AMC Options History — December 2017

In December 2017, AMC traded between $70.00 and $78.65. ATM implied volatility averaged 61.0%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 0.1% (HV 20d: 61.0%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2017-12-04: Highest Volume — 3,425 contracts
  • 2017-12-13: Largest IV drop — 22.1% change
  • 2017-12-11: Highest IV Rank — 66.7%
  • 2017-12-01: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.95$70.00$78.65$70.00$75.50
Max Pain$74.25$70.00$80.00$75.00$75.00
ATM IV61.0%47.1%77.9%77.8%49.2%
Expected Move16.8%13.5%22.3%22.3%14.1%
HV 20d61.0%42.3%76.2%76.2%42.3%
HV 60d61.6%59.0%65.8%65.8%59.1%
IV Rank46.4%29.7%66.7%66.5%32.2%
IV Percentile78.7%54.8%97.6%97.6%58.3%
Term Structure3.5%-8.9%11.0%-8.9%-0.3%
VWIV59.5%49.0%79.5%79.5%51.7%
Skew 25d-4.3%-7.9%1.0%-7.6%-1.3%
Skew 10d-7.2%-14.0%0.2%-13.8%-4.1%
Call IV 25d63.2%49.7%88.5%88.5%52.1%
Put IV 25d58.9%47.3%80.8%80.8%50.8%
Bid-Ask Spread %42.0022.1164.4022.1138.36
Gamma HHI0.180.140.250.200.18
Net GEX434.3K158.2K1.2M227.3K455.5K
Net DEX-21.4M-32.8M-12.5M-12.6M-26.4M
Net VEX-193.7K-205.4K-166.4K-177.1K-194.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.362.690.720.63
Total Volume1,3998413,4251,181841
Total OI25,326.315,38934,30929,91816,820

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$70.00$75.0077.8%22.3%76.2%66.5%79.5%-7.6%-8.9%227.3K-12.6M-177.1K0.7222.11N/AN/A68749420,2049,714
2017-12-04$71.65$70.0076.6%19.6%69.4%65.1%71.0%1.0%-1.9%429.0K-17.0M-166.4K2.6942.65N/AN/A9292,49620,2229,810
2017-12-05$72.00$70.0071.6%19.3%68.8%59.2%65.0%-5.0%0.4%158.2K-12.5M-192.3K0.3639.63N/AN/A1,28945920,51011,812
2017-12-06$70.75$70.0071.9%19.4%69.4%59.4%68.1%-2.8%4.0%201.0K-13.3M-203.3K0.6445.87N/AN/A80351121,13011,820
2017-12-07$71.75$70.0069.9%19.4%66.4%57.0%67.5%-4.1%3.4%185.1K-14.0M-205.4K0.8040.38N/AN/A64852121,26111,865
2017-12-08$72.75$70.0070.0%18.9%64.6%57.1%63.4%-6.4%5.0%544.0K-19.0M-199.5K1.0351.29N/AN/A52353821,34911,883
2017-12-11$76.25$70.0077.9%18.9%62.6%66.7%65.5%-3.9%3.7%656.5K-27.9M-204.4K0.7933.64N/AN/A60447621,42911,936
2017-12-12$75.75$70.0077.1%18.8%60.6%65.7%65.5%-5.7%5.2%799.3K-26.1M-198.2K1.0261.12N/AN/A78780521,45011,953
2017-12-13$75.75$80.0060.1%17.2%59.2%45.3%63.3%-7.9%6.1%791.7K-23.2M-200.4K0.9364.40N/AN/A79373821,45812,335
2017-12-14$78.65$80.0060.9%17.5%59.7%46.3%62.9%-5.7%5.7%1.2M-32.8M-204.9K0.9539.14N/AN/A78374121,68112,443
2017-12-15$75.00$80.0057.4%16.5%62.8%42.1%58.8%-6.6%3.0%320.0K-19.9M-198.4K0.7253.53N/AN/A1,4081,00821,72812,581
2017-12-18$75.50$80.0051.9%14.9%61.7%35.5%55.2%-2.2%2.5%400.0K-27.1M-195.3K0.9538.52N/AN/A71367610,3005,089
2017-12-19$75.65$75.0051.4%14.7%60.6%34.8%53.2%-1.0%11.0%414.2K-26.0M-195.7K0.6939.89N/AN/A57539710,4185,281
2017-12-20$74.15$75.0051.2%14.7%61.4%34.6%50.6%-3.7%4.6%366.7K-22.7M-187.6K0.7434.24N/AN/A54840710,4905,294
2017-12-21$76.75$75.0049.6%14.2%60.8%32.7%49.5%-4.1%3.1%471.0K-29.5M-191.0K0.5341.33N/AN/A71938410,5015,335
2017-12-22$74.25$75.0049.9%14.3%60.5%33.1%50.4%-5.7%4.7%383.8K-23.1M-190.1K0.4233.36N/AN/A81034210,6545,520
2017-12-26$71.90$75.0047.1%13.5%55.2%29.7%49.0%-4.6%5.8%243.3K-17.2M-188.1K0.4752.73N/AN/A96645210,9285,680
2017-12-27$71.00$75.0047.5%13.6%48.7%30.2%49.2%-1.8%9.4%182.1K-15.2M-188.4K0.7629.76N/AN/A58144110,9125,786
2017-12-28$74.00$75.0050.6%14.5%49.7%33.9%50.5%-6.5%4.1%269.6K-21.9M-192.8K0.6638.05N/AN/A65443310,9356,009
2017-12-29$75.50$75.0049.2%14.1%42.3%32.2%51.7%-1.3%-0.3%455.5K-26.4M-194.6K0.6338.36N/AN/A51532610,8825,938