AMC Options History — April 2018

In April 2018, AMC traded between $70.75 and $87.90. ATM implied volatility averaged 56.1%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 14.2% (HV 20d: 41.9%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2018-04-04: Highest Volume — 1,794 contracts
  • 2018-04-04: Largest IV spike — 14.0% change
  • 2018-04-04: Highest IV Rank — 48.7%
  • 2018-04-06: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.56$70.75$87.90$70.75$87.50
Max Pain$76.67$75.00$80.00$75.00$80.00
ATM IV56.1%50.9%62.9%60.0%52.0%
Expected Move16.1%14.5%17.4%16.3%16.2%
HV 20d41.9%36.4%49.9%36.9%36.6%
HV 60d44.7%42.9%46.1%43.6%42.9%
IV Rank38.5%30.5%48.7%45.2%31.8%
IV Percentile62.0%42.9%80.6%75.0%46.0%
Term Structure-0.2%-3.6%5.2%0.8%-2.2%
VWIV55.7%51.3%60.4%51.3%56.7%
Skew 25d1.5%-9.8%5.3%1.6%1.9%
Skew 10d6.3%-22.1%25.1%17.4%3.1%
Call IV 25d56.1%50.4%74.9%58.9%50.4%
Put IV 25d57.6%52.3%65.1%60.5%52.3%
Bid-Ask Spread %38.9917.40116.2838.9224.74
Gamma HHI0.120.100.160.100.12
Net GEX731.9K222.3K943.3K222.3K716.0K
Net DEX-29.7M-37.7M-10.3M-10.3M-30.3M
Net VEX-146.7K-159.2K-135.2K-139.6K-135.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.191.240.561.19
Total Volume826.6195491,794769549
Total OI11,204.819,90312,19310,9029,903

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$70.75$75.0060.0%16.3%36.9%45.2%51.3%1.6%0.8%222.3K-10.3M-139.6K0.5638.92N/AN/A4942757,6253,277
2018-04-03$76.15$75.0055.2%15.1%46.4%39.4%53.4%1.3%5.2%394.0K-18.6M-149.3K0.3662.32N/AN/A7862817,7223,307
2018-04-04$77.15$75.0062.9%16.4%46.4%48.7%58.8%-9.8%0.1%454.8K-20.6M-152.8K0.19116.28N/AN/A1,5112838,0103,300
2018-04-05$81.35$75.0058.9%17.4%49.9%43.8%59.8%4.1%3.8%814.7K-31.1M-158.7K0.3232.95N/AN/A9012868,6393,332
2018-04-06$82.25$75.0058.6%17.4%49.8%43.5%60.3%2.6%4.5%633.0K-32.0M-159.2K0.3532.38N/AN/A7592638,8443,349
2018-04-09$82.90$75.0057.3%17.0%49.7%41.9%59.5%-0.1%3.8%722.6K-31.3M-156.0K0.4931.95N/AN/A4852378,4013,271
2018-04-10$84.25$75.0061.8%17.1%49.8%47.4%58.6%1.6%-3.2%758.5K-33.2M-155.2K0.5633.81N/AN/A4782668,4133,303
2018-04-11$83.85$75.0060.0%17.0%43.3%45.2%60.4%2.1%-1.0%808.5K-33.2M-151.5K0.6266.48N/AN/A3692278,5333,312
2018-04-12$82.50$75.0059.7%16.6%43.3%44.3%57.0%1.8%-1.6%807.2K-30.3M-154.4K0.5821.60N/AN/A3802218,5523,337
2018-04-13$84.25$75.0057.0%16.1%42.7%38.3%55.5%1.1%-1.8%816.2K-33.7M-153.4K0.5122.91N/AN/A4112118,5803,361
2018-04-16$86.15$75.0055.6%15.8%39.0%36.4%55.0%1.9%-1.2%913.6K-36.7M-148.0K0.5722.82N/AN/A3932258,5033,282
2018-04-17$87.15$75.0055.1%15.6%38.7%35.8%54.5%0.7%-0.9%943.3K-37.7M-145.5K0.4735.09N/AN/A5262478,4683,322
2018-04-18$87.90$75.0052.1%14.9%38.1%32.0%52.2%3.9%2.0%928.8K-37.5M-145.5K0.7719.25N/AN/A3792918,3113,351
2018-04-19$87.40$75.0055.2%15.9%38.6%36.0%54.4%3.8%-2.9%927.2K-36.4M-145.6K0.5833.24N/AN/A5052918,3103,373
2018-04-20$84.50$80.0050.9%14.5%39.8%30.5%52.3%3.3%0.4%641.6K-29.8M-140.0K0.9542.24N/AN/A5895618,4583,405
2018-04-23$85.90$80.0052.0%15.5%39.8%31.9%53.4%2.1%-1.3%711.3K-28.2M-139.3K1.1650.05N/AN/A3223727,5272,396
2018-04-24$85.65$80.0053.2%15.8%40.0%33.4%54.2%-0.3%-1.5%717.0K-28.4M-139.4K1.1524.46N/AN/A3313817,5852,406
2018-04-25$85.75$80.0054.4%15.9%38.0%35.0%54.7%5.3%-3.6%739.4K-28.3M-138.5K1.0220.80N/AN/A3633717,6072,419
2018-04-26$86.00$80.0051.6%15.6%37.6%31.5%53.5%1.5%-0.2%770.9K-28.8M-136.5K1.2417.40N/AN/A3254057,6262,428
2018-04-27$85.40$80.0055.5%16.2%36.4%36.3%55.1%1.7%-3.1%929.8K-28.1M-137.0K1.0969.07N/AN/A3884217,6712,482
2018-04-30$87.50$80.0052.0%16.2%36.6%31.8%56.7%1.9%-2.2%716.0K-30.3M-135.2K1.1924.74N/AN/A2512987,4962,407