AMC Options History — June 2015

In June 2015, AMC traded between $139.35 and $158.05. ATM implied volatility averaged 27.1%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 0.9% (HV 20d: 26.1%). Max pain ranged from $140.00 to $160.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.41.

Notable Days

  • 2015-06-18: Highest Volume — 303 contracts
  • 2015-06-29: Largest IV spike — 19.8% change
  • 2015-06-29: Highest IV Rank — 19.3%
  • 2015-06-29: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$146.07$139.35$158.05$139.90$153.45
Max Pain$144.09$140.00$160.00$160.00$145.00
ATM IV27.1%24.0%30.6%28.1%29.3%
Expected Move7.8%6.9%8.8%8.0%8.4%
HV 20d26.1%20.4%33.3%23.5%33.2%
HV 60d28.3%26.8%31.3%28.3%31.3%
IV Rank12.2%6.0%19.3%14.2%16.7%
IV Percentile31.2%8.3%59.1%37.3%50.4%
Term Structure1.3%-0.8%2.8%0.1%0.6%
VWIV27.8%23.8%32.9%32.9%30.3%
Skew 25d2.1%1.0%3.4%2.6%2.6%
Skew 10d7.5%-0.8%20.5%6.1%2.1%
Call IV 25d26.7%23.6%30.1%27.6%29.2%
Put IV 25d28.8%24.7%31.8%30.1%31.8%
Bid-Ask Spread %82.3234.52106.4597.8386.13
Gamma HHI0.200.170.250.200.18
Net GEX113.5K39.0K226.0K39.9K220.3K
Net DEX-419.7K-5.2M2.6M2.6M-4.1M
Net VEX-25.1K-29.9K-22.1K-22.2K-29.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.410.312.221.982.22
Total Volume189.09130303172154
Total OI1,452.6361,0761,6501,5141,297

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$139.90$160.0028.1%8.0%23.5%14.2%32.9%2.6%0.1%39.9K2.6M-22.2K1.9897.83N/AN/A58114979535
2015-06-02$139.35$160.0028.1%8.1%23.5%14.4%29.1%1.0%-0.8%39.0K2.6M-22.1K0.3197.07N/AN/A237978537
2015-06-03$142.10$160.0028.0%8.0%24.7%14.0%29.7%1.8%-0.8%49.1K2.1M-23.7K1.6292.49N/AN/A661071,001544
2015-06-04$141.15$140.0028.3%7.8%23.9%14.7%28.5%2.8%1.7%51.3K2.0M-23.8K1.5270.16N/AN/A701071,008547
2015-06-05$144.00$140.0025.7%7.7%24.8%9.3%27.3%2.5%0.7%61.5K1.4M-25.0K1.4673.38N/AN/A791161,003541
2015-06-08$141.90$140.0029.1%8.1%25.2%16.2%28.8%3.0%0.7%55.2K1.8M-24.3K1.6534.52N/AN/A721181,016556
2015-06-09$142.45$140.0027.8%7.9%24.9%13.6%29.8%2.8%1.7%55.9K1.5M-24.5K1.5165.62N/AN/A751131,027559
2015-06-10$141.00$140.0026.7%7.7%22.4%11.5%27.0%1.4%1.2%60.3K1.8M-23.7K1.9137.32N/AN/A601141,039565
2015-06-11$142.65$140.0025.5%7.3%22.3%9.1%27.1%1.8%2.5%67.7K1.3M-24.1K1.9069.80N/AN/A601131,039550
2015-06-12$142.65$140.0025.6%7.3%22.3%9.2%26.2%3.4%2.6%63.6K1.3M-23.8K1.5994.67N/AN/A691101,039545
2015-06-15$144.40$140.0028.1%8.0%22.6%14.2%28.2%2.3%-0.0%76.5K830.8K-24.1K1.3899.08N/AN/A931291,039548
2015-06-16$142.25$140.0027.0%7.7%20.6%12.0%26.7%2.9%2.0%61.3K1.3M-23.6K1.1187.59N/AN/A1111231,047564
2015-06-17$140.25$140.0026.8%7.7%20.4%11.7%27.0%1.4%1.2%65.8K1.6M-22.5K1.81106.45N/AN/A671211,082552
2015-06-18$148.00$140.0025.3%7.3%28.5%8.6%24.8%2.3%2.2%209.1K-1.8M-25.4K0.8297.57N/AN/A1661371,088532
2015-06-19$150.60$140.0024.0%6.9%29.1%6.0%23.8%1.0%2.8%172.6K-3.1M-26.0K0.7785.98N/AN/A1551191,095555
2015-06-22$152.50$140.0027.3%7.8%29.3%12.6%27.0%1.6%1.7%178.9K-3.7M-26.3K1.0387.25N/AN/A8891733343
2015-06-23$152.50$145.0026.3%7.5%29.2%10.7%26.0%1.7%1.6%183.5K-3.6M-27.2K1.0681.63N/AN/A8792764372
2015-06-24$150.80$145.0026.5%7.6%29.4%10.9%27.4%2.1%1.8%187.2K-3.3M-27.5K1.3483.15N/AN/A7195790372
2015-06-25$151.55$145.0026.4%7.6%29.4%10.8%26.7%1.6%1.5%192.5K-3.3M-27.3K1.6382.52N/AN/A71115796382
2015-06-26$158.05$145.0025.5%7.3%32.3%9.0%26.4%2.5%2.4%226.0K-5.2M-28.1K1.7092.24N/AN/A66113796402
2015-06-29$151.95$145.0030.6%8.8%33.3%19.3%30.5%1.3%0.5%179.2K-3.5M-27.7K0.8088.48N/AN/A136109789412
2015-06-30$153.45$145.0029.3%8.4%33.2%16.7%30.3%2.6%0.6%220.3K-4.1M-29.9K2.2286.13N/AN/A48106859438