AMC Options History — October 2024 In October 2024, AMC traded between $4.08 and $4.54. ATM implied volatility averaged 74.6%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 41.6% (HV 20d: 33.0%). Max pain ranged from $4.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.16.
Notable Days 2024-10-07 : Highest Volume — 122,412 contracts2024-10-22 : Largest IV drop — 26.0% change2024-10-18 : Highest IV Rank — 10.9%2024-10-31 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.30 $4.08 $4.54 $4.42 $4.42 Max Pain $4.72 $4.50 $5.00 $5.00 $4.50 ATM IV 74.6% 56.6% 82.0% 73.8% 77.2% Expected Move 22.2% 18.7% 25.1% 21.0% 25.1% HV 20d 33.0% 27.9% 35.7% 33.2% 33.7% HV 60d 40.3% 32.5% 46.4% 46.1% 32.5% IV Rank 8.6% 2.9% 10.9% 8.4% 9.5% IV Percentile 16.2% 0.8% 25.8% 13.1% 21.4% Term Structure 1.6% -5.5% 12.5% 10.8% 1.0% VWIV 91.7% 74.8% 104.7% 91.0% 104.7% Skew 25d -24.9% -31.4% -15.8% -28.3% -30.7% Skew 10d -52.3% -70.0% -36.2% -63.3% -70.0% Call IV 25d 97.2% 81.7% 109.8% 98.9% 94.2% Put IV 25d 72.2% 63.5% 78.4% 70.6% 63.5% Bid-Ask Spread % 14.21 3.90 41.48 20.80 7.67 Gamma HHI 0.12 0.07 0.24 0.09 0.24 Net GEX 1.2M 421.1K 2.5M 1.2M 2.3M Net DEX -41.9M -70.7M -20.5M -45.2M -58.4M Net VEX -763.7K -829.2K -675.1K -821.5K -786.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.05 0.37 0.13 0.13 Total Volume 64,155.522 32,873 122,412 49,617 58,403 Total OI 1,307,686.739 1,231,761 1,383,017 1,270,793 1,383,017
Daily Data (23 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 2024-10-01 $4.42 $5.00 73.8% 21.0% 33.2% 8.4% 91.0% -28.3% 10.8% 1.2M -45.2M -821.5K 0.13 20.80 N/A N/A 43,950 5,667 1,036,060 234,733 2024-10-02 $4.41 $5.00 71.6% 20.1% 33.2% 7.7% 83.6% -21.2% 9.9% 1.1M -40.4M -819.3K 0.30 4.60 N/A N/A 32,434 9,741 1,047,727 237,109 2024-10-03 $4.42 $5.00 73.6% 22.4% 32.9% 8.3% 96.9% -22.3% 9.3% 1.0M -42.5M -809.8K 0.15 21.95 N/A N/A 45,798 6,689 1,057,139 242,223 2024-10-04 $4.41 $5.00 75.3% 23.0% 27.9% 8.8% 88.4% -22.4% 8.6% 889.7K -39.7M -829.2K 0.14 27.55 N/A N/A 60,659 8,381 1,072,292 244,080 2024-10-07 $4.19 $5.00 77.7% 23.0% 31.1% 9.6% 96.1% -31.4% 0.1% 672.2K -28.7M -751.0K 0.17 33.83 N/A N/A 104,246 18,166 996,805 234,956 2024-10-08 $4.17 $5.00 69.0% 22.0% 31.0% 6.8% 97.4% -18.1% 12.5% 798.8K -31.1M -748.5K 0.08 39.74 N/A N/A 41,862 3,393 1,050,316 245,207 2024-10-09 $4.08 $5.00 76.8% 22.1% 30.9% 9.3% 87.9% -26.0% 1.1% 421.1K -20.5M -696.3K 0.37 38.48 N/A N/A 49,408 18,134 1,059,509 245,837 2024-10-10 $4.19 $5.00 76.0% 21.5% 33.4% 9.1% 96.6% -29.9% -1.2% 762.4K -30.1M -726.3K 0.16 41.48 N/A N/A 49,952 8,190 1,075,836 246,638 2024-10-11 $4.17 $5.00 74.0% 20.8% 33.3% 8.4% 93.6% -22.9% -2.8% 794.9K -31.1M -734.2K 0.28 13.31 N/A N/A 41,383 11,710 1,091,676 246,506 2024-10-14 $4.17 $5.00 77.2% 22.3% 33.4% 9.5% 91.3% -30.8% 0.6% 795.7K -32.2M -733.2K 0.07 4.93 N/A N/A 63,503 4,598 1,036,946 234,428 2024-10-15 $4.14 $4.50 76.8% 22.2% 33.4% 9.3% 98.5% -30.8% -2.3% 932.3K -36.7M -752.4K 0.29 4.92 N/A N/A 30,766 9,073 1,071,473 235,973 2024-10-16 $4.20 $4.50 75.3% 21.6% 34.3% 8.8% 93.0% -25.0% 2.8% 1.1M -36.4M -764.5K 0.10 9.09 N/A N/A 47,358 4,821 1,083,393 237,393 2024-10-17 $4.21 $4.50 72.9% 20.9% 34.1% 8.1% 94.0% -28.3% 0.0% 1.2M -43.7M -793.1K 0.17 4.83 N/A N/A 28,173 4,700 1,101,007 236,711 2024-10-18 $4.33 $4.50 82.0% 23.7% 35.7% 10.9% 93.1% -25.7% -0.8% 1.1M -46.6M -781.5K 0.16 12.60 N/A N/A 72,118 11,775 1,108,204 235,912 2024-10-21 $4.29 $4.50 76.5% 21.9% 35.5% 9.2% 82.6% -18.1% 2.1% 1.2M -41.7M -724.8K 0.13 7.67 N/A N/A 71,700 9,547 1,016,060 227,672 2024-10-22 $4.33 $4.50 56.6% 20.2% 34.1% 2.9% 76.3% -22.4% -0.6% 1.5M -40.5M -738.4K 0.06 4.00 N/A N/A 35,487 2,213 1,044,459 233,235 2024-10-23 $4.22 $4.50 66.2% 18.7% 33.7% 6.0% 74.8% -15.8% 0.8% 1.2M -31.4M -675.1K 0.16 4.00 N/A N/A 33,746 5,418 1,054,026 233,463 2024-10-24 $4.36 $4.50 78.0% 23.5% 33.3% 9.7% 82.8% -21.6% -5.5% 1.7M -48.3M -748.1K 0.05 7.27 N/A N/A 68,885 3,482 1,063,888 234,032 2024-10-25 $4.33 $4.50 74.9% 22.5% 33.3% 8.7% 91.0% -23.7% -0.9% 1.4M -49.9M -769.0K 0.14 5.03 N/A N/A 78,678 11,177 1,101,185 235,413 2024-10-28 $4.44 $4.50 78.8% 24.0% 34.3% 9.9% 95.4% -24.3% -4.0% 1.6M -56.9M -772.1K 0.13 4.74 N/A N/A 98,419 12,961 1,063,070 232,322 2024-10-29 $4.46 $4.50 77.0% 24.1% 31.6% 9.4% 101.4% -24.7% -0.8% 2.2M -60.9M -781.0K 0.09 3.90 N/A N/A 44,660 3,819 1,108,604 240,434 2024-10-30 $4.54 $4.50 78.8% 23.6% 32.1% 9.9% 97.6% -29.4% -4.6% 2.5M -70.7M -809.4K 0.10 4.40 N/A N/A 90,833 9,501 1,117,409 242,417 2024-10-31 $4.42 $4.50 77.2% 25.1% 33.7% 9.5% 104.7% -30.7% 1.0% 2.3M -58.4M -786.0K 0.13 7.67 N/A N/A 51,575 6,828 1,137,578 245,439
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