AMC Options History — February 2019

In February 2019, AMC traded between $65.80 and $71.60. ATM implied volatility averaged 54.6%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 14.6% (HV 20d: 40.0%). Max pain ranged from $67.50 to $72.25. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 1.13.

Notable Days

  • 2019-02-28: Highest Volume — 1,196 contracts
  • 2019-02-28: Largest IV drop — 10.1% change
  • 2019-02-21: Highest IV Rank — 33.3%
  • 2019-02-25: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.54$65.80$71.60$70.90$70.10
Max Pain$71.76$67.50$72.25$72.25$67.50
ATM IV54.6%49.7%57.6%53.1%49.7%
Expected Move16.1%14.5%18.3%14.5%18.0%
HV 20d40.0%36.0%44.7%44.7%36.9%
HV 60d47.2%43.0%55.2%55.2%43.0%
IV Rank28.0%20.0%33.3%24.7%20.0%
IV Percentile72.8%55.2%85.3%67.9%55.2%
Term Structure-1.9%-4.2%2.1%2.1%-0.9%
VWIV56.1%51.6%61.8%52.5%61.1%
Skew 25d4.4%1.7%7.5%3.5%5.7%
Skew 10d12.4%-3.6%32.5%14.2%18.1%
Call IV 25d52.8%49.4%57.4%51.6%49.4%
Put IV 25d57.2%55.1%60.5%55.1%55.2%
Bid-Ask Spread %16.9411.2724.8021.2324.80
Gamma HHI0.080.060.130.080.06
Net GEX3.2K-156.6K142.5K107.0K142.5K
Net DEX-1.9M-4.7M738.5K-3.9M-4.7M
Net VEX-58.7K-62.8K-55.2K-61.2K-62.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.153.762.910.64
Total Volume417.7371601,1964691,196
Total OI6,319.7895,9677,0076,0557,007

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$70.90$72.2553.1%14.5%44.7%24.7%52.5%3.5%2.1%107.0K-3.9M-61.2K2.9121.23N/AN/A1203493,7422,313
2019-02-04$71.60$72.2554.6%14.9%44.0%27.0%51.6%4.5%-2.2%91.7K-3.8M-62.2K0.7611.27N/AN/A2201683,6522,388
2019-02-05$70.50$72.2554.7%15.0%41.2%27.2%53.5%3.3%-1.8%45.4K-2.7M-60.1K0.1512.29N/AN/A248383,7102,409
2019-02-06$69.20$72.2556.1%15.1%40.4%30.7%52.0%2.7%-2.1%-19.7K-1.8M-59.5K3.7612.46N/AN/A341263,7512,420
2019-02-07$66.95$72.2555.4%15.6%39.3%29.5%53.1%6.8%-1.7%-156.6K471.1K-57.3K0.9512.60N/AN/A1681603,7862,491
2019-02-08$68.45$72.2555.5%15.3%39.8%29.7%53.4%3.7%-4.2%-8.5K-1.1M-59.4K2.1715.87N/AN/A1212623,8542,540
2019-02-11$65.80$72.2555.3%15.8%41.2%29.4%56.6%5.1%1.2%-122.5K738.5K-55.4K2.0915.46N/AN/A1242583,7442,411
2019-02-12$66.30$72.2553.2%15.1%41.3%25.9%54.3%2.8%-1.9%-139.5K583.1K-57.8K1.1711.51N/AN/A2122483,8012,554
2019-02-13$67.20$72.2554.0%15.5%41.2%27.2%53.9%4.1%-2.4%-99.8K-541.5K-58.4K0.9417.67N/AN/A2101983,9532,649
2019-02-14$68.45$72.2553.7%15.6%41.9%26.6%54.3%5.5%-3.7%-9.2K-2.0M-59.4K0.7712.76N/AN/A2461903,9972,652
2019-02-15$69.10$72.2553.0%15.5%42.1%25.5%53.6%4.8%-2.9%41.3K-2.5M-59.4K1.3315.31N/AN/A1722294,0472,655
2019-02-19$66.30$72.2555.4%16.0%43.6%29.5%56.5%3.9%-3.4%-20.2K-519.1K-55.2K1.3918.63N/AN/A1081503,6502,317
2019-02-20$68.20$72.2553.9%16.5%38.5%26.9%57.7%5.2%-2.3%17.1K-1.8M-57.4K0.5019.46N/AN/A180903,7352,406
2019-02-21$68.20$72.2557.6%16.9%37.9%33.3%57.7%3.1%-2.6%34.2K-1.8M-57.6K0.4820.40N/AN/A2221073,7902,435
2019-02-22$69.20$72.2554.4%16.7%36.3%27.8%58.7%7.5%-0.2%22.0K-2.6M-58.2K0.4620.55N/AN/A2951363,8222,440
2019-02-25$68.80$72.2556.3%18.3%36.0%31.1%61.8%1.7%-3.6%29.5K-2.3M-57.6K0.2421.19N/AN/A199483,7652,338
2019-02-26$67.80$70.0055.9%17.8%36.3%30.4%61.3%4.0%-1.3%30.3K-1.9M-56.8K0.2120.66N/AN/A339733,9402,364
2019-02-27$69.30$70.0055.3%18.2%36.9%29.4%61.8%6.4%-2.7%76.7K-3.4M-60.2K0.4517.73N/AN/A4802134,1342,414
2019-02-28$70.10$67.5049.7%18.0%36.9%20.0%61.1%5.7%-0.9%142.5K-4.7M-62.8K0.6424.80N/AN/A7284684,4602,547