AMC Options History — October 2014

In October 2014, AMC traded between $107.10 and $127.15. ATM implied volatility averaged 34.7%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 8.7% (HV 20d: 26.0%). Max pain ranged from $125.00 to $125.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 18.55.

Notable Days

  • 2014-10-15: Highest Volume — 574 contracts
  • 2014-10-15: Largest IV spike — 94.7% change
  • 2014-10-15: Highest IV Rank — 100.0%
  • 2014-10-15: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.26$107.10$127.15$114.55$127.15
Max Pain$125.00$125.00$125.00$125.00$125.00
ATM IV34.7%23.0%70.3%25.9%32.6%
Expected Move9.2%8.1%11.7%8.2%10.0%
HV 20d26.0%16.9%34.8%17.5%34.8%
HV 60d20.2%17.2%24.0%17.2%23.8%
IV Rank31.1%7.5%100.0%14.3%25.5%
IV Percentile69.0%6.9%100.0%27.8%65.6%
Term Structure-1.1%-10.2%10.2%1.6%-0.2%
VWIV31.9%28.6%36.5%29.2%35.2%
Skew 25d2.0%-7.5%9.0%5.4%8.0%
Skew 10d4.6%-20.7%47.8%9.7%15.0%
Call IV 25d33.7%19.3%48.4%22.2%30.6%
Put IV 25d35.7%26.0%43.2%27.6%38.6%
Bid-Ask Spread %68.9054.89127.5966.5762.57
Gamma HHI0.470.350.620.590.52
Net GEX300.1K154.4K448.2K423.8K300.3K
Net DEX-4.5M-8.9M-2.2M-4.9M-8.9M
Net VEX-23.5K-27.0K-20.1K-25.9K-22.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio18.550.00400.000.011.16
Total Volume227.82612574142134
Total OI1,701.0871,5241,9841,6521,685

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-10-01$114.55$125.0025.9%8.2%17.5%14.3%0.0%5.4%1.6%423.8K-4.9M-25.9K0.0166.57N/AN/A14021,537115
2014-10-02$116.00$125.0027.9%8.2%17.9%18.8%0.0%7.0%2.1%448.2K-5.6M-27.0K0.0166.12N/AN/A3601,537117
2014-10-03$117.05$125.0023.0%8.4%17.9%7.5%0.0%6.7%10.2%434.0K-5.5M-24.9K400.0056.06N/AN/A0801,407117
2014-10-06$116.10$125.0027.9%8.2%16.9%18.8%29.2%1.8%-0.9%420.9K-5.3M-24.0K0.0060.30N/AN/A1201,407197
2014-10-07$112.35$125.0027.2%8.1%19.8%17.3%31.6%1.6%-1.1%305.6K-3.6M-20.9K0.6064.44N/AN/A40241,416197
2014-10-08$112.75$125.0028.5%8.3%20.0%20.2%30.1%1.8%0.1%302.8K-3.6M-22.6K0.6960.63N/AN/A142981,461221
2014-10-09$111.45$125.0029.8%8.3%20.0%23.1%29.7%-0.0%-1.0%286.4K-3.6M-24.0K0.6966.82N/AN/A142981,517263
2014-10-10$110.30$125.0023.2%8.6%20.0%8.0%30.4%0.1%-1.7%261.2K-2.9M-21.5K0.5663.87N/AN/A134751,517263
2014-10-13$107.10$125.0044.1%9.0%21.6%56.0%30.5%-5.2%-3.1%229.1K-2.2M-20.1K0.4972.47N/AN/A153751,542264
2014-10-14$108.75$125.0036.1%8.5%22.7%37.5%36.5%2.2%-3.2%252.9K-2.5M-20.4K0.49127.59N/AN/A153751,542264
2014-10-15$110.30$125.0070.3%11.7%23.6%100.0%31.1%-4.8%-10.2%312.7K-2.5M-21.2K0.2284.37N/AN/A4721021,698286
2014-10-16$113.95$125.0037.2%9.1%27.3%34.6%0.0%9.0%0.3%304.9K-4.1M-21.3K15.9369.50N/AN/A91471,306286
2014-10-17$111.00$125.0035.5%9.8%28.4%31.3%0.0%-3.3%-0.7%154.4K-2.4M-21.8K0.2671.36N/AN/A4321121,305414
2014-10-20$111.00$125.0036.1%9.7%28.4%32.5%32.3%5.9%-2.5%224.5K-2.2M-23.7K0.3957.89N/AN/A3521371,240469
2014-10-21$115.00$125.0037.0%9.7%29.7%34.2%28.6%4.1%-2.1%265.7K-3.6M-26.1K0.4372.51N/AN/A3161371,240469
2014-10-22$111.90$125.0035.9%10.0%31.0%32.0%32.8%1.1%-1.1%235.1K-3.0M-25.3K1.2275.03N/AN/A1121371,251469
2014-10-23$114.95$125.0037.1%9.6%32.3%34.6%33.6%3.5%-1.9%268.9K-3.8M-25.8K0.2654.89N/AN/A263691,245469
2014-10-24$116.85$125.0038.3%9.7%32.7%36.8%34.8%4.5%-3.2%269.5K-4.3M-25.0K0.7272.51N/AN/A96691,187477
2014-10-27$118.50$125.0040.7%10.2%33.1%41.6%30.9%1.8%-3.9%276.8K-5.0M-25.3K0.7160.70N/AN/A96691,187477
2014-10-28$121.55$125.0038.9%8.8%33.3%37.9%30.9%-7.5%-3.4%293.3K-6.4M-25.1K0.6669.00N/AN/A108711,187477
2014-10-29$125.55$125.0033.1%9.2%34.8%26.5%32.1%-6.7%0.1%315.7K-8.3M-23.9K0.4263.78N/AN/A106451,194494
2014-10-30$126.95$125.0032.6%9.6%34.8%25.6%33.7%7.8%-0.4%316.2K-8.9M-23.3K0.6865.69N/AN/A101691,194518
2014-10-31$127.15$125.0032.6%10.0%34.8%25.5%35.2%8.0%-0.2%300.3K-8.9M-22.0K1.1662.57N/AN/A62721,167518