AMC Options History — April 2017

In April 2017, AMC traded between $150.90 and $159.40. ATM implied volatility averaged 26.2%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 7.7% (HV 20d: 18.5%). Max pain ranged from $145.00 to $155.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.91.

Notable Days

2017-04-03: Highest Volume — 338 contracts
2017-04-12: Largest IV spike — 20.9% change
2017-04-19: Highest IV Rank — 32.3%
2017-04-19: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$153.74	$150.90	$159.40	$159.40	$151.25
Max Pain	$147.63	$145.00	$155.00	$145.00	$155.00
ATM IV	26.2%	22.4%	28.9%	23.8%	28.2%
Expected Move	7.8%	6.5%	8.3%	6.8%	8.1%
HV 20d	18.5%	16.3%	19.4%	16.3%	19.4%
HV 60d	19.0%	18.4%	19.8%	19.1%	19.6%
IV Rank	18.8%	0.0%	32.3%	5.3%	28.9%
IV Percentile	29.6%	0.0%	56.0%	2.4%	52.4%
Term Structure	-0.8%	-2.8%	4.1%	2.5%	-1.7%
VWIV	27.4%	22.4%	31.3%	23.6%	27.7%
Skew 25d	3.4%	0.3%	4.5%	3.1%	2.3%
Skew 10d	8.7%	-10.3%	18.1%	9.6%	4.9%
Call IV 25d	25.9%	21.5%	27.7%	21.5%	26.7%
Put IV 25d	29.3%	23.8%	31.5%	24.6%	29.1%
Bid-Ask Spread %	81.17	69.97	101.84	95.36	72.76
Gamma HHI	0.51	0.39	0.91	0.63	0.52
Net GEX	1.7M	100.6K	5.0M	1.4M	137.1K
Net DEX	-14.1M	-26.5M	-320.8K	-26.5M	-320.8K
Net VEX	-19.2K	-32.5K	-10.3K	-25.3K	-10.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.91	0.21	1.98	0.23	1.85
Total Volume	189.158	131	338	338	134
Total OI	2,241.947	535	3,033	2,448	652

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-04-03	$159.40	$145.00	23.8%	6.8%	16.3%	5.3%	23.6%	3.1%	2.5%	1.4M	-26.5M	-25.3K	0.23	95.36	N/A	N/A	276	62	2,217	231
2017-04-04	$158.15	$145.00	22.6%	6.5%	16.8%	0.0%	22.4%	2.1%	3.8%	1.8M	-26.5M	-28.9K	0.21	95.57	N/A	N/A	278	58	2,417	231
2017-04-05	$154.50	$145.00	23.1%	6.6%	19.3%	2.5%	23.6%	0.3%	4.1%	2.2M	-21.9M	-32.5K	0.21	101.84	N/A	N/A	280	58	2,610	241
2017-04-06	$154.00	$145.00	22.8%	7.6%	19.2%	0.8%	27.0%	3.5%	-0.4%	2.3M	-20.9M	-31.9K	0.78	76.45	N/A	N/A	81	63	2,613	241
2017-04-07	$151.50	$145.00	24.3%	7.8%	19.0%	8.4%	27.4%	3.4%	-0.8%	2.2M	-16.3M	-30.6K	0.75	78.10	N/A	N/A	79	60	2,615	247
2017-04-10	$153.15	$145.00	22.4%	7.6%	18.9%	0.0%	27.0%	4.5%	-0.8%	2.5M	-18.6M	-26.9K	0.79	77.89	N/A	N/A	75	59	2,615	247
2017-04-11	$153.75	$145.00	23.2%	8.0%	18.9%	4.1%	27.8%	3.6%	-2.3%	2.6M	-19.5M	-25.7K	0.80	81.51	N/A	N/A	75	60	2,615	248
2017-04-12	$151.65	$145.00	28.0%	8.0%	18.8%	28.1%	31.3%	3.8%	-1.4%	2.4M	-15.6M	-23.0K	0.69	78.73	N/A	N/A	78	53	2,616	252
2017-04-13	$150.90	$145.00	28.4%	8.1%	18.8%	29.9%	29.6%	3.8%	-1.3%	2.3M	-13.9M	-20.3K	0.80	87.86	N/A	N/A	76	61	2,616	252
2017-04-17	$152.00	$145.00	28.7%	8.2%	18.5%	31.3%	29.4%	4.0%	-1.8%	2.6M	-16.9M	-17.2K	0.80	75.74	N/A	N/A	76	61	2,617	249
2017-04-18	$152.15	$145.00	28.8%	8.3%	18.5%	31.8%	29.3%	4.4%	-1.3%	2.5M	-16.0M	-13.8K	0.79	77.71	N/A	N/A	79	62	2,620	249
2017-04-19	$152.00	$145.00	28.9%	8.3%	17.6%	32.3%	29.2%	3.6%	-1.8%	2.3M	-15.1M	-11.5K	0.66	79.51	N/A	N/A	94	62	2,620	251
2017-04-20	$155.25	$145.00	27.9%	8.0%	19.1%	27.2%	25.8%	3.3%	-1.9%	5.0M	-23.8M	-11.5K	0.34	79.01	N/A	N/A	244	83	2,637	246
2017-04-21	$153.75	$145.00	27.3%	7.8%	19.4%	24.6%	28.2%	3.9%	-1.4%	123.4K	-13.7M	-10.5K	1.18	79.21	N/A	N/A	89	105	2,767	266
2017-04-24	$153.25	$155.00	27.3%	7.8%	17.8%	24.3%	28.0%	2.9%	-1.6%	100.6K	-491.9K	-10.3K	1.85	75.97	N/A	N/A	58	107	336	199
2017-04-25	$155.25	$155.00	27.5%	7.9%	18.4%	25.2%	27.4%	4.2%	-2.8%	122.6K	-810.7K	-10.9K	1.77	85.70	N/A	N/A	55	98	347	210
2017-04-26	$156.15	$155.00	27.5%	7.9%	18.2%	25.2%	27.0%	3.9%	-2.6%	130.2K	-985.3K	-11.0K	0.73	69.97	N/A	N/A	125	92	350	212
2017-04-27	$153.00	$155.00	27.7%	7.9%	19.3%	26.5%	28.6%	3.9%	-2.1%	159.0K	-734.1K	-11.4K	1.98	73.34	N/A	N/A	46	92	432	213
2017-04-28	$151.25	$155.00	28.2%	8.1%	19.4%	28.9%	27.7%	2.3%	-1.7%	137.1K	-320.8K	-10.9K	1.85	72.76	N/A	N/A	47	87	438	214