AMC Options History — October 2018

In October 2018, AMC traded between $89.00 and $100.60. ATM implied volatility averaged 50.6%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 14.2% (HV 20d: 36.4%). Max pain ranged from $92.25 to $100.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.89.

Notable Days

2018-10-01: Highest Volume — 2,254 contracts
2018-10-02: Largest IV spike — 59.9% change
2018-10-29: Highest IV Rank — 59.1%
2018-10-29: Largest Expected Move — 19.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$96.66	$89.00	$100.60	$99.15	$96.75
Max Pain	$98.99	$92.25	$100.00	$92.25	$100.00
ATM IV	50.6%	38.9%	77.9%	38.9%	59.1%
Expected Move	14.3%	8.6%	19.6%	11.1%	19.4%
HV 20d	36.4%	30.1%	50.1%	30.3%	49.6%
HV 60d	33.7%	31.7%	36.7%	33.1%	36.7%
IV Rank	18.7%	1.5%	59.1%	1.5%	31.3%
IV Percentile	48.1%	2.4%	95.2%	2.4%	75.8%
Term Structure	-2.1%	-40.3%	18.7%	18.7%	3.5%
VWIV	52.4%	38.0%	70.0%	59.9%	68.3%
Skew 25d	3.2%	-8.3%	38.9%	-6.8%	1.6%
Skew 10d	4.6%	-31.7%	26.6%	8.7%	-0.4%
Call IV 25d	49.7%	38.2%	72.7%	53.5%	60.2%
Put IV 25d	53.0%	40.3%	87.5%	46.7%	61.7%
Bid-Ask Spread %	22.04	14.65	49.87	19.39	49.87
Gamma HHI	0.10	0.06	0.13	0.06	0.07
Net GEX	621.2K	248.2K	1.2M	1.1M	380.3K
Net DEX	-24.7M	-53.4M	-9.8M	-53.4M	-18.9M
Net VEX	-114.0K	-201.6K	-94.9K	-199.0K	-126.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.89	0.24	2.55	0.24	0.39
Total Volume	1,035.174	534	2,254	2,254	792
Total OI	9,274.913	7,926	14,533	14,300	10,220

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
2018-10-01	$99.15	$92.25	38.9%	11.1%	30.3%	1.5%	59.9%	-6.8%	18.7%	1.1M	-53.4M	-199.0K	0.24	19.39	N/A	N/A	1,811	443	9,711	4,589
2018-10-02	$98.50	$92.25	62.2%	8.6%	30.2%	35.9%	69.5%	6.5%	-40.3%	1.2M	-52.4M	-201.6K	0.36	19.72	N/A	N/A	1,621	584	9,898	4,635
2018-10-03	$100.60	$92.25	40.3%	11.1%	31.0%	3.5%	38.0%	2.2%	6.0%	834.7K	-30.7M	-105.6K	1.06	15.81	N/A	N/A	341	361	5,639	2,628
2018-10-04	$99.55	$100.00	41.5%	12.7%	30.7%	5.3%	44.4%	0.8%	4.2%	844.1K	-29.5M	-105.3K	0.37	22.02	N/A	N/A	733	275	5,712	2,621
2018-10-05	$98.30	$100.00	43.3%	12.9%	30.2%	7.9%	45.6%	1.7%	5.9%	680.6K	-27.0M	-104.4K	0.89	22.31	N/A	N/A	290	260	5,660	2,667
2018-10-08	$98.20	$100.00	45.0%	13.0%	30.1%	10.4%	45.4%	3.6%	-0.3%	675.6K	-25.6M	-102.2K	1.04	15.54	N/A	N/A	366	382	5,421	2,559
2018-10-09	$98.25	$100.00	45.6%	13.1%	30.1%	11.3%	46.0%	1.4%	-0.2%	670.9K	-25.8M	-102.2K	1.35	14.65	N/A	N/A	285	384	5,508	2,735
2018-10-10	$94.35	$100.00	47.8%	13.3%	32.5%	14.7%	46.6%	0.4%	-2.5%	582.1K	-20.3M	-100.3K	1.00	19.87	N/A	N/A	424	426	5,554	2,747
2018-10-11	$92.25	$100.00	48.8%	13.3%	33.2%	16.1%	47.2%	4.1%	-2.2%	500.5K	-16.7M	-99.1K	0.94	33.13	N/A	N/A	474	447	5,669	2,811
2018-10-12	$94.15	$100.00	48.6%	13.3%	34.2%	15.7%	46.1%	3.4%	-3.3%	578.1K	-18.8M	-100.6K	1.18	32.91	N/A	N/A	358	423	5,712	2,819
2018-10-15	$96.35	$100.00	51.6%	14.7%	35.4%	20.2%	50.8%	2.8%	-4.2%	604.2K	-22.4M	-101.8K	0.35	17.98	N/A	N/A	820	285	5,615	2,814
2018-10-16	$100.30	$100.00	48.0%	13.7%	38.2%	14.8%	47.5%	1.5%	-2.2%	832.6K	-30.5M	-107.1K	0.53	19.63	N/A	N/A	463	247	6,044	2,856
2018-10-17	$99.45	$100.00	48.7%	14.0%	37.1%	16.0%	48.7%	2.3%	-3.6%	840.0K	-28.9M	-104.1K	0.81	16.08	N/A	N/A	295	239	5,997	2,883
2018-10-18	$98.20	$100.00	47.6%	13.7%	37.1%	14.3%	48.8%	0.4%	-1.2%	793.8K	-26.5M	-103.8K	0.85	18.47	N/A	N/A	330	280	5,972	2,896
2018-10-19	$99.20	$100.00	47.9%	14.0%	35.8%	14.8%	48.4%	-0.1%	-2.3%	572.1K	-28.3M	-101.1K	0.72	16.08	N/A	N/A	375	272	6,001	2,939
2018-10-22	$99.45	$100.00	45.8%	13.8%	31.8%	11.6%	48.4%	2.1%	-1.5%	577.5K	-25.3M	-98.1K	0.65	19.38	N/A	N/A	433	281	5,229	2,697
2018-10-23	$98.40	$100.00	49.3%	14.1%	30.6%	16.8%	48.6%	38.9%	0.1%	550.4K	-23.0M	-98.5K	2.07	17.68	N/A	N/A	361	747	5,292	2,772
2018-10-24	$90.65	$100.00	52.0%	15.6%	41.6%	20.9%	53.0%	1.8%	-2.5%	258.4K	-9.8M	-94.9K	0.73	19.20	N/A	N/A	797	578	5,338	3,216
2018-10-25	$93.65	$100.00	51.2%	15.1%	43.3%	19.6%	51.7%	2.2%	-3.2%	248.2K	-14.7M	-103.4K	0.42	17.80	N/A	N/A	1,014	421	5,757	3,510
2018-10-26	$89.00	$100.00	62.8%	18.4%	46.3%	36.8%	63.4%	3.1%	-8.1%	373.4K	-9.9M	-107.7K	2.55	19.79	N/A	N/A	596	1,519	6,197	3,411
2018-10-29	$92.75	$100.00	77.9%	19.6%	48.6%	59.1%	67.8%	9.1%	-11.6%	262.6K	-13.4M	-127.1K	1.56	23.97	N/A	N/A	500	782	5,975	4,197
2018-10-30	$95.70	$100.00	59.9%	19.6%	50.1%	32.5%	70.0%	-8.3%	1.8%	307.7K	-17.4M	-128.0K	0.46	35.69	N/A	N/A	477	217	5,982	4,218
2018-10-31	$96.75	$100.00	59.1%	19.4%	49.6%	31.3%	68.3%	1.6%	3.5%	380.3K	-18.9M	-126.6K	0.39	49.87	N/A	N/A	569	223	5,988	4,232