AMC Options History — May 2015

In May 2015, AMC traded between $144.60 and $153.75. ATM implied volatility averaged 28.4%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 5.4% (HV 20d: 33.8%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.56.

Notable Days

  • 2015-05-14: Highest Volume — 516 contracts
  • 2015-05-13: Largest IV drop — 18.2% change
  • 2015-05-12: Highest IV Rank — 27.3%
  • 2015-05-01: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$147.98$144.60$153.75$153.75$144.60
Max Pain$162.50$160.00$165.00$160.00$160.00
ATM IV28.4%25.5%34.5%30.7%25.8%
Expected Move7.9%7.3%8.8%8.8%7.4%
HV 20d33.8%22.7%35.3%34.6%22.7%
HV 60d28.7%27.7%29.5%28.4%27.7%
IV Rank14.9%9.0%27.3%19.6%9.6%
IV Percentile38.0%16.7%90.9%48.8%19.8%
Term Structure0.2%-2.3%1.6%-2.3%0.3%
VWIV28.1%26.1%30.3%29.7%30.3%
Skew 25d2.3%1.0%3.8%1.7%3.8%
Skew 10d5.7%-5.7%15.9%8.3%5.5%
Call IV 25d27.0%25.2%30.4%30.4%25.6%
Put IV 25d29.3%27.1%32.1%32.1%29.4%
Bid-Ask Spread %52.0129.9982.3041.0063.03
Gamma HHI0.160.120.200.150.17
Net GEX-2.4K-75.9K56.1K-23.0K50.4K
Net DEX2.0M314.2K4.1M2.0M1.5M
Net VEX-21.9K-26.7K-16.1K-19.9K-25.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.272.531.962.17
Total Volume185.27516180172
Total OI1,324.051,1061,5601,1061,507

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$153.75$160.0030.7%8.8%34.6%19.6%29.7%1.7%-2.3%-23.0K2.0M-19.9K1.9641.00N/AN/A61119649457
2015-05-04$152.45$165.0032.1%8.6%34.3%22.4%30.3%1.9%-0.8%-29.9K2.3M-19.1K0.8739.47N/AN/A3329668468
2015-05-05$150.50$165.0029.5%8.2%34.1%17.2%28.6%1.5%0.3%-42.5K2.9M-18.6K2.0647.02N/AN/A62128697490
2015-05-06$147.50$165.0030.9%8.3%33.5%20.0%27.7%2.4%1.3%-54.5K3.5M-17.0K1.5129.99N/AN/A73111707499
2015-05-07$149.10$165.0028.0%8.2%33.5%14.1%30.1%1.8%0.6%-46.4K3.1M-18.5K1.5854.57N/AN/A74117725496
2015-05-08$148.30$165.0027.8%7.9%33.5%13.7%27.7%1.8%1.3%-58.5K3.3M-17.9K0.3556.27N/AN/A52724508
2015-05-11$149.85$165.0031.8%8.0%33.6%21.8%29.5%2.0%0.6%-65.1K3.2M-17.7K1.6754.31N/AN/A1118725507
2015-05-12$145.05$165.0034.5%8.1%34.3%27.3%29.0%2.9%1.5%-59.9K4.1M-16.2K1.6757.59N/AN/A71118735522
2015-05-13$146.95$165.0028.2%8.1%34.9%14.5%27.1%3.8%0.8%-72.5K4.0M-16.1K2.0958.19N/AN/A90188740530
2015-05-14$147.00$165.0027.6%7.9%34.8%13.2%27.9%3.5%1.6%-75.9K3.7M-17.0K0.4771.47N/AN/A351165759518
2015-05-15$145.50$160.0027.1%7.8%34.7%12.3%26.5%2.1%1.0%36.1K1.8M-24.6K0.4362.44N/AN/A3571541,031529
2015-05-18$149.50$165.0026.6%7.6%34.9%11.3%27.2%2.8%-0.6%33.6K314.2K-25.5K0.4145.49N/AN/A5824841454
2015-05-19$147.00$160.0026.5%7.6%35.2%11.1%26.1%1.0%-0.1%44.2K476.1K-26.4K0.2744.93N/AN/A246893475
2015-05-20$147.40$160.0027.1%7.8%35.1%12.2%27.2%2.9%-1.4%51.6K521.6K-26.4K2.1163.82N/AN/A59124911475
2015-05-21$146.85$160.0026.4%7.6%35.0%10.8%27.2%1.3%0.4%52.8K542.1K-26.5K2.1652.79N/AN/A57124926488
2015-05-22$148.10$160.0025.5%7.3%35.3%9.0%26.4%2.4%0.2%55.0K398.3K-26.6K2.1240.87N/AN/A58123927488
2015-05-26$147.50$160.0027.7%7.9%34.4%13.5%28.7%1.8%-1.0%56.1K550.6K-26.3K2.5382.30N/AN/A55138939500
2015-05-27$146.50$160.0026.9%7.7%34.0%11.9%26.4%1.6%0.1%50.5K730.2K-26.7K2.5231.13N/AN/A50125953521
2015-05-28$146.15$160.0027.2%7.8%33.9%12.4%28.7%2.9%-0.1%49.1K1.2M-26.0K2.2643.51N/AN/A52118965534
2015-05-29$144.60$160.0025.8%7.4%22.7%9.6%30.3%3.8%0.3%50.4K1.5M-25.5K2.1763.03N/AN/A54118972535