AMC Options History — May 2018

In May 2018, AMC traded between $72.25 and $86.00. ATM implied volatility averaged 46.5%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 5.8% (HV 20d: 40.7%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.43.

Notable Days

  • 2018-05-08: Highest Volume — 1,906 contracts
  • 2018-05-02: Largest IV spike — 28.3% change
  • 2018-05-02: Highest IV Rank — 47.3%
  • 2018-05-02: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.09$72.25$86.00$82.75$73.65
Max Pain$71.59$70.00$80.00$80.00$75.00
ATM IV46.5%41.2%64.2%50.0%41.2%
Expected Move13.1%11.4%17.0%16.4%11.8%
HV 20d40.7%31.0%43.9%35.9%41.8%
HV 60d42.9%41.0%44.2%44.2%41.4%
IV Rank22.6%9.9%47.3%29.4%9.9%
IV Percentile25.1%8.3%82.5%37.7%8.3%
Term Structure1.5%-3.4%23.2%-3.4%0.0%
VWIV45.4%38.6%61.3%56.7%42.6%
Skew 25d1.5%-5.4%21.8%5.9%-0.6%
Skew 10d7.8%-19.7%48.8%7.3%0.6%
Call IV 25d44.9%38.8%60.2%47.7%41.1%
Put IV 25d46.4%38.3%81.9%53.6%40.6%
Bid-Ask Spread %31.9711.23110.4859.4921.48
Gamma HHI0.120.100.170.130.15
Net GEX627.9K319.5K1.1M658.3K376.4K
Net DEX-17.0M-31.2M-3.1M-22.8M-4.5M
Net VEX-118.1K-143.6K-96.8K-131.1K-100.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.472.320.671.08
Total Volume1,075.1826271,9061,246627
Total OI10,780.1369,71012,2309,95310,457

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$82.75$80.0050.0%16.4%35.9%29.4%56.7%5.9%-3.4%658.3K-22.8M-131.1K0.6759.49N/AN/A7445027,5392,414
2018-05-02$83.40$80.0064.2%17.0%35.8%47.3%61.3%21.8%23.2%729.5K-24.4M-143.6K1.34110.48N/AN/A3745027,9862,602
2018-05-03$82.50$70.0056.6%14.9%31.0%37.8%49.8%2.4%-3.3%706.8K-22.7M-133.1K0.4725.90N/AN/A7333438,0432,696
2018-05-04$81.00$70.0056.1%15.7%31.5%37.1%51.1%4.4%-0.8%729.8K-21.9M-131.9K1.0824.12N/AN/A3924248,3582,735
2018-05-07$86.00$70.0051.9%15.1%38.1%31.8%49.9%2.1%2.3%877.1K-31.2M-131.2K0.8669.75N/AN/A9778438,3212,742
2018-05-08$82.90$70.0047.6%13.0%40.0%26.3%45.5%0.1%-3.0%1.1M-25.3M-130.7K0.9030.14N/AN/A1,0019058,8353,369
2018-05-09$80.00$70.0047.7%13.1%41.9%26.5%46.2%2.0%-2.9%821.6K-16.5M-125.1K1.3475.25N/AN/A7029428,7673,317
2018-05-10$82.60$70.0044.2%12.6%43.2%22.0%45.5%-0.5%0.3%1.0M-23.3M-128.8K1.8717.20N/AN/A4768918,8453,385
2018-05-11$80.75$70.0044.5%12.6%43.2%22.5%44.1%1.2%0.6%548.9K-17.8M-124.9K1.5120.19N/AN/A4887378,6723,388
2018-05-14$82.50$70.0044.8%12.9%43.2%21.7%42.6%-0.4%2.0%636.1K-20.3M-118.0K2.3224.37N/AN/A2626077,6843,170
2018-05-15$82.40$70.0045.6%13.1%42.9%22.8%43.4%4.5%5.0%636.3K-20.4M-121.6K2.2122.32N/AN/A2846277,6753,199
2018-05-16$83.15$70.0042.3%12.1%42.9%18.1%43.0%2.0%4.6%711.9K-21.4M-118.2K2.0519.33N/AN/A3116367,6923,184
2018-05-17$82.90$70.0042.0%11.9%42.9%17.0%43.5%2.7%3.5%749.7K-21.1M-116.2K1.3513.78N/AN/A4395947,6823,214
2018-05-18$80.65$70.0041.6%11.7%42.3%16.4%43.0%0.9%2.1%508.7K-16.3M-115.4K1.4617.59N/AN/A4436477,6483,230
2018-05-21$80.40$70.0043.4%11.7%41.7%18.7%41.8%-4.6%-0.2%519.0K-15.3M-111.6K1.6714.62N/AN/A3385666,8192,891
2018-05-22$79.40$70.0041.2%11.6%41.9%15.8%39.3%-2.0%-1.3%502.3K-13.9M-109.4K1.7920.82N/AN/A3275856,8632,930
2018-05-23$76.50$70.0042.4%11.7%43.4%17.5%41.4%-5.4%0.3%435.7K-9.3M-102.2K2.0616.92N/AN/A2946066,9592,986
2018-05-24$76.50$70.0044.0%12.0%43.4%16.3%39.3%-3.9%1.1%447.7K-8.8M-104.6K1.7118.74N/AN/A3776456,9893,036
2018-05-25$75.50$70.0045.8%11.4%43.5%17.3%38.6%-1.9%-0.3%438.7K-7.9M-103.0K1.6331.19N/AN/A4026557,1423,119
2018-05-29$72.25$75.0043.6%13.6%43.9%14.3%47.9%1.8%1.8%319.5K-3.1M-96.8K1.0838.54N/AN/A3683977,0803,112
2018-05-30$74.25$75.0042.4%11.9%42.1%11.7%42.2%-0.5%0.4%384.8K-5.3M-100.9K1.0011.23N/AN/A3203217,1913,197
2018-05-31$73.65$75.0041.2%11.8%41.8%9.9%42.6%-0.6%0.0%376.4K-4.5M-100.1K1.0821.48N/AN/A3023257,1963,261