AMC IV Analysis
Implied volatility rank and trend analysis
Low IV
stable
AMC's implied volatility is at depressed levels, near 52-week lows. With an IV Rank of 25.6% and IV30 at 85.4%, iv has been relatively stable. The 52-week IV range spans 110.2 percentage points.
Volatility Metrics
Current Levels
IV Rank25.6%
IV30 (30-day)85.4%
IV Range (52w)110.2%
Volatility Context
IV Trendstable
Expected MoveN/A
ATR ExpandingNo
52-Week IV Position
IV Rank shows where current implied volatility sits relative to its 52-week high and low. Higher values indicate options are relatively expensive.
IV Rank26%
Low (Buy Options)ModerateHigh (Sell Options)
<30%
Volatility Buying Zone
30-70%
Neutral Zone
70%+
Premium Selling Zone
Strategy Implications
With IV Rank at 26%, options premiums are relatively subdued. This environment may favor:
- Long options for directional plays
- Long straddles/strangles before catalysts
- Debit spreads for defined-risk directional trades
- Calendar spreads to benefit from IV expansion