AMC Options History — January 2017

In January 2017, AMC traded between $166.40 and $173.35. ATM implied volatility averaged 27.8%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 0.6% (HV 20d: 27.1%). Max pain ranged from $160.00 to $180.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.41.

Notable Days

  • 2017-01-06: Highest Volume — 155 contracts
  • 2017-01-30: Largest IV drop — 7.5% change
  • 2017-01-20: Highest IV Rank — 13.2%
  • 2017-01-20: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$170.39$166.40$173.35$173.35$169.50
Max Pain$166.25$160.00$180.00$180.00$165.00
ATM IV27.8%25.6%29.6%26.7%26.9%
Expected Move8.1%7.3%8.5%7.7%7.7%
HV 20d27.1%19.1%33.7%33.7%19.1%
HV 60d27.8%27.2%28.1%27.7%27.3%
IV Rank8.9%3.8%13.2%6.4%6.8%
IV Percentile25.3%3.2%39.3%14.3%16.7%
Term Structure0.8%-1.1%2.9%0.8%1.5%
VWIV28.9%25.0%31.4%28.1%26.5%
Skew 25d4.2%1.4%6.5%3.8%2.8%
Skew 10d7.5%-33.0%18.9%10.5%7.3%
Call IV 25d27.7%24.8%30.0%25.8%26.9%
Put IV 25d31.9%29.1%36.1%29.6%29.6%
Bid-Ask Spread %87.9966.35113.9291.5290.43
Gamma HHI0.160.130.210.140.17
Net GEX-2.0K-20.3K8.4K5.4K8.4K
Net DEX-496.4K-968.2K-47.9K-968.2K-626.0K
Net VEX-7.9K-8.9K-6.8K-8.0K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.410.572.151.900.72
Total Volume94.15415513195
Total OI400.4323456384364

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-01-03$173.35$180.0026.7%7.7%33.7%6.4%28.1%3.8%0.8%5.4K-968.2K-8.0K1.9091.52N/AN/A4586195189
2017-01-04$171.65$180.0027.2%7.8%33.2%7.5%27.8%1.4%1.6%7.5K-791.4K-8.3K1.77101.87N/AN/A4986197194
2017-01-05$170.40$160.0027.2%8.2%31.8%7.4%29.0%4.1%0.5%6.7K-599.2K-8.1K1.8066.35N/AN/A4887198196
2017-01-06$169.25$165.0026.3%8.3%30.7%5.3%28.7%2.5%0.8%-5.8K-398.7K-8.6K2.1571.65N/AN/A49106200217
2017-01-09$166.40$165.0027.8%8.5%28.9%8.7%29.6%4.1%0.9%-3.5K-47.9K-8.2K1.8979.72N/AN/A3362199217
2017-01-10$171.25$165.0026.8%8.3%30.3%6.6%30.0%4.2%0.3%-20.3K-475.2K-8.9K1.7190.88N/AN/A3662202244
2017-01-11$171.25$165.0028.6%8.2%30.3%10.7%29.5%4.0%0.8%-11.2K-502.8K-8.8K1.7177.56N/AN/A3662208244
2017-01-12$170.00$165.0028.5%8.2%30.1%10.5%29.5%3.2%0.6%-14.7K-389.0K-8.7K1.7183.92N/AN/A3662208244
2017-01-13$171.00$165.0028.1%8.0%29.9%9.6%29.5%5.3%0.1%-10.5K-421.1K-8.5K1.8480.45N/AN/A3462208244
2017-01-17$169.25$165.0028.7%8.2%30.3%11.0%31.4%4.8%1.3%-4.3K-203.3K-8.0K1.8474.50N/AN/A3462210244
2017-01-18$169.00$165.0028.4%8.2%30.2%10.4%28.9%4.3%0.7%-7.6K-113.0K-7.9K1.2490.04N/AN/A3645210244
2017-01-19$169.25$165.0028.4%8.2%27.4%10.4%28.6%2.6%0.8%-1.2K-181.8K-7.7K1.1883.73N/AN/A3643213243
2017-01-20$171.50$165.0029.6%8.5%27.6%13.2%29.7%3.8%-1.1%-1.8K-491.2K-7.5K1.4186.30N/AN/A3246213241
2017-01-23$170.75$165.0029.4%8.4%22.5%12.7%30.1%6.1%0.4%-2.1K-560.9K-7.4K1.3694.24N/AN/A2331144179
2017-01-24$171.50$165.0029.0%8.3%22.6%11.8%29.0%5.1%-0.2%-2.0K-617.5K-7.2K0.8697.23N/AN/A3631145181
2017-01-25$170.65$165.0028.0%8.0%22.3%9.4%28.7%6.5%0.5%5.5K-654.4K-7.1K0.8387.51N/AN/A3731160182
2017-01-26$171.00$165.0027.0%7.7%22.1%7.2%28.4%5.0%2.7%7.0K-664.3K-7.1K0.8399.35N/AN/A3831161182
2017-01-27$170.00$165.0027.6%7.9%20.1%8.6%29.8%5.8%0.1%2.5K-556.8K-7.2K0.85113.92N/AN/A3731162182
2017-01-30$170.85$165.0025.6%7.3%19.9%3.8%25.0%5.2%2.9%2.5K-665.7K-6.8K0.5798.58N/AN/A5531162182
2017-01-31$169.50$165.0026.9%7.7%19.1%6.8%26.5%2.8%1.5%8.4K-626.0K-7.2K0.7290.43N/AN/A5540182182