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AMC ENTERTAINMENT HOLDINGS, INC. AMC

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-03T23:11:05.425Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T23:08:52.992100308Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T23:11:04.828314+00:00

Share price$3.29
1D+2.1%
AH$3.16$3.21$3.26$3.32$3.375:30 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.$0.04$0.21$0.39$0.56$0.73$2.64$2.96$3.29$3.61$3.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMC spot · $3.29AMC PRICE$0.06$0.08$0.10$0.11$0.14$0.17$0.20$0.23$0.26$0.30$0.33$0.36$0.57$0.07$0.08$0.12$0.15$0.19$0.22$0.25$0.29$0.32$0.39$0.49$0.58$0.68
PutsExpensive2.73×
CallsExpensive2.07×
SkewBearish+2.29 pp
Implied moveBearish±$0.45
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.90195.0%20.5%2.87181.9%14.9%
25Δ3.79189.1%17.6%2.99174.2%11.6%
30Δ3.68183.2%14.7%3.06173.9%10.4%
35Δ3.56177.3%11.8%3.13174.1%9.4%
40Δ3.47173.3%9.7%3.20174.3%8.4%
45Δ3.41171.8%8.7%3.27174.4%7.3%
50Δ3.34170.2%7.6%3.34174.6%6.3%
55Δ3.27168.7%6.6%3.40174.8%5.3%
60Δ3.21167.1%5.6%3.47174.9%4.2%
65Δ3.14165.5%4.5%3.57178.6%3.5%
70Δ3.08164.0%3.5%3.68184.8%2.9%
75Δ3.01162.4%2.5%3.80191.0%2.4%
80Δ2.78211.1%2.0%3.91197.2%1.8%

20Δ

Calls
Pseudo strike
3.90
IV
195.0%
B/E move
20.5%
Puts
Pseudo strike
2.87
IV
181.9%
B/E move
14.9%

25Δ

Calls
Pseudo strike
3.79
IV
189.1%
B/E move
17.6%
Puts
Pseudo strike
2.99
IV
174.2%
B/E move
11.6%

30Δ

Calls
Pseudo strike
3.68
IV
183.2%
B/E move
14.7%
Puts
Pseudo strike
3.06
IV
173.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
3.56
IV
177.3%
B/E move
11.8%
Puts
Pseudo strike
3.13
IV
174.1%
B/E move
9.4%

40Δ

Calls
Pseudo strike
3.47
IV
173.3%
B/E move
9.7%
Puts
Pseudo strike
3.20
IV
174.3%
B/E move
8.4%

45Δ

Calls
Pseudo strike
3.41
IV
171.8%
B/E move
8.7%
Puts
Pseudo strike
3.27
IV
174.4%
B/E move
7.3%

50Δ

Calls
Pseudo strike
3.34
IV
170.2%
B/E move
7.6%
Puts
Pseudo strike
3.34
IV
174.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
3.27
IV
168.7%
B/E move
6.6%
Puts
Pseudo strike
3.40
IV
174.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
3.21
IV
167.1%
B/E move
5.6%
Puts
Pseudo strike
3.47
IV
174.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
3.14
IV
165.5%
B/E move
4.5%
Puts
Pseudo strike
3.57
IV
178.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
3.08
IV
164.0%
B/E move
3.5%
Puts
Pseudo strike
3.68
IV
184.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
3.01
IV
162.4%
B/E move
2.5%
Puts
Pseudo strike
3.80
IV
191.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
2.78
IV
211.1%
B/E move
2.0%
Puts
Pseudo strike
3.91
IV
197.2%
B/E move
1.8%

Options history

IV · four-Friday blend129.98%
Daily close
AMC67.9%101.3%134.6%2026-08-05: 99.82%2026-08-06: 103.25%2026-08-07: 113.41%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 5Sep 11Oct 30
12 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
99.82%
103.25%
113.41%
76.84%
78.50%
72.54%
76.01%
80.64%
101.91%
97.13%
87.53%
129.98%