AMC Options History — March 2017

In March 2017, AMC traded between $147.00 and $157.25. ATM implied volatility averaged 25.4%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 5.7% (HV 20d: 19.7%). Max pain ranged from $145.00 to $155.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.45.

Notable Days

  • 2017-03-01: Highest Volume — 773 contracts
  • 2017-03-13: Largest IV spike — 23.4% change
  • 2017-03-14: Highest IV Rank — 32.3%
  • 2017-03-03: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$151.52$147.00$157.25$151.50$157.25
Max Pain$146.30$145.00$155.00$155.00$145.00
ATM IV25.4%22.7%29.9%26.7%22.7%
Expected Move7.2%6.5%7.9%7.7%6.5%
HV 20d19.7%16.0%22.0%21.5%16.0%
HV 60d22.1%18.8%25.9%25.9%18.9%
IV Rank10.0%0.0%32.3%15.0%0.0%
IV Percentile11.3%0.0%53.6%14.3%0.0%
Term Structure1.9%-0.7%4.4%-0.7%4.0%
VWIV25.6%22.7%29.2%29.2%22.7%
Skew 25d3.3%1.7%4.6%3.3%2.5%
Skew 10d11.8%-1.0%22.9%11.0%-1.0%
Call IV 25d24.2%21.5%27.3%25.5%21.5%
Put IV 25d27.4%23.9%29.9%28.8%23.9%
Bid-Ask Spread %88.4971.80106.50106.01101.73
Gamma HHI0.550.170.780.170.56
Net GEX652.4K-39.4K1.7M-39.4K1.7M
Net DEX-8.7M-23.0M2.6M2.6M-23.0M
Net VEX-25.7K-32.1K-11.3K-11.3K-32.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.091.010.160.17
Total Volume353.217181773773428
Total OI1,821.139402,4469402,446

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-03-01$151.50$155.0026.7%7.7%21.5%15.0%29.2%3.3%-0.7%-39.4K2.6M-11.3K0.16106.01N/AN/A665108505435
2017-03-02$149.40$155.0026.9%7.7%21.2%16.1%28.5%2.4%-0.1%222.3K-1.4M-21.1K0.1497.40N/AN/A665961,021451
2017-03-03$147.15$155.0027.4%7.9%21.5%18.7%27.8%3.9%-0.1%221.3K-150.8K-19.5K0.13106.50N/AN/A581741,037453
2017-03-06$147.00$145.0027.6%7.8%21.5%19.6%26.5%2.8%0.6%466.7K-3.3M-27.3K0.4771.80N/AN/A161761,454459
2017-03-07$147.90$145.0026.3%7.3%21.9%12.7%26.0%4.1%1.1%476.5K-3.7M-27.1K0.4480.58N/AN/A161701,462464
2017-03-08$148.25$145.0026.1%7.2%22.0%11.8%25.7%3.4%2.6%484.4K-4.0M-26.9K0.4180.59N/AN/A179741,467464
2017-03-09$147.40$145.0026.9%7.6%16.3%16.1%25.5%4.0%1.1%493.9K-4.1M-26.4K0.3274.28N/AN/A274871,485464
2017-03-10$150.50$145.0023.9%7.3%18.2%0.3%24.5%4.1%1.3%555.6K-6.6M-28.9K0.3482.58N/AN/A253861,607472
2017-03-13$152.25$145.0029.5%7.5%18.7%30.2%26.0%2.5%1.6%593.0K-9.2M-28.8K0.4579.01N/AN/A188841,681476
2017-03-14$153.00$145.0029.9%7.1%18.8%32.3%25.7%2.1%2.2%611.0K-10.1M-30.0K0.4483.84N/AN/A177781,735475
2017-03-15$150.75$145.0025.8%7.4%19.2%10.2%25.7%3.5%1.4%643.9K-7.4M-28.8K0.3993.58N/AN/A201781,738477
2017-03-16$151.15$145.0025.3%7.3%19.2%7.8%25.6%3.2%0.7%678.6K-7.5M-28.2K0.6891.71N/AN/A1791221,761476
2017-03-17$153.00$145.0023.3%6.7%19.7%0.0%24.2%3.5%2.4%705.6K-8.8M-26.9K0.6088.87N/AN/A1921151,761486
2017-03-20$153.40$145.0023.4%6.7%19.7%0.8%24.3%4.3%4.4%706.0K-12.3M-26.1K0.7086.42N/AN/A110761,331191
2017-03-21$151.00$145.0024.4%7.0%20.3%6.1%25.2%1.7%3.3%770.4K-11.1M-26.2K1.0083.40N/AN/A96961,337194
2017-03-22$151.40$145.0024.7%7.1%19.4%7.6%24.0%3.5%2.5%755.8K-11.0M-26.3K1.0180.90N/AN/A96971,343215
2017-03-23$151.15$145.0025.3%7.3%19.4%10.6%26.6%3.8%2.1%749.0K-10.6M-25.9K0.7999.37N/AN/A113891,345217
2017-03-24$154.50$145.0023.7%6.8%21.1%2.3%25.5%2.8%2.5%678.4K-13.0M-24.0K0.4689.80N/AN/A195891,345227
2017-03-27$154.00$145.0024.7%7.1%21.1%7.3%26.8%4.6%1.3%714.1K-12.5M-23.1K0.4386.37N/AN/A196841,345227
2017-03-28$152.75$145.0024.0%6.9%21.3%4.0%26.8%2.8%2.4%754.8K-11.8M-23.0K0.5395.13N/AN/A118631,345230
2017-03-29$154.50$145.0023.3%6.7%17.8%0.5%23.3%2.2%3.2%711.0K-12.4M-21.9K0.0984.88N/AN/A667611,312231
2017-03-30$155.65$145.0023.3%6.7%17.1%0.1%23.5%3.8%3.2%1.4M-19.1M-31.6K0.1790.40N/AN/A363632,008231
2017-03-31$157.25$145.0022.7%6.5%16.0%0.0%22.7%2.5%4.0%1.7M-23.0M-32.1K0.17101.73N/AN/A366622,215231