AMC option chain AMC Entertainment Holdings, Inc.
Cboe delayed options data · as of 09:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±19.1% (2.35–3.46) · ATM IV 97.3% · P/C open interest 0.16
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 1.34 | 1.45 | 4 | 50 | 0.98 | 0.0548 | -0.002 | 1.5 | 0 | 0.0400 | 47 | 173.9% | -0.03 | 0.0550 | -0.002 | ||
| 0.7900 | 1.00 | 10 | 136 | 0.93 | 0.1637 | -0.003 | 2 | 0 | 0.0200 | 2 | 68 | 93.3% | -0.07 | 0.1644 | -0.003 | |
| 0.4600 | 0.5600 | 35 | 5,615 | 94.4% | 0.79 | 0.4450 | -0.004 | 2.5 | 0.0500 | 0.1100 | 261 | 1,766 | 89.8% | -0.21 | 0.4482 | -0.004 |
| 0.2200 | 0.2500 | 1,401 | 5,461 | 96.3% | 0.50 | 0.6343 | -0.006 | 3 | 0.2800 | 0.3600 | 16 | 1,508 | 98.4% | -0.51 | 0.6417 | -0.006 |
| 0.0900 | 0.1200 | 306 | 3,935 | 102.2% | 0.28 | 0.4575 | -0.006 | 3.5 | 0.6200 | 0.7700 | 6 | 53 | 106.4% | -0.73 | 0.4650 | -0.006 |
| 0.0300 | 0.0800 | 132 | 1,628 | 112.2% | 0.18 | 0.3071 | -0.005 | 4 | 1.04 | 1.30 | 3 | 3 | 131.2% | -0.83 | 0.3138 | -0.005 |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs