AMC volatility AMC Entertainment Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.87.8%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.75.6%
HV6065.2%
IV − HV20 spread
+12.1pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 15:33 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 87.4% | +1.9pt | ±7.5% |
| Oct 30, 2026 | 11 | 82.2% | -3.4pt | ±11.6% |
| Nov 06, 2026 | 18 | 94.4% | -0.9pt | ±16.9% |
| Nov 13, 2026 | 25 | 90.8% | -1.6pt | ±19.0% |
| Nov 20, 2026 | 32 | 86.8% | -6.6pt | ±20.6% |
| Nov 27, 2026 | 39 | 84.0% | -8.1pt | ±22.0% |
| Dec 18, 2026 | 60 | 82.1% | -12.9pt | ±26.5% |
| Jan 15, 2027 | 88 | 81.3% | -14.4pt | ±31.7% |
| Mar 19, 2027 | 151 | 82.8% | -12.9pt | ±41.9% |
| Jun 17, 2027 | 241 | 83.6% | — | ±52.7% |
| Jan 21, 2028 | 459 | 81.2% | — | ±69.3% |
Volatility smile — Oct 30, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20