AMC Options History — July 2014

In July 2014, AMC traded between $111.45 and $123.75. ATM implied volatility averaged 31.9%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 12.0% (HV 20d: 19.9%). Max pain ranged from $100.00 to $125.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.03.

Notable Days

  • 2014-07-25: Highest Volume — 638 contracts
  • 2014-07-31: Largest IV drop — 17.1% change
  • 2014-07-09: Highest IV Rank — 35.8%
  • 2014-07-14: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.68$111.45$123.75$122.35$113.20
Max Pain$111.31$100.00$125.00$112.50$100.00
ATM IV31.9%27.6%35.3%29.8%27.6%
Expected Move9.2%8.2%10.0%8.5%8.6%
HV 20d19.9%17.7%22.1%22.0%19.6%
HV 60d28.8%22.4%33.8%33.7%22.4%
IV Rank29.0%18.2%35.8%23.9%18.2%
IV Percentile59.9%20.8%88.3%35.7%20.8%
Term Structure-0.2%-3.9%3.8%3.0%0.9%
VWIV32.8%28.8%37.3%29.8%30.2%
Skew 25d2.9%-0.9%5.6%3.0%3.9%
Skew 10d4.0%-6.5%14.0%3.7%6.2%
Call IV 25d32.0%24.3%35.6%31.0%25.3%
Put IV 25d34.9%29.2%37.9%34.0%29.2%
Bid-Ask Spread %54.6621.6896.5080.0231.75
Gamma HHI0.690.500.890.830.71
Net GEX114.4K-31.4K216.1K115.2K186.8K
Net DEX-1.4M-4.2M1.2M-2.1M-3.0M
Net VEX-20.2K-44.3K-7.8K-11.4K-42.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.007.670.003.19
Total Volume81.27306383613
Total OI1,100.8185702,1535702,153

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-07-01$122.35$112.5029.8%8.5%22.0%0.0%29.8%3.0%3.0%115.2K-2.1M-11.4K0.0080.02N/AN/A360452118
2014-07-02$123.75$112.5028.8%8.2%22.1%0.0%28.8%5.3%3.8%133.4K-2.5M-11.8K0.0131.71N/AN/A190477118
2014-07-03$123.15$112.5028.6%8.2%21.8%0.0%0.0%3.0%3.8%147.3K-2.5M-11.9K0.0096.50N/AN/A20495118
2014-07-07$120.35$125.0030.1%9.5%17.7%23.9%0.0%5.1%-0.3%139.8K-2.0M-11.3K0.0083.62N/AN/A10497118
2014-07-08$117.95$125.0032.9%9.9%18.9%30.2%0.0%4.9%0.1%131.1K-1.5M-10.5K0.2221.68N/AN/A51497118
2014-07-09$118.25$125.0035.3%9.9%18.9%35.8%33.9%4.1%0.4%131.0K-1.6M-10.4K0.0541.01N/AN/A80497119
2014-07-10$116.70$125.0034.5%9.9%19.4%33.8%0.0%3.4%-1.1%121.9K-1.4M-10.3K0.0086.08N/AN/A00503119
2014-07-11$116.40$125.0034.2%9.8%19.4%33.3%0.0%0.9%-0.6%118.9K-1.3M-9.8K1.2073.36N/AN/A67503120
2014-07-14$115.30$125.0034.7%10.0%19.3%34.5%0.0%2.8%-0.7%116.5K-996.0K-9.4K0.0071.91N/AN/A00509127
2014-07-15$111.85$125.0034.4%9.8%21.6%33.6%37.3%2.0%-0.6%105.7K-536.4K-8.4K0.3079.67N/AN/A93509127
2014-07-16$111.45$125.0033.5%9.6%21.1%31.6%37.0%0.3%-0.9%107.8K-401.6K-7.8K3.1479.53N/AN/A70221510127
2014-07-17$112.30$100.0032.1%9.2%19.7%28.3%0.0%2.1%-1.1%89.3K259.7K-12.9K7.6780.02N/AN/A26201579324
2014-07-18$112.65$100.0031.1%8.9%19.2%26.1%0.0%3.5%-0.5%52.0K1.2M-17.7K0.0091.38N/AN/A30605525
2014-07-21$113.25$0.0032.1%9.2%19.4%28.5%33.1%2.0%-1.1%-31.4K1.2M-17.3K0.0131.30N/AN/A4413517521
2014-07-22$114.20$100.0032.1%9.2%19.2%28.6%0.0%3.8%-0.8%67.2K-1.3M-29.2K0.0033.46N/AN/A00951524
2014-07-23$113.00$100.0031.4%9.1%19.3%26.7%0.0%2.8%-0.5%58.3K-736.2K-28.1K0.0030.01N/AN/A02951524
2014-07-24$113.00$100.0031.5%9.1%18.8%27.0%0.0%1.7%-0.0%59.8K-663.0K-27.8K0.0029.24N/AN/A00951522
2014-07-25$115.05$100.0031.6%8.9%20.2%27.4%32.0%-0.9%-1.6%76.0K-1.3M-28.1K0.0431.26N/AN/A61325951522
2014-07-28$115.40$100.0031.6%8.9%20.2%27.3%0.0%1.6%-0.8%216.1K-4.2M-44.3K0.0033.75N/AN/A1101,551542
2014-07-29$112.90$100.0030.5%8.7%20.6%24.8%0.0%5.6%-1.1%186.2K-3.0M-42.3K0.0032.14N/AN/A2601,562542
2014-07-30$112.55$100.0033.4%8.8%20.1%31.3%0.0%2.2%-3.9%188.7K-2.8M-42.3K1.6133.21N/AN/A14221,581542
2014-07-31$113.20$100.0027.6%8.6%19.6%18.2%30.2%3.9%0.9%186.8K-3.0M-42.2K3.1931.75N/AN/A3101,592561