AMC Options History — July 2017

In July 2017, AMC traded between $98.25 and $116.00. ATM implied volatility averaged 43.0%, placing in the 66.8% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 6.3% (HV 20d: 49.3%). Max pain ranged from $100.00 to $120.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.87.

Notable Days

  • 2017-07-17: Highest Volume — 5,411 contracts
  • 2017-07-17: Largest IV spike — 23.2% change
  • 2017-07-17: Highest IV Rank — 87.2%
  • 2017-07-17: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.75$98.25$116.00$116.00$102.00
Max Pain$108.00$100.00$120.00$120.00$100.00
ATM IV43.0%34.1%49.4%37.0%46.7%
Expected Move12.5%10.5%14.1%10.6%13.4%
HV 20d49.3%35.1%57.6%35.1%55.6%
HV 60d44.2%38.0%48.1%38.0%47.9%
IV Rank66.8%37.8%87.2%47.4%78.7%
IV Percentile93.8%83.3%98.4%90.1%94.4%
Term Structure-1.5%-3.9%3.0%3.0%-1.5%
VWIV45.4%37.0%52.6%37.0%47.5%
Skew 25d2.5%0.3%4.9%0.3%1.6%
Skew 10d4.6%-0.9%9.1%-0.9%8.9%
Call IV 25d44.3%37.0%49.0%37.7%48.8%
Put IV 25d46.8%38.0%53.7%38.0%50.3%
Bid-Ask Spread %25.9717.9054.2726.4022.78
Gamma HHI0.130.110.160.160.13
Net GEX494.7K133.2K790.7K595.9K683.8K
Net DEX-7.7M-18.0M3.9M-6.7M-13.0M
Net VEX-121.0K-180.2K-57.3K-99.1K-177.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.162.390.770.78
Total Volume1,094.552415,411241998
Total OI8,627.055,71312,0815,71312,081

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-07-03$116.00$120.0037.0%10.6%35.1%47.4%37.0%0.3%3.0%595.9K-6.7M-99.1K0.7726.40N/AN/A1361054,783930
2017-07-05$112.15$120.0036.5%10.5%35.5%45.7%41.4%1.9%2.2%439.9K-3.2M-83.6K0.6354.27N/AN/A1771124,785939
2017-07-06$107.50$115.0037.1%11.6%37.9%47.6%41.4%0.4%-0.6%282.5K-395.7K-69.0K1.0530.39N/AN/A1831924,800953
2017-07-07$110.00$115.0034.1%11.1%39.0%37.8%41.4%1.7%-1.1%353.5K-1.8M-79.5K1.1026.64N/AN/A2072294,8301,014
2017-07-10$107.40$115.0039.9%11.7%39.5%56.8%42.1%1.4%-1.5%258.7K9.5K-71.1K1.1823.99N/AN/A2202604,8541,079
2017-07-11$111.40$115.0037.7%11.6%42.0%49.5%42.1%1.6%-1.5%349.0K-2.4M-82.8K0.6322.23N/AN/A2891824,8801,146
2017-07-12$106.65$115.0041.5%11.9%41.9%61.9%44.9%0.4%-1.0%224.4K645.6K-72.0K0.5821.57N/AN/A3281924,9921,193
2017-07-13$110.65$115.0041.1%11.8%44.5%60.6%43.4%1.4%-1.1%319.7K-1.9M-83.9K0.7021.62N/AN/A2141505,0561,206
2017-07-14$109.50$115.0040.1%11.5%44.4%57.2%41.9%1.9%-0.3%307.1K-1.5M-81.4K0.4117.90N/AN/A3651515,1071,209
2017-07-17$98.25$115.0049.4%14.1%56.9%87.2%51.2%3.0%-2.7%133.2K3.9M-57.3K0.2833.71N/AN/A4,2371,1745,2961,229
2017-07-18$100.50$100.0048.1%13.8%57.5%83.3%52.6%4.7%-3.9%455.8K-7.0M-133.5K0.1632.74N/AN/A3,6645728,5222,078
2017-07-19$99.80$100.0048.1%13.8%55.5%83.3%48.9%4.0%-3.0%468.6K-9.6M-149.3K0.4619.11N/AN/A6012769,1012,220
2017-07-20$103.40$100.0046.7%13.4%57.4%78.7%49.2%4.9%-2.1%690.4K-16.4M-164.5K0.6126.66N/AN/A4152539,3732,211
2017-07-21$101.75$100.0047.3%13.6%57.5%80.5%48.7%3.1%-2.2%684.2K-14.4M-157.3K0.4724.44N/AN/A4662209,4522,212
2017-07-24$102.00$100.0047.8%13.7%56.9%82.2%48.7%4.4%-3.6%714.7K-16.0M-156.0K1.6522.61N/AN/A3926488,4471,931
2017-07-25$104.00$100.0046.1%13.2%57.2%76.6%47.0%3.0%-2.5%748.1K-16.7M-172.6K1.4522.07N/AN/A3985768,5762,380
2017-07-26$105.40$100.0044.5%12.7%57.6%71.4%45.5%2.3%-1.3%790.7K-18.0M-178.1K2.3922.79N/AN/A1814328,5712,422
2017-07-27$103.65$100.0045.0%12.9%57.0%73.1%46.7%3.1%-2.5%714.5K-15.5M-171.7K1.4824.81N/AN/A5277808,5682,434
2017-07-28$102.90$100.0045.7%13.1%57.0%75.5%45.9%4.6%-3.8%680.1K-14.3M-180.2K0.5422.73N/AN/A9014888,9062,775
2017-07-31$102.00$100.0046.7%13.4%55.6%78.7%47.5%1.6%-1.5%683.8K-13.0M-177.1K0.7822.78N/AN/A5604389,2412,840