AMC Options History — January 2019

In January 2019, AMC traded between $64.20 and $73.05. ATM implied volatility averaged 49.8%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 1.6% (HV 20d: 48.3%). Max pain ranged from $65.00 to $82.25. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2019-01-04: Highest Volume — 1,045 contracts
  • 2019-01-11: Largest IV drop — 9.9% change
  • 2019-01-02: Highest IV Rank — 31.7%
  • 2019-01-02: Largest Expected Move — 15.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.94$64.20$73.05$64.20$73.05
Max Pain$69.50$65.00$82.25$82.25$72.25
ATM IV49.8%44.2%57.5%57.5%52.1%
Expected Move13.6%12.3%15.5%15.5%14.7%
HV 20d48.3%43.6%54.3%47.4%43.6%
HV 60d56.2%54.3%57.5%55.6%55.1%
IV Rank19.3%10.2%31.7%31.7%23.0%
IV Percentile54.3%27.4%80.2%80.2%63.9%
Term Structure0.8%-3.9%9.6%-2.3%-0.7%
VWIV47.6%42.0%54.4%54.4%51.9%
Skew 25d2.5%-0.1%6.0%-0.1%4.3%
Skew 10d13.9%-11.3%28.7%16.5%25.6%
Call IV 25d48.7%41.5%57.3%57.3%49.7%
Put IV 25d51.2%44.9%57.2%57.2%54.0%
Bid-Ask Spread %19.7512.5333.8923.3422.89
Gamma HHI0.080.060.120.060.10
Net GEX102.0K-63.8K272.7K-19.4K200.6K
Net DEX-1.2M-5.4M5.6M5.6M-5.4M
Net VEX-62.9K-68.2K-56.4K-56.4K-62.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.412.291.411.51
Total Volume386.333701,045836330
Total OI9,100.3815,35611,59910,5975,954

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$64.20$82.2557.5%15.5%47.4%31.7%54.4%-0.1%-2.3%-19.4K5.6M-56.4K1.4123.34N/AN/A3474896,6653,932
2019-01-03$65.90$65.0054.3%15.0%48.7%26.5%52.9%0.9%-0.1%20.5K3.9M-58.0K1.1524.76N/AN/A4304966,7683,964
2019-01-04$67.65$65.0052.7%14.4%49.8%24.0%50.6%4.2%-0.2%-63.8K2.2M-61.9K1.3526.06N/AN/A4465996,8474,103
2019-01-07$70.90$65.0052.1%14.4%51.8%23.1%49.1%5.6%-1.4%162.3K-5.2K-65.9K0.4116.05N/AN/A156646,7004,218
2019-01-08$72.85$65.0048.1%13.2%52.7%16.5%47.9%2.7%-0.7%272.7K-2.4M-68.2K0.7422.86N/AN/A2261686,8294,375
2019-01-09$69.85$65.0048.5%13.1%54.3%17.1%45.5%4.0%-2.8%138.7K736.9K-67.3K1.2819.45N/AN/A2182786,9164,374
2019-01-10$68.70$70.0052.8%14.2%50.5%24.2%49.8%2.3%-3.9%39.0K2.2M-66.1K1.0016.94N/AN/A2632646,9714,409
2019-01-11$70.30$70.0047.6%13.7%50.7%15.8%47.9%6.0%-1.0%122.3K647.5K-67.1K1.2317.15N/AN/A2202707,0784,521
2019-01-14$70.35$70.0046.9%13.2%49.4%14.7%48.1%2.7%2.0%80.1K184.1K-66.6K0.8823.79N/AN/A51456,9344,444
2019-01-15$71.40$70.0047.8%13.8%49.0%16.1%46.9%3.4%0.2%128.1K-595.4K-66.2K1.0117.54N/AN/A1131146,9664,451
2019-01-16$70.95$70.0046.1%13.2%47.7%13.3%44.8%2.1%-1.5%133.1K-782.7K-63.6K0.7418.26N/AN/A124927,0144,463
2019-01-17$70.75$70.0044.7%12.8%47.7%11.0%42.9%2.4%-1.6%158.8K-3.5M-62.5K0.6221.11N/AN/A161997,0324,087
2019-01-18$72.20$70.0044.2%12.6%44.3%10.2%42.0%3.5%0.2%139.5K-4.3M-62.6K0.4712.61N/AN/A2441157,0284,099
2019-01-22$67.60$70.0048.4%13.5%49.9%16.9%48.7%0.8%5.5%43.2K-2.0M-57.3K2.2921.63N/AN/A1032363,4471,909
2019-01-23$68.85$70.0048.5%13.3%46.6%17.2%48.1%1.7%4.4%37.3K-2.5M-60.5K1.6715.18N/AN/A1512533,5092,102
2019-01-24$71.10$70.0049.1%13.1%47.5%18.1%48.6%1.5%7.7%110.0K-4.1M-62.5K1.0116.50N/AN/A1441453,5942,150
2019-01-25$70.05$70.0048.0%12.3%47.9%16.3%42.0%1.5%9.6%69.6K-3.3M-60.5K1.0617.38N/AN/A1451543,6412,189
2019-01-28$70.30$70.0052.3%13.5%45.0%23.4%47.1%1.2%1.0%107.4K-3.6M-60.9K0.6014.80N/AN/A44263,6142,126
2019-01-29$71.30$70.0052.0%12.8%44.8%22.8%44.6%1.3%0.7%142.2K-4.2M-62.2K0.6412.53N/AN/A61393,6532,169
2019-01-30$70.45$70.0052.8%13.4%44.8%24.2%46.2%1.3%0.8%119.7K-3.5M-61.4K2.0333.89N/AN/A631273,6752,188
2019-01-31$73.05$72.2552.1%14.7%43.6%23.0%51.9%4.3%-0.7%200.6K-5.4M-62.9K1.5122.89N/AN/A1311993,6902,264