AMC Options History — July 2018

In July 2018, AMC traded between $76.25 and $86.90. ATM implied volatility averaged 47.9%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 4.9% (HV 20d: 43.0%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2018-07-31: Highest Volume — 2,068 contracts
  • 2018-07-06: Largest IV spike — 31.0% change
  • 2018-07-06: Highest IV Rank — 38.9%
  • 2018-07-31: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.78$76.25$86.90$78.15$81.25
Max Pain$83.81$80.00$85.00$80.00$85.00
ATM IV47.9%44.7%61.9%45.6%52.0%
Expected Move13.4%11.1%16.8%11.1%16.8%
HV 20d43.0%38.9%47.7%43.4%44.5%
HV 60d41.1%39.0%42.9%39.0%42.9%
IV Rank15.8%10.0%38.9%16.2%20.9%
IV Percentile28.9%15.1%77.4%21.8%45.2%
Term Structure-0.2%-3.5%2.2%-0.6%1.9%
VWIV46.7%39.6%59.2%40.0%59.2%
Skew 25d1.3%-9.8%38.8%-0.9%-0.7%
Skew 10d-0.7%-24.1%11.5%11.0%-0.5%
Call IV 25d48.0%45.0%56.0%48.6%53.9%
Put IV 25d49.3%44.3%90.5%47.7%53.2%
Bid-Ask Spread %33.2712.4257.1912.4223.95
Gamma HHI0.140.100.260.120.10
Net GEX300.4K73.9K644.6K202.6K322.3K
Net DEX-11.4M-19.5M-3.7M-8.5M-13.4M
Net VEX-126.3K-139.2K-118.8K-119.8K-139.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.602.381.251.15
Total Volume945.9525602,0686542,068
Total OI8,882.3337,93310,5857,93310,585

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$78.15$80.0045.6%11.1%43.4%16.2%40.0%-0.9%-0.6%202.6K-8.5M-119.8K1.2512.42N/AN/A2903645,2382,695
2018-07-03$79.25$80.0045.6%11.1%43.6%16.2%39.6%1.4%-0.9%210.9K-9.3M-119.0K0.9422.32N/AN/A2892715,2362,706
2018-07-05$83.75$80.0047.3%13.6%46.7%18.5%47.2%3.9%2.2%435.6K-15.5M-125.8K0.6819.36N/AN/A4342955,2652,728
2018-07-06$86.65$80.0061.9%13.2%47.7%38.9%46.8%38.8%1.7%418.7K-19.5M-124.5K0.6148.05N/AN/A5453345,3862,750
2018-07-09$85.75$80.0045.5%12.8%46.9%16.0%43.5%-1.0%1.1%487.4K-18.5M-124.3K1.8051.04N/AN/A3776775,3922,655
2018-07-10$86.65$85.0046.7%12.9%45.0%13.2%44.8%2.3%-1.8%363.9K-17.6M-126.6K0.8626.17N/AN/A4013465,4343,049
2018-07-11$86.90$85.0045.7%12.8%42.9%11.7%44.4%1.1%-0.3%348.4K-18.1M-126.8K0.6728.90N/AN/A4292895,4643,136
2018-07-12$85.60$85.0047.1%12.9%43.1%13.6%44.3%1.1%-1.3%426.4K-16.5M-128.6K1.1443.37N/AN/A3654165,5713,174
2018-07-13$84.90$85.0046.6%13.0%43.0%12.8%45.1%-1.5%-2.6%644.6K-14.9M-129.8K1.3554.05N/AN/A3604865,6213,347
2018-07-16$83.00$85.0046.4%13.2%43.3%12.5%45.7%2.1%1.1%338.1K-12.1M-127.0K1.4153.13N/AN/A3184485,4883,272
2018-07-17$84.50$85.0044.7%12.7%42.6%10.0%44.9%1.7%0.4%367.7K-14.2M-129.5K1.1727.97N/AN/A3373935,5163,326
2018-07-18$81.75$85.0045.1%12.9%44.1%10.6%47.0%-1.3%1.4%282.3K-10.1M-125.2K0.6533.13N/AN/A3832495,5603,328
2018-07-19$83.25$85.0047.4%13.6%44.4%13.9%47.9%1.2%-1.8%353.7K-12.1M-126.7K0.7457.19N/AN/A4163085,6143,349
2018-07-20$80.00$85.0045.2%13.0%41.8%10.8%45.0%-2.2%-0.3%393.6K-7.2M-121.1K0.9054.39N/AN/A5184675,6983,402
2018-07-23$77.75$85.0046.5%13.5%40.3%12.6%46.2%-2.3%0.3%100.1K-4.6M-118.8K0.8825.90N/AN/A5194555,2763,145
2018-07-24$77.75$85.0047.7%13.5%40.4%14.4%46.4%-1.2%1.0%73.9K-4.7M-122.7K0.8614.02N/AN/A6155325,4853,436
2018-07-25$76.25$85.0047.9%14.0%38.9%14.8%48.4%-2.5%-0.7%86.0K-3.7M-122.0K0.6015.67N/AN/A5963575,8173,468
2018-07-26$78.90$85.0050.5%13.7%40.7%18.5%48.8%-9.8%-3.0%170.5K-7.0M-132.1K1.9445.13N/AN/A3977706,0153,820
2018-07-27$78.65$85.0047.1%13.8%39.3%13.6%49.3%-0.1%-3.5%148.7K-6.7M-133.2K2.3820.16N/AN/A3337946,0873,983
2018-07-30$76.75$85.0053.0%16.5%39.9%22.2%56.5%-2.7%0.9%133.5K-5.4M-130.6K1.0222.40N/AN/A8028226,0463,966
2018-07-31$81.25$85.0052.0%16.8%44.5%20.9%59.2%-0.7%1.9%322.3K-13.4M-139.2K1.1523.95N/AN/A9641,1046,5274,058