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.85.1%
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.72.5%
HV6062.4%
IV − HV20 spread
+12.6pt
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.
30/60 days recorded
Cboe delayed options data · as of 21:50 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 | 3 | 84.1% | -4.6pt | ±6.4% |
| Oct 30, 2026 | 10 | 78.2% | +0.5pt | ±10.5% |
| Nov 06, 2026 | 17 | 94.5% | +0.8pt | ±16.2% |
| Nov 13, 2026 | 24 | 90.9% | -13.0pt | ±18.7% |
| Nov 20, 2026 | 31 | 84.3% | -8.3pt | ±19.7% |
| Nov 27, 2026 | 38 | 79.5% | +6.8pt | ±20.5% |
| Dec 18, 2026 | 59 | 81.8% | -11.4pt | ±26.1% |
| Jan 15, 2027 | 87 | 80.0% | -10.3pt | ±30.7% |
| Mar 19, 2027 | 150 | 85.0% | -19.4pt | ±42.8% |
| Jun 17, 2027 | 240 | 83.2% | — | ±52.1% |
| Jan 21, 2028 | 458 | 82.4% | — | ±70.2% |
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