AMC Options History — August 2017

In August 2017, AMC traded between $62.75 and $104.00. ATM implied volatility averaged 51.7%, placing in the 77.6% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded below realized volatility by 59.1% (HV 20d: 110.8%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.79.

Notable Days

2017-08-03: Highest Volume — 4,534 contracts
2017-08-02: Largest IV spike — 32.6% change
2017-08-02: Highest IV Rank — 100.0%
2017-08-02: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$71.04	$62.75	$104.00	$104.00	$66.90
Max Pain	$89.57	$80.00	$100.00	$100.00	$80.00
ATM IV	51.7%	44.2%	60.6%	44.2%	51.0%
Expected Move	14.6%	12.7%	16.8%	12.7%	14.6%
HV 20d	110.8%	46.9%	125.5%	55.6%	47.3%
HV 60d	78.6%	48.2%	81.8%	48.2%	77.8%
IV Rank	77.6%	67.1%	100.0%	70.7%	74.9%
IV Percentile	96.7%	91.3%	100.0%	91.3%	93.7%
Term Structure	-0.3%	-6.8%	3.6%	-4.3%	2.7%
VWIV	52.1%	46.7%	60.0%	46.7%	51.1%
Skew 25d	1.6%	-6.0%	5.0%	2.6%	4.3%
Skew 10d	0.4%	-15.5%	28.8%	10.6%	-4.3%
Call IV 25d	51.2%	46.6%	62.2%	47.4%	48.5%
Put IV 25d	52.8%	47.8%	60.1%	50.0%	52.8%
Bid-Ask Spread %	15.26	6.98	50.71	21.87	8.67
Gamma HHI	0.15	0.11	0.28	0.13	0.14
Net GEX	248.4K	-35.0K	820.2K	820.2K	377.4K
Net DEX	11.0M	-15.8M	25.1M	-15.8M	4.8M
Net VEX	-114.8K	-181.3K	-68.2K	-181.3K	-158.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.26	1.95	0.26	1.05
Total Volume	1,893.783	1,023	4,534	2,935	2,087
Total OI	19,442.13	12,101	22,713	12,101	22,713

Daily Data (23 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
2017-08-01	$104.00	$100.00	44.2%	12.7%	55.6%	70.7%	46.7%	2.6%	-4.3%	820.2K	-15.8M	-181.3K	0.26	21.87	N/A	N/A	2,334	601	9,246	2,855
2017-08-02	$76.15	$100.00	58.7%	16.8%	122.1%	100.0%	60.0%	-2.1%	-6.8%	158.6K	13.7M	-83.5K	0.60	10.45	N/A	N/A	2,773	1,670	10,497	3,041
2017-08-03	$75.40	$90.00	60.6%	15.1%	121.8%	100.0%	53.7%	-0.0%	-4.5%	125.0K	14.7M	-99.6K	0.83	33.39	N/A	N/A	2,476	2,058	12,360	3,891
2017-08-04	$81.25	$90.00	53.1%	14.4%	125.5%	80.4%	50.4%	1.5%	-3.4%	379.4K	6.1M	-135.7K	0.94	19.50	N/A	N/A	1,083	1,019	13,634	5,083
2017-08-07	$81.00	$90.00	52.2%	13.9%	125.5%	78.1%	49.8%	3.9%	-2.7%	387.0K	7.1M	-130.7K	1.25	12.68	N/A	N/A	561	702	13,805	5,370
2017-08-08	$81.00	$90.00	50.6%	13.6%	124.2%	73.9%	49.6%	1.2%	-0.2%	377.5K	7.7M	-125.6K	0.80	17.94	N/A	N/A	725	582	13,810	5,474
2017-08-09	$77.65	$90.00	49.5%	14.2%	124.2%	70.9%	49.7%	0.8%	-1.9%	207.6K	14.5M	-108.6K	1.95	11.76	N/A	N/A	529	1,032	13,698	5,492
2017-08-10	$72.50	$90.00	49.4%	14.2%	123.9%	70.8%	50.2%	2.7%	-0.9%	158.3K	19.6M	-88.4K	1.50	10.93	N/A	N/A	491	738	13,778	4,930
2017-08-11	$70.00	$90.00	50.9%	14.6%	123.9%	74.8%	50.8%	1.8%	-0.6%	-5.6K	23.8M	-76.8K	0.83	11.57	N/A	N/A	769	635	13,872	5,137
2017-08-14	$68.00	$90.00	48.0%	13.8%	119.7%	67.1%	51.1%	2.2%	1.5%	-35.0K	24.6M	-71.7K	1.03	10.02	N/A	N/A	611	633	14,258	5,172
2017-08-15	$66.40	$90.00	52.0%	14.9%	118.7%	77.5%	54.5%	2.7%	1.0%	-9.1K	25.1M	-68.2K	0.33	8.08	N/A	N/A	2,093	696	14,696	5,234
2017-08-16	$66.25	$90.00	51.3%	14.7%	118.8%	75.7%	52.2%	0.6%	-1.8%	132.4K	21.7M	-92.2K	0.52	12.58	N/A	N/A	1,251	645	16,366	5,300
2017-08-17	$66.00	$90.00	52.2%	15.0%	117.2%	78.2%	53.4%	-6.0%	0.8%	186.3K	20.6M	-100.9K	0.38	13.70	N/A	N/A	742	281	16,465	5,329
2017-08-18	$65.15	$90.00	53.6%	15.4%	117.2%	81.7%	53.2%	2.3%	-0.5%	-27.4K	21.3M	-95.6K	0.47	27.08	N/A	N/A	981	466	16,783	5,359
2017-08-21	$65.15	$90.00	49.3%	14.1%	117.1%	70.4%	50.2%	0.3%	2.6%	257.2K	7.3M	-99.8K	0.57	50.71	N/A	N/A	821	472	14,998	3,456
2017-08-22	$64.15	$90.00	49.8%	14.3%	116.1%	71.9%	51.7%	2.1%	1.0%	259.9K	7.7M	-101.5K	0.37	11.61	N/A	N/A	1,375	503	15,261	3,624
2017-08-23	$62.75	$90.00	52.7%	15.1%	115.3%	79.4%	53.8%	1.4%	-0.1%	291.9K	6.2M	-117.4K	0.88	8.95	N/A	N/A	931	823	16,148	3,769
2017-08-24	$64.00	$90.00	52.0%	14.9%	116.4%	77.7%	53.3%	-2.1%	1.2%	312.2K	4.8M	-139.4K	0.63	9.30	N/A	N/A	988	626	16,640	4,233
2017-08-25	$64.65	$85.00	49.6%	14.2%	116.9%	71.2%	51.6%	3.4%	2.9%	326.7K	4.5M	-140.5K	0.93	11.26	N/A	N/A	669	620	16,751	4,246
2017-08-28	$65.25	$85.00	51.4%	14.7%	117.4%	76.1%	52.3%	4.5%	3.6%	347.4K	4.0M	-140.2K	0.53	11.61	N/A	N/A	714	377	17,009	4,258
2017-08-29	$64.15	$85.00	53.3%	15.3%	116.4%	81.0%	54.0%	3.0%	1.9%	322.0K	5.7M	-134.3K	0.50	10.27	N/A	N/A	788	390	17,125	4,365
2017-08-30	$66.15	$85.00	53.6%	15.4%	46.9%	81.7%	54.0%	5.0%	2.6%	364.0K	2.9M	-150.3K	0.97	6.98	N/A	N/A	1,117	1,079	17,266	4,372
2017-08-31	$66.90	$80.00	51.0%	14.6%	47.3%	74.9%	51.1%	4.3%	2.7%	377.4K	4.8M	-158.7K	1.05	8.67	N/A	N/A	1,019	1,068	17,741	4,972