AMC Options History — April 2016

In April 2016, AMC traded between $134.85 and $143.20. ATM implied volatility averaged 36.5%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 7.6% (HV 20d: 28.9%). Max pain ranged from $130.00 to $145.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.56.

Notable Days

  • 2016-04-01: Highest Volume — 458 contracts
  • 2016-04-11: Largest IV spike — 14.9% change
  • 2016-04-11: Highest IV Rank — 22.4%
  • 2016-04-29: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$138.61$134.85$143.20$143.20$140.40
Max Pain$144.29$130.00$145.00$130.00$145.00
ATM IV36.5%31.3%42.1%31.3%39.8%
Expected Move10.3%9.0%11.4%9.0%11.4%
HV 20d28.9%25.9%35.0%35.0%27.7%
HV 60d42.1%38.8%44.0%43.3%38.8%
IV Rank15.6%9.0%22.4%9.0%19.6%
IV Percentile53.3%27.4%80.2%27.4%71.8%
Term Structure-1.4%-3.6%2.8%2.8%-3.1%
VWIV36.7%34.9%44.7%37.1%44.7%
Skew 25d4.3%2.4%8.7%5.0%2.7%
Skew 10d10.4%-38.1%58.1%19.6%58.1%
Call IV 25d35.9%32.5%45.0%32.5%45.0%
Put IV 25d40.2%37.5%47.7%37.5%47.7%
Bid-Ask Spread %86.9467.25117.36105.86106.53
Gamma HHI0.490.410.610.470.41
Net GEX117.7K97.5K134.1K110.7K120.2K
Net DEX-4.1M-4.9M-3.3M-4.9M-4.1M
Net VEX-14.3K-16.2K-12.3K-15.8K-13.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.262.260.262.18
Total Volume168.333138458458207
Total OI929.762871979949979

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$143.20$130.0031.3%9.0%35.0%9.0%37.1%5.0%2.8%110.7K-4.9M-15.8K0.26105.86N/AN/A36593568381
2016-04-04$139.20$145.0034.8%10.0%32.7%13.3%35.5%2.8%-1.6%118.5K-4.4M-15.0K1.7680.58N/AN/A5394568381
2016-04-05$137.60$145.0036.2%10.2%25.9%15.1%36.2%4.2%-1.2%115.8K-4.0M-15.3K1.7567.25N/AN/A5494562384
2016-04-06$140.70$145.0034.7%10.0%27.2%13.2%34.9%4.9%-0.1%102.2K-4.3M-16.2K1.7384.27N/AN/A5594563385
2016-04-07$136.60$145.0037.3%10.5%29.0%16.5%36.0%4.1%-1.0%109.2K-3.7M-15.3K1.6880.59N/AN/A5694564385
2016-04-08$136.65$145.0036.6%10.2%27.8%15.6%36.1%2.6%0.5%114.8K-3.7M-16.2K1.6774.36N/AN/A5694568385
2016-04-11$134.85$145.0042.1%10.5%27.1%22.4%35.8%4.0%-1.3%125.3K-3.5M-14.7K1.6473.86N/AN/A5794569385
2016-04-12$136.75$145.0041.7%10.4%27.7%22.0%35.8%3.9%-1.0%97.5K-3.7M-15.6K1.66108.37N/AN/A5795571385
2016-04-13$140.70$145.0035.7%10.2%28.4%14.5%35.3%4.5%-0.9%104.6K-4.6M-13.7K1.5480.29N/AN/A6195574386
2016-04-14$139.10$145.0035.0%10.0%28.5%13.6%35.0%4.7%-0.5%115.9K-4.4M-14.0K1.5475.93N/AN/A6195581387
2016-04-15$137.85$145.0034.7%9.9%28.6%13.2%35.3%3.9%0.4%115.2K-4.3M-13.7K1.5185.72N/AN/A6294581387
2016-04-18$141.00$145.0035.7%10.2%29.5%14.5%35.8%2.6%-1.5%115.8K-4.1M-13.2K1.3485.50N/AN/A6485513358
2016-04-19$138.60$145.0035.8%10.3%29.7%14.6%36.2%5.6%-1.7%115.0K-4.0M-14.0K1.3182.77N/AN/A6585523363
2016-04-20$139.20$145.0035.5%10.2%29.0%14.3%36.7%2.4%-2.7%115.5K-3.9M-14.7K1.3596.39N/AN/A6284527363
2016-04-21$137.25$145.0036.2%10.4%29.0%15.2%36.9%4.5%-1.6%126.3K-3.7M-13.5K1.4682.53N/AN/A5885529364
2016-04-22$137.40$145.0036.5%10.5%28.9%15.5%36.5%4.9%-3.6%134.1K-3.7M-13.5K1.4886.31N/AN/A5886534366
2016-04-25$135.00$145.0037.3%10.7%28.1%16.5%38.1%3.9%-2.6%131.9K-3.3M-13.5K1.5884.56N/AN/A5486534366
2016-04-26$137.50$145.0037.6%10.8%28.9%16.8%36.1%6.7%-2.6%130.8K-3.7M-13.3K1.5685.19N/AN/A5485534367
2016-04-27$140.15$145.0036.0%10.3%29.3%14.9%40.2%8.7%-2.8%124.6K-4.3M-12.8K1.55117.36N/AN/A5484535367
2016-04-28$141.05$145.0037.1%10.6%28.9%16.2%36.7%4.2%-3.4%128.2K-4.5M-12.3K2.2681.53N/AN/A63143535368
2016-04-29$140.40$145.0039.8%11.4%27.7%19.6%44.7%2.7%-3.1%120.2K-4.1M-13.3K2.18106.53N/AN/A65142550429