AMC Options History — August 2016

In August 2016, AMC traded between $139.60 and $151.90. ATM implied volatility averaged 27.4%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 3.1% (HV 20d: 24.3%). Max pain ranged from $130.00 to $145.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 1.03.

Notable Days

  • 2016-08-31: Highest Volume — 370 contracts
  • 2016-08-31: Largest IV spike — 10.6% change
  • 2016-08-03: Highest IV Rank — 6.7%
  • 2016-08-03: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$147.17$139.60$151.90$142.25$151.90
Max Pain$131.96$130.00$145.00$145.00$130.00
ATM IV27.4%25.0%31.7%31.1%27.7%
Expected Move7.8%7.2%9.1%8.9%7.9%
HV 20d24.3%14.2%35.9%35.9%15.1%
HV 60d27.6%27.1%28.3%28.0%27.3%
IV Rank2.1%0.0%6.7%6.0%3.3%
IV Percentile2.6%0.0%12.7%8.7%6.3%
Term Structure1.8%-2.3%5.0%-2.1%-0.2%
VWIV30.9%24.4%44.1%31.9%31.5%
Skew 25d4.9%1.7%10.2%5.6%6.7%
Skew 10d9.4%-1.3%17.9%-0.3%13.6%
Call IV 25d25.8%20.2%31.2%28.2%22.7%
Put IV 25d30.8%28.3%34.7%33.8%29.4%
Bid-Ask Spread %85.8941.30110.2485.50110.24
Gamma HHI0.330.190.620.440.20
Net GEX55.1K-10.8K107.8K71.8K-10.8K
Net DEX-4.0M-4.9M-2.5M-2.7M-4.4M
Net VEX-12.9K-15.1K-11.2K-11.2K-12.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.003.150.810.65
Total Volume212.874370279370
Total OI1,024.8268611,1738611,083

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$142.25$145.0031.1%8.9%35.9%6.0%31.9%5.6%-2.1%71.8K-2.7M-11.2K0.8185.50N/AN/A154125502359
2016-08-02$139.60$145.0031.6%9.1%35.3%6.6%30.7%3.5%-2.3%102.2K-2.5M-11.8K0.5241.30N/AN/A15078540365
2016-08-03$141.20$145.0031.7%9.1%35.0%6.7%29.8%10.2%-2.2%102.9K-2.9M-12.2K0.5286.36N/AN/A14677557362
2016-08-04$143.25$130.0029.4%8.1%34.7%3.8%38.6%4.5%2.1%101.3K-3.5M-11.9K0.5874.81N/AN/A13880556358
2016-08-05$144.90$130.0028.1%8.1%34.8%2.1%44.1%4.5%3.2%107.8K-4.1M-12.0K0.6569.06N/AN/A12984580361
2016-08-08$144.50$130.0029.1%8.1%34.8%3.4%32.5%3.7%1.6%102.9K-3.9M-11.9K0.8349.32N/AN/A11393580365
2016-08-09$144.55$130.0028.6%8.1%23.7%2.8%24.4%4.6%1.5%92.9K-3.8M-12.5K0.7487.27N/AN/A13197582397
2016-08-10$147.10$130.0027.5%7.9%22.0%1.4%26.5%3.5%2.2%83.4K-4.4M-13.2K0.7263.92N/AN/A13094595428
2016-08-11$148.05$130.0027.3%7.8%22.2%1.1%25.5%4.1%1.9%82.9K-4.7M-12.7K0.7062.58N/AN/A12689596434
2016-08-12$148.85$130.0025.9%7.4%22.3%0.0%30.1%4.8%3.9%81.8K-4.9M-12.5K0.7269.03N/AN/A12490595434
2016-08-15$148.25$130.0027.4%7.8%22.3%1.9%28.9%4.1%1.8%74.0K-4.9M-11.6K0.8345.30N/AN/A131108597435
2016-08-16$148.75$130.0027.2%7.8%22.4%1.7%28.4%4.6%2.5%68.5K-4.6M-12.7K1.6495.56N/AN/A126207591455
2016-08-17$148.30$130.0026.8%7.7%21.9%1.2%28.3%4.8%2.2%5.2K-3.8M-15.1K2.8096.95N/AN/A13582573
2016-08-18$150.45$130.0025.8%7.4%22.6%0.0%25.6%8.0%4.2%62.2K-4.5M-14.3K0.0097.58N/AN/A70582574
2016-08-19$149.60$130.0025.1%7.2%21.5%0.0%29.6%5.0%3.5%13.8K-4.3M-14.1K1.6097.69N/AN/A128205597576
2016-08-22$147.65$130.0025.9%7.4%20.4%1.0%28.3%1.7%5.0%27.1K-3.7M-14.0K1.80109.61N/AN/A110199531516
2016-08-23$148.95$130.0025.6%7.3%20.7%0.7%30.4%3.9%1.1%23.1K-3.9M-13.9K0.84103.65N/AN/A10790531518
2016-08-24$150.50$130.0026.1%7.5%19.9%1.3%30.2%8.8%2.7%22.3K-4.1M-13.7K3.15105.84N/AN/A38526520
2016-08-25$150.50$130.0025.0%7.2%19.9%0.0%33.1%6.5%2.1%9.8K-4.3M-13.4K0.85106.18N/AN/A10993534522
2016-08-26$148.25$130.0025.3%7.2%20.7%0.3%37.3%4.4%2.0%16.0K-3.9M-13.2K0.81109.78N/AN/A11291537522
2016-08-29$148.65$130.0027.0%7.7%16.2%2.4%31.5%3.8%1.7%18.5K-3.9M-12.9K0.89107.71N/AN/A116103540522
2016-08-30$148.95$130.0025.0%7.2%14.2%0.0%32.3%1.9%3.1%7.6K-4.0M-12.4K0.94100.16N/AN/A114107537524
2016-08-31$151.90$130.0027.7%7.9%15.1%3.3%31.5%6.7%-0.2%-10.8K-4.4M-12.8K0.65110.24N/AN/A224146537546