AMC Options History — August 2019

In August 2019, AMC traded between $53.85 and $61.10. ATM implied volatility averaged 55.2%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 2.1% (HV 20d: 53.1%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2019-08-08: Highest Volume — 1,788 contracts
  • 2019-08-08: Largest IV drop — 24.2% change
  • 2019-08-07: Highest IV Rank — 59.7%
  • 2019-08-02: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.72$53.85$61.10$56.40$55.55
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV55.2%47.6%71.4%57.3%49.7%
Expected Move15.6%13.6%19.0%18.9%13.6%
HV 20d53.1%48.1%62.1%51.3%52.3%
HV 60d48.5%45.0%51.5%46.7%50.5%
IV Rank32.3%19.4%59.7%35.8%23.0%
IV Percentile71.1%36.1%98.8%89.3%50.4%
Term Structure-1.4%-8.4%2.1%1.8%2.1%
VWIV54.2%43.2%68.3%68.3%46.0%
Skew 25d5.7%0.3%8.3%0.3%7.2%
Skew 10d15.2%-2.2%41.1%10.7%28.1%
Call IV 25d52.7%44.2%65.1%59.2%46.7%
Put IV 25d58.4%52.0%72.3%59.5%53.9%
Bid-Ask Spread %22.2914.9163.4119.7219.93
Gamma HHI0.140.110.190.130.19
Net GEX262.8K39.6K629.8K363.9K39.6K
Net DEX-10.3M-24.9M-2.3M-14.2M-3.0M
Net VEX-138.1K-157.1K-123.8K-141.8K-127.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.081.550.340.24
Total Volume559.6821831,7881,230183
Total OI17,338.81816,10319,08518,26316,587

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$56.40$55.0057.3%18.9%51.3%35.8%68.3%0.3%1.8%363.9K-14.2M-141.8K0.3419.72N/AN/A91831211,3296,934
2019-08-02$58.05$55.0058.1%19.0%51.4%37.2%65.8%6.3%0.1%459.6K-18.1M-143.3K0.1323.62N/AN/A5066411,5436,978
2019-08-05$55.55$55.0067.1%16.9%49.1%52.3%59.8%3.5%-4.4%241.3K-10.1M-153.1K0.3123.26N/AN/A56517511,1406,712
2019-08-06$56.40$55.0065.4%17.1%49.0%49.4%59.2%3.2%-6.7%307.7K-12.7M-154.8K0.1125.90N/AN/A3413611,3966,738
2019-08-07$57.15$55.0071.4%18.1%48.1%59.7%61.6%7.8%-8.4%335.4K-14.5M-157.1K0.2563.41N/AN/A81220111,5296,754
2019-08-08$59.95$55.0054.2%15.0%49.6%30.5%49.4%6.4%-3.2%629.8K-23.5M-141.2K0.2925.41N/AN/A1,39039811,9586,882
2019-08-09$61.10$55.0052.4%14.4%49.4%27.5%49.0%3.6%-5.2%434.8K-24.9M-142.4K0.1821.47N/AN/A1,08220011,9547,131
2019-08-12$58.50$55.0058.3%15.8%53.3%37.4%55.5%7.2%-2.2%293.0K-15.0M-136.7K0.2824.06N/AN/A36910310,8326,914
2019-08-13$58.45$55.0055.5%14.9%53.0%32.7%51.7%5.0%-4.3%319.6K-15.1M-134.3K0.1520.00N/AN/A3545410,9396,946
2019-08-14$53.85$55.0061.9%17.1%62.1%43.6%60.4%7.0%-0.4%54.4K-3.7M-139.4K0.7415.74N/AN/A26519610,9446,982
2019-08-15$54.10$55.0058.3%16.0%61.3%37.4%57.0%7.6%-1.8%175.6K-4.0M-136.4K0.2121.21N/AN/A2956210,9936,681
2019-08-16$55.70$55.0054.5%15.4%54.0%31.1%57.5%4.3%0.0%284.8K-8.1M-140.3K0.3921.01N/AN/A31512411,0316,683
2019-08-19$57.15$55.0051.5%14.7%54.5%26.1%51.5%4.5%-1.0%257.0K-9.6M-140.1K0.4019.55N/AN/A2279210,1555,948
2019-08-20$56.75$55.0050.0%14.3%54.3%23.4%51.5%6.6%1.6%241.3K-8.2M-138.4K0.1421.04N/AN/A1622310,2265,968
2019-08-21$56.80$55.0048.8%14.0%52.1%21.4%51.9%6.9%-0.7%256.2K-8.3M-137.1K1.5517.67N/AN/A16525610,2855,984
2019-08-22$57.85$55.0048.9%14.0%52.4%21.6%51.3%8.3%0.0%301.8K-10.5M-123.8K0.4014.91N/AN/A2279110,3106,199
2019-08-23$55.15$55.0051.9%15.0%53.7%26.8%51.9%6.6%0.1%159.2K-4.4M-132.3K0.4615.48N/AN/A24111010,2636,268
2019-08-26$56.40$55.0049.0%14.2%54.2%21.9%49.3%5.8%1.8%171.6K-6.0M-131.4K0.4615.30N/AN/A127589,9966,220
2019-08-27$54.45$55.0051.5%15.1%54.8%26.1%50.2%8.1%0.5%98.4K-2.3M-126.0K0.0820.84N/AN/A383319,9836,260
2019-08-28$56.10$55.0051.4%14.8%55.8%25.8%50.8%2.4%-0.3%171.1K-5.1M-128.3K0.9720.55N/AN/A29929110,0126,274
2019-08-29$56.40$55.0047.6%13.9%53.1%19.4%43.2%6.6%0.6%185.8K-5.3M-131.7K0.1720.23N/AN/A1793110,0996,494
2019-08-30$55.55$55.0049.7%13.6%52.3%23.0%46.0%7.2%2.1%39.6K-3.0M-127.4K0.2419.93N/AN/A1483510,0836,504