AMC Options History — February 2014

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

In February 2014, AMC traded between $105.10 and $114.45. ATM implied volatility averaged 27.0%. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 9.8% (HV 20d: 17.2%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.08.

Notable Days

2014-02-25: Highest Volume — 70 contracts
2014-02-07: Largest IV drop — 21.5% change
2014-02-25: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$109.49	$105.10	$114.45	$105.25	$114.45
Max Pain	$100.00	$100.00	$100.00	$100.00	$100.00
ATM IV	27.0%	21.8%	33.4%	21.8%	24.5%
Expected Move	7.6%	6.2%	9.6%	6.3%	7.0%
HV 20d	17.2%	12.4%	19.6%	18.8%	12.4%
Term Structure	0.6%	-5.0%	4.5%	1.7%	3.9%
VWIV	28.0%	16.4%	38.3%	38.3%	16.4%
Skew 25d	4.0%	-8.4%	25.9%	3.3%	8.3%
Skew 10d	6.6%	-14.5%	44.8%	4.3%	1.0%
Call IV 25d	26.7%	19.2%	37.0%	25.7%	19.2%
Put IV 25d	30.7%	21.3%	55.1%	29.0%	27.4%
Bid-Ask Spread %	104.62	90.87	127.88	116.29	95.41
Gamma HHI	0.93	0.89	0.98	0.91	0.98
Net GEX	73.1K	44.4K	111.6K	45.3K	109.9K
Net DEX	-998.3K	-1.5M	-632.5K	-677.0K	-1.5M
Net VEX	-5.0K	-6.1K	-4.4K	-4.4K	-5.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.46	0.19	0.00
Total Volume	11.474	0	70	11	0
Total OI	252.421	213	331	213	325

Daily Data (19 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
2014-02-03	$105.25	$100.00	21.8%	6.3%	18.8%	0.0%	38.3%	3.3%	1.7%	45.3K	-677.0K	-4.4K	0.19	116.29	N/A	N/A	9	2	192	21
2014-02-04	$105.10	$100.00	22.7%	6.5%	18.9%	0.0%	0.0%	4.3%	-1.5%	44.4K	-651.1K	-4.4K	0.00	127.88	N/A	N/A	1	0	199	21
2014-02-05	$105.20	$100.00	27.4%	7.8%	18.9%	0.0%	0.0%	3.9%	2.1%	45.2K	-632.5K	-4.4K	0.00	117.92	N/A	N/A	2	0	200	21
2014-02-06	$105.80	$100.00	31.8%	9.1%	18.7%	0.0%	0.0%	0.9%	-5.0%	48.2K	-680.7K	-4.5K	0.00	118.25	N/A	N/A	0	0	202	21
2014-02-07	$106.60	$100.00	25.0%	6.6%	18.8%	0.0%	24.8%	2.5%	1.9%	51.8K	-737.8K	-4.5K	0.00	94.81	N/A	N/A	0	0	202	21
2014-02-10	$106.85	$100.00	28.6%	7.3%	18.8%	0.0%	0.0%	1.4%	1.8%	54.0K	-764.0K	-4.5K	0.00	103.54	N/A	N/A	0	0	202	21
2014-02-11	$108.85	$100.00	26.6%	6.7%	19.4%	0.0%	0.0%	-0.1%	4.5%	61.4K	-890.4K	-4.6K	0.00	109.29	N/A	N/A	2	0	202	21
2014-02-12	$110.20	$100.00	24.6%	6.2%	19.6%	0.0%	22.4%	-3.0%	3.7%	73.0K	-975.3K	-4.7K	0.00	103.14	N/A	N/A	4	0	204	21
2014-02-13	$110.50	$100.00	24.5%	7.0%	19.1%	0.0%	0.0%	4.1%	1.5%	73.1K	-1.1M	-4.8K	0.00	103.87	N/A	N/A	0	0	207	21
2014-02-14	$110.00	$100.00	26.4%	7.6%	19.0%	0.0%	26.8%	2.5%	0.3%	69.9K	-972.2K	-4.7K	0.00	99.94	N/A	N/A	8	0	207	21
2014-02-18	$109.95	$100.00	24.5%	7.0%	18.9%	0.0%	0.0%	4.0%	0.5%	77.0K	-1.0M	-4.7K	0.00	103.06	N/A	N/A	4	0	213	21
2014-02-19	$109.65	$100.00	29.3%	8.4%	16.4%	0.0%	29.8%	3.6%	-0.5%	74.8K	-1.0M	-4.8K	0.46	102.85	N/A	N/A	39	18	217	21
2014-02-20	$109.75	$100.00	26.9%	7.7%	15.2%	0.0%	0.0%	1.3%	2.7%	86.4K	-1.1M	-5.4K	0.00	111.84	N/A	N/A	0	0	246	39
2014-02-21	$111.55	$100.00	30.7%	8.8%	16.0%	0.0%	30.8%	4.6%	-4.7%	111.6K	-1.1M	-5.3K	0.26	104.64	N/A	N/A	15	4	246	39
2014-02-24	$111.95	$100.00	28.3%	8.1%	16.0%	0.0%	28.4%	21.8%	0.5%	88.9K	-1.1M	-5.5K	0.00	95.84	N/A	N/A	7	0	234	38
2014-02-25	$112.35	$100.00	33.4%	9.6%	16.0%	0.0%	33.7%	-8.4%	2.6%	70.4K	-1.3M	-5.7K	0.19	94.70	N/A	N/A	59	11	235	38
2014-02-26	$112.60	$100.00	28.6%	8.2%	13.4%	0.0%	28.6%	-4.6%	-2.3%	96.9K	-1.4M	-6.1K	0.13	93.61	N/A	N/A	17	2	282	49
2014-02-27	$113.70	$100.00	27.8%	8.0%	12.6%	0.0%	27.8%	25.9%	-2.3%	106.8K	-1.4M	-5.9K	0.03	90.87	N/A	N/A	14	0	275	51
2014-02-28	$114.45	$100.00	24.5%	7.0%	12.4%	0.0%	16.4%	8.3%	3.9%	109.9K	-1.5M	-5.8K	0.00	95.41	N/A	N/A	0	0	274	51