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 ±23.0% (2.24–3.58) · ATM IV 91.6% · P/C open interest 0.31
| 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 | |
| 1.23 | 1.56 | 3 | 13 | 0.97 | 0.0643 | -0.001 | 1.5 | 0 | 0.0800 | 3 | 158.1% | -0.04 | 0.0645 | -0.001 | ||
| 0.8500 | 0.9500 | 43 | 283 | 0.90 | 0.1767 | -0.002 | 2 | 0.0100 | 0.0500 | 105 | 701 | 92.6% | -0.10 | 0.1772 | -0.002 | |
| 0.4800 | 0.6000 | 239 | 1,434 | 85.2% | 0.76 | 0.3838 | -0.004 | 2.5 | 0.1000 | 0.1600 | 290 | 6,031 | 88.1% | -0.25 | 0.3857 | -0.004 |
| 0.2700 | 0.3100 | 972 | 5,621 | 90.3% | 0.52 | 0.4986 | -0.005 | 3 | 0.3400 | 0.4200 | 462 | 5,774 | 92.9% | -0.49 | 0.5028 | -0.005 |
| 0.1400 | 0.1600 | 728 | 9,037 | 94.0% | 0.33 | 0.4118 | -0.004 | 3.5 | 0.6500 | 0.8700 | 142 | 103.1% | -0.68 | 0.4175 | -0.005 | |
| 0.0800 | 0.1100 | 317 | 6,138 | 104.1% | 0.22 | 0.3047 | -0.004 | 4 | 1.09 | 1.32 | 43 | 115.2% | -0.78 | 0.3110 | -0.004 | |
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs