AMC Implied Volatility
AMC $2.89 · Updated Oct 26, 4:00 PM ET
AMC at-the-money implied volatility is 65.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 77.5%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 3 | 65.6% |
| Nov 6, 2026 | 11 | 3 | 96.9% |
| Nov 13, 2026 | 18 | 3 | 88.3% |
| Nov 20, 2026 | 25 | 3 | 87.9% |
| Nov 27, 2026 | 32 | 3 | 77.5% |
| Dec 4, 2026 | 39 | 3 | 78.3% |
| Dec 18, 2026 | 53 | 3 | 82.4% |
| Jan 15, 2027 | 81 | 3 | 79.7% |
| Mar 19, 2027 | 144 | 3 | 81.7% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 0.5 | 925.0% | 775.0% |
| 1 | 681.3% | 475.0% |
| 1.5 | 343.8% | 300.0% |
| 2 | 415.6% | 187.5% |
| 2.5 | 134.4% | 96.9% |
| 3 | 71.9% | 59.4% |
| 3.5 | 128.1% | 206.3% |
| 4 | 156.3% | 203.1% |
| 4.5 | 200.0% | 409.4% |
| 5 | 237.5% | 337.5% |
| 5.5 | 300.0% | n/a |
| 6 | 300.0% | 468.8% |
| 6.5 | 325.0% | 387.5% |
How this is calculated: Implied Volatility methodology
