AMC Options History — May 2019

In May 2019, AMC traded between $59.95 and $74.85. ATM implied volatility averaged 48.0%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 10.7% (HV 20d: 37.4%). Max pain ranged from $65.00 to $75.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.93.

Notable Days

  • 2019-05-09: Highest Volume — 1,535 contracts
  • 2019-05-10: Largest IV drop — 11.2% change
  • 2019-05-08: Highest IV Rank — 35.0%
  • 2019-05-02: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.37$59.95$74.85$73.80$59.95
Max Pain$70.11$65.00$75.00$75.00$65.00
ATM IV48.0%42.6%56.8%51.2%46.2%
Expected Move13.8%12.2%17.9%17.5%13.0%
HV 20d37.4%28.8%41.2%41.2%36.1%
HV 60d42.2%35.2%45.2%43.0%35.2%
IV Rank20.2%11.0%35.0%25.5%17.0%
IV Percentile54.4%27.0%92.1%71.4%45.2%
Term Structure-0.9%-6.2%2.6%1.5%0.3%
VWIV48.7%43.2%63.5%61.3%45.3%
Skew 25d5.2%1.9%7.7%4.8%6.4%
Skew 10d12.9%5.2%21.5%9.4%21.4%
Call IV 25d45.8%39.5%52.7%50.9%44.5%
Put IV 25d51.0%46.4%59.5%55.7%50.9%
Bid-Ask Spread %14.0610.2823.5315.1412.38
Gamma HHI0.110.070.200.070.20
Net GEX-31.4K-171.6K172.2K84.2K-150.1K
Net DEX97.0K-6.2M3.8M-3.7M3.3M
Net VEX-70.0K-79.4K-63.5K-75.9K-63.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.274.310.441.05
Total Volume626.5452431,535810848
Total OI8,0477,3398,9867,6508,224

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$73.80$75.0051.2%17.5%41.2%25.5%61.3%4.8%1.5%84.2K-3.7M-75.9K0.4415.14N/AN/A5612494,7962,854
2019-05-02$73.30$75.0053.4%17.9%40.9%29.3%58.7%5.1%1.6%76.9K-3.2M-76.8K0.9513.79N/AN/A4674444,9282,895
2019-05-03$72.65$75.0052.8%17.0%39.7%28.2%63.5%2.2%0.2%-1.9K-2.3M-77.6K0.4613.51N/AN/A5492545,0553,038
2019-05-06$74.30$70.0054.9%14.0%40.6%31.7%49.7%4.6%-6.2%135.1K-5.3M-76.8K0.3013.45N/AN/A256764,8282,991
2019-05-07$74.85$70.0055.3%14.6%28.8%32.4%51.1%4.7%-2.8%172.2K-6.2M-79.4K0.2716.90N/AN/A288784,9813,048
2019-05-08$73.65$70.0056.8%14.4%29.0%35.0%50.2%7.7%-3.7%161.0K-5.1M-77.1K0.3816.43N/AN/A6522505,0823,054
2019-05-09$68.40$70.0051.1%13.5%38.0%25.3%46.6%1.9%-2.6%-32.5K3.1M-67.6K0.8514.94N/AN/A8287075,5233,228
2019-05-10$69.00$70.0045.4%12.6%38.4%15.6%43.2%3.7%-1.6%-63.3K2.3M-69.1K0.8223.53N/AN/A2021665,7463,240
2019-05-13$66.00$70.0050.3%14.0%39.1%24.0%49.1%6.7%-1.3%-61.7K3.6M-63.8K1.8211.95N/AN/A1753184,9232,950
2019-05-14$67.55$70.0046.1%12.9%40.8%16.8%46.8%6.7%-0.9%-59.9K552.2K-66.0K1.0812.03N/AN/A3824125,0632,827
2019-05-15$67.65$70.0044.9%12.7%40.4%14.9%48.1%4.0%-1.8%-37.2K-167.6K-68.5K4.3110.65N/AN/A853685,1962,820
2019-05-16$66.95$70.0044.1%12.9%40.3%13.5%46.3%7.7%2.6%-93.4K1.0M-68.7K0.6910.28N/AN/A144995,2413,141
2019-05-17$65.90$70.0045.5%13.0%39.6%15.8%44.9%4.5%0.2%-131.3K1.7M-68.3K0.4610.58N/AN/A2371105,3013,128
2019-05-20$65.10$70.0046.0%13.2%36.2%16.8%45.5%5.3%-1.1%-69.3K677.2K-65.8K0.6412.74N/AN/A3452224,6132,726
2019-05-21$66.10$70.0044.9%12.9%37.0%14.9%45.7%6.5%-0.7%-4.8K-259.6K-71.1K0.5711.72N/AN/A2971694,8612,885
2019-05-22$65.35$70.0042.6%12.2%36.2%11.0%44.3%5.0%0.4%-35.5K297.2K-69.4K0.5914.72N/AN/A2971764,9372,906
2019-05-23$64.75$70.0043.3%12.4%36.2%12.1%46.0%5.3%0.8%-57.8K1.1M-68.4K0.4017.13N/AN/A3421375,0172,927
2019-05-24$63.50$70.0044.4%12.9%36.0%13.9%43.8%5.8%-1.5%-91.1K2.0M-70.0K0.5313.99N/AN/A3691955,1972,943
2019-05-28$62.80$70.0046.3%13.1%35.5%17.2%46.3%5.3%-1.5%-109.4K1.5M-66.5K1.3416.15N/AN/A1982644,9672,756
2019-05-29$60.50$67.5046.3%13.3%36.5%17.3%47.7%6.3%-1.5%-171.6K3.8M-64.4K1.6813.82N/AN/A3716225,1062,968
2019-05-30$60.15$65.0045.2%13.7%36.1%15.4%46.5%4.2%0.7%-149.1K3.3M-64.6K0.8713.47N/AN/A3072685,2592,865
2019-05-31$59.95$65.0046.2%13.0%36.1%17.0%45.3%6.4%0.3%-150.1K3.3M-63.5K1.0512.38N/AN/A4144345,3872,837