AMC Options History — November 2024 In November 2024, AMC traded between $4.21 and $4.96. ATM implied volatility averaged 82.8%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 37.6% (HV 20d: 45.2%). Max pain ranged from $4.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.15.
Notable Days 2024-11-11 : Highest Volume — 286,374 contracts2024-11-11 : Largest IV spike — 48.5% change2024-11-11 : Highest IV Rank — 15.4%2024-11-11 : Largest Expected Move — 29.7%Monthly Statistics Metric Avg Min Max Open Close Price $4.53 $4.21 $4.96 $4.50 $4.95 Max Pain $4.97 $4.50 $5.00 $4.50 $5.00 ATM IV 82.8% 64.6% 96.0% 74.7% 80.8% Expected Move 24.4% 20.1% 29.7% 23.9% 24.3% HV 20d 45.2% 30.1% 52.9% 34.2% 51.7% HV 60d 37.5% 31.9% 40.1% 31.9% 40.1% IV Rank 11.2% 5.5% 15.4% 8.7% 10.6% IV Percentile 31.9% 6.0% 51.2% 17.1% 31.3% Term Structure -1.0% -35.7% 13.7% 5.2% -1.1% VWIV 100.8% 80.5% 125.4% 90.2% 96.8% Skew 25d -43.0% -73.8% -20.0% -23.4% -42.1% Skew 10d -72.5% -109.0% 4.1% -46.3% -98.1% Call IV 25d 116.4% 87.6% 149.5% 95.5% 112.9% Put IV 25d 73.4% 64.6% 89.8% 72.2% 70.8% Bid-Ask Spread % 10.45 4.07 18.69 4.37 7.12 Gamma HHI 0.16 0.09 0.49 0.10 0.49 Net GEX 2.2M 1.1M 5.9M 1.6M 5.9M Net DEX -70.8M -123.4M -23.0M -62.4M -109.7M Net VEX -810.7K -949.5K -642.1K -798.2K -919.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.08 0.25 0.16 0.13 Total Volume 147,694.4 53,802 286,374 78,533 127,107 Total OI 1,437,494.45 1,311,297 1,593,537 1,387,992 1,558,120
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 2024-11-01 $4.50 $4.50 74.7% 23.9% 34.2% 8.7% 90.2% -23.4% 5.2% 1.6M -62.4M -798.2K 0.16 4.37 N/A N/A 67,501 11,032 1,140,255 247,737 2024-11-04 $4.38 $5.00 79.5% 23.1% 30.2% 10.2% 87.5% -20.0% -0.1% 1.5M -52.5M -759.1K 0.25 4.07 N/A N/A 61,256 15,589 1,071,977 239,320 2024-11-05 $4.37 $5.00 82.2% 23.8% 30.1% 11.0% 95.4% -25.2% 13.7% 1.5M -49.8M -729.6K 0.11 4.76 N/A N/A 48,281 5,521 1,098,191 248,200 2024-11-06 $4.58 $5.00 90.2% 24.4% 32.6% 13.5% 102.3% -27.1% -35.7% 2.0M -76.1M -813.7K 0.19 14.53 N/A N/A 142,798 27,246 1,113,222 249,997 2024-11-07 $4.29 $5.00 74.9% 21.7% 40.3% 8.7% 80.5% -25.1% -19.1% 1.5M -31.1M -660.3K 0.18 12.58 N/A N/A 96,482 17,599 1,161,282 263,946 2024-11-08 $4.21 $5.00 64.6% 20.1% 40.8% 5.5% 88.4% -24.1% 3.0% 1.1M -23.0M -642.1K 0.24 18.69 N/A N/A 76,771 18,296 1,158,197 265,796 2024-11-11 $4.54 $5.00 96.0% 29.7% 48.7% 15.4% 123.6% -59.8% 7.4% 1.6M -72.6M -779.3K 0.08 16.87 N/A N/A 266,205 20,169 1,079,908 251,838 2024-11-12 $4.54 $5.00 88.1% 26.7% 48.6% 12.9% 116.9% -49.5% 9.7% 2.2M -72.3M -794.4K 0.13 18.53 N/A N/A 219,734 29,490 1,169,000 268,693 2024-11-13 $4.61 $5.00 90.4% 26.5% 48.6% 13.6% 122.7% -66.5% 1.7% 2.7M -97.0M -914.0K 0.09 14.71 N/A N/A 216,425 19,854 1,233,672 282,037 2024-11-14 $4.55 $5.00 88.5% 26.9% 49.0% 13.0% 125.4% -73.8% 13.2% 3.3M -88.8M -899.3K 0.10 15.53 N/A N/A 140,428 14,750 1,283,847 285,888 2024-11-15 $4.50 $5.00 86.8% 24.8% 48.4% 12.5% 101.0% -65.1% -1.4% 1.5M -65.9M -850.5K 0.23 12.01 N/A N/A 110,011 25,226 1,305,378 288,159 2024-11-18 $4.39 $5.00 79.8% 22.9% 49.2% 10.3% 99.8% -41.4% -2.9% 1.3M -54.9M -777.9K 0.13 6.06 N/A N/A 110,774 14,617 1,095,081 247,506 2024-11-19 $4.31 $5.00 78.1% 22.4% 49.6% 9.7% 87.9% -39.4% 0.3% 1.5M -60.2M -792.4K 0.10 8.09 N/A N/A 73,989 7,367 1,124,963 256,675 2024-11-20 $4.42 $5.00 84.9% 24.3% 49.4% 11.9% 104.1% -53.5% -4.2% 1.6M -61.9M -800.4K 0.08 9.21 N/A N/A 140,655 11,825 1,152,562 260,054 2024-11-21 $4.47 $5.00 79.7% 23.1% 48.2% 10.2% 101.6% -42.0% -5.3% 2.4M -63.0M -787.1K 0.09 10.96 N/A N/A 67,176 6,238 1,197,034 264,462 2024-11-22 $4.51 $5.00 72.6% 20.9% 48.2% 8.0% 85.9% -41.2% -0.8% 1.5M -63.3M -783.8K 0.25 10.11 N/A N/A 131,801 32,819 1,209,748 264,508 2024-11-25 $4.79 $5.00 85.2% 25.9% 51.9% 12.0% 96.4% -46.8% 0.2% 2.1M -89.6M -861.0K 0.15 7.13 N/A N/A 221,413 33,280 1,135,112 256,194 2024-11-26 $4.79 $5.00 90.7% 27.2% 51.9% 13.7% 103.0% -52.4% -1.1% 2.6M -98.2M -901.9K 0.12 6.80 N/A N/A 165,805 20,389 1,218,927 269,049 2024-11-27 $4.96 $5.00 88.0% 26.2% 52.9% 12.9% 106.2% -41.8% -3.3% 3.9M -123.4M -949.5K 0.20 6.83 N/A N/A 115,314 22,655 1,259,185 274,169 2024-11-29 $4.95 $5.00 80.8% 24.3% 51.7% 10.6% 96.8% -42.1% -1.1% 5.9M -109.7M -919.0K 0.13 7.12 N/A N/A 112,931 14,176 1,272,545 285,575
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