AMC Options History — July 2019

In July 2019, AMC traded between $44.30 and $59.20. ATM implied volatility averaged 57.1%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 8.4% (HV 20d: 48.7%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.57.

Notable Days

  • 2019-07-19: Highest Volume — 5,210 contracts
  • 2019-07-12: Largest IV drop — 8.3% change
  • 2019-07-10: Highest IV Rank — 43.3%
  • 2019-07-19: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$50.17$44.30$59.20$46.10$59.20
Max Pain$51.82$50.00$55.00$50.00$55.00
ATM IV57.1%53.9%61.7%55.8%55.8%
Expected Move16.2%13.2%18.0%13.4%17.9%
HV 20d48.7%43.3%56.0%45.6%47.0%
HV 60d41.6%36.6%46.0%40.7%45.8%
IV Rank35.5%30.1%43.3%33.3%33.3%
IV Percentile88.7%78.2%97.2%88.1%82.5%
Term Structure-2.4%-7.2%1.7%-3.4%-1.1%
VWIV56.9%46.4%64.2%47.2%62.9%
Skew 25d3.1%-0.1%5.9%0.3%3.3%
Skew 10d-1.2%-33.3%11.7%-15.7%1.9%
Call IV 25d56.9%52.2%60.9%60.6%54.2%
Put IV 25d60.0%55.7%64.7%60.9%57.5%
Bid-Ask Spread %22.1412.4141.4618.5423.23
Gamma HHI0.120.080.280.090.15
Net GEX154.8K-120.6K488.6K-114.2K412.7K
Net DEX-1.7M-20.5M10.9M9.5M-20.5M
Net VEX-126.7K-159.7K-99.6K-101.3K-146.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.191.360.930.27
Total Volume1,150.3184505,2109221,258
Total OI16,869.18214,25518,81114,25518,124

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$46.10$50.0055.8%13.4%45.6%33.3%47.2%0.3%-3.4%-114.2K9.5M-101.3K0.9318.54N/AN/A4784448,0386,217
2019-07-02$46.10$50.0054.7%13.2%45.7%31.4%46.4%2.7%0.9%-120.6K9.8M-104.2K1.3215.90N/AN/A5056658,3516,573
2019-07-03$45.70$50.0058.8%13.5%43.3%38.4%48.2%4.5%-1.1%-106.0K10.2M-104.9K0.7121.65N/AN/A5904218,6236,747
2019-07-05$46.95$50.0056.6%15.5%45.3%34.6%54.2%5.0%-6.8%-36.5K8.2M-112.4K0.4821.85N/AN/A5472639,0036,763
2019-07-08$44.30$50.0056.6%15.4%47.9%34.6%56.0%4.6%-3.6%-89.4K10.9M-99.6K0.4019.63N/AN/A6682708,8656,675
2019-07-09$44.50$50.0059.1%15.9%47.4%38.8%55.7%2.3%-4.3%-60.9K10.1M-102.4K0.4416.47N/AN/A4271889,2896,719
2019-07-10$46.15$50.0061.7%15.9%49.7%43.3%56.0%4.5%-7.2%-16.2K7.7M-110.7K1.2612.41N/AN/A4435599,4656,753
2019-07-11$47.40$50.0059.0%15.7%50.5%38.7%54.3%0.4%-5.2%44.4K4.4M-113.0K1.3619.34N/AN/A4235759,6016,420
2019-07-12$47.25$50.0054.1%15.1%49.4%30.4%52.8%3.5%-1.3%37.9K4.5M-115.4K0.6618.14N/AN/A4753129,7306,476
2019-07-15$47.55$50.0053.9%15.3%49.5%30.1%56.0%5.9%-1.7%64.7K4.5M-112.9K0.2117.08N/AN/A6981499,7326,379
2019-07-16$48.90$50.0055.3%15.7%49.8%32.4%53.6%5.1%-0.7%208.8K1.1M-120.0K0.2220.83N/AN/A52611810,3206,351
2019-07-17$49.10$50.0057.1%16.4%49.6%35.5%57.4%1.5%-0.3%346.0K86.8K-124.3K0.4123.18N/AN/A45118310,5366,350
2019-07-18$48.05$50.0058.0%16.8%48.5%37.0%58.7%3.0%-2.8%203.1K1.4M-122.1K0.7922.71N/AN/A25119910,7326,386
2019-07-19$52.45$50.0060.8%18.0%56.0%41.7%61.6%4.5%-6.9%182.6K-9.4M-139.8K0.2822.09N/AN/A4,0651,14510,8926,401
2019-07-22$52.15$55.0058.6%17.7%55.0%38.0%61.8%2.4%1.7%228.8K-5.6M-147.4K0.3041.46N/AN/A1,40041610,9766,822
2019-07-23$51.50$55.0058.0%17.4%51.8%36.9%60.8%-0.1%-1.7%259.1K-5.5M-151.5K0.6721.91N/AN/A62542011,5436,991
2019-07-24$53.90$55.0056.9%17.3%47.6%35.0%61.9%2.1%-2.4%434.8K-11.5M-157.8K0.3921.09N/AN/A86033611,7777,034
2019-07-25$54.45$55.0057.6%17.7%47.5%36.3%61.7%0.6%-1.4%488.6K-12.5M-159.7K0.5023.47N/AN/A49224611,7257,029
2019-07-26$56.50$55.0055.8%17.2%48.7%33.3%58.6%3.0%-1.0%331.9K-18.6M-146.7K0.3824.84N/AN/A92835411,7487,045
2019-07-29$57.15$55.0055.2%17.6%47.8%32.2%64.2%5.1%0.0%324.0K-16.5M-146.5K0.3331.36N/AN/A56918711,0016,867
2019-07-30$58.45$55.0056.6%17.4%47.2%34.6%61.7%3.9%-1.7%381.7K-19.5M-147.8K0.1929.82N/AN/A98719111,1786,875
2019-07-31$59.20$55.0055.8%17.9%47.0%33.3%62.9%3.3%-1.1%412.7K-20.5M-146.3K0.2723.23N/AN/A99026811,1966,928