AMC Options History — May 2016

In May 2016, AMC traded between $140.65 and $149.65. ATM implied volatility averaged 32.4%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 9.1% (HV 20d: 23.4%). 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 14 of 21 days. Put/call ratio averaged 2.35.

Notable Days

  • 2016-05-04: Highest Volume — 229 contracts
  • 2016-05-31: Largest IV spike — 13.2% change
  • 2016-05-03: Highest IV Rank — 14.1%
  • 2016-05-03: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$144.57$140.65$149.65$144.45$144.00
Max Pain$132.14$130.00$145.00$145.00$130.00
ATM IV32.4%27.9%35.4%34.5%31.5%
Expected Move9.2%8.0%10.1%9.9%9.0%
HV 20d23.4%20.3%27.7%27.6%20.3%
HV 60d32.0%26.9%38.9%38.9%26.9%
IV Rank10.5%4.8%14.1%13.1%9.3%
IV Percentile24.2%6.3%38.5%33.3%19.0%
Term Structure0.3%-2.6%2.6%-2.6%-0.6%
VWIV34.0%29.4%76.0%35.3%31.0%
Skew 25d3.9%1.1%9.0%4.4%2.4%
Skew 10d2.8%-67.3%23.6%13.9%1.7%
Call IV 25d31.9%23.3%35.4%33.1%32.2%
Put IV 25d35.8%32.3%40.5%37.5%34.7%
Bid-Ask Spread %97.0886.34119.6391.99103.75
Gamma HHI0.360.290.470.380.33
Net GEX153.5K131.8K176.7K131.8K170.8K
Net DEX-5.5M-6.3M-4.5M-5.2M-5.9M
Net VEX-9.6K-12.2K-7.2K-12.0K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.351.293.171.992.05
Total Volume187132229221150
Total OI1,021.5249901,0509901,044

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-05-02$144.45$145.0034.5%9.9%27.6%13.1%35.3%4.4%-2.6%131.8K-5.2M-12.0K1.9991.99N/AN/A74147563427
2016-05-03$142.50$145.0035.4%10.1%27.7%14.1%37.3%2.8%-2.3%134.6K-4.9M-12.2K2.1387.26N/AN/A69146562436
2016-05-04$143.95$145.0034.0%9.7%26.9%12.4%34.2%7.4%-1.7%133.2K-5.1M-11.7K1.76111.08N/AN/A83146560438
2016-05-05$144.50$130.0033.6%9.4%24.3%11.9%76.0%1.1%0.4%143.1K-5.3M-11.4K2.00105.93N/AN/A73147571438
2016-05-06$145.80$130.0033.2%9.3%24.4%11.5%30.6%4.2%1.4%139.4K-5.7M-10.8K2.2590.41N/AN/A66148571439
2016-05-09$145.95$130.0035.1%9.4%23.6%13.8%31.2%3.3%0.4%149.5K-5.6M-10.7K2.7086.34N/AN/A55148579441
2016-05-10$149.65$130.0032.5%9.1%24.5%10.5%32.7%4.9%0.2%146.3K-6.3M-9.4K2.8589.51N/AN/A52148581441
2016-05-11$148.25$130.0032.2%9.2%23.3%10.2%31.2%2.4%0.8%148.7K-6.3M-9.3K2.9889.49N/AN/A50149581441
2016-05-12$146.25$130.0032.5%9.3%23.4%10.5%30.2%3.9%1.3%156.6K-5.9M-9.7K3.1686.80N/AN/A47148587442
2016-05-13$146.50$130.0032.9%9.4%23.1%11.1%29.4%4.7%-0.0%157.1K-5.8M-9.7K3.1594.21N/AN/A47147589443
2016-05-16$146.55$130.0033.3%9.5%21.9%11.5%30.8%3.7%0.1%159.3K-6.0M-8.8K3.1794.46N/AN/A47149589445
2016-05-17$147.05$130.0034.3%9.8%20.7%12.8%30.8%4.7%-1.2%161.0K-6.1M-8.7K3.1788.88N/AN/A47149588446
2016-05-18$144.35$130.0033.4%9.6%22.0%11.6%31.4%1.7%0.5%161.9K-5.5M-8.8K2.60100.64N/AN/A58151588446
2016-05-19$140.65$130.0032.8%9.4%23.5%10.9%29.7%5.7%2.3%154.0K-4.5M-10.2K2.5198.62N/AN/A61152601449
2016-05-20$140.90$130.0031.4%9.0%23.5%9.2%33.0%2.2%1.8%157.9K-4.6M-9.6K1.2998.32N/AN/A7090593450
2016-05-23$140.85$130.0031.5%9.0%22.5%9.4%34.1%5.2%-0.0%157.5K-4.7M-9.2K1.8790.31N/AN/A4686548444
2016-05-24$143.25$130.0029.7%8.5%22.3%7.1%29.7%3.3%0.9%161.8K-5.4M-8.5K1.97104.58N/AN/A4690566446
2016-05-25$142.30$130.0030.7%8.8%21.6%8.4%29.5%1.2%0.7%176.7K-5.3M-8.4K1.85101.05N/AN/A4991571450
2016-05-26$142.80$130.0028.9%8.3%21.5%6.1%30.5%3.4%1.2%171.2K-5.4M-8.4K2.21105.50N/AN/A46101574450
2016-05-27$145.45$130.0027.9%8.0%22.3%4.8%34.6%9.0%2.6%150.2K-6.0M-7.7K1.78119.63N/AN/A57101574460
2016-05-31$144.00$130.0031.5%9.0%20.3%9.3%31.0%2.4%-0.6%170.8K-5.9M-7.2K2.05103.75N/AN/A49101584460