AMC Options History — July 2015

In July 2015, AMC traded between $149.60 and $164.45. ATM implied volatility averaged 30.6%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 0.0% (HV 20d: 30.6%). Max pain ranged from $140.00 to $155.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.56.

Notable Days

  • 2015-07-30: Highest Volume — 314 contracts
  • 2015-07-08: Largest IV spike — 19.0% change
  • 2015-07-08: Highest IV Rank — 32.1%
  • 2015-07-28: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$157.49$149.60$164.45$152.25$161.20
Max Pain$147.05$140.00$155.00$145.00$150.00
ATM IV30.6%27.8%36.9%30.4%28.3%
Expected Move8.7%8.0%10.2%8.7%8.1%
HV 20d30.6%26.4%33.5%33.0%30.6%
HV 60d30.4%28.0%31.8%31.2%29.3%
IV Rank19.4%13.7%32.1%19.0%14.7%
IV Percentile61.1%41.3%94.8%57.5%46.8%
Term Structure-0.7%-4.4%0.5%0.5%-0.5%
VWIV30.5%24.4%35.5%30.4%28.0%
Skew 25d2.4%1.2%6.1%2.3%1.9%
Skew 10d5.2%-8.9%18.6%11.3%7.7%
Call IV 25d29.9%28.1%33.5%29.3%28.3%
Put IV 25d32.4%29.6%36.2%31.6%30.2%
Bid-Ask Spread %80.9256.74116.1499.9394.90
Gamma HHI0.160.130.210.170.16
Net GEX240.0K132.8K374.8K204.9K331.4K
Net DEX-5.2M-8.1M-1.7M-3.6M-6.7M
Net VEX-29.6K-32.0K-27.6K-30.1K-29.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.542.361.660.70
Total Volume148.86473314172269
Total OI1,475.2271,3291,6311,3291,631

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$152.25$145.0030.4%8.7%33.0%19.0%30.4%2.3%0.5%204.9K-3.6M-30.1K1.6699.93N/AN/A65107870459
2015-07-02$154.30$145.0030.2%8.7%33.0%18.6%29.5%6.1%-1.7%226.9K-4.3M-31.0K1.39116.14N/AN/A78108891477
2015-07-06$153.05$140.0031.2%8.7%32.7%20.6%32.1%2.3%-0.1%231.3K-3.9M-29.7K1.4657.17N/AN/A77112903477
2015-07-07$154.20$140.0031.0%8.9%32.1%20.2%33.3%3.1%-0.6%246.6K-4.3M-30.8K1.6359.10N/AN/A70115921500
2015-07-08$152.35$140.0036.9%9.4%32.6%32.1%33.9%2.3%-0.8%213.1K-3.7M-31.4K1.6662.56N/AN/A65108938525
2015-07-09$153.50$140.0032.2%9.0%32.2%22.7%32.9%2.5%-0.4%238.1K-4.0M-31.5K1.7056.74N/AN/A63106951542
2015-07-10$156.50$140.0030.2%8.7%32.6%18.6%31.8%3.2%0.4%304.1K-5.3M-32.0K1.5268.25N/AN/A69105965557
2015-07-13$159.00$140.0030.9%8.2%32.8%19.9%32.0%2.4%0.5%374.8K-6.2M-31.2K1.9761.49N/AN/A51101971575
2015-07-14$163.15$155.0028.8%8.2%33.5%15.6%31.2%1.4%0.5%357.1K-8.1M-29.9K1.3977.64N/AN/A73101970586
2015-07-15$162.55$150.0028.6%8.2%32.8%15.4%31.6%2.1%-0.0%301.3K-7.4M-29.6K0.6083.63N/AN/A9859946587
2015-07-16$163.05$150.0027.9%8.0%31.9%13.8%31.4%1.6%-0.2%334.3K-7.9M-28.7K0.9883.66N/AN/A6059947594
2015-07-17$164.20$150.0027.8%8.0%26.8%13.7%24.4%2.3%-0.0%216.5K-8.1M-28.1K2.3691.56N/AN/A2969933594
2015-07-20$164.45$150.0028.8%8.3%26.4%15.7%26.2%2.2%-0.9%223.4K-7.0M-27.6K2.3675.93N/AN/A2252862553
2015-07-21$159.55$150.0029.6%8.5%28.9%17.3%25.4%2.4%-0.6%196.2K-5.5M-29.0K1.9487.08N/AN/A2548866568
2015-07-22$161.50$150.0029.4%8.4%29.1%16.9%28.1%2.9%-1.0%206.0K-5.9M-28.7K1.3194.04N/AN/A3951868570
2015-07-23$161.00$150.0030.0%8.6%28.7%18.1%28.5%1.2%-1.2%216.6K-6.0M-29.2K1.3878.31N/AN/A3751884573
2015-07-24$155.05$150.0031.4%9.0%32.2%20.9%25.7%2.5%-1.0%176.6K-3.9M-29.8K2.2389.70N/AN/A2351883573
2015-07-27$153.60$150.0034.0%9.7%28.5%26.2%35.4%1.8%-2.3%166.1K-3.3M-29.0K2.1880.42N/AN/A2452885573
2015-07-28$149.60$150.0035.4%10.2%26.5%29.2%35.5%2.3%-4.4%132.8K-1.7M-28.5K2.2882.63N/AN/A3068892583
2015-07-29$152.25$150.0032.1%9.2%27.0%22.4%32.8%3.4%-2.3%160.0K-2.6M-28.5K1.0996.72N/AN/A8289899598
2015-07-30$158.40$150.0029.0%8.3%30.3%16.1%30.2%1.3%-0.3%221.2K-5.2M-28.7K0.5482.57N/AN/A204110910605
2015-07-31$161.20$150.0028.3%8.1%30.6%14.7%28.0%1.9%-0.5%331.4K-6.7M-29.2K0.7094.90N/AN/A1581111,012619