IntraAlpha
Create free account Start free

AMC Entertainment Holdings Inc AMC

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-21T17:51:36.334Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:25.396172924Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:35.028048+00:00

Share price$3.05
1D-0.5%
$3.01$3.03$3.06$3.08$3.105:30 AM6:30 AM9:00 AM1:00 PMAMC
Sold putSold call

AMC Entertainment Holdings Inc options

Live interpolated AMC call and put midpoint premiums by absolute delta.AMC Entertainment Holdings Inc$0.01$0.13$0.25$0.36$0.48$2.70$2.85$3.00$3.15$3.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMC spot · $3.04AMC PRICE$0.03$0.03$0.04$0.05$0.05$0.06$0.07$0.07$0.08$0.06$0.11$0.16$0.21$0.25$0.30$0.35$0.40$0.44
PutsExpensive1.75×
CallsExpensive1.13×
SkewBearish+41.70 pp
Implied moveBearish±$0.22
TiltBearish65.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.3797.7%11.5%
25Δ3.3394.1%10.3%
30Δ3.2890.5%9.2%
35Δ3.2486.8%8.0%
40Δ3.2083.2%6.8%3.0186.2%3.2%
45Δ3.1579.6%5.6%3.0695.9%3.0%
50Δ3.1176.0%4.4%3.12105.5%2.7%
55Δ3.0772.4%3.2%3.17115.2%2.5%
60Δ3.0368.7%2.0%3.23124.9%2.2%
65Δ3.29134.6%2.0%
70Δ3.34144.3%1.7%
75Δ3.40154.0%1.5%
80Δ3.45163.7%1.2%

20Δ

Calls
Pseudo strike
3.37
IV
97.7%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.33
IV
94.1%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.28
IV
90.5%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.24
IV
86.8%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.20
IV
83.2%
B/E move
6.8%
Puts
Pseudo strike
3.01
IV
86.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
3.15
IV
79.6%
B/E move
5.6%
Puts
Pseudo strike
3.06
IV
95.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
3.11
IV
76.0%
B/E move
4.4%
Puts
Pseudo strike
3.12
IV
105.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
3.07
IV
72.4%
B/E move
3.2%
Puts
Pseudo strike
3.17
IV
115.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
3.03
IV
68.7%
B/E move
2.0%
Puts
Pseudo strike
3.23
IV
124.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
134.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.34
IV
144.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.40
IV
154.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
163.7%
B/E move
1.2%

Options history

AMC65.20123.58181.952026-07-23: 111.55%2026-07-24: 106.61%2026-07-27: 108.43%2026-07-28: 109.73%2026-07-29: 110.16%2026-07-30: 106.74%2026-07-31: 107.89%2026-08-03: 111.35%2026-08-04: 108.45%2026-08-05: 100.20%2026-08-06: 173.90%2026-08-07: 101.95%2026-08-14: 77.70%2026-08-21: 78.98%2026-09-11: 73.26%2026-09-14: 81.22%2026-09-28: 103.27%2026-09-29: 103.36%2026-10-12: 82.67%2026-10-15: 96.80%Jul 23Oct 15
Table
DateIV
111.55%
106.61%
108.43%
109.73%
110.16%
106.74%
107.89%
111.35%
108.45%
100.20%
173.90%
101.95%
77.70%
78.98%
73.26%
81.22%
103.27%
103.36%
82.67%
96.80%