AMC Options History — August 2018

In August 2018, AMC traded between $80.05 and $96.00. ATM implied volatility averaged 42.6%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 3.6% (HV 20d: 39.0%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.31.

Notable Days

2018-08-09: Highest Volume — 2,125 contracts
2018-08-06: Largest IV spike — 12.8% change
2018-08-17: Highest IV Rank — 10.9%
2018-08-17: Largest Expected Move — 12.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$90.21	$80.05	$96.00	$80.05	$94.65
Max Pain	$80.65	$80.00	$85.00	$85.00	$80.00
ATM IV	42.6%	39.1%	45.3%	42.2%	41.5%
Expected Move	11.9%	11.1%	12.8%	11.8%	11.5%
HV 20d	39.0%	26.0%	46.2%	44.6%	26.0%
HV 60d	40.6%	39.3%	41.8%	41.2%	39.4%
IV Rank	6.9%	1.7%	10.9%	6.3%	5.3%
IV Percentile	12.8%	2.0%	21.4%	8.7%	9.9%
Term Structure	-0.3%	-4.7%	3.0%	3.0%	2.7%
VWIV	42.0%	37.3%	44.8%	44.0%	40.6%
Skew 25d	1.0%	-1.1%	4.0%	0.4%	2.8%
Skew 10d	0.2%	-26.2%	7.9%	-0.7%	1.0%
Call IV 25d	42.3%	40.0%	46.6%	42.1%	41.1%
Put IV 25d	43.2%	38.9%	46.0%	42.5%	43.9%
Bid-Ask Spread %	25.18	11.77	79.22	16.18	14.84
Gamma HHI	0.17	0.10	0.22	0.10	0.20
Net GEX	523.1K	246.4K	875.4K	370.6K	657.8K
Net DEX	-24.1M	-33.1M	-9.4M	-9.4M	-26.0M
Net VEX	-134.5K	-138.5K	-126.7K	-133.1K	-126.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.31	0.57	2.67	1.15	1.00
Total Volume	1,447.783	987	2,125	1,821	1,166
Total OI	10,832.391	9,897	11,596	10,985	10,703

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-08-01	$80.05	$85.00	42.2%	11.8%	44.6%	6.3%	44.0%	0.4%	3.0%	370.6K	-9.4M	-133.1K	1.15	16.18	N/A	N/A	849	972	6,720	4,265
2018-08-02	$83.25	$85.00	40.5%	11.7%	42.3%	3.8%	40.7%	1.6%	2.4%	625.2K	-16.0M	-134.8K	1.25	65.24	N/A	N/A	858	1,071	6,919	4,329
2018-08-03	$86.00	$85.00	39.1%	11.1%	42.1%	1.7%	37.3%	-1.1%	2.0%	338.5K	-25.2M	-138.4K	1.11	42.24	N/A	N/A	924	1,022	7,176	4,420
2018-08-06	$86.15	$80.00	44.1%	11.7%	42.0%	9.1%	41.1%	1.4%	-1.3%	334.9K	-18.4M	-135.2K	1.64	29.11	N/A	N/A	499	817	6,233	4,155
2018-08-07	$86.50	$80.00	43.5%	12.0%	41.8%	8.2%	42.1%	0.2%	-2.8%	379.0K	-19.4M	-136.8K	1.98	27.27	N/A	N/A	424	837	6,369	4,186
2018-08-08	$87.60	$80.00	41.8%	11.7%	42.1%	5.7%	39.5%	1.4%	-1.9%	450.5K	-21.3M	-137.3K	2.67	14.49	N/A	N/A	314	838	6,457	4,276
2018-08-09	$83.85	$80.00	41.3%	11.2%	44.6%	5.1%	40.4%	0.5%	-4.4%	267.4K	-14.3M	-134.1K	1.42	79.22	N/A	N/A	880	1,245	6,474	4,407
2018-08-10	$86.75	$80.00	41.0%	11.6%	46.2%	4.5%	40.3%	-0.7%	-2.0%	293.5K	-18.7M	-137.5K	1.45	13.83	N/A	N/A	521	754	6,521	4,661
2018-08-13	$86.90	$80.00	41.2%	11.7%	45.4%	4.9%	40.5%	1.6%	0.3%	256.1K	-18.6M	-135.2K	1.54	11.93	N/A	N/A	431	664	6,271	4,584
2018-08-14	$87.40	$80.00	41.7%	12.0%	45.0%	5.5%	42.3%	1.1%	0.5%	246.4K	-19.7M	-135.2K	1.49	12.81	N/A	N/A	477	713	6,276	4,598
2018-08-15	$88.50	$80.00	40.9%	11.6%	43.2%	4.4%	40.7%	1.4%	-0.0%	327.7K	-21.7M	-131.6K	1.89	23.39	N/A	N/A	385	729	6,178	4,624
2018-08-16	$91.15	$80.00	43.0%	11.8%	43.9%	7.6%	42.2%	1.5%	-2.1%	536.2K	-26.9M	-131.2K	0.93	26.32	N/A	N/A	884	821	6,179	4,551
2018-08-17	$92.00	$80.00	45.3%	12.8%	40.6%	10.9%	44.8%	3.0%	-0.1%	542.7K	-29.8M	-130.9K	0.69	16.27	N/A	N/A	1,039	721	6,339	4,504
2018-08-20	$92.90	$80.00	43.9%	12.4%	38.4%	8.8%	43.7%	1.4%	-3.8%	668.1K	-27.2M	-131.8K	1.18	18.05	N/A	N/A	612	719	6,145	3,752
2018-08-21	$94.50	$80.00	43.5%	12.3%	38.4%	8.2%	44.4%	-0.4%	2.6%	699.3K	-30.8M	-137.9K	0.58	25.62	N/A	N/A	1,314	768	6,352	3,910
2018-08-22	$95.00	$80.00	43.6%	12.5%	36.8%	8.4%	44.8%	1.0%	1.9%	775.5K	-31.3M	-136.3K	0.57	55.88	N/A	N/A	1,219	689	6,678	4,114
2018-08-23	$95.75	$80.00	44.3%	12.7%	35.8%	9.4%	44.2%	-1.0%	-1.0%	875.4K	-32.4M	-138.1K	0.78	13.31	N/A	N/A	810	631	6,962	4,223
2018-08-24	$96.00	$80.00	44.1%	12.4%	35.6%	9.1%	43.2%	1.7%	2.9%	687.8K	-33.1M	-138.5K	0.90	20.04	N/A	N/A	707	639	7,032	4,251
2018-08-27	$94.50	$80.00	44.5%	12.2%	34.6%	9.7%	42.8%	-0.7%	-1.2%	641.4K	-27.9M	-136.5K	1.30	12.95	N/A	N/A	497	645	6,679	4,093
2018-08-28	$96.00	$80.00	44.5%	12.3%	30.0%	9.7%	41.9%	4.0%	-4.7%	714.0K	-30.1M	-135.0K	1.22	14.62	N/A	N/A	530	647	6,709	4,166
2018-08-29	$95.10	$80.00	42.5%	11.6%	29.5%	6.8%	41.6%	0.5%	-0.2%	701.7K	-28.8M	-132.3K	2.03	13.82	N/A	N/A	326	661	6,697	4,167
2018-08-30	$94.25	$80.00	41.9%	11.8%	27.8%	5.9%	42.2%	0.4%	-0.1%	642.4K	-26.7M	-129.2K	1.30	11.77	N/A	N/A	447	583	6,673	4,167
2018-08-31	$94.65	$80.00	41.5%	11.5%	26.0%	5.3%	40.6%	2.8%	2.7%	657.8K	-26.0M	-126.7K	1.00	14.84	N/A	N/A	583	583	6,548	4,155