AMC Options History — January 2014

Name: AMC Options Analytics - January 2014
Creator: Options Analysis Suite

In January 2014, AMC traded between $99.80 and $109.55. ATM implied volatility averaged 26.3%. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 8.7% (HV 20d: 17.6%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.34.

Notable Days

2014-01-21: Highest Volume — 123 contracts
2014-01-07: Largest IV spike — 32.5% change
2014-01-03: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$103.32	$99.80	$109.55	$100.10	$106.85
Max Pain	$100.00	$100.00	$100.00	$100.00	$100.00
ATM IV	26.3%	20.1%	36.0%	33.2%	24.3%
Expected Move	6.9%	5.0%	9.5%	9.5%	7.0%
HV 20d	17.6%	15.8%	18.3%	15.8%	18.1%
Term Structure	5.7%	-4.1%	16.5%	-4.1%	1.9%
VWIV	23.3%	17.4%	28.9%	28.9%	24.2%
Skew 25d	4.4%	-2.4%	12.7%	-2.4%	4.5%
Skew 10d	4.3%	0.2%	8.8%	5.6%	0.2%
Call IV 25d	22.3%	18.2%	24.9%	23.5%	24.2%
Put IV 25d	26.6%	21.2%	30.9%	21.2%	28.7%
Bid-Ask Spread %	125.81	101.81	150.25	150.25	114.56
Gamma HHI	0.82	0.50	1.00	1.00	0.96
Net GEX	16.5K	-339	49.2K	0	46.6K
Net DEX	-262.5K	-811.8K	2.2K	0	-663.7K
Net VEX	-1.6K	-4.2K	0	0	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.34	0.00	15.50	0.00	0.14
Total Volume	11.65	0	123	0	26
Total OI	66	0	186	0	186

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2014-01-03	$100.10	$0.00	33.2%	9.5%	0.0%	0.0%	0.0%	0.0%	-4.1%	0	0	0	0.00	150.25	N/A	N/A	0	0	0	0
2014-01-06	$100.05	$0.00	25.8%	8.3%	0.0%	0.0%	0.0%	0.0%	5.8%	0	0	0	0.00	101.81	N/A	N/A	0	0	0	0
2014-01-07	$100.25	$0.00	34.2%	7.0%	0.0%	0.0%	0.0%	0.0%	15.8%	45	-1.1K	-5	0.00	132.52	N/A	N/A	0	1	0	0
2014-01-08	$99.80	$0.00	36.0%	7.1%	0.0%	0.0%	0.0%	0.0%	1.4%	-161	2.0K	-33	0.00	134.93	N/A	N/A	0	0	0	1
2014-01-09	$100.15	$0.00	27.9%	7.1%	0.0%	0.0%	0.0%	0.0%	6.4%	-161	2.2K	-34	0.00	133.54	N/A	N/A	0	0	0	1
2014-01-10	$100.20	$0.00	27.5%	7.1%	0.0%	0.0%	0.0%	0.0%	5.1%	-155	2.0K	-33	0.00	133.17	N/A	N/A	0	0	0	1
2014-01-13	$99.90	$0.00	29.4%	7.2%	0.0%	0.0%	0.0%	0.0%	4.5%	-170	2.1K	-33	0.00	133.28	N/A	N/A	0	0	0	1
2014-01-14	$100.60	$0.00	31.2%	8.0%	0.0%	0.0%	28.9%	0.0%	1.3%	-157	1.8K	-31	0.00	125.23	N/A	N/A	0	0	0	1
2014-01-15	$99.95	$100.00	31.1%	5.0%	0.0%	0.0%	17.4%	0.0%	6.5%	-14	748	-34	2.00	135.62	N/A	N/A	0	1	0	1
2014-01-16	$101.50	$100.00	23.0%	6.6%	0.0%	0.0%	21.8%	0.0%	7.0%	-339	1.9K	-49	0.00	109.79	N/A	N/A	9	0	1	2
2014-01-17	$101.20	$100.00	24.0%	6.9%	0.0%	0.0%	0.0%	0.0%	-1.8%	2.3K	-52.9K	-266	0.00	139.57	N/A	N/A	0	0	10	2
2014-01-21	$104.25	$100.00	23.8%	6.8%	0.0%	0.0%	0.0%	-2.4%	1.2%	1.7K	-73.9K	-228	0.00	133.23	N/A	N/A	123	0	10	2
2014-01-22	$106.30	$100.00	20.8%	6.0%	0.0%	0.0%	0.0%	2.9%	16.5%	34.0K	-523.0K	-3.2K	0.29	125.86	N/A	N/A	28	8	129	2
2014-01-23	$106.35	$100.00	20.1%	5.8%	0.0%	0.0%	28.0%	12.7%	14.8%	36.5K	-507.9K	-3.6K	0.57	116.19	N/A	N/A	1	1	143	10
2014-01-24	$106.85	$100.00	20.7%	5.9%	0.0%	0.0%	0.0%	6.1%	11.9%	35.8K	-579.8K	-3.7K	0.00	123.84	N/A	N/A	4	0	144	10
2014-01-27	$106.75	$100.00	25.7%	7.4%	15.8%	0.0%	0.0%	3.9%	-2.3%	37.7K	-597.8K	-3.5K	0.00	118.24	N/A	N/A	3	0	144	10
2014-01-28	$109.55	$100.00	23.8%	6.8%	17.5%	0.0%	0.0%	8.6%	16.3%	39.6K	-722.3K	-3.9K	0.00	124.06	N/A	N/A	16	0	147	10
2014-01-29	$108.20	$100.00	22.4%	6.4%	18.3%	0.0%	21.7%	0.9%	1.6%	46.8K	-729.1K	-4.1K	0.19	112.65	N/A	N/A	5	1	163	10
2014-01-30	$107.65	$100.00	21.2%	6.1%	18.2%	0.0%	21.1%	2.0%	4.9%	49.2K	-811.8K	-4.2K	15.50	117.79	N/A	N/A	0	6	168	11
2014-01-31	$106.85	$100.00	24.3%	7.0%	18.1%	0.0%	24.2%	4.5%	1.9%	46.6K	-663.7K	-4.1K	0.14	114.56	N/A	N/A	23	3	169	17