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AMC ENTERTAINMENT HOLDINGS, INC. AMC

i

Market dataready · fetched 2026-11-10T22:17:14.061Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:16:06.962083056Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:17:13.333401+00:00

Share price$3.45
1D+2.3%
AH$3.30$3.35$3.39$3.44$3.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMC
Sold putSold callAH

AMC ENTERTAINMENT HOLDINGS, INC. options

Live interpolated AMC call and put midpoint premiums by absolute delta.AMC ENTERTAINMENT HOLDINGS, INC.$0.02$0.17$0.32$0.47$0.62$3.04$3.24$3.44$3.64$3.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMC spot · $3.45AMC PRICE$0.03$0.04$0.05$0.06$0.07$0.08$0.12$0.16$0.19$0.23$0.26$0.30$0.34$0.04$0.05$0.06$0.08$0.09$0.10$0.11$0.12$0.19$0.29$0.39$0.48$0.58
PutsExpensive1.83×
CallsCheap0.83×
SkewBearish+24.61 pp
Implied moveBullish±$0.23
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.84103.4%12.2%3.12108.8%10.8%
25Δ3.7796.9%10.3%3.17104.7%9.6%
30Δ3.6990.4%8.4%3.22100.5%8.4%
35Δ3.6283.9%6.5%3.2896.4%7.2%
40Δ3.5477.4%4.6%3.3392.2%6.1%
45Δ3.4874.1%3.4%3.3888.0%4.9%
50Δ3.4375.4%3.0%3.4383.9%3.7%
55Δ3.3976.8%2.7%3.4879.7%2.5%
60Δ3.3478.1%2.4%3.5791.9%2.1%
65Δ3.2979.4%2.1%3.67110.8%1.9%
70Δ3.2580.8%1.8%3.78129.6%1.8%
75Δ3.2082.1%1.5%3.88148.4%1.6%
80Δ3.1583.4%1.2%3.98167.3%1.5%

20Δ

Calls
Pseudo strike
3.84
IV
103.4%
B/E move
12.2%
Puts
Pseudo strike
3.12
IV
108.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
3.77
IV
96.9%
B/E move
10.3%
Puts
Pseudo strike
3.17
IV
104.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
3.69
IV
90.4%
B/E move
8.4%
Puts
Pseudo strike
3.22
IV
100.5%
B/E move
8.4%

35Δ

Calls
Pseudo strike
3.62
IV
83.9%
B/E move
6.5%
Puts
Pseudo strike
3.28
IV
96.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
3.54
IV
77.4%
B/E move
4.6%
Puts
Pseudo strike
3.33
IV
92.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
3.48
IV
74.1%
B/E move
3.4%
Puts
Pseudo strike
3.38
IV
88.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
3.43
IV
75.4%
B/E move
3.0%
Puts
Pseudo strike
3.43
IV
83.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
3.39
IV
76.8%
B/E move
2.7%
Puts
Pseudo strike
3.48
IV
79.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
3.34
IV
78.1%
B/E move
2.4%
Puts
Pseudo strike
3.57
IV
91.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
3.29
IV
79.4%
B/E move
2.1%
Puts
Pseudo strike
3.67
IV
110.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
3.25
IV
80.8%
B/E move
1.8%
Puts
Pseudo strike
3.78
IV
129.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
3.20
IV
82.1%
B/E move
1.5%
Puts
Pseudo strike
3.88
IV
148.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
3.15
IV
83.4%
B/E move
1.2%
Puts
Pseudo strike
3.98
IV
167.3%
B/E move
1.5%

Options history

IV · four-Friday blend129.98%
Daily close
AMC67.9%101.3%134.6%2026-08-14: 76.84%2026-08-21: 78.50%2026-09-11: 72.54%2026-09-14: 76.01%2026-09-25: 80.64%2026-09-28: 101.91%2026-09-29: 97.13%2026-10-19: 87.53%2026-10-30: 129.98%Aug 14Sep 25Oct 30
9 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
76.84%
78.50%
72.54%
76.01%
80.64%
101.91%
97.13%
87.53%
129.98%