AMC Options History — May 2017

In May 2017, AMC traded between $112.00 and $150.50. ATM implied volatility averaged 31.8%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 6.4% (HV 20d: 25.4%). Max pain ranged from $115.00 to $155.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.15.

Notable Days

  • 2017-05-26: Highest Volume — 2,127 contracts
  • 2017-05-09: Largest IV drop — 37.4% change
  • 2017-05-08: Highest IV Rank — 100.0%
  • 2017-05-31: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$132.30$112.00$150.50$149.50$112.00
Max Pain$140.23$115.00$155.00$155.00$120.00
ATM IV31.8%26.9%46.9%30.1%46.9%
Expected Move8.8%7.7%13.4%8.6%13.4%
HV 20d25.4%18.2%43.0%19.2%43.0%
HV 60d22.3%18.2%30.6%19.6%30.6%
IV Rank42.8%20.1%100.0%38.0%100.0%
IV Percentile70.4%28.2%100.0%67.9%100.0%
Term Structure-0.9%-4.2%1.2%-3.8%-4.2%
VWIV31.7%25.3%49.0%29.6%47.7%
Skew 25d2.1%-5.7%3.7%2.8%-1.5%
Skew 10d1.3%-46.7%12.6%4.5%-11.8%
Call IV 25d31.2%25.9%50.2%29.5%49.6%
Put IV 25d33.2%29.5%48.0%32.3%48.0%
Bid-Ask Spread %35.2818.00102.4872.9442.67
Gamma HHI0.290.160.480.460.16
Net GEX273.4K-98.8K956.5K103.8K761.2K
Net DEX452.5K-8.8M7.9M89.3K-4.6M
Net VEX-40.4K-105.0K-9.4K-10.0K-98.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.132.742.640.29
Total Volume836.4091602,1271601,527
Total OI3,298.56597,6276597,627

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$149.50$155.0030.1%8.6%19.2%38.0%29.6%2.8%-3.8%103.8K89.3K-10.0K2.6472.94N/AN/A44116440219
2017-05-02$149.50$155.0028.5%8.2%18.3%30.2%28.7%3.4%-2.8%69.3K463.6K-9.8K2.1256.63N/AN/A53113441247
2017-05-03$150.50$155.0029.8%8.5%18.5%36.7%29.3%3.7%-4.1%116.8K55.9K-9.9K1.8738.13N/AN/A61113454224
2017-05-04$146.75$150.0031.0%7.7%18.8%42.5%28.6%3.6%-0.5%58.4K705.1K-9.4K2.3735.14N/AN/A56133460238
2017-05-05$145.65$150.0037.3%8.9%18.9%73.8%31.1%2.3%-3.1%25.7K1.1M-10.7K0.1336.92N/AN/A921119476288
2017-05-08$143.90$150.0044.8%9.5%18.5%100.0%33.1%1.6%-3.6%348.5K-1.8M-22.8K0.3843.74N/AN/A1,1704431,240312
2017-05-09$144.90$145.0028.0%7.9%18.2%25.3%28.2%3.2%0.7%956.5K-5.3M-36.9K0.7330.17N/AN/A4473282,267722
2017-05-10$139.90$145.0027.3%7.8%21.3%22.1%31.1%2.7%0.7%506.6K243.2K-33.4K2.7429.69N/AN/A1022782,398753
2017-05-11$138.00$145.0026.9%7.7%21.3%20.1%25.3%3.6%0.9%280.4K2.3M-30.4K2.3826.95N/AN/A952262,406796
2017-05-12$134.50$145.0028.3%8.1%22.6%26.5%27.1%2.2%0.6%6.0K4.9M-25.4K1.5720.05N/AN/A1271992,436801
2017-05-15$130.65$145.0028.0%8.0%23.5%25.0%28.3%3.0%1.2%-62.9K7.0M-19.2K2.3723.85N/AN/A1463472,467816
2017-05-16$129.00$145.0028.2%8.1%23.3%26.1%29.0%2.6%0.6%-98.8K7.4M-21.6K1.0629.74N/AN/A2863032,511929
2017-05-17$123.25$140.0029.9%8.6%26.6%33.8%30.7%2.8%0.2%-21.7K7.9M-19.5K0.5627.07N/AN/A8194572,620924
2017-05-18$122.50$140.0030.5%8.7%23.9%36.3%29.7%1.9%0.9%125.1K5.3M-38.3K0.3523.78N/AN/A7802713,255904
2017-05-19$126.40$135.0029.6%8.5%28.4%32.3%30.9%0.5%0.6%334.2K1.1M-62.7K0.8822.57N/AN/A2862533,879913
2017-05-22$125.25$135.0030.5%8.8%28.3%36.5%30.3%3.7%-1.3%296.2K-2.1M-61.9K0.7918.00N/AN/A3282583,053610
2017-05-23$123.65$135.0029.1%8.3%27.0%29.9%29.1%3.5%-0.6%297.3K-1.4M-63.2K0.8723.45N/AN/A3272833,197675
2017-05-24$117.75$135.0032.0%9.2%29.3%42.9%32.2%0.8%-1.1%183.4K1.3M-54.1K0.7523.34N/AN/A6234683,193746
2017-05-25$116.50$130.0033.6%9.6%29.2%50.0%33.7%1.9%-0.6%217.0K1.3M-59.9K0.2320.42N/AN/A1,0402353,593850
2017-05-26$123.50$115.0033.3%9.5%38.8%48.8%33.9%2.8%0.3%639.6K-8.8M-86.3K0.1628.37N/AN/A1,8292984,444888
2017-05-30$117.00$115.0036.8%10.5%41.8%64.3%49.0%-5.7%-1.2%871.8K-7.3M-105.0K0.18102.48N/AN/A1,7773165,877978
2017-05-31$112.00$120.0046.9%13.4%43.0%100.0%47.7%-1.5%-4.2%761.2K-4.6M-98.3K0.2942.67N/AN/A1,1843436,5421,085