AMC Options History — June 2019

In June 2019, AMC traded between $46.70 and $59.10. ATM implied volatility averaged 46.8%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 11.1% (HV 20d: 35.7%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.92.

Notable Days

  • 2019-06-25: Highest Volume — 3,368 contracts
  • 2019-06-25: Largest IV spike — 10.4% change
  • 2019-06-26: Highest IV Rank — 30.7%
  • 2019-06-25: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.66$46.70$59.10$59.10$46.70
Max Pain$55.75$50.00$65.00$65.00$50.00
ATM IV46.8%42.0%54.3%45.6%54.0%
Expected Move13.2%12.1%14.8%13.1%13.0%
HV 20d35.7%26.8%45.8%36.1%45.6%
HV 60d37.7%35.0%41.3%35.0%41.3%
IV Rank18.0%10.0%30.7%16.1%30.3%
IV Percentile46.6%17.1%82.9%42.1%82.1%
Term Structure1.4%-3.3%9.2%1.9%9.2%
VWIV45.8%42.5%49.7%46.3%46.2%
Skew 25d3.3%-1.2%6.3%1.6%4.3%
Skew 10d12.3%2.0%24.8%9.9%20.8%
Call IV 25d46.1%41.0%55.7%45.4%48.6%
Put IV 25d49.4%44.3%56.7%47.0%52.9%
Bid-Ask Spread %15.199.3125.4113.7716.76
Gamma HHI0.120.080.200.190.08
Net GEX1.5K-141.7K213.1K-141.7K-73.2K
Net DEX4.2M-2.6M9.2M3.8M9.2M
Net VEX-73.2K-106.7K-56.9K-63.0K-104.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.303.000.791.38
Total Volume9992513,368251934
Total OI10,532.458,32614,3608,32614,360

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$59.10$65.0045.6%13.1%36.1%16.1%46.3%1.6%1.9%-141.7K3.8M-63.0K0.7913.77N/AN/A1411105,3912,935
2019-06-04$58.85$65.0042.2%12.6%34.1%10.4%44.1%3.9%-0.5%-137.6K4.0M-62.5K1.869.70N/AN/A2083875,4722,926
2019-06-05$55.90$65.0045.7%13.2%36.1%16.1%45.7%5.2%-0.9%-122.9K6.0M-56.9K0.4710.51N/AN/A5722675,5582,946
2019-06-06$55.60$55.0046.7%13.4%36.2%17.8%46.1%6.3%0.1%-84.0K5.8M-60.6K0.6314.55N/AN/A6934345,9433,089
2019-06-07$53.80$55.0044.1%13.3%29.6%13.5%45.8%4.8%0.8%-54.1K6.1M-62.8K0.3214.22N/AN/A7772466,3763,301
2019-06-10$54.55$55.0045.4%13.0%30.1%15.7%45.8%3.5%-0.2%-1.6K3.5M-65.8K0.5516.14N/AN/A3371876,4323,054
2019-06-11$55.15$55.0044.8%12.9%28.5%14.6%43.9%3.0%0.2%26.8K2.8M-68.0K1.0314.59N/AN/A4284396,5883,134
2019-06-12$53.45$55.0047.9%13.4%26.8%19.8%46.7%3.1%-0.9%12.0K4.5M-65.3K0.379.31N/AN/A5872156,7583,280
2019-06-13$54.65$55.0046.5%13.3%29.1%17.6%46.4%4.4%-0.3%115.8K2.7M-69.4K0.3014.42N/AN/A3971217,0913,290
2019-06-14$54.75$55.0044.2%12.7%29.4%13.7%44.6%1.1%0.8%213.1K2.7M-70.3K0.6412.29N/AN/A4022577,2343,354
2019-06-17$56.10$55.0043.6%12.4%31.8%12.7%42.5%2.6%2.5%103.0K1.0M-73.1K0.7815.71N/AN/A2221747,1153,373
2019-06-18$56.75$55.0044.5%12.8%32.4%14.3%42.5%6.1%1.2%130.6K-370.2K-73.8K0.6212.01N/AN/A1931197,2233,331
2019-06-19$58.05$55.0042.0%12.1%33.2%10.0%42.8%1.9%1.6%120.9K-2.6M-75.5K0.4718.08N/AN/A3641717,2633,343
2019-06-20$54.75$55.0045.1%13.0%38.0%15.2%45.4%4.9%-3.3%52.9K2.5M-70.3K1.4817.56N/AN/A6018917,1713,388
2019-06-21$53.05$55.0047.0%13.4%38.9%18.4%49.7%1.0%1.6%25.8K4.1M-73.6K0.9114.66N/AN/A1,0199247,5173,626
2019-06-24$50.35$55.0048.1%13.6%41.6%20.3%45.5%3.7%7.6%-9.8K4.9M-74.1K0.6925.41N/AN/A8465836,4303,657
2019-06-25$47.15$55.0053.1%14.8%45.8%28.7%49.6%-1.2%3.6%-1.1K6.3M-70.2K3.0020.75N/AN/A8432,5257,1293,877
2019-06-26$47.05$50.0054.3%14.0%45.1%30.7%46.2%1.0%3.9%-87.2K9.2M-98.5K0.6315.56N/AN/A9335887,5426,033
2019-06-27$47.45$50.0050.4%13.9%45.7%24.1%49.6%4.6%-0.4%-58.4K8.2M-106.7K1.4917.80N/AN/A3395068,0726,047
2019-06-28$46.70$50.0054.0%13.0%45.6%30.3%46.2%4.3%9.2%-73.2K9.2M-104.2K1.3816.76N/AN/A3925428,1786,182