AMC Options History — June 2018

In June 2018, AMC traded between $71.65 and $86.50. ATM implied volatility averaged 40.5%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 2.1% (HV 20d: 38.4%). 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 14 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2018-06-15: Highest Volume — 1,444 contracts
  • 2018-06-13: Largest IV spike — 30.6% change
  • 2018-06-13: Highest IV Rank — 24.8%
  • 2018-06-26: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.03$71.65$86.50$74.15$79.65
Max Pain$76.43$75.00$80.00$75.00$80.00
ATM IV40.5%37.9%51.8%39.6%42.2%
Expected Move11.5%10.6%12.5%11.1%11.2%
HV 20d38.4%28.9%43.7%42.1%43.1%
HV 60d40.7%38.9%42.6%41.3%38.9%
IV Rank9.0%5.4%24.8%7.7%11.4%
IV Percentile9.9%5.2%42.5%7.1%13.5%
Term Structure1.4%-18.4%27.9%1.6%4.4%
VWIV40.0%37.6%43.2%43.2%40.5%
Skew 25d-1.6%-22.7%2.7%-1.9%1.0%
Skew 10d-4.9%-137.3%55.6%55.6%-4.7%
Call IV 25d42.0%37.7%80.8%41.3%41.2%
Put IV 25d40.4%37.3%58.1%39.3%42.3%
Bid-Ask Spread %28.2816.1456.9430.5119.91
Gamma HHI0.150.100.330.150.11
Net GEX430.4K206.5K1.1M399.4K270.4K
Net DEX-10.5M-18.7M-1.4M-4.7M-11.1M
Net VEX-111.9K-128.0K-96.8K-97.0K-124.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.481.291.100.80
Total Volume869.3335541,444720687
Total OI9,433.7627,05311,33310,4958,108

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$74.15$75.0039.6%11.1%42.1%7.7%43.2%-1.9%1.6%399.4K-4.7M-97.0K1.1030.51N/AN/A3433777,2263,269
2018-06-04$73.15$75.0043.0%12.1%41.9%12.5%42.0%0.8%-3.5%399.7K-3.7M-96.8K1.2627.65N/AN/A3003787,2473,249
2018-06-05$73.75$75.0039.8%12.3%34.6%8.1%40.8%-1.9%0.4%404.0K-4.4M-101.5K1.2921.98N/AN/A3714787,3783,430
2018-06-06$72.75$75.0040.8%11.8%33.0%9.3%40.8%-2.1%0.5%326.1K-2.7M-101.0K1.0232.31N/AN/A4434517,4543,542
2018-06-07$73.25$75.0039.9%11.9%31.5%8.1%40.4%-2.1%0.1%414.9K-3.9M-102.9K0.9028.91N/AN/A4363917,6113,597
2018-06-08$71.65$75.0039.1%11.2%28.9%7.0%39.3%-2.7%0.2%369.0K-1.4M-98.5K0.7016.50N/AN/A5874117,5713,610
2018-06-11$74.90$75.0040.3%11.6%33.5%8.8%39.9%2.7%-1.2%536.5K-7.9M-100.2K0.9419.42N/AN/A4234007,4873,429
2018-06-12$78.25$75.0039.7%11.6%36.6%7.9%40.9%-0.3%0.1%803.2K-15.2M-108.1K0.8035.91N/AN/A5814677,5553,452
2018-06-13$77.40$75.0051.8%11.4%36.7%24.8%38.7%-22.7%-18.4%833.9K-14.8M-107.1K0.7747.53N/AN/A5123967,6423,427
2018-06-14$78.90$75.0038.8%11.2%37.3%6.6%39.3%-0.1%-0.6%1.1M-18.1M-108.9K0.9024.54N/AN/A4934437,7133,494
2018-06-15$77.40$75.0038.6%10.6%37.8%6.3%37.9%0.0%-1.4%206.5K-14.4M-108.3K0.5324.68N/AN/A9445007,7823,551
2018-06-18$79.65$75.0038.0%10.8%38.3%5.5%38.0%0.1%1.1%282.5K-10.0M-112.9K1.1321.26N/AN/A4294854,5992,454
2018-06-19$81.00$75.0037.9%10.9%38.7%5.4%37.6%-0.3%1.2%347.1K-11.7M-116.7K1.0417.81N/AN/A3683834,7732,571
2018-06-20$81.90$75.0038.5%11.0%38.6%6.2%38.5%-0.9%1.8%369.6K-13.5M-119.8K0.5756.94N/AN/A5272994,9152,576
2018-06-21$86.50$75.0039.7%11.4%40.1%7.9%38.6%1.1%-0.1%476.0K-18.7M-123.7K0.4834.39N/AN/A9324455,1232,594
2018-06-22$82.90$80.0039.3%11.1%43.7%7.3%38.8%-0.2%-0.1%360.7K-16.5M-128.0K0.6327.18N/AN/A5983805,3772,634
2018-06-25$82.60$80.0041.5%12.3%43.3%10.4%41.8%1.4%27.9%335.3K-14.1M-127.3K1.1041.87N/AN/A3573935,2072,573
2018-06-26$79.65$80.0040.8%12.5%42.2%9.4%42.1%-0.9%5.8%270.3K-10.7M-122.3K0.6831.71N/AN/A4302905,2612,612
2018-06-27$78.50$80.0039.7%11.3%41.9%7.8%39.8%-1.7%4.3%268.8K-10.0M-121.1K0.8216.14N/AN/A3162585,3302,647
2018-06-28$80.75$80.0042.2%11.5%42.6%11.3%40.7%-2.3%4.7%302.1K-12.3M-124.8K0.9216.63N/AN/A2892655,3642,675
2018-06-29$79.65$80.0042.2%11.2%43.1%11.4%40.5%1.0%4.4%270.4K-11.1M-124.0K0.8019.91N/AN/A3823055,4082,700