AMC Options History — November 2018

In November 2018, AMC traded between $66.80 and $96.00. ATM implied volatility averaged 53.2%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 9.6% (HV 20d: 62.8%). Max pain ranged from $72.25 to $100.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.03.

Notable Days

  • 2018-11-09: Highest Volume — 3,785 contracts
  • 2018-11-05: Largest IV spike — 55.6% change
  • 2018-11-05: Highest IV Rank — 75.6%
  • 2018-11-02: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.99$66.80$96.00$96.00$68.30
Max Pain$82.51$72.25$100.00$100.00$72.25
ATM IV53.2%46.3%89.1%59.9%50.2%
Expected Move15.0%13.1%21.0%19.2%15.5%
HV 20d62.8%49.1%70.5%49.5%65.3%
HV 60d45.1%34.9%51.2%36.7%51.2%
IV Rank22.7%12.4%75.6%32.4%19.9%
IV Percentile59.5%39.7%98.4%77.0%57.9%
Term Structure-0.4%-8.1%9.4%9.4%0.6%
VWIV53.4%45.9%73.4%68.7%53.9%
Skew 25d3.6%0.3%11.4%0.4%4.0%
Skew 10d10.9%-9.3%106.2%3.3%63.4%
Call IV 25d50.9%43.7%67.2%60.4%50.4%
Put IV 25d54.5%47.5%78.5%60.8%54.4%
Bid-Ask Spread %22.1713.4245.0528.9020.96
Gamma HHI0.160.060.390.070.28
Net GEX240.9K-38.2K534.7K428.0K304.2K
Net DEX3.1M-17.8M22.9M-17.8M6.6M
Net VEX-97.1K-133.7K-67.7K-125.4K-87.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.272.210.401.30
Total Volume1,672.2388303,7858301,375
Total OI12,34010,31314,07110,31313,941

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$96.00$100.0059.9%19.2%49.5%32.4%68.7%0.4%9.4%428.0K-17.8M-125.4K0.4028.90N/AN/A5922386,0744,239
2018-11-02$95.20$100.0057.3%21.0%49.4%28.5%73.4%3.5%-0.3%443.2K-16.5M-125.3K2.2124.18N/AN/A5111,1316,0994,242
2018-11-05$95.95$87.2589.1%16.1%49.6%75.6%59.6%11.4%-3.4%187.2K-13.9M-133.7K0.5621.86N/AN/A5653195,8124,875
2018-11-06$92.15$87.2556.0%15.5%51.5%26.8%61.0%5.1%1.6%130.5K-7.9M-129.8K0.8018.90N/AN/A6305065,8924,950
2018-11-07$91.90$87.2558.0%15.0%49.5%29.7%55.8%0.9%-3.5%85.7K-6.9M-128.4K0.2716.33N/AN/A1,4053756,0505,193
2018-11-08$90.75$87.2557.6%15.4%49.1%29.1%56.7%1.6%-8.1%260.3K-7.7M-127.9K1.2120.89N/AN/A9891,1926,7785,250
2018-11-09$78.65$87.2550.8%13.6%69.7%19.1%49.1%6.3%-4.6%-38.2K22.9M-89.4K1.2645.05N/AN/A1,6752,1107,5056,566
2018-11-12$76.40$87.2546.7%13.3%69.0%13.0%48.6%4.5%0.1%6.3K15.3M-82.0K0.6813.42N/AN/A8145516,8935,471
2018-11-13$77.30$87.2546.4%13.1%66.9%12.5%48.8%2.2%-0.1%11.4K10.5M-82.6K1.1717.41N/AN/A7278546,9714,981
2018-11-14$78.70$87.2549.4%13.3%67.7%17.0%45.9%4.6%-6.1%75.7K7.6M-85.1K1.1220.82N/AN/A7528447,1514,895
2018-11-15$74.70$87.2548.4%13.6%69.3%15.4%47.8%1.8%-1.1%114.4K11.2M-79.2K1.0617.59N/AN/A7097517,3074,902
2018-11-16$70.60$87.2546.3%13.3%70.2%12.4%46.7%3.2%-0.4%25.7K13.7M-67.7K0.6614.78N/AN/A1,0586987,5804,935
2018-11-19$67.50$82.2550.1%14.1%70.5%18.0%50.0%2.6%2.8%108.2K8.8M-67.9K0.5817.84N/AN/A1,8011,0456,7364,091
2018-11-20$66.80$72.2551.8%14.8%70.5%20.4%51.7%5.6%-0.7%232.8K9.1M-81.2K0.3919.90N/AN/A1,2784947,9014,638
2018-11-21$69.75$72.2549.0%14.0%69.8%16.3%47.8%4.6%-2.0%500.5K4.6M-91.3K1.1524.73N/AN/A1,1021,2668,4324,744
2018-11-23$69.40$72.2554.7%15.5%67.7%24.8%52.6%2.7%6.0%534.7K3.9M-96.2K0.9039.46N/AN/A1,1901,0758,5984,985
2018-11-26$70.95$72.2547.9%14.1%67.6%14.7%49.3%4.5%-0.9%468.1K4.4M-94.0K1.4019.15N/AN/A4606468,3975,146
2018-11-27$67.70$72.2548.9%14.7%65.7%16.2%50.2%0.3%-1.7%336.0K7.3M-83.4K1.5318.01N/AN/A4366688,4404,964
2018-11-28$68.80$72.2547.5%14.2%64.4%14.2%50.8%1.7%0.1%371.8K6.9M-85.9K1.4823.93N/AN/A4486648,5255,128
2018-11-29$70.35$72.2550.3%15.1%65.2%20.1%53.0%4.1%3.0%471.8K2.7M-93.9K1.4221.43N/AN/A4846898,6465,217
2018-11-30$68.30$72.2550.2%15.5%65.3%19.9%53.9%4.0%0.6%304.2K6.6M-87.7K1.3020.96N/AN/A5977788,6995,242