AMC Options History — April 2019

In April 2019, AMC traded between $72.80 and $83.05. ATM implied volatility averaged 48.1%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 12.4% (HV 20d: 35.7%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2019-04-08: Highest Volume — 1,796 contracts
  • 2019-04-02: Largest IV spike — 20.4% change
  • 2019-04-11: Highest IV Rank — 30.3%
  • 2019-04-30: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.18$72.80$83.05$74.40$75.80
Max Pain$74.52$70.00$75.00$75.00$75.00
ATM IV48.1%38.4%54.1%38.4%52.9%
Expected Move14.3%12.6%17.0%13.0%17.0%
HV 20d35.7%26.8%40.9%29.0%40.1%
HV 60d43.6%42.1%44.7%44.2%42.7%
IV Rank20.3%3.8%30.3%3.8%28.4%
IV Percentile55.6%4.4%80.2%4.4%79.4%
Term Structure-0.5%-8.9%6.6%6.5%0.7%
VWIV49.9%44.3%57.5%44.3%57.5%
Skew 25d4.7%1.8%10.7%2.3%4.7%
Skew 10d14.8%-12.5%41.9%27.9%6.0%
Call IV 25d46.2%36.7%50.4%39.2%50.1%
Put IV 25d50.9%38.7%58.2%41.5%54.8%
Bid-Ask Spread %18.8814.8525.7315.3319.77
Gamma HHI0.140.070.500.100.09
Net GEX76.8K-512.4K342.4K206.2K158.8K
Net DEX-9.0M-16.9M-4.2M-5.8M-5.6M
Net VEX-73.6K-86.8K-62.5K-62.9K-76.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.302.950.320.39
Total Volume721.1431631,796163880
Total OI7,683.2865,69910,6615,6997,328

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$74.40$75.0038.4%13.0%29.0%3.8%44.3%2.3%6.5%206.2K-5.8M-62.9K0.3215.33N/AN/A123403,5132,186
2019-04-02$73.90$75.0046.2%13.2%28.4%17.0%45.1%10.7%-8.9%205.2K-5.1M-63.0K1.2318.11N/AN/A971193,5952,221
2019-04-03$72.80$75.0039.8%13.0%26.8%6.2%46.0%2.0%5.9%162.1K-4.5M-62.5K1.5217.06N/AN/A801223,6232,311
2019-04-04$74.85$75.0039.0%12.6%27.4%4.9%45.0%2.1%6.6%252.6K-6.1M-62.8K0.6916.06N/AN/A1791243,6492,354
2019-04-05$75.05$70.0042.5%12.9%27.2%10.8%46.0%1.8%5.0%342.4K-6.6M-63.2K0.9415.95N/AN/A7857393,6902,357
2019-04-08$81.05$70.0049.1%13.9%38.1%21.9%48.3%3.5%-2.8%311.2K-16.9M-74.5K0.8320.24N/AN/A9798174,6043,327
2019-04-09$81.10$75.0051.3%14.1%37.7%25.6%48.9%5.3%-2.5%214.9K-13.8M-81.4K2.5416.22N/AN/A4911,2504,6983,575
2019-04-10$80.80$75.0052.8%14.7%37.8%28.2%50.5%6.2%-1.8%21.1K-11.9M-84.8K2.4215.56N/AN/A3458354,7304,435
2019-04-11$80.60$75.0054.1%14.6%37.8%30.3%50.3%7.7%-4.0%-133.1K-9.8M-86.8K1.0716.20N/AN/A3003204,7525,060
2019-04-12$82.20$75.0048.9%14.1%38.1%21.5%48.8%4.8%0.4%124.4K-13.6M-85.0K1.0421.42N/AN/A3894074,8275,247
2019-04-15$82.25$75.0051.1%14.5%36.5%25.3%49.3%3.8%-1.1%-176.5K-13.6M-80.1K0.6822.40N/AN/A125854,6145,232
2019-04-16$83.05$75.0048.0%13.6%35.2%20.1%47.2%5.7%1.0%-48.7K-16.2M-77.8K0.7122.78N/AN/A3692624,6675,261
2019-04-17$82.75$75.0048.1%13.8%35.0%20.3%48.9%5.1%-0.5%8.0K-16.4M-76.8K2.9525.73N/AN/A2126264,8805,480
2019-04-18$80.25$75.0049.8%14.3%36.4%23.1%53.1%7.4%-0.4%-512.4K-11.6M-73.3K1.8714.90N/AN/A1803374,9255,736
2019-04-22$76.10$75.0049.7%14.6%40.9%23.0%51.3%4.5%-2.9%72.1K-4.6M-68.7K2.0323.67N/AN/A2475023,5662,297
2019-04-23$76.30$75.0048.9%14.5%40.5%21.7%51.0%3.6%-3.4%25.6K-4.2M-71.1K0.8218.93N/AN/A1741433,6942,600
2019-04-24$77.35$75.0048.8%14.8%39.0%21.4%51.1%5.4%-2.4%24.1K-5.2M-73.1K0.3720.21N/AN/A204763,7632,656
2019-04-25$76.60$75.0049.9%15.2%39.2%23.2%54.8%2.6%-3.7%42.5K-4.7M-72.2K0.3819.24N/AN/A3591383,8632,669
2019-04-26$77.00$75.0050.1%15.5%39.1%23.6%54.0%6.9%-3.2%124.5K-5.6M-73.8K0.5521.84N/AN/A2721504,0492,742
2019-04-29$77.55$75.0051.4%16.2%39.1%25.8%55.4%3.0%0.4%188.3K-7.2M-74.5K0.3014.85N/AN/A9732894,0252,548
2019-04-30$75.80$75.0052.9%17.0%40.1%28.4%57.5%4.7%0.7%158.8K-5.6M-76.6K0.3919.77N/AN/A6342464,5312,797