AMC Options History — February 2017

In February 2017, AMC traded between $154.40 and $166.25. ATM implied volatility averaged 28.3%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 10.1% (HV 20d: 18.1%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.89.

Notable Days

  • 2017-02-28: Highest Volume — 598 contracts
  • 2017-02-21: Largest IV spike — 3.9% change
  • 2017-02-28: Highest IV Rank — 39.0%
  • 2017-02-28: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$158.37$154.40$166.25$166.25$156.75
Max Pain$160.26$160.00$165.00$165.00$160.00
ATM IV28.3%25.7%32.0%26.9%32.0%
Expected Move8.2%7.7%9.2%7.7%9.2%
HV 20d18.1%15.9%19.1%16.9%18.8%
HV 60d26.6%25.2%27.9%27.7%25.2%
IV Rank17.5%4.1%39.0%6.8%39.0%
IV Percentile33.5%5.2%65.1%17.5%65.1%
Term Structure-0.8%-4.5%1.7%1.7%-4.5%
VWIV29.1%26.8%32.3%27.6%31.8%
Skew 25d3.7%2.1%5.5%3.5%3.9%
Skew 10d7.0%-11.0%16.7%5.9%4.1%
Call IV 25d27.6%25.0%32.3%25.9%30.9%
Put IV 25d31.3%28.9%34.7%29.4%34.7%
Bid-Ask Spread %97.1185.36108.61103.2399.88
Gamma HHI0.180.130.260.200.15
Net GEX-33.6K-49.1K-12.7K-12.7K-20.9K
Net DEX828.8K-154.4K1.4M-154.4K783.1K
Net VEX-7.7K-9.0K-5.8K-7.3K-8.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.571.730.700.71
Total Volume163.7898359895598
Total OI473.474374559374559

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$166.25$165.0026.9%7.7%16.9%6.8%27.6%3.5%1.7%-12.7K-154.4K-7.3K0.70103.23N/AN/A5639183191
2017-02-02$165.25$160.0026.2%8.1%16.7%5.2%28.4%3.1%0.0%-27.4K28.2K-7.4K0.6290.91N/AN/A5634183203
2017-02-03$164.55$160.0025.7%7.9%16.6%4.1%28.4%4.0%0.6%-32.3K101.4K-7.2K0.64100.79N/AN/A5334183203
2017-02-06$163.50$160.0026.4%8.2%16.6%5.8%27.7%4.4%-0.2%-38.2K227.8K-6.9K0.5785.36N/AN/A5330184204
2017-02-07$162.00$160.0027.2%8.3%15.9%7.5%30.2%3.7%-0.3%-48.7K471.7K-6.8K0.5890.37N/AN/A5331184204
2017-02-08$155.00$160.0028.1%8.1%18.5%10.9%30.4%4.7%-0.3%-41.6K1.2M-5.8K0.80104.83N/AN/A9879184205
2017-02-09$155.25$160.0027.9%8.0%18.5%16.1%28.2%4.0%-0.6%-37.7K1.4M-7.2K0.71108.61N/AN/A10473218251
2017-02-10$156.15$160.0026.9%7.7%18.9%12.7%26.8%2.4%0.8%-49.1K1.3M-7.8K0.6888.52N/AN/A10873225268
2017-02-13$156.25$160.0027.8%8.0%18.6%16.4%27.4%2.8%-0.6%-33.3K1.2M-7.9K0.9195.65N/AN/A7972243271
2017-02-14$157.15$160.0028.4%8.1%18.8%19.4%28.5%3.6%-0.1%-20.8K1.1M-8.1K1.1587.76N/AN/A7586254272
2017-02-15$157.50$160.0028.4%8.1%18.9%19.3%28.4%5.5%-0.8%-20.7K1.1M-8.2K0.99104.80N/AN/A7474257286
2017-02-16$156.25$160.0027.8%8.0%18.9%16.7%27.5%4.5%0.4%-23.9K1.3M-8.1K1.0293.25N/AN/A7374257289
2017-02-17$155.75$160.0027.9%8.0%17.8%17.2%26.9%2.8%-1.1%-38.9K1.2M-7.9K0.8390.62N/AN/A7159257290
2017-02-21$154.40$160.0028.9%8.3%17.8%21.8%31.6%3.5%-1.5%-45.9K1.1M-7.3K1.7397.64N/AN/A5291212239
2017-02-22$156.75$160.0029.9%8.6%18.9%25.9%32.3%5.3%-2.7%-45.2K835.3K-8.3K1.05108.52N/AN/A7579213261
2017-02-23$156.50$160.0029.7%8.5%19.0%25.2%30.0%2.1%-1.4%-39.7K781.8K-8.3K1.2391.38N/AN/A7086228262
2017-02-24$156.75$160.0030.0%8.6%18.9%29.0%29.0%3.7%-2.1%-39.0K872.8K-9.0K0.86105.58N/AN/A10186247277
2017-02-27$157.00$160.0031.0%8.9%19.1%34.3%32.0%2.3%-2.5%-22.2K750.5K-8.9K1.1197.45N/AN/A7786271278
2017-02-28$156.75$160.0032.0%9.2%18.8%39.0%31.8%3.9%-4.5%-20.9K783.1K-8.9K0.7199.88N/AN/A349249280279