AMC Options History — September 2024 In September 2024, AMC traded between $4.38 and $5.00. ATM implied volatility averaged 70.8%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 37.2% (HV 20d: 33.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.16.
Notable Days 2024-09-20 : Highest Volume — 159,270 contracts2024-09-06 : Largest IV spike — 20.6% change2024-09-06 : Highest IV Rank — 10.7%2024-09-06 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.74 $4.38 $5.00 $4.70 $4.59 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 70.8% 63.0% 81.3% 69.9% 74.6% Expected Move 20.4% 17.9% 23.1% 20.7% 21.3% HV 20d 33.7% 31.0% 40.1% 40.1% 31.5% HV 60d 52.2% 48.3% 67.9% 67.9% 48.4% IV Rank 7.4% 5.0% 10.7% 7.2% 8.6% IV Percentile 8.1% 5.2% 13.9% 6.7% 13.5% Term Structure 0.2% -22.2% 11.6% -22.2% 7.5% VWIV 89.2% 78.4% 105.1% 84.2% 91.2% Skew 25d -26.7% -33.1% -17.2% -28.9% -29.8% Skew 10d -52.2% -62.0% -36.2% -49.0% -57.3% Call IV 25d 94.1% 83.3% 111.1% 99.4% 102.4% Put IV 25d 67.4% 61.3% 77.9% 70.5% 72.7% Bid-Ask Spread % 16.10 3.02 33.51 3.21 14.25 Gamma HHI 0.09 0.07 0.13 0.08 0.08 Net GEX 1.3M 884.6K 2.4M 884.6K 1.2M Net DEX -64.6M -90.2M -42.5M -59.2M -56.8M Net VEX -908.1K -1.0M -821.8K -919.6K -862.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.06 0.33 0.15 0.11 Total Volume 88,110.7 37,647 159,270 113,706 133,132 Total OI 1,434,093.5 1,173,283 1,579,075 1,413,606 1,213,641
Daily Data (20 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 2024-09-03 $4.70 $5.00 69.9% 20.7% 40.1% 7.2% 84.2% -28.9% -22.2% 884.6K -59.2M -919.6K 0.15 3.21 N/A N/A 99,210 14,496 1,132,809 280,797 2024-09-04 $4.67 $5.00 71.1% 20.1% 37.9% 7.5% 89.3% -29.1% 0.5% 1.1M -58.9M -898.5K 0.11 3.02 N/A N/A 47,651 5,024 1,179,242 288,814 2024-09-05 $4.71 $5.00 67.4% 20.0% 32.4% 6.4% 88.9% -21.7% -12.4% 1.0M -64.6M -920.1K 0.33 33.51 N/A N/A 37,835 12,582 1,196,696 290,636 2024-09-06 $4.92 $5.00 81.3% 23.1% 33.9% 10.7% 98.0% -33.1% -12.4% 1.4M -86.7M -1.0M 0.12 28.41 N/A N/A 136,563 16,001 1,208,385 293,244 2024-09-09 $5.00 $5.00 77.1% 22.5% 34.4% 9.4% 101.7% -27.0% 0.5% 1.8M -90.2M -970.7K 0.11 32.54 N/A N/A 132,662 14,273 1,181,778 278,837 2024-09-10 $4.92 $5.00 77.6% 22.0% 34.7% 9.6% 92.5% -29.5% 1.8% 2.0M -87.6M -983.0K 0.21 21.52 N/A N/A 47,163 9,766 1,245,415 288,772 2024-09-11 $4.95 $5.00 74.3% 21.8% 34.1% 8.5% 105.1% -24.9% 1.8% 2.4M -86.9M -966.0K 0.06 21.84 N/A N/A 103,915 6,383 1,258,304 293,328 2024-09-12 $4.92 $5.00 71.3% 21.0% 33.9% 7.6% 99.9% -17.2% 2.9% 2.4M -83.5M -956.8K 0.15 13.88 N/A N/A 39,025 6,017 1,266,569 295,117 2024-09-13 $4.92 $5.00 69.2% 20.0% 33.4% 6.9% 89.8% -25.8% 1.2% 1.2M -72.5M -928.7K 0.19 12.58 N/A N/A 63,047 11,882 1,277,264 295,786 2024-09-16 $4.86 $5.00 69.0% 19.9% 32.5% 6.9% 86.2% -27.6% 0.2% 1.0M -69.9M -925.5K 0.14 15.51 N/A N/A 69,899 10,017 1,205,876 284,543 2024-09-17 $4.83 $5.00 68.2% 19.5% 32.5% 6.6% 88.6% -26.2% 4.3% 1.2M -64.0M -883.7K 0.09 13.76 N/A N/A 46,058 4,324 1,239,173 290,135 2024-09-18 $4.78 $5.00 71.1% 20.4% 32.6% 7.5% 84.3% -26.1% 1.2% 1.2M -65.8M -922.9K 0.21 15.37 N/A N/A 31,229 6,418 1,260,651 291,709 2024-09-19 $4.69 $5.00 63.0% 17.9% 33.0% 5.0% 78.4% -25.0% 3.2% 1.0M -47.4M -860.9K 0.24 13.77 N/A N/A 59,961 14,625 1,270,210 293,672 2024-09-20 $4.74 $5.00 65.2% 18.5% 33.1% 5.7% 82.1% -28.3% 5.0% 1.1M -50.0M -853.3K 0.17 14.58 N/A N/A 136,289 22,981 1,281,999 297,076 2024-09-23 $4.66 $5.00 67.0% 18.6% 32.2% 6.2% 86.3% -28.4% 2.4% 1.2M -51.7M -865.3K 0.18 13.16 N/A N/A 82,025 14,663 957,696 215,587 2024-09-24 $4.51 $5.00 67.2% 19.0% 33.6% 6.3% 79.0% -29.4% 1.8% 1.1M -43.2M -821.8K 0.15 12.74 N/A N/A 64,354 9,375 992,717 222,658 2024-09-25 $4.38 $5.00 72.5% 21.3% 34.6% 8.0% 84.4% -27.2% 5.2% 962.9K -42.5M -848.7K 0.27 12.37 N/A N/A 65,503 17,358 1,013,149 226,921 2024-09-26 $4.54 $5.00 73.4% 20.4% 32.0% 8.2% 88.2% -26.9% 0.2% 1.4M -57.6M -918.4K 0.08 12.59 N/A N/A 75,986 6,431 1,038,185 235,888 2024-09-27 $4.53 $5.00 66.3% 19.6% 31.0% 6.0% 85.3% -20.9% 11.6% 1.4M -52.2M -854.7K 0.22 13.41 N/A N/A 72,341 15,750 1,061,654 236,937 2024-09-30 $4.59 $5.00 74.6% 21.3% 31.5% 8.6% 91.2% -29.8% 7.5% 1.2M -56.8M -862.1K 0.11 14.25 N/A N/A 120,098 13,034 986,406 227,235
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