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.86.9%
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.72.2%
HV6065.3%
IV − HV20 spread
+14.7pt
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.
29/60 days recorded
Cboe delayed options data · as of 09:33 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 | 3 | 85.5% | -10.5pt | ±7.4% |
| Oct 30, 2026 | 10 | 82.0% | -10.9pt | ±11.4% |
| Nov 06, 2026 | 17 | 91.2% | -14.2pt | ±16.5% |
| Nov 13, 2026 | 24 | 90.5% | -13.8pt | ±19.0% |
| Nov 20, 2026 | 31 | 86.4% | -13.6pt | ±20.5% |
| Nov 27, 2026 | 38 | 81.0% | -7.6pt | ±21.2% |
| Dec 18, 2026 | 59 | 82.8% | -17.5pt | ±26.9% |
| Jan 15, 2027 | 87 | 81.3% | -12.8pt | ±32.0% |
| Mar 19, 2027 | 150 | 82.0% | -14.5pt | ±41.8% |
| Jun 17, 2027 | 240 | 83.5% | — | ±52.9% |
| Jan 21, 2028 | 458 | 81.1% | — | ±69.2% |
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