AMC Options History — April 2014

In April 2014, AMC traded between $110.45 and $124.00. ATM implied volatility averaged 35.1%. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 7.7% (HV 20d: 42.8%). Max pain ranged from $112.50 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2014-04-25: Highest Volume — 64 contracts
  • 2014-04-10: Largest IV spike — 25.0% change
  • 2014-04-29: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.87$110.45$124.00$123.60$115.70
Max Pain$117.26$112.50$125.00$112.50$112.50
ATM IV35.1%28.3%38.9%32.6%33.9%
Expected Move10.3%9.0%11.1%9.4%9.7%
HV 20d42.8%37.2%48.6%38.4%48.6%
HV 60d32.4%26.3%37.0%26.3%37.0%
Term Structure0.1%-2.2%2.9%0.8%2.1%
VWIV35.6%31.1%38.9%31.1%34.6%
Skew 25d1.7%-3.1%4.3%1.1%-3.1%
Skew 10d3.0%-9.7%11.8%1.0%-9.7%
Call IV 25d36.0%32.9%40.4%34.5%35.2%
Put IV 25d37.7%32.1%42.5%35.6%32.1%
Bid-Ask Spread %88.3277.75106.90101.2184.42
Gamma HHI0.570.470.730.700.49
Net GEX132.1K79.5K216.8K206.3K127.8K
Net DEX-1.4M-3.2M-589.8K-2.9M-1.4M
Net VEX-10.5K-11.6K-9.5K-11.6K-10.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.002.220.120.26
Total Volume22.6190641158
Total OI710.381597857668717

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-04-01$123.60$112.5032.6%9.4%38.4%0.0%31.1%1.1%0.8%206.3K-2.9M-11.6K0.12101.21N/AN/A101543125
2014-04-02$124.00$112.5031.3%9.0%37.2%0.0%31.3%3.1%2.0%216.8K-3.2M-11.6K1.20106.90N/AN/A22546125
2014-04-03$117.40$112.5033.0%9.5%41.0%0.0%32.0%1.2%2.9%153.4K-1.7M-10.6K0.0698.87N/AN/A60544126
2014-04-04$115.10$125.0031.8%10.0%41.0%0.0%34.9%0.9%1.0%126.8K-1.3M-10.1K0.0081.91N/AN/A460550127
2014-04-07$115.10$125.0033.3%10.3%40.3%0.0%0.0%1.2%0.8%134.3K-1.3M-10.3K0.0085.91N/AN/A00588127
2014-04-08$119.85$125.0033.3%10.2%41.5%0.0%35.9%4.3%-0.2%208.5K-2.2M-11.1K0.0083.15N/AN/A90587127
2014-04-09$118.20$125.0028.3%10.1%40.4%0.0%0.0%3.2%0.7%188.0K-1.9M-10.7K0.0095.93N/AN/A60592127
2014-04-10$114.40$125.0035.3%10.1%41.0%0.0%35.1%1.9%0.9%112.2K-1.1M-9.5K0.0383.75N/AN/A451593127
2014-04-11$118.00$125.0035.1%10.1%42.5%0.0%0.0%3.3%0.6%198.8K-1.9M-10.9K0.0088.87N/AN/A390637128
2014-04-14$117.95$125.0037.1%10.6%39.8%0.0%36.7%3.0%0.1%160.6K-1.8M-10.5K0.8481.88N/AN/A2824658128
2014-04-15$112.05$125.0036.2%10.4%42.6%0.0%37.6%0.8%0.7%79.5K-654.7K-9.6K0.0777.75N/AN/A302678150
2014-04-16$112.55$112.5036.8%10.5%41.2%0.0%0.0%0.2%-1.1%90.2K-747.4K-10.3K0.0085.50N/AN/A50700152
2014-04-17$111.50$112.5036.9%10.6%41.3%0.0%37.9%0.2%-0.5%86.0K-662.2K-10.1K0.0082.43N/AN/A10705152
2014-04-21$116.95$112.5038.4%11.0%44.5%0.0%37.2%3.8%-1.4%95.1K-1.5M-10.8K0.0086.80N/AN/A370452145
2014-04-22$113.95$112.5036.1%10.4%45.4%0.0%36.1%4.3%-0.0%89.3K-964.2K-10.3K0.0084.47N/AN/A270468145
2014-04-23$114.35$112.5037.1%10.6%43.4%0.0%36.9%4.1%-1.1%98.2K-1.1M-10.6K0.3597.59N/AN/A41489145
2014-04-24$116.90$112.5036.5%10.5%44.2%0.0%36.5%-1.7%-0.9%111.0K-1.5M-11.1K0.0888.44N/AN/A161493146
2014-04-25$110.45$112.5037.0%10.6%48.2%0.0%37.0%-0.2%-1.6%79.8K-589.8K-9.6K0.3484.43N/AN/A4816503146
2014-04-28$112.95$112.5038.3%11.0%48.3%0.0%0.0%3.5%-1.5%107.0K-1.0M-10.4K2.2289.43N/AN/A24549163
2014-04-29$112.40$112.5038.9%11.1%47.9%0.0%38.9%0.1%-2.2%104.8K-864.0K-10.3K0.2785.03N/AN/A31550165
2014-04-30$115.70$112.5033.9%9.7%48.6%0.0%34.6%-3.1%2.1%127.8K-1.4M-10.8K0.2684.42N/AN/A4612551166