AMC Options History — December 2018

In December 2018, AMC traded between $60.70 and $76.90. ATM implied volatility averaged 55.6%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 2.0% (HV 20d: 53.6%). Max pain ranged from $72.25 to $87.25. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.08.

Notable Days

  • 2018-12-03: Highest Volume — 1,724 contracts
  • 2018-12-26: Largest IV spike — 56.3% change
  • 2018-12-26: Highest IV Rank — 93.0%
  • 2018-12-20: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.62$60.70$76.90$71.10$61.20
Max Pain$83.75$72.25$87.25$72.25$82.25
ATM IV55.6%45.2%95.3%45.2%54.3%
Expected Move15.4%13.7%17.5%13.8%15.6%
HV 20d53.6%45.2%69.2%68.4%46.4%
HV 60d53.3%51.8%54.5%51.8%54.4%
IV Rank28.8%11.8%93.0%11.8%26.6%
IV Percentile69.7%33.3%99.2%33.3%69.8%
Term Structure0.7%-4.0%25.2%3.8%-1.0%
VWIV54.9%48.0%64.5%48.0%56.0%
Skew 25d4.8%-5.8%30.1%4.8%3.7%
Skew 10d9.7%-18.0%40.3%4.2%29.8%
Call IV 25d53.3%43.3%74.9%43.3%52.8%
Put IV 25d58.0%48.1%81.7%48.1%56.4%
Bid-Ask Spread %25.5613.2876.9515.4917.81
Gamma HHI0.210.070.310.300.07
Net GEX413.1K-61.9K791.7K455.6K-61.9K
Net DEX1.9M-11.9M14.7M2.1M7.8M
Net VEX-82.2K-101.4K-53.0K-94.2K-53.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.292.560.901.34
Total Volume664.81701,7241,724419
Total OI13,946.5510,56315,13213,62410,563

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$71.10$72.2545.2%13.8%68.4%11.8%48.0%4.8%3.8%455.6K2.1M-94.2K0.9015.49N/AN/A9078178,3675,257
2018-12-04$71.25$72.2549.0%13.8%68.1%18.0%52.6%3.1%1.0%563.9K347.6K-95.1K1.2968.43N/AN/A2713499,1935,093
2018-12-05$71.25$72.2549.0%14.0%67.6%18.0%53.5%3.0%0.5%579.3K617.8K-94.1K1.0776.95N/AN/A2722909,1935,093
2018-12-06$73.30$87.2549.2%14.0%69.1%18.4%48.8%6.0%0.2%624.1K-2.2M-97.0K0.2918.04N/AN/A141419,3185,305
2018-12-07$72.95$87.2548.4%14.0%69.2%17.0%48.1%3.3%-0.9%700.0K-4.1M-99.0K0.4918.21N/AN/A2751369,3635,328
2018-12-10$71.40$87.2552.4%14.7%48.8%23.5%49.1%30.1%-1.4%635.3K-1.1M-91.7K0.3521.56N/AN/A235818,9194,961
2018-12-11$75.35$87.2550.0%13.7%52.1%19.5%48.6%7.2%-2.8%746.8K-9.4M-99.4K0.4418.62N/AN/A4191839,0554,982
2018-12-12$76.90$87.2547.4%13.7%52.5%15.4%49.4%4.0%0.7%791.7K-11.9M-100.6K0.3114.75N/AN/A4971529,0775,041
2018-12-13$74.25$87.2552.5%14.6%53.4%23.7%52.4%3.9%-2.4%705.8K-6.6M-101.4K0.4117.03N/AN/A5532289,2235,063
2018-12-14$72.35$87.2556.7%15.6%51.0%30.5%54.8%3.3%-4.0%686.8K-3.7M-99.7K0.5819.55N/AN/A5893439,5155,105
2018-12-17$70.10$87.2556.6%16.0%48.1%30.2%56.1%2.3%-1.9%644.2K-12.4K-90.6K0.6213.28N/AN/A105659,5975,077
2018-12-18$69.90$87.2555.9%16.0%45.2%29.1%55.8%1.2%0.5%660.3K1.8M-87.1K0.5513.67N/AN/A171949,6355,123
2018-12-19$66.55$87.2556.3%16.1%48.5%29.8%56.2%4.6%25.2%374.7K7.1M-75.9K0.7927.66N/AN/A2061629,6485,110
2018-12-20$64.90$87.2561.5%17.5%46.4%38.2%62.8%3.2%-0.0%190.9K9.5M-75.6K1.4720.90N/AN/A2994399,7285,188
2018-12-21$61.90$87.2558.3%17.0%49.0%33.0%58.7%5.0%-3.5%49.4K14.7M-61.2K2.4718.18N/AN/A3378329,8485,284
2018-12-24$61.95$82.2561.0%17.4%47.9%37.4%61.2%5.3%-0.4%23.7K9.1M-59.2K1.2023.59N/AN/A4475388,5864,397
2018-12-26$63.10$82.2595.3%16.8%46.3%93.0%61.3%-5.8%-0.2%4.2K8.2M-58.4K2.0041.45N/AN/A2695398,6334,333
2018-12-27$60.70$82.2558.0%17.5%47.3%32.6%64.5%5.6%2.6%-59.8K8.3M-54.2K2.5219.45N/AN/A2396018,7894,010
2018-12-28$61.95$82.2556.0%16.6%47.1%29.3%61.0%1.0%-1.4%-53.2K7.7M-55.9K2.5626.51N/AN/A2125438,8844,047
2018-12-31$61.20$82.2554.3%15.6%46.4%26.6%56.0%3.7%-1.0%-61.9K7.8M-53.0K1.3417.81N/AN/A1792406,6103,953