AMC Options History — March 2019

In March 2019, AMC traded between $72.25 and $79.30. ATM implied volatility averaged 40.0%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 13.6% (HV 20d: 53.6%). Max pain ranged from $65.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2019-03-01: Highest Volume — 1,817 contracts
  • 2019-03-21: Largest IV drop — 5.8% change
  • 2019-03-08: Highest IV Rank — 10.5%
  • 2019-03-06: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.76$72.25$79.30$79.30$74.30
Max Pain$72.11$65.00$75.00$70.00$75.00
ATM IV40.0%36.1%44.1%42.3%37.5%
Expected Move12.9%12.4%13.7%12.8%12.8%
HV 20d53.6%30.6%57.6%56.2%30.6%
HV 60d47.5%44.4%50.0%49.2%44.4%
IV Rank4.8%0.0%10.5%7.5%2.4%
IV Percentile9.7%0.0%28.6%18.7%1.2%
Term Structure0.3%-2.0%4.2%-1.4%3.2%
VWIV45.0%39.3%48.9%43.2%44.9%
Skew 25d3.0%0.1%5.5%5.5%4.8%
Skew 10d12.0%-2.5%26.0%21.1%8.6%
Call IV 25d38.9%35.2%42.3%40.1%35.2%
Put IV 25d42.0%38.7%45.6%45.6%39.9%
Bid-Ask Spread %19.9313.6840.6228.7215.10
Gamma HHI0.110.070.150.080.15
Net GEX309.6K240.4K463.0K388.0K295.2K
Net DEX-7.6M-17.1M-5.0M-17.1M-5.8M
Net VEX-65.2K-70.9K-61.8K-62.5K-63.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.112.990.361.38
Total Volume444.7621041,8171,817223
Total OI6,752.9525,3997,9637,7075,934

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$79.30$70.0042.3%12.8%56.2%7.5%43.2%5.5%-1.4%388.0K-17.1M-62.5K0.3628.72N/AN/A1,3314864,9402,767
2019-03-04$77.00$70.0043.0%13.6%56.2%8.6%47.9%3.2%-1.9%411.0K-11.2M-65.8K0.6421.95N/AN/A3692354,6632,373
2019-03-05$78.20$70.0041.7%12.9%56.3%6.5%44.3%3.1%1.2%463.0K-12.6M-66.0K0.7632.02N/AN/A2471884,8732,576
2019-03-06$75.80$70.0042.9%13.7%57.3%8.5%46.9%2.9%-0.6%411.1K-10.0M-66.7K0.7317.15N/AN/A1811334,9572,590
2019-03-07$74.00$70.0043.0%12.8%57.6%8.6%44.8%2.9%-0.6%338.3K-7.5M-64.6K0.1916.18N/AN/A507984,9802,655
2019-03-08$73.40$72.2544.1%13.1%56.2%10.5%39.3%3.5%-1.9%305.2K-6.3M-63.6K0.7015.00N/AN/A4012794,8362,667
2019-03-11$73.05$65.0043.0%13.1%55.9%8.5%47.0%1.0%-0.7%332.8K-6.5M-62.0K2.0020.20N/AN/A1082164,6932,527
2019-03-12$72.25$70.0042.3%13.1%53.9%7.6%46.6%2.3%0.0%252.7K-5.0M-62.5K0.7314.98N/AN/A86634,7552,734
2019-03-13$72.55$70.0040.7%12.7%53.9%4.9%46.8%1.4%-0.3%269.8K-5.2M-61.8K2.9915.77N/AN/A812444,7712,776
2019-03-14$72.35$70.0040.2%13.1%53.8%4.0%48.9%2.4%2.5%243.1K-5.0M-63.1K2.6514.58N/AN/A1193144,7823,023
2019-03-15$72.45$70.0038.9%12.6%53.5%1.7%45.9%3.6%-0.3%243.5K-5.2M-62.1K1.9622.84N/AN/A2164234,8053,158
2019-03-18$75.15$0.0037.4%12.4%54.8%0.0%43.1%4.4%-0.5%247.8K-6.4M-63.0K0.1121.50N/AN/A511583,3172,082
2019-03-19$73.60$75.0038.5%12.8%53.0%1.9%44.0%0.1%-0.1%255.7K-6.0M-66.5K1.2619.84N/AN/A1531923,6482,119
2019-03-20$75.05$75.0038.3%12.8%52.6%1.6%44.7%2.7%-0.8%302.8K-7.3M-68.0K1.2240.62N/AN/A1491823,7162,235
2019-03-21$76.90$75.0036.1%12.4%53.0%0.0%43.7%2.5%0.5%359.1K-9.0M-70.9K0.4118.41N/AN/A2951203,7552,244
2019-03-22$75.60$75.0037.7%12.9%53.5%2.7%44.7%3.1%-2.0%283.7K-8.0M-70.0K0.4721.84N/AN/A2541203,8082,257
2019-03-25$76.70$75.0038.0%13.2%53.5%3.2%44.8%4.9%2.1%321.5K-8.6M-68.9K0.6518.25N/AN/A63413,7262,181
2019-03-26$74.25$75.0039.5%12.9%54.7%5.7%43.3%3.9%1.7%266.6K-6.2M-67.2K0.7515.53N/AN/A109823,7462,204
2019-03-27$74.30$75.0038.0%13.0%54.4%3.2%44.6%1.9%4.2%269.4K-6.1M-66.3K0.3614.29N/AN/A233843,7782,244
2019-03-28$73.80$75.0037.5%13.2%54.4%2.3%44.4%3.5%3.1%240.4K-5.4M-64.6K1.1613.68N/AN/A68783,6722,245
2019-03-29$74.30$75.0037.5%12.8%30.6%2.4%44.9%4.8%3.2%295.2K-5.8M-63.3K1.3815.10N/AN/A941293,6812,253