AMC Options History — February 2018

In February 2018, AMC traded between $66.15 and $78.90. ATM implied volatility averaged 71.2%, placing in the 58.7% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 25.6% (HV 20d: 45.6%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2018-02-28: Highest Volume — 3,268 contracts
  • 2018-02-05: Largest IV spike — 58.4% change
  • 2018-02-05: Highest IV Rank — 92.7%
  • 2018-02-28: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.37$66.15$78.90$67.40$75.00
Max Pain$69.47$65.00$70.00$65.00$70.00
ATM IV71.2%54.8%99.6%54.8%88.7%
Expected Move20.4%16.9%25.4%17.7%25.4%
HV 20d45.6%40.0%49.5%40.0%49.5%
HV 60d50.3%43.6%53.7%52.4%43.6%
IV Rank58.7%39.0%92.7%39.0%79.6%
IV Percentile90.9%74.6%99.6%74.6%98.8%
Term Structure-9.6%-26.6%-0.4%-6.5%-26.6%
VWIV72.4%59.8%89.7%63.2%89.7%
Skew 25d-6.5%-14.5%4.4%-5.5%-5.5%
Skew 10d-12.0%-20.3%12.5%-7.4%-20.0%
Call IV 25d74.6%63.9%93.2%65.1%93.2%
Put IV 25d68.1%59.1%87.7%59.7%87.7%
Bid-Ask Spread %43.1217.2278.7745.4336.75
Gamma HHI0.220.170.320.220.17
Net GEX314.4K-254.0K749.2K92.6K698.6K
Net DEX-18.0M-37.2M-4.4M-4.4M-29.6M
Net VEX-172.8K-187.1K-157.9K-171.6K-177.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.201.880.200.63
Total Volume1,226.4217073,2681,0813,268
Total OI17,842.78915,81119,53818,13317,791

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$67.40$65.0054.8%17.7%40.0%39.0%63.2%-5.5%-6.5%92.6K-4.4M-171.6K0.2045.43N/AN/A89918211,9266,207
2018-02-02$69.75$65.0062.9%19.2%40.7%48.7%70.7%-4.0%-9.0%191.8K-13.2M-187.1K0.3470.87N/AN/A75225412,0356,214
2018-02-05$66.15$70.0099.6%21.6%43.9%92.7%71.7%-2.2%-10.8%163.1K-6.2M-173.8K0.3478.77N/AN/A59220212,0496,192
2018-02-06$68.75$70.0067.3%22.3%45.4%53.9%81.0%-2.9%-16.6%4.3K-9.7M-176.7K0.5664.45N/AN/A48627411,9746,195
2018-02-07$70.90$70.0078.9%22.6%46.3%67.9%82.5%4.4%-16.2%162.5K-15.1M-176.4K0.3150.85N/AN/A1,13835811,9006,177
2018-02-08$68.25$70.0079.0%22.7%48.3%68.0%82.7%-6.6%-14.9%161.7K-12.3M-178.4K0.4652.59N/AN/A51623812,0686,202
2018-02-09$67.50$70.0076.1%21.8%48.2%64.5%73.9%-3.0%-5.8%87.7K-6.6M-162.9K0.5845.43N/AN/A44626112,0806,213
2018-02-12$69.75$70.0068.3%19.6%48.9%55.2%71.6%-3.5%-7.3%53.5K-12.1M-165.9K0.4546.57N/AN/A63428412,0896,150
2018-02-13$69.15$70.0062.2%17.8%44.5%47.8%59.9%-6.0%-3.0%-76.3K-8.8M-157.9K1.8832.74N/AN/A8241,55112,0966,157
2018-02-14$70.90$70.0058.8%16.9%45.2%43.7%59.8%-4.3%-1.1%-254.0K-14.0M-166.4K0.5334.89N/AN/A63533612,1317,045
2018-02-15$73.50$70.0064.3%18.4%45.5%50.3%64.8%-8.7%-0.4%350.2K-26.0M-172.9K0.2752.92N/AN/A1,12329812,0657,066
2018-02-16$72.00$70.0065.1%18.7%45.9%51.3%66.8%-13.4%-1.7%567.8K-22.6M-172.0K0.7722.16N/AN/A61247212,3997,139
2018-02-20$72.25$70.0068.3%19.6%45.9%55.2%68.0%-14.5%-8.1%563.7K-21.4M-170.3K0.5517.38N/AN/A65136111,1544,657
2018-02-21$71.90$70.0068.2%19.6%45.9%55.1%71.0%-11.9%-11.0%556.0K-20.9M-169.5K0.3219.31N/AN/A71423111,3024,872
2018-02-22$72.15$70.0067.8%19.4%45.1%54.5%66.2%-10.7%-5.4%570.2K-21.2M-169.7K0.3921.17N/AN/A58122411,5254,948
2018-02-23$74.50$70.0067.2%19.3%46.0%53.8%67.8%-7.1%-5.0%646.3K-25.4M-173.0K0.3917.22N/AN/A60323711,7104,977
2018-02-26$77.40$70.0074.5%21.3%46.0%62.5%79.1%-9.7%-13.9%685.4K-34.9M-179.0K0.3140.84N/AN/A1,41744011,8075,033
2018-02-27$78.90$70.0081.7%23.4%46.0%71.2%84.9%-8.8%-20.0%749.2K-37.2M-182.2K0.4068.96N/AN/A86134712,2765,192
2018-02-28$75.00$70.0088.7%25.4%49.5%79.6%89.7%-5.5%-26.6%698.6K-29.6M-177.0K0.6336.75N/AN/A2,0101,25812,5595,232