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.76.3%
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.58.4%
HV60110.3%
IV − HV20 spread
+17.9pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 21:48 UTC · इनकी गणना कैसे की जाती है
IV term structure
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 89.4% | — | ±3.9% |
| Sep 11, 2026 | 8 | 77.8% | -14.7pt | ±9.2% |
| Sep 18, 2026 | 15 | 74.2% | -10.8pt | ±11.9% |
| Sep 25, 2026 | 22 | 78.1% | -14.8pt | ±15.0% |
| Oct 02, 2026 | 29 | 77.2% | -20.1pt | ±17.2% |
| Oct 09, 2026 | 36 | 71.6% | -14.4pt | ±17.8% |
| Oct 16, 2026 | 43 | 80.3% | -21.5pt | ±21.7% |
| Oct 23, 2026 | 50 | 77.0% | -23.2pt | ±22.5% |
| Dec 18, 2026 | 106 | 85.2% | -23.2pt | ±35.7% |
| Jan 15, 2027 | 134 | 84.4% | -15.3pt | ±39.6% |
| Mar 19, 2027 | 197 | 86.7% | -16.7pt | ±49.0% |
| Jan 21, 2028 | 505 | 85.7% | — | ±75.0% |
Volatility smile — Sep 18, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20