AMC Options History — March 2018

In March 2018, AMC traded between $67.75 and $79.65. ATM implied volatility averaged 57.8%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 11.7% (HV 20d: 46.1%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2018-03-16: Highest Volume — 1,837 contracts
  • 2018-03-09: Largest IV spike — 78.7% change
  • 2018-03-09: Highest IV Rank — 89.8%
  • 2018-03-02: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.49$67.75$79.65$74.00$70.65
Max Pain$73.10$70.00$75.00$70.00$75.00
ATM IV57.8%44.9%97.2%74.6%51.9%
Expected Move15.3%12.9%18.6%17.2%14.6%
HV 20d46.1%40.9%51.2%50.1%44.0%
HV 60d44.6%43.3%45.9%43.5%43.9%
IV Rank42.6%27.1%89.8%62.7%35.4%
IV Percentile64.5%30.6%99.2%93.3%51.6%
Term Structure0.2%-18.8%16.7%16.7%-0.6%
VWIV53.5%46.0%65.8%61.0%50.7%
Skew 25d-4.0%-55.7%5.4%5.4%2.5%
Skew 10d-4.2%-119.0%69.8%-3.8%5.4%
Call IV 25d62.3%45.7%163.4%82.9%50.1%
Put IV 25d58.3%45.2%107.7%88.3%52.6%
Bid-Ask Spread %46.6017.6294.3134.4023.19
Gamma HHI0.190.100.450.220.10
Net GEX602.1K149.3K1.2M770.2K203.9K
Net DEX-18.1M-36.2M-4.0M-24.5M-9.9M
Net VEX-150.3K-176.1K-130.1K-175.9K-143.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.251.740.730.57
Total Volume1,111.0487191,8371,417823
Total OI14,618.5249,34118,51118,51110,888

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$74.00$70.0074.6%17.2%50.1%62.7%61.0%5.4%16.7%770.2K-24.5M-175.9K0.7334.40N/AN/A81760012,9205,591
2018-03-02$78.75$70.0057.9%18.6%51.2%42.7%65.8%-6.9%1.3%911.4K-36.2M-176.1K0.4423.95N/AN/A93441012,7345,622
2018-03-05$78.75$75.0061.3%16.2%50.3%46.7%58.1%0.2%6.7%922.3K-36.0M-172.4K0.4655.62N/AN/A73533612,5485,673
2018-03-06$79.65$75.0063.5%16.2%45.2%49.4%57.5%4.9%-6.9%945.3K-36.1M-169.1K0.3634.28N/AN/A69424712,4555,700
2018-03-07$78.40$75.0072.8%16.3%44.7%60.6%56.6%2.2%15.3%949.4K-31.2M-161.0K0.4556.99N/AN/A69831412,3185,693
2018-03-08$77.65$75.0054.4%15.9%44.1%38.4%60.8%-2.1%-5.6%965.9K-29.7M-162.8K0.2654.94N/AN/A1,32034412,3055,737
2018-03-09$78.65$70.0097.2%16.0%41.2%89.8%55.2%-55.7%-3.0%999.5K-29.7M-160.9K0.3394.31N/AN/A95631211,4865,700
2018-03-12$78.00$70.0056.9%15.5%41.0%41.5%53.6%1.4%-3.9%1.2M-28.9M-158.1K0.3542.06N/AN/A1,05036611,7955,681
2018-03-13$73.25$70.0059.4%14.7%46.7%44.5%52.5%-9.3%-18.8%820.7K-13.7M-146.9K0.2570.04N/AN/A1,42535911,9385,732
2018-03-14$75.25$70.0052.3%14.7%47.3%36.0%51.1%-4.5%-2.7%920.7K-16.6M-145.2K0.6036.55N/AN/A52631711,7045,831
2018-03-15$73.75$70.0050.4%14.2%47.4%33.7%48.8%-1.5%-1.0%984.0K-12.4M-140.4K0.7048.11N/AN/A48934311,7645,848
2018-03-16$70.75$70.0045.7%13.0%48.0%28.0%48.9%-7.9%2.6%280.5K-4.0M-130.1K0.7491.71N/AN/A1,05578211,7515,861
2018-03-19$70.50$75.0047.9%13.6%47.5%30.7%47.3%-2.3%4.2%260.0K-10.4M-135.7K0.3837.54N/AN/A7012686,9002,441
2018-03-20$70.00$75.0046.8%13.5%47.5%29.3%46.0%-4.3%0.7%279.0K-10.0M-136.7K0.4917.62N/AN/A5582737,1132,501
2018-03-21$70.75$75.0044.9%12.9%47.7%27.1%47.3%-0.4%1.6%300.4K-11.2M-142.0K0.5378.93N/AN/A5643017,2842,584
2018-03-22$69.00$75.0053.4%15.2%48.4%37.2%55.0%-2.2%-0.4%274.1K-8.9M-135.8K1.7461.68N/AN/A5138947,4072,645
2018-03-23$69.65$75.0054.7%16.0%47.0%38.8%49.9%-0.5%-3.6%191.0K-9.0M-146.5K0.5157.66N/AN/A5392747,4543,265
2018-03-26$69.90$75.0056.0%16.0%44.4%40.3%51.0%-0.7%-0.7%184.3K-8.9M-142.3K0.4417.66N/AN/A5102227,3773,236
2018-03-27$68.15$75.0056.2%15.7%44.0%40.6%53.0%-1.2%0.5%155.1K-6.8M-138.2K0.4222.37N/AN/A5052147,4353,254
2018-03-28$67.75$75.0056.6%16.1%40.9%41.2%54.1%-0.4%1.7%149.3K-6.4M-137.7K0.6018.95N/AN/A4652797,5303,288
2018-03-29$70.65$75.0051.9%14.6%44.0%35.4%50.7%2.5%-0.6%203.9K-9.9M-143.2K0.5723.19N/AN/A5233007,5873,301