AMC Options History — January 2015

In January 2015, AMC traded between $124.85 and $142.40. ATM implied volatility averaged 34.8%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 7.6% (HV 20d: 27.2%). Max pain ranged from $87.50 to $87.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.73.

Notable Days

2015-01-29: Highest Volume — 89 contracts
2015-01-13: Largest IV spike — 59.5% change
2015-01-13: Highest IV Rank — 71.8%
2015-01-29: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$135.42	$124.85	$142.40	$128.10	$140.50
Max Pain	$87.50	$87.50	$87.50	$87.50	$87.50
ATM IV	34.8%	23.7%	56.0%	32.2%	23.7%
Expected Move	9.6%	6.8%	13.6%	9.7%	6.8%
HV 20d	27.2%	24.1%	30.9%	25.7%	28.5%
HV 60d	27.3%	25.1%	29.0%	28.2%	26.0%
IV Rank	29.9%	8.0%	71.8%	24.8%	8.0%
IV Percentile	68.2%	6.0%	99.2%	64.1%	6.0%
Term Structure	4.2%	-6.8%	14.9%	1.7%	2.2%
VWIV	34.9%	23.0%	45.5%	40.6%	34.4%
Skew 25d	3.7%	-8.6%	11.8%	-1.6%	-8.6%
Skew 10d	3.9%	-12.0%	14.8%	-2.3%	-7.6%
Call IV 25d	31.2%	23.2%	41.7%	33.9%	31.6%
Put IV 25d	34.9%	23.0%	41.3%	32.3%	23.0%
Bid-Ask Spread %	101.45	83.75	135.83	89.78	116.96
Gamma HHI	0.43	0.38	0.50	0.45	0.45
Net GEX	102.1K	83.0K	129.4K	116.4K	108.3K
Net DEX	-3.3M	-3.9M	-2.2M	-2.6M	-3.9M
Net VEX	-9.5K	-10.9K	-7.0K	-10.9K	-8.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.73	0.00	13.00	0.85	1.19
Total Volume	41.25	0	89	58	85
Total OI	576.75	549	601	572	596

Daily Data (20 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
2015-01-02	$128.10	$0.00	32.2%	9.7%	25.7%	24.8%	0.0%	-1.6%	1.7%	116.4K	-2.6M	-10.9K	0.85	89.78	N/A	N/A	31	27	468	104
2015-01-05	$124.85	$0.00	34.4%	9.5%	27.2%	29.2%	0.0%	8.6%	1.1%	117.1K	-2.2M	-10.7K	13.00	85.22	N/A	N/A	1	10	472	104
2015-01-06	$125.85	$0.00	34.3%	9.3%	26.6%	29.0%	40.6%	11.7%	1.5%	121.0K	-2.3M	-10.8K	0.00	84.45	N/A	N/A	11	0	473	114
2015-01-07	$127.90	$87.50	30.7%	9.6%	27.3%	21.9%	33.4%	10.1%	0.9%	129.4K	-2.6M	-10.9K	0.00	90.77	N/A	N/A	3	0	481	114
2015-01-08	$129.00	$87.50	31.7%	9.9%	27.0%	23.9%	34.4%	9.3%	0.6%	126.1K	-2.8M	-10.8K	2.93	88.73	N/A	N/A	11	32	479	114
2015-01-09	$134.35	$87.50	33.5%	9.7%	30.0%	27.4%	33.8%	0.5%	2.2%	110.2K	-3.5M	-10.6K	0.71	94.19	N/A	N/A	46	33	478	114
2015-01-12	$137.35	$87.50	35.1%	8.3%	30.6%	30.5%	31.7%	1.5%	14.1%	97.1K	-3.8M	-9.6K	2.26	83.75	N/A	N/A	15	35	465	115
2015-01-13	$136.65	$87.50	56.0%	9.4%	30.9%	71.8%	34.3%	4.2%	12.9%	98.4K	-3.9M	-9.8K	3.56	89.00	N/A	N/A	16	56	465	114
2015-01-14	$137.35	$87.50	30.0%	8.6%	30.9%	20.3%	31.6%	1.1%	12.9%	89.9K	-3.7M	-10.1K	3.71	88.55	N/A	N/A	14	51	465	136
2015-01-15	$136.20	$87.50	29.2%	8.4%	28.7%	18.9%	31.0%	0.9%	14.9%	87.7K	-3.5M	-10.0K	3.75	94.58	N/A	N/A	14	52	463	136
2015-01-16	$135.30	$87.50	36.3%	10.4%	25.3%	33.0%	0.0%	9.0%	7.3%	83.0K	-3.5M	-10.0K	0.00	108.22	N/A	N/A	0	0	463	136
2015-01-20	$134.95	$87.50	28.7%	8.2%	24.2%	17.8%	0.0%	8.9%	13.7%	85.0K	-2.9M	-9.8K	2.50	95.28	N/A	N/A	1	2	420	129
2015-01-21	$135.70	$87.50	27.7%	7.9%	24.1%	15.8%	0.0%	9.0%	7.6%	94.4K	-2.9M	-9.0K	0.00	99.60	N/A	N/A	0	0	421	131
2015-01-22	$138.80	$87.50	33.7%	9.7%	25.0%	27.8%	37.5%	-3.1%	-3.6%	89.1K	-3.3M	-9.1K	8.19	103.76	N/A	N/A	6	51	421	131
2015-01-23	$141.65	$87.50	42.5%	12.2%	25.4%	45.1%	45.5%	-5.7%	-6.8%	85.7K	-3.7M	-8.7K	4.46	115.93	N/A	N/A	11	51	421	131
2015-01-26	$142.35	$87.50	31.2%	8.9%	25.1%	22.8%	0.0%	-6.8%	4.2%	97.6K	-3.8M	-7.8K	0.50	112.37	N/A	N/A	0	0	431	131
2015-01-27	$142.40	$87.50	39.0%	11.2%	24.7%	38.3%	23.0%	11.8%	2.6%	95.1K	-3.9M	-7.8K	1.25	135.83	N/A	N/A	1	1	431	131
2015-01-28	$137.95	$87.50	37.8%	10.8%	27.6%	35.8%	40.1%	8.8%	-3.4%	94.0K	-3.8M	-7.5K	1.92	130.94	N/A	N/A	24	45	432	131
2015-01-29	$141.15	$87.50	47.5%	13.6%	28.3%	55.0%	37.5%	3.5%	-2.5%	116.9K	-3.8M	-7.0K	1.07	121.18	N/A	N/A	43	46	443	131
2015-01-30	$140.50	$87.50	23.7%	6.8%	28.5%	8.0%	34.4%	-8.6%	2.2%	108.3K	-3.9M	-8.7K	1.19	116.96	N/A	N/A	39	46	465	131