AMC Options History — February 2015

In February 2015, AMC traded between $141.40 and $172.00. ATM implied volatility averaged 30.0%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 8.3% (HV 20d: 21.7%). Max pain ranged from $87.50 to $125.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 2.03.

Notable Days

2015-02-17: Highest Volume — 266 contracts
2015-02-18: Largest IV drop — 15.2% change
2015-02-09: Highest IV Rank — 32.5%
2015-02-17: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$155.58	$141.40	$172.00	$141.40	$172.00
Max Pain	$119.08	$87.50	$125.00	$87.50	$125.00
ATM IV	30.0%	25.5%	36.1%	30.1%	25.5%
Expected Move	8.4%	7.3%	9.5%	8.6%	7.3%
HV 20d	21.7%	15.4%	26.9%	26.9%	15.4%
HV 60d	25.2%	24.3%	26.2%	25.7%	24.7%
IV Rank	20.4%	11.5%	32.5%	20.7%	11.6%
IV Percentile	43.0%	12.7%	88.9%	38.1%	13.1%
Term Structure	0.4%	-1.7%	3.0%	0.8%	0.4%
VWIV	30.6%	25.9%	39.4%	31.0%	25.9%
Skew 25d	7.0%	0.7%	43.4%	8.7%	2.1%
Skew 10d	10.3%	0.9%	56.3%	8.8%	3.3%
Call IV 25d	27.6%	24.0%	32.7%	31.3%	24.9%
Put IV 25d	34.6%	26.9%	75.2%	40.1%	27.0%
Bid-Ask Spread %	87.82	63.63	113.24	104.72	88.90
Gamma HHI	0.52	0.26	0.76	0.45	0.26
Net GEX	118.9K	77.7K	144.5K	109.4K	77.7K
Net DEX	-6.5M	-9.1M	-3.9M	-3.9M	-9.1M
Net VEX	-7.3K	-8.7K	-4.4K	-8.5K	-4.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.03	0.22	5.13	0.62	1.24
Total Volume	105.316	3	266	3	179
Total OI	724.211	596	868	596	797

Daily Data (19 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
2015-02-02	$141.40	$87.50	30.1%	8.6%	26.9%	20.7%	0.0%	8.7%	0.8%	109.4K	-3.9M	-8.5K	0.00	104.72	N/A	N/A	0	3	465	131
2015-02-03	$145.25	$87.50	30.9%	8.8%	25.4%	22.1%	31.0%	43.4%	0.3%	111.5K	-4.5M	-7.9K	0.62	106.94	N/A	N/A	74	45	465	131
2015-02-04	$146.65	$87.50	32.3%	9.3%	25.4%	24.9%	32.3%	0.7%	-0.5%	135.5K	-5.0M	-8.3K	1.12	113.24	N/A	N/A	50	55	509	131
2015-02-05	$146.95	$125.00	34.5%	9.2%	25.3%	29.3%	39.4%	2.8%	0.2%	132.3K	-5.1M	-8.7K	1.12	97.39	N/A	N/A	49	55	511	141
2015-02-06	$147.10	$125.00	33.2%	8.9%	25.3%	26.7%	31.2%	7.4%	0.6%	135.7K	-5.1M	-8.1K	3.28	89.89	N/A	N/A	17	56	511	141
2015-02-09	$149.95	$125.00	36.1%	9.2%	22.5%	32.5%	32.6%	11.9%	-0.8%	135.1K	-5.6M	-7.8K	4.02	86.55	N/A	N/A	18	71	515	139
2015-02-10	$150.75	$125.00	35.7%	8.9%	21.6%	31.7%	31.4%	12.4%	0.2%	119.6K	-5.5M	-7.9K	3.65	95.46	N/A	N/A	19	71	515	162
2015-02-11	$151.45	$125.00	31.6%	9.1%	21.3%	23.6%	32.0%	13.2%	-0.2%	120.7K	-5.7M	-7.7K	5.13	92.85	N/A	N/A	15	77	518	162
2015-02-12	$152.40	$125.00	31.5%	9.0%	21.3%	23.4%	32.3%	11.2%	0.1%	117.5K	-5.8M	-7.8K	4.47	92.95	N/A	N/A	20	88	518	172
2015-02-13	$153.40	$125.00	29.8%	8.5%	20.7%	20.0%	32.8%	3.4%	0.8%	119.8K	-6.1M	-7.4K	3.50	70.54	N/A	N/A	20	71	518	169
2015-02-17	$154.70	$125.00	33.2%	9.5%	20.2%	26.8%	33.6%	2.6%	-1.7%	109.2K	-6.2M	-7.1K	0.76	63.63	N/A	N/A	151	115	524	178
2015-02-18	$157.40	$125.00	28.2%	8.1%	20.2%	16.8%	29.1%	2.6%	2.2%	144.5K	-7.4M	-7.8K	0.76	80.82	N/A	N/A	84	64	643	225
2015-02-19	$162.40	$125.00	26.9%	7.7%	21.8%	14.3%	28.4%	1.6%	2.2%	120.0K	-8.2M	-6.6K	0.22	78.81	N/A	N/A	30	7	620	227
2015-02-20	$163.05	$125.00	25.5%	7.3%	21.3%	11.5%	27.8%	1.9%	3.0%	123.6K	-8.2M	-7.0K	0.71	74.46	N/A	N/A	14	10	617	233
2015-02-23	$163.50	$125.00	26.9%	7.7%	20.9%	14.4%	28.1%	2.3%	-0.4%	119.8K	-7.9M	-7.0K	1.27	78.13	N/A	N/A	53	68	590	215
2015-02-24	$164.55	$125.00	26.1%	7.5%	20.9%	12.7%	28.6%	2.0%	0.5%	116.4K	-7.8M	-6.5K	1.40	90.73	N/A	N/A	50	70	573	214
2015-02-25	$164.70	$125.00	25.9%	7.4%	20.8%	12.4%	27.9%	1.4%	0.6%	114.8K	-7.9M	-6.5K	1.53	80.18	N/A	N/A	46	70	573	216
2015-02-26	$168.50	$125.00	26.0%	7.4%	15.6%	12.5%	26.7%	1.4%	-0.7%	95.1K	-8.6M	-4.8K	1.70	82.43	N/A	N/A	43	73	574	217
2015-02-27	$172.00	$125.00	25.5%	7.3%	15.4%	11.6%	25.9%	2.1%	0.4%	77.7K	-9.1M	-4.4K	1.24	88.90	N/A	N/A	80	99	577	220