AMC Options History — October 2016

In October 2016, AMC traded between $156.50 and $162.65. ATM implied volatility averaged 29.4%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 7.2% (HV 20d: 22.2%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 3.98.

Notable Days

  • 2016-10-03: Highest Volume — 305 contracts
  • 2016-10-12: Largest IV spike — 7.0% change
  • 2016-10-31: Highest IV Rank — 22.8%
  • 2016-10-31: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$158.98$156.50$162.65$160.90$157.40
Max Pain$154.29$150.00$155.00$150.00$155.00
ATM IV29.4%25.9%34.1%26.7%34.1%
Expected Move8.6%7.5%9.8%7.7%9.8%
HV 20d22.2%17.3%23.4%22.3%17.3%
HV 60d20.3%18.1%25.0%24.8%18.1%
IV Rank12.4%4.5%22.8%6.3%22.8%
IV Percentile21.0%4.8%50.4%6.7%50.4%
Term Structure-0.6%-3.9%3.2%2.3%-3.2%
VWIV31.9%27.5%42.0%31.6%34.1%
Skew 25d3.2%1.0%5.7%2.5%3.3%
Skew 10d0.9%-42.9%29.5%29.5%11.3%
Call IV 25d29.9%26.6%33.2%27.6%33.2%
Put IV 25d33.1%30.1%36.5%30.1%36.5%
Bid-Ask Spread %93.8679.38117.11112.2995.44
Gamma HHI0.190.140.240.170.22
Net GEX-14.7K-38.6K27.2K2.2K-31.1K
Net DEX-508.6K-1.1M-168.4K-815.9K-168.4K
Net VEX-7.4K-7.9K-5.9K-7.6K-7.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.981.195.223.541.19
Total Volume247.81129305305129
Total OI435.762341482410392

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$160.90$150.0026.7%7.7%22.3%6.3%31.6%2.5%2.3%2.2K-815.9K-7.6K3.54112.29N/AN/A67238169241
2016-10-04$158.50$150.0027.5%7.9%23.1%8.0%30.0%5.7%1.9%1.4K-609.1K-7.6K4.8997.18N/AN/A47228176240
2016-10-05$159.80$150.0026.2%7.5%22.7%5.1%30.4%3.4%3.2%9.8K-764.4K-7.7K4.85117.11N/AN/A46221177242
2016-10-06$162.65$155.0026.5%7.9%23.3%5.8%28.6%4.3%0.3%25.5K-1.1M-7.3K4.4583.28N/AN/A50223181243
2016-10-07$161.40$155.0025.9%8.5%22.4%4.5%30.6%2.4%-1.2%27.2K-1.1M-7.2K5.1879.55N/AN/A48247185244
2016-10-10$161.50$155.0027.5%8.3%21.2%8.1%30.4%3.4%0.1%-4.3K-867.4K-7.7K5.2279.38N/AN/A48248184290
2016-10-11$157.75$155.0027.9%8.6%23.0%9.0%31.1%4.0%-0.9%-35.4K-366.1K-7.9K4.9083.97N/AN/A47232184293
2016-10-12$159.75$155.0029.8%8.5%23.4%13.3%31.0%1.0%-0.8%-16.5K-610.9K-7.9K4.90103.84N/AN/A47232184295
2016-10-13$157.75$155.0029.5%8.5%23.0%12.6%31.9%2.9%0.3%-38.6K-296.7K-7.9K4.8680.67N/AN/A48232185295
2016-10-14$159.25$155.0029.0%8.3%23.0%11.6%30.6%2.5%0.3%-18.8K-472.2K-7.8K4.70108.82N/AN/A49232185295
2016-10-17$157.50$155.0030.8%8.8%23.3%15.5%32.5%3.6%-0.1%-31.9K-363.5K-7.4K4.8283.03N/AN/A48232187295
2016-10-18$157.75$155.0029.1%8.3%23.3%11.7%32.5%2.2%0.8%-20.1K-456.0K-7.0K4.4284.88N/AN/A48213187295
2016-10-19$157.75$155.0030.2%8.7%23.1%14.3%33.5%2.5%-0.9%-17.7K-335.5K-7.0K4.76102.08N/AN/A45213187295
2016-10-20$158.50$155.0030.2%8.7%23.1%14.2%33.1%2.7%-1.8%-9.1K-468.0K-6.8K4.7199.10N/AN/A45211187295
2016-10-21$159.00$155.0030.4%8.7%22.9%14.6%31.8%3.1%-1.8%-24.8K-361.8K-6.7K4.7588.69N/AN/A44211187295
2016-10-24$160.50$155.0030.9%8.9%21.3%15.8%27.5%3.7%-1.4%-21.5K-521.6K-5.9K3.8787.07N/AN/A55213122219
2016-10-25$158.25$155.0030.0%8.6%21.4%13.7%42.0%3.3%-1.4%-25.2K-317.8K-7.2K3.7899.13N/AN/A57214132237
2016-10-26$159.00$155.0031.2%8.9%21.4%16.4%31.4%2.8%-2.1%-22.7K-356.5K-7.4K1.2592.65N/AN/A5973136239
2016-10-27$157.25$155.0031.3%9.0%20.8%16.8%32.0%4.3%-2.0%-28.6K-190.5K-7.7K1.2594.01N/AN/A5973141247
2016-10-28$156.50$155.0033.1%9.5%20.4%20.8%32.8%3.7%-3.9%-28.6K-169.9K-7.6K1.2598.94N/AN/A5973141247
2016-10-31$157.40$155.0034.1%9.8%17.3%22.8%34.1%3.3%-3.2%-31.1K-168.4K-7.5K1.1995.44N/AN/A5970141251