AMC Options History — December 2024 In December 2024, AMC traded between $3.92 and $5.17. ATM implied volatility averaged 78.1%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 21.9% (HV 20d: 56.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2024-12-05 : Highest Volume — 450,328 contracts2024-12-16 : Largest IV spike — 18.6% change2024-12-18 : Highest IV Rank — 12.4%2024-12-24 : Largest Expected Move — 29.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.34 $3.92 $5.17 $5.04 $3.92 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 78.1% 67.7% 86.7% 74.1% 85.0% Expected Move 22.7% 19.5% 29.8% 20.8% 23.0% HV 20d 56.2% 51.7% 60.8% 51.7% 52.0% HV 60d 46.0% 39.3% 48.5% 39.3% 47.6% IV Rank 9.7% 6.5% 12.4% 8.5% 11.9% IV Percentile 28.1% 8.7% 43.3% 17.1% 43.3% Term Structure -1.4% -29.7% 6.0% 4.4% 3.1% VWIV 94.0% 69.7% 109.3% 84.8% 100.6% Skew 25d -36.0% -48.3% -25.5% -42.5% -26.4% Skew 10d -73.7% -105.7% -40.0% -65.6% -59.2% Call IV 25d 107.9% 91.6% 126.7% 107.8% 108.3% Put IV 25d 71.9% 53.0% 87.2% 65.3% 82.0% Bid-Ask Spread % 10.13 4.52 23.41 5.00 5.26 Gamma HHI 0.11 0.08 0.17 0.14 0.09 Net GEX 915.4K 96.0K 3.1M 2.3M 377.5K Net DEX -40.8M -131.6M -8.6M -105.6M -11.3M Net VEX -758.6K -939.2K -632.6K -908.7K -632.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.14 0.38 0.17 0.28 Total Volume 135,522.238 48,667 450,328 167,250 62,654 Total OI 1,614,680.524 1,463,356 1,812,229 1,463,356 1,529,820
Daily Data (21 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 2024-12-02 $5.04 $5.00 74.1% 20.8% 51.7% 8.5% 84.8% -42.5% 4.4% 2.3M -105.6M -908.7K 0.17 5.00 N/A N/A 142,476 24,774 1,184,592 278,764 2024-12-03 $4.86 $5.00 72.7% 21.2% 52.5% 8.0% 80.8% -35.1% 3.1% 2.1M -83.8M -862.1K 0.17 5.16 N/A N/A 71,783 12,240 1,225,912 287,169 2024-12-04 $4.88 $5.00 69.6% 19.9% 52.5% 7.1% 69.7% -38.6% 2.6% 2.3M -84.2M -836.8K 0.17 4.68 N/A N/A 59,502 9,817 1,239,987 288,824 2024-12-05 $5.17 $5.00 82.5% 24.0% 53.7% 11.1% 103.0% -48.3% 0.5% 3.1M -131.6M -939.2K 0.20 23.41 N/A N/A 374,513 75,815 1,251,549 290,456 2024-12-06 $4.71 $5.00 67.7% 20.4% 59.2% 6.5% 87.3% -40.4% -14.5% 1.3M -64.6M -858.2K 0.29 12.09 N/A N/A 193,497 55,465 1,326,070 323,610 2024-12-09 $4.53 $5.00 71.0% 20.7% 60.7% 7.5% 82.0% -38.5% -0.8% 976.4K -40.4M -744.2K 0.24 17.90 N/A N/A 145,378 35,463 1,264,534 308,456 2024-12-10 $4.41 $5.00 76.4% 22.1% 55.3% 9.2% 87.0% -38.7% 1.0% 986.5K -38.4M -760.6K 0.30 15.08 N/A N/A 83,446 25,357 1,323,035 321,347 2024-12-11 $4.34 $5.00 76.0% 22.6% 55.5% 9.1% 84.7% -39.8% 3.1% 1.0M -37.5M -775.6K 0.24 6.35 N/A N/A 90,710 21,649 1,348,506 330,517 2024-12-12 $4.31 $5.00 76.8% 22.2% 55.1% 9.3% 99.1% -36.3% 1.0% 833.7K -34.0M -783.4K 0.28 9.74 N/A N/A 79,187 22,360 1,376,932 339,458 2024-12-13 $4.20 $5.00 68.2% 19.5% 55.6% 6.6% 87.8% -37.2% -2.3% 295.3K -14.6M -713.8K 0.27 5.50 N/A N/A 68,123 18,391 1,389,992 350,309 2024-12-16 $4.03 $5.00 80.9% 23.3% 57.2% 10.6% 106.4% -38.6% -29.7% 248.9K -8.6M -683.5K 0.35 6.33 N/A N/A 125,718 43,655 1,307,325 335,627 2024-12-17 $4.21 $5.00 86.2% 24.9% 59.2% 12.3% 109.3% -43.6% -14.6% 807.4K -33.4M -765.6K 0.29 11.71 N/A N/A 161,947 47,054 1,359,121 354,111 2024-12-18 $4.04 $5.00 86.7% 24.9% 60.6% 12.4% 107.4% -38.7% 1.4% 424.6K -11.4M -690.6K 0.37 13.15 N/A N/A 102,010 37,535 1,400,526 364,780 2024-12-19 $4.11 $5.00 86.5% 25.1% 60.2% 12.4% 99.6% -25.6% -8.4% 375.5K -18.5M -738.8K 0.38 10.63 N/A N/A 70,754 26,588 1,415,298 378,366 2024-12-20 $4.19 $5.00 81.4% 23.3% 60.5% 10.8% 102.1% -25.7% 1.3% 456.7K -22.5M -748.4K 0.31 13.29 N/A N/A 76,542 24,062 1,425,895 386,334 2024-12-23 $4.09 $5.00 77.4% 21.5% 60.8% 9.5% 96.1% -25.5% 3.7% 189.2K -21.7M -703.6K 0.21 14.49 N/A N/A 80,861 17,220 1,141,788 336,706 2024-12-24 $4.08 $5.00 78.4% 29.8% 55.7% 9.8% 88.6% -28.5% 3.4% 309.0K -36.0M -728.3K 0.18 14.30 N/A N/A 41,300 7,367 1,171,873 345,271 2024-12-26 $4.05 $5.00 80.9% 22.6% 55.6% 10.6% 98.1% -27.1% 4.4% 96.0K -20.9M -706.2K 0.19 4.52 N/A N/A 97,368 18,139 1,190,927 344,460 2024-12-27 $4.01 $5.00 79.8% 22.4% 53.2% 10.3% 104.0% -43.0% 6.0% 347.7K -20.0M -687.8K 0.30 9.19 N/A N/A 71,237 21,106 1,229,016 351,851 2024-12-30 $3.97 $5.00 81.1% 22.3% 53.1% 10.7% 95.0% -38.1% 2.9% 303.6K -17.4M -662.4K 0.14 4.94 N/A N/A 90,107 12,797 1,153,462 335,715 2024-12-31 $3.92 $5.00 85.0% 23.0% 52.0% 11.9% 100.6% -26.4% 3.1% 377.5K -11.3M -632.6K 0.28 5.26 N/A N/A 48,925 13,729 1,187,413 342,407
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