.7M -95.1M -1.1M 0.30 9.05 N/A N/A 73,297 22,210 1,074,466 299,836 2024-08-07 $4.83 $4.50 75.0% 21.4% 64.7% 18.6% 86.4% -17.0% 1.4% 940.6K -76.9M -1.0M 0.34 7.95 N/A N/A 75,187 25,864 1,096,635 302,836 2024-08-08 $5.00 $4.50 69.0% 20.2% 66.1% 16.9% 94.2% -19.0% 1.9% 1.6M -81.1M -1.0M 0.33 12.64 N/A N/A 57,269 19,017 1,114,740 304,655 2024-08-09 $5.00 $4.50 68.8% 20.2% 66.1% 16.9% 93.7% -20.0% -1.1% 1.1M -80.1M -998.1K 0.38 5.54 N/A N/A 91,185 34,635 1,131,901 308,493 2024-08-12 $5.04 $5.00 47.3% 19.1% 65.8% 10.8% 74.7% -11.9% 35.8% 947.0K -79.9M -998.1K 0.26 7.28 N/A N/A 81,061 21,084 1,058,648 282,698 2024-08-13 $5.13 $5.00 60.5% 18.0% 65.9% 14.5% 83.7% -17.5% 5.8% 1.7M -98.6M -1.0M 0.14 7.22 N/A N/A 53,295 7,309 1,092,769 289,115 2024-08-14 $5.06 $5.00 59.8% 17.5% 66.0% 14.3% 70.2% -16.7% 1.7% 1.4M -87.2M -994.8K 0.23 4.44 N/A N/A 61,256 13,861 1,116,142 293,862 2024-08-15 $5.13 $5.00 59.9% 17.8% 62.6% 14.3% 75.5% -17.0% 1.8% 1.5M -94.3M -1.0M 0.13 4.71 N/A N/A 69,274 8,879 1,138,407 299,783 2024-08-16 $5.00 $5.00 58.3% 17.4% 63.0% 13.9% 69.6% -18.1% 3.3% 1.3M -76.5M -946.2K 0.28 4.00 N/A N/A 92,003 26,160 1,165,433 300,097 2024-08-19 $4.99 $5.00 57.0% 16.4% 59.7% 13.5% 74.1% -21.8% 2.1% 1.1M -74.1M -942.6K 0.17 4.65 N/A N/A 67,553 11,471 1,059,610 262,267 2024-08-20 $4.97 $5.00 56.7% 16.3% 58.8% 13.4% 68.3% -23.0% 3.7% 1.3M -75.6M -946.7K 0.20 6.82 N/A N/A 48,458 9,809 1,089,609 269,191 2024-08-21 $5.01 $5.00 56.7% 16.3% 49.7% 13.4% 68.7% -21.5% 1.9% 1.4M -76.1M -939.7K 0.13 3.86 N/A N/A 57,607 7,276 1,101,890 275,872 2024-08-22 $4.94 $5.00 58.5% 16.6% 36.9% 13.9% 75.0% -24.9% 4.1% 1.3M -71.5M -940.9K 0.12 6.05 N/A N/A 48,504 5,739 1,124,768 278,999 2024-08-23 $5.05 $5.00 55.0% 15.7% 37.7% 13.0% 66.7% -18.1% 0.1% 1.3M -85.8M -955.2K 0.23 3.94 N/A N/A 83,494 18,824 1,131,505 280,636 2024-08-26 $5.06 $5.00 61.1% 17.9% 37.3% 14.7% 79.6% -21.6% 1.6% 1.5M -85.3M -989.2K 0.20 4.45 N/A N/A 110,117 21,717 1,087,274 263,172 2024-08-27 $5.04 $5.00 60.0% 17.4% 37.3% 4.0% 73.6% -29.6% 3.0% 1.5M -80.3M -978.8K 0.24 4.00 N/A N/A 40,440 9,574 1,137,594 277,289 2024-08-28 $4.75 $5.00 62.3% 17.3% 41.0% 4.7% 76.0% -21.9% -0.8% 855.3K -52.7M -873.2K 0.29 3.97 N/A N/A 67,684 19,556 1,147,719 283,356 2024-08-29 $4.84 $5.00 68.5% 20.0% 40.9% 6.7% 86.1% -28.1% 0.3% 1.1M -66.3M -941.6K 0.16 3.47 N/A N/A 69,498 10,933 1,166,590 294,516 2024-08-30 $4.81 $5.00 69.4% 19.9% 39.4% 7.0% 79.7% -20.8% 1.0% 1.0M -62.5M -960.2K 0.20 5.04 N/A N/A 74,113 14,964 1,189,967 297,595
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