AMC Options History — October 2017

In October 2017, AMC traded between $67.90 and $80.10. ATM implied volatility averaged 61.5%, placing in the 96.1% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 1.4% (HV 20d: 60.1%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.84.

Notable Days

  • 2017-10-12: Highest Volume — 4,651 contracts
  • 2017-10-09: Largest IV spike — 11.0% change
  • 2017-10-09: Highest IV Rank — 100.0%
  • 2017-10-10: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.77$67.90$80.10$73.25$69.50
Max Pain$75.68$75.00$80.00$80.00$75.00
ATM IV61.5%54.6%65.7%59.0%65.5%
Expected Move18.0%16.1%19.0%16.9%18.8%
HV 20d60.1%51.5%71.5%60.5%51.5%
HV 60d78.9%54.9%86.5%83.7%54.9%
IV Rank96.1%84.4%100.0%96.0%99.6%
IV Percentile98.4%92.9%100.0%99.2%99.6%
Term Structure-1.2%-7.6%6.5%4.7%-5.3%
VWIV63.0%57.5%66.9%60.0%65.0%
Skew 25d-1.5%-5.9%1.3%1.3%-5.9%
Skew 10d-2.5%-14.3%8.5%2.6%-7.7%
Call IV 25d64.3%56.6%69.4%59.4%69.4%
Put IV 25d62.8%56.3%67.3%60.7%63.5%
Bid-Ask Spread %36.9916.5668.9826.3221.24
Gamma HHI0.220.090.350.100.35
Net GEX98.4K-424.3K926.3K559.5K-331.7K
Net DEX-837.4K-22.1M12.5M-8.7M6.2M
Net VEX-176.6K-211.8K-152.0K-184.2K-152.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.840.569.791.251.20
Total Volume1,039.3645624,651765562
Total OI24,671.95521,93127,91322,02525,065

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$73.25$80.0059.0%16.9%60.5%96.0%60.0%1.3%4.7%559.5K-8.7M-184.2K1.2526.32N/AN/A34042517,1584,867
2017-10-03$79.40$80.0057.3%16.4%66.7%91.3%58.0%0.4%4.1%850.6K-20.2M-209.8K0.9323.79N/AN/A43240117,0574,874
2017-10-04$78.75$80.0056.1%16.1%66.7%88.3%57.5%-0.4%6.5%840.0K-19.4M-206.4K0.9016.56N/AN/A39935817,1324,886
2017-10-05$80.10$75.0055.0%17.9%65.3%85.5%62.9%-1.3%-2.4%926.3K-22.1M-211.8K1.3429.61N/AN/A26435217,2474,898
2017-10-06$76.00$75.0054.6%18.0%66.6%84.4%62.8%0.9%-2.1%682.8K-12.9M-186.4K1.1222.92N/AN/A33136917,2274,892
2017-10-09$69.75$75.0060.6%18.9%71.5%100.0%65.5%-1.2%1.1%394.5K-2.3M-157.0K0.5820.61N/AN/A1,00057617,2784,919
2017-10-10$69.15$75.0059.4%19.0%71.4%96.9%66.9%0.2%-2.4%387.7K-1.6M-160.4K2.9323.32N/AN/A4221,23617,8695,078
2017-10-11$68.65$75.0063.0%18.1%66.1%100.0%59.9%-0.3%-0.2%319.1K-332.0K-162.0K5.7536.23N/AN/A2611,50317,9975,575
2017-10-12$69.00$75.0062.4%17.9%62.7%98.4%64.3%-1.1%0.4%217.2K1.4M-165.5K9.7967.92N/AN/A4314,22018,0646,282
2017-10-13$68.75$75.0062.6%17.9%58.4%98.8%63.1%-1.4%0.9%-233.1K10.0M-190.0K1.9668.98N/AN/A32764117,9849,743
2017-10-16$68.50$75.0061.6%17.7%58.4%96.4%64.1%-2.3%2.3%-307.4K11.0M-180.4K1.6763.75N/AN/A40767917,9649,752
2017-10-17$68.65$75.0063.3%18.2%54.2%100.0%62.4%-4.9%-0.5%-305.4K11.6M-176.3K1.3066.89N/AN/A37348518,0429,782
2017-10-18$67.90$75.0064.3%18.4%54.1%100.0%63.3%-4.5%-3.2%-339.2K12.5M-173.1K1.4659.34N/AN/A25036518,0879,802
2017-10-19$71.50$75.0064.2%18.4%56.6%99.8%60.7%-3.8%-3.4%-168.3K3.6M-182.5K1.0549.20N/AN/A32834418,1329,768
2017-10-20$70.15$75.0062.2%17.8%56.6%95.0%64.5%-3.7%-2.6%-424.3K5.6M-175.2K1.2761.17N/AN/A32441118,1589,755
2017-10-23$70.90$75.0062.7%18.0%54.6%96.3%63.7%-1.5%-0.7%-182.8K2.5M-174.4K1.2751.16N/AN/A27534915,7118,582
2017-10-24$71.75$75.0064.2%18.4%54.4%99.7%63.9%-2.4%-4.2%-151.6K2.2M-170.3K1.1223.64N/AN/A29332915,7928,593
2017-10-25$70.15$75.0065.1%18.7%54.6%100.0%64.4%1.3%-6.2%-227.2K4.1M-167.9K0.9723.25N/AN/A31230315,8848,639
2017-10-26$73.75$75.0061.3%17.6%56.0%91.2%63.2%-0.1%-2.9%-31.1K-3.6M-172.4K0.5619.19N/AN/A50728515,9588,647
2017-10-27$73.90$75.0063.7%18.3%56.0%96.9%63.1%-0.7%-2.6%-2.8K-3.9M-171.6K1.0320.17N/AN/A30931716,1718,643
2017-10-30$69.50$75.0065.7%18.8%60.1%100.0%66.3%-0.7%-7.6%-307.4K6.0M-154.7K1.1518.58N/AN/A35941216,1968,633
2017-10-31$69.50$75.0065.5%18.8%51.5%99.6%65.0%-5.9%-5.3%-331.7K6.2M-152.0K1.2021.24N/AN/A25530716,3248,741