AMC Options History — September 2018

In September 2018, AMC traded between $95.90 and $106.65. ATM implied volatility averaged 45.0%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 22.8% (HV 20d: 22.2%). Max pain ranged from $80.00 to $95.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2018-09-21: Highest Volume — 3,032 contracts
  • 2018-09-14: Largest IV spike — 55.6% change
  • 2018-09-05: Highest IV Rank — 42.0%
  • 2018-09-25: Largest Expected Move — 15.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.37$95.90$106.65$95.90$101.90
Max Pain$92.61$80.00$95.00$80.00$90.00
ATM IV45.0%38.2%66.3%43.6%39.7%
Expected Move12.2%9.3%15.1%12.5%11.3%
HV 20d22.2%17.3%28.8%26.2%28.2%
HV 60d35.8%33.2%39.1%39.1%33.2%
IV Rank10.5%0.4%42.0%8.3%2.6%
IV Percentile23.3%0.8%86.1%18.3%4.4%
Term Structure-2.3%-48.2%8.1%-1.3%-2.7%
VWIV46.1%41.3%55.9%42.7%55.8%
Skew 25d1.0%-32.5%36.5%0.9%2.2%
Skew 10d0.4%-41.0%46.2%1.2%-32.7%
Call IV 25d49.5%39.3%124.5%43.0%43.9%
Put IV 25d50.5%30.5%134.4%43.8%46.1%
Bid-Ask Spread %25.1914.8581.7414.8520.63
Gamma HHI0.170.070.280.200.07
Net GEX897.4K564.1K1.3M757.7K1.0M
Net DEX-35.5M-61.8M-24.8M-27.9M-56.5M
Net VEX-136.2K-211.5K-112.6K-124.7K-205.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.311.851.540.38
Total Volume1,907.3681,0723,0321,2462,790
Total OI11,044.2117,80615,47010,17915,281

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$95.90$80.0043.6%12.5%26.2%8.3%42.7%0.9%-1.3%757.7K-27.9M-124.7K1.5414.85N/AN/A4907566,3483,831
2018-09-05$96.25$80.0066.3%13.0%26.2%42.0%46.7%36.5%-48.2%807.9K-28.9M-122.9K0.7981.74N/AN/A9447466,3963,894
2018-09-06$98.00$95.0044.1%12.8%26.4%9.1%45.2%3.3%-1.0%947.2K-31.3M-117.5K0.7335.04N/AN/A9907236,3783,937
2018-09-07$100.00$95.0039.6%11.8%19.4%2.5%41.3%1.8%1.0%1.0M-29.3M-119.7K0.8725.39N/AN/A8227125,8113,966
2018-09-10$99.25$95.0042.0%11.9%17.8%6.1%41.8%1.1%-1.4%878.7K-27.3M-115.3K1.0117.12N/AN/A6876985,6443,845
2018-09-11$99.00$95.0042.2%12.2%18.0%6.4%42.1%-0.1%0.8%869.2K-26.7M-116.3K1.8519.60N/AN/A6001,1125,6823,877
2018-09-12$100.75$95.0043.0%12.2%18.4%7.5%42.7%0.8%0.5%727.5K-28.1M-118.1K1.5517.12N/AN/A4527015,6584,269
2018-09-13$100.50$95.0040.7%12.0%18.6%4.1%42.3%1.1%2.0%758.9K-27.7M-114.7K1.5318.04N/AN/A4246485,6474,273
2018-09-14$99.50$95.0063.3%12.2%17.3%37.5%42.7%10.0%-3.5%564.1K-26.4M-113.7K0.7340.40N/AN/A1,1238185,6434,284
2018-09-17$99.25$95.0044.9%12.8%17.4%10.4%44.5%1.6%-0.1%575.9K-24.8M-114.3K1.3221.69N/AN/A6798955,6504,202
2018-09-18$100.40$95.0044.3%12.8%17.5%9.5%44.2%-2.4%-0.0%735.3K-28.2M-116.3K1.0418.95N/AN/A7157425,8564,243
2018-09-19$102.90$95.0042.6%12.2%18.4%6.9%44.1%2.0%2.6%1.1M-33.6M-117.3K1.3224.75N/AN/A5236916,1374,319
2018-09-20$103.90$95.0042.1%12.0%18.5%6.2%42.3%1.0%0.1%1.2M-35.6M-113.4K1.0418.52N/AN/A6456726,0944,329
2018-09-21$106.65$95.0042.6%12.2%20.0%7.0%42.9%1.7%-0.1%676.4K-40.5M-112.6K0.3818.29N/AN/A2,2038296,1364,339
2018-09-24$101.65$95.0041.3%12.0%27.6%5.0%54.7%-5.4%4.2%601.1K-25.2M-115.2K0.3222.43N/AN/A2,1156665,1872,619
2018-09-25$99.00$92.2541.9%15.1%28.8%5.8%55.9%-32.5%-6.2%1.2M-55.0M-211.5K0.3121.66N/AN/A2,24770410,2175,005
2018-09-26$100.40$92.2553.5%9.3%28.7%22.9%52.3%3.9%8.1%1.3M-59.6M-209.8K0.3121.33N/AN/A2,23368910,4575,013
2018-09-27$101.75$90.0038.2%11.4%28.6%0.4%51.9%-8.0%0.9%1.3M-61.8M-209.4K0.3521.05N/AN/A2,04870810,4084,965
2018-09-28$101.90$90.0039.7%11.3%28.2%2.6%55.8%2.2%-2.7%1.0M-56.5M-205.7K0.3820.63N/AN/A2,02376710,3794,902