AMC Options History — April 2015

In April 2015, AMC traded between $150.60 and $176.70. ATM implied volatility averaged 30.4%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 6.7% (HV 20d: 23.7%). Max pain ranged from $160.00 to $180.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.47.

Notable Days

  • 2015-04-28: Highest Volume — 528 contracts
  • 2015-04-08: Largest IV spike — 16.3% change
  • 2015-04-29: Highest IV Rank — 24.2%
  • 2015-04-29: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$167.52$150.60$176.70$173.80$150.60
Max Pain$171.67$160.00$180.00$175.00$160.00
ATM IV30.4%25.4%33.0%25.5%29.7%
Expected Move8.9%7.3%9.5%7.3%8.5%
HV 20d23.7%20.4%33.7%25.7%33.7%
HV 60d24.2%23.0%28.2%23.7%28.2%
IV Rank19.0%8.9%24.2%8.9%17.6%
IV Percentile51.0%15.5%75.0%15.5%40.1%
Term Structure-1.9%-4.3%5.2%5.2%0.6%
VWIV31.8%27.6%34.6%27.6%31.0%
Skew 25d2.2%0.8%2.9%2.1%0.8%
Skew 10d5.6%-7.0%42.8%1.8%-5.4%
Call IV 25d31.0%26.2%32.9%26.2%31.3%
Put IV 25d33.2%28.2%35.5%28.2%32.1%
Bid-Ask Spread %75.4535.90103.2598.7286.02
Gamma HHI0.350.160.470.470.16
Net GEX191.1K-46.8K348.1K272.1K-46.8K
Net DEX-2.4M-5.8M3.0M-4.6M3.0M
Net VEX-26.9K-31.8K-17.3K-28.4K-17.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.242.641.030.91
Total Volume186.8572528177269
Total OI1,1721,0351,5031,0351,098

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$173.80$175.0025.5%7.3%25.7%8.9%27.6%2.1%5.2%272.1K-4.6M-28.4K1.0398.72N/AN/A8790732303
2015-04-02$175.75$180.0025.4%8.7%25.9%8.9%30.3%2.6%-0.6%292.6K-5.4M-29.0K1.1658.91N/AN/A8497748307
2015-04-06$176.70$180.0025.6%8.8%24.0%9.2%30.7%2.0%-0.6%343.0K-5.8M-28.8K1.0562.32N/AN/A9095771319
2015-04-07$173.60$180.0026.2%8.8%23.1%10.5%31.5%2.2%-1.2%313.4K-4.7M-28.1K2.3261.51N/AN/A45103763320
2015-04-08$176.00$180.0030.5%8.7%20.4%19.1%30.4%2.8%-1.2%348.1K-5.3M-28.4K1.5063.51N/AN/A11766333
2015-04-09$171.50$180.0030.8%8.8%21.5%19.8%31.6%1.8%-1.2%265.9K-3.7M-27.4K2.3052.39N/AN/A62142768332
2015-04-10$170.45$175.0030.6%8.8%21.5%19.3%31.0%2.1%-1.3%232.2K-3.3M-27.5K2.1548.12N/AN/A67144785364
2015-04-13$166.85$175.0031.3%9.0%21.7%20.8%31.7%1.4%-2.2%104.4K-1.6M-27.3K1.8575.26N/AN/A63116802434
2015-04-14$168.80$175.0031.3%9.0%22.0%20.8%33.1%2.8%-2.3%139.3K-2.1M-28.7K2.6452.37N/AN/A51135829471
2015-04-15$169.40$175.0030.8%8.8%22.1%19.8%31.7%1.3%-2.1%171.0K-2.6M-28.8K2.5975.01N/AN/A52135837477
2015-04-16$166.60$175.0031.2%8.9%22.5%20.5%31.9%1.9%-2.4%65.5K-1.5M-27.7K2.3186.20N/AN/A58135836477
2015-04-17$164.20$175.0031.5%9.0%22.8%21.3%32.1%2.5%-2.6%145.2K-374.8K-27.0K1.8156.73N/AN/A76138853482
2015-04-20$168.35$165.0031.5%9.0%24.7%21.3%31.7%2.8%-3.4%203.0K-2.7M-27.8K1.4635.90N/AN/A6290732388
2015-04-21$167.10$165.0032.4%9.3%24.6%23.0%32.1%2.6%-3.0%188.6K-2.4M-27.2K0.8193.11N/AN/A6250734388
2015-04-22$164.40$165.0032.1%9.2%23.7%22.5%32.7%1.6%-4.3%159.3K-1.7M-25.9K1.02100.15N/AN/A5253734389
2015-04-23$164.85$165.0032.1%9.2%23.5%22.4%33.0%2.1%-4.3%168.3K-1.8M-26.3K1.1090.49N/AN/A4953739391
2015-04-24$164.75$165.0032.1%9.2%23.4%22.3%32.1%2.2%-4.3%166.0K-1.7M-25.5K1.1791.09N/AN/A5058739391
2015-04-27$160.35$165.0032.6%9.3%24.5%23.3%33.6%2.3%-3.2%101.8K-189.1K-22.8K0.6294.72N/AN/A10968748397
2015-04-28$161.85$165.0032.5%9.3%23.7%23.2%34.6%2.9%-2.8%113.0K-526.2K-22.6K0.24103.25N/AN/A426102722410
2015-04-29$162.05$165.0033.0%9.5%23.8%24.2%33.4%2.6%-3.3%267.2K-2.0M-31.8K0.7998.61N/AN/A1701341,056447
2015-04-30$150.60$160.0029.7%8.5%33.7%17.6%31.0%0.8%0.6%-46.8K3.0M-17.3K0.9186.02N/AN/A141128627471