AMC Options History — August 2014

In August 2014, AMC traded between $113.70 and $118.35. ATM implied volatility averaged 26.0%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 7.3% (HV 20d: 18.7%). Max pain ranged from $112.50 to $112.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 3.26.

Notable Days

  • 2014-08-01: Highest Volume — 111 contracts
  • 2014-08-08: Largest IV drop — 30.5% change
  • 2014-08-07: Highest IV Rank — 28.9%
  • 2014-08-04: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$116.96$113.70$118.35$115.00$118.35
Max Pain$112.50$112.50$112.50$112.50$112.50
ATM IV26.0%21.1%32.3%28.0%24.5%
Expected Move8.5%8.3%8.7%8.7%8.4%
HV 20d18.7%15.3%21.0%20.9%15.3%
HV 60d20.9%19.8%22.5%22.5%19.8%
IV Rank14.5%3.2%28.9%19.0%11.1%
IV Percentile18.5%3.3%59.7%22.8%11.5%
Term Structure0.9%-0.7%2.4%1.3%2.4%
VWIV29.0%28.0%30.3%30.3%28.1%
Skew 25d3.0%-1.0%24.4%24.4%-0.7%
Skew 10d4.0%-6.5%56.9%56.9%-2.2%
Call IV 25d25.9%24.0%27.6%24.0%25.5%
Put IV 25d28.9%24.3%48.3%48.3%24.8%
Bid-Ask Spread %38.2332.7946.7633.2543.14
Gamma HHI0.710.580.790.720.71
Net GEX276.2K165.7K333.0K203.0K330.6K
Net DEX-5.0M-6.4M-3.0M-3.9M-5.5M
Net VEX-40.6K-45.6K-35.0K-43.7K-35.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.260.0033.330.010.00
Total Volume1501111111
Total OI2,242.5242,1512,2872,1512,229

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-08-01$115.00$112.5028.0%8.7%20.9%19.0%30.3%24.4%1.3%203.0K-3.9M-43.7K0.0133.25N/AN/A11011,592559
2014-08-04$116.80$112.5028.1%8.7%20.6%19.4%0.0%4.0%0.7%268.3K-5.2M-45.6K0.2133.30N/AN/A821,692559
2014-08-05$115.80$112.5029.6%8.7%19.6%22.7%0.0%4.2%1.0%258.0K-4.5M-44.2K0.6935.12N/AN/A321,696558
2014-08-06$118.20$112.5025.0%8.7%21.0%12.3%29.2%4.1%0.6%304.7K-6.4M-45.3K0.1334.74N/AN/A2431,697558
2014-08-07$117.75$112.5032.3%8.7%20.5%28.9%0.0%4.7%-0.1%291.0K-5.8M-44.6K0.0339.97N/AN/A2911,687557
2014-08-08$116.80$112.5022.4%8.6%20.7%6.4%0.0%4.0%1.1%274.6K-5.2M-44.1K33.3334.01N/AN/A1201,713556
2014-08-11$117.20$112.5021.1%8.6%20.4%3.2%0.0%3.6%0.7%278.7K-5.5M-43.5K0.0041.92N/AN/A401,714572
2014-08-12$116.20$112.5022.3%8.7%17.2%6.1%0.0%4.0%1.3%248.7K-4.8M-42.1K0.0033.63N/AN/A021,714571
2014-08-13$115.45$112.5024.8%8.6%17.3%11.6%0.0%3.3%2.0%215.8K-4.2M-41.4K0.2542.70N/AN/A101,714573
2014-08-14$113.70$112.5026.9%8.5%18.2%16.5%28.6%2.0%1.8%165.7K-3.0M-38.9K0.0034.40N/AN/A101,699570
2014-08-15$115.50$112.5026.9%8.5%18.9%16.5%0.0%3.0%2.4%219.2K-4.0M-40.3K26.6732.79N/AN/A1161,700570
2014-08-18$117.15$112.5027.5%8.6%19.4%18.0%29.8%-0.1%-0.5%273.1K-4.9M-40.4K0.0746.76N/AN/A1411,678538
2014-08-19$117.80$112.5026.6%8.4%19.3%15.7%0.0%1.4%0.8%308.8K-5.5M-40.1K0.0040.17N/AN/A701,684538
2014-08-20$117.85$112.5025.9%8.5%18.8%14.3%0.0%0.1%0.6%318.4K-5.4M-40.0K0.9537.10N/AN/A441,689538
2014-08-21$116.75$112.5025.7%8.3%19.2%13.8%0.0%-0.7%0.4%271.4K-4.7M-38.1K1.8240.57N/AN/A241,685542
2014-08-22$117.45$112.5025.6%8.4%18.3%13.7%0.0%0.7%1.0%293.2K-5.2M-38.1K0.0137.38N/AN/A4011,685546
2014-08-25$117.85$112.5026.7%8.3%18.4%16.1%0.0%1.2%-0.7%311.0K-5.2M-36.9K0.0045.28N/AN/A001,684546
2014-08-26$118.05$112.5025.8%8.3%16.2%14.0%28.0%-0.0%0.8%314.6K-5.7M-37.5K0.2437.69N/AN/A411,684546
2014-08-27$118.35$112.5025.7%8.4%16.1%13.8%28.1%0.2%-0.2%333.0K-5.5M-36.9K0.0037.50N/AN/A001,684546
2014-08-28$118.20$112.5024.4%8.4%16.1%10.8%0.0%-1.0%1.1%317.7K-5.5M-36.6K0.7041.50N/AN/A211,684546
2014-08-29$118.35$112.5024.5%8.4%15.3%11.1%0.0%-0.7%2.4%330.6K-5.5M-35.0K0.0043.14N/AN/A101,684545