AMC Options History — January 2018

In January 2018, AMC traded between $62.90 and $77.15. ATM implied volatility averaged 47.2%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 5.3% (HV 20d: 41.9%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2018-01-05: Highest Volume — 1,982 contracts
  • 2018-01-12: Largest IV spike — 11.8% change
  • 2018-01-30: Highest IV Rank — 38.6%
  • 2018-01-30: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.42$62.90$77.15$77.15$63.90
Max Pain$73.57$70.00$75.00$75.00$70.00
ATM IV47.2%42.1%54.5%49.3%51.4%
Expected Move13.7%12.1%15.6%14.1%14.7%
HV 20d41.9%34.2%46.1%41.9%34.2%
HV 60d56.7%54.1%59.2%59.2%54.1%
IV Rank29.9%23.7%38.6%32.3%34.9%
IV Percentile54.1%44.8%74.2%58.7%64.3%
Term Structure6.8%0.2%15.3%0.7%8.4%
VWIV49.4%44.9%54.8%49.7%50.2%
Skew 25d-3.1%-11.7%3.8%-2.5%0.6%
Skew 10d-10.1%-30.2%26.6%1.2%-20.7%
Call IV 25d50.2%45.4%54.4%51.4%48.5%
Put IV 25d47.2%42.7%52.9%48.8%49.1%
Bid-Ask Spread %48.0213.1987.3038.1219.74
Gamma HHI0.230.180.380.180.20
Net GEX-52.5K-835.6K526.8K526.8K71.3K
Net DEX-5.2M-29.8M4.7M-29.8M3.7M
Net VEX-177.2K-197.8K-155.9K-187.8K-158.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.383.100.440.64
Total Volume1,076.2385741,9821,301648
Total OI18,876.42916,81021,72316,81018,096

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-01-02$77.15$75.0049.3%14.1%41.9%32.3%49.7%-2.5%0.7%526.8K-29.8M-187.8K0.4438.12N/AN/A90539610,8935,917
2018-01-03$75.00$75.0049.8%14.3%42.8%32.9%50.4%-3.0%1.9%418.6K-24.5M-186.8K0.5454.81N/AN/A46324911,1946,045
2018-01-04$72.40$75.0045.1%14.2%44.9%27.3%50.4%-11.7%6.8%216.3K-17.2M-180.3K0.7780.14N/AN/A46736111,2916,144
2018-01-05$70.65$75.0043.0%14.1%45.3%24.8%48.4%-2.6%3.1%92.0K-13.4M-180.7K3.1030.49N/AN/A4841,49811,3916,304
2018-01-08$68.75$75.0046.2%12.5%45.9%28.7%45.9%2.1%7.6%-395.4K-3.8M-183.0K0.7055.98N/AN/A1,07575711,4687,499
2018-01-09$69.90$75.0045.4%13.3%46.1%27.7%49.9%-4.1%6.6%-413.8K-3.9M-184.5K0.5242.31N/AN/A1,09156511,8238,007
2018-01-10$69.65$75.0042.1%12.1%42.3%23.7%47.5%-1.6%12.6%-258.8K-5.0M-193.1K0.7965.89N/AN/A74058612,2498,061
2018-01-11$70.50$75.0044.5%12.8%42.7%26.6%49.7%-2.5%6.2%-323.1K-6.4M-191.4K0.5054.44N/AN/A68934712,2688,369
2018-01-12$72.25$75.0049.8%14.3%43.8%33.0%47.5%3.8%6.7%38.8K-12.5M-197.8K0.5062.32N/AN/A83441512,3218,392
2018-01-16$68.25$75.0046.7%13.4%45.2%29.2%48.8%-3.8%6.0%-722.6K-710.2K-184.0K0.5641.32N/AN/A85847712,4498,428
2018-01-17$68.75$75.0046.7%13.4%42.9%29.2%49.2%-1.3%5.7%-453.2K-3.1M-186.4K0.4687.30N/AN/A65530412,7998,562
2018-01-18$66.90$75.0046.0%13.2%43.4%28.4%46.9%-6.5%10.2%-835.6K3.0M-179.3K0.4856.06N/AN/A65531212,9228,564
2018-01-19$66.00$75.0046.0%13.2%43.4%28.4%53.9%-4.8%7.0%142.2K1.9M-171.5K0.6884.40N/AN/A74950913,1098,614
2018-01-22$66.25$75.0043.3%12.4%43.2%25.1%46.3%-2.9%15.3%111.7K-763.7K-167.1K0.4919.47N/AN/A56227411,2525,798
2018-01-23$67.25$75.0045.6%13.1%41.3%27.9%44.9%-1.6%7.0%121.2K-3.6M-175.4K0.4822.01N/AN/A57627711,4415,897
2018-01-24$66.00$70.0046.4%13.3%40.4%28.8%49.9%-2.1%10.3%137.3K-1.2M-169.5K0.3836.66N/AN/A63924511,6355,924
2018-01-25$65.75$70.0047.6%13.7%39.2%30.4%49.2%-2.8%5.7%131.9K-1.3M-171.0K0.6460.69N/AN/A41426311,6905,958
2018-01-26$64.25$70.0048.9%14.0%39.7%31.9%49.5%-0.8%11.2%90.7K3.2M-158.1K0.7464.22N/AN/A53639711,7126,031
2018-01-29$64.40$70.0053.3%15.3%35.9%37.1%54.8%-6.3%4.3%99.5K2.5M-158.6K0.6018.98N/AN/A35921511,7696,146
2018-01-30$62.90$70.0054.5%15.6%34.8%38.6%54.0%-9.9%0.2%101.6K4.7M-155.9K0.6013.19N/AN/A47128411,7866,187
2018-01-31$63.90$70.0051.4%14.7%34.2%34.9%50.2%0.6%8.4%71.3K3.7M-158.2K0.6419.74N/AN/A39625211,8916,205