AMC Options History — September 2019

In September 2019, AMC traded between $53.60 and $60.05. ATM implied volatility averaged 46.6%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 4.9% (HV 20d: 41.7%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.38.

Notable Days

  • 2019-09-18: Highest Volume — 3,600 contracts
  • 2019-09-23: Largest IV spike — 15.8% change
  • 2019-09-26: Highest IV Rank — 24.2%
  • 2019-09-03: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.62$53.60$60.05$57.20$53.65
Max Pain$55.50$55.00$60.00$55.00$55.00
ATM IV46.6%40.9%50.4%49.6%49.0%
Expected Move13.2%11.8%15.0%15.0%14.1%
HV 20d41.7%32.6%51.9%50.9%32.6%
HV 60d48.9%46.5%51.0%50.4%46.5%
IV Rank17.7%8.1%24.2%22.8%21.8%
IV Percentile32.4%8.3%55.6%49.6%47.2%
Term Structure0.5%-2.9%8.3%0.5%8.3%
VWIV46.8%40.1%55.4%55.4%48.2%
Skew 25d4.8%1.1%8.8%8.8%3.6%
Skew 10d17.7%-4.2%36.5%31.9%-4.2%
Call IV 25d44.7%38.0%48.3%46.9%47.4%
Put IV 25d49.5%42.7%55.7%55.7%51.0%
Bid-Ask Spread %17.8511.1830.6517.9316.09
Gamma HHI0.270.170.370.180.29
Net GEX645.9K43.3K1.1M176.1K1.1M
Net DEX-15.8M-27.8M-5.2M-6.7M-18.4M
Net VEX-192.1K-246.6K-114.4K-114.4K-230.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.041.930.210.25
Total Volume1,262.52763,600303289
Total OI22,129.815,78529,29316,18925,726

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$57.20$55.0049.6%15.0%50.9%22.8%55.4%8.8%0.5%176.1K-6.7M-114.4K0.2117.93N/AN/A251529,8366,353
2019-09-04$58.70$55.0047.3%13.7%51.5%19.0%49.6%4.2%1.8%239.0K-8.8M-131.1K0.4617.68N/AN/A2301079,9006,369
2019-09-05$60.05$55.0046.9%13.1%51.9%18.3%46.8%5.0%-2.3%295.8K-11.0M-130.5K0.0912.76N/AN/A1,7041469,9376,395
2019-09-06$57.65$55.0044.3%12.6%51.1%13.9%47.0%2.3%0.2%43.3K-5.2M-126.2K1.9315.41N/AN/A1202319,3196,494
2019-09-09$58.40$60.0048.1%13.3%50.8%20.3%46.5%6.4%-2.2%136.6K-6.2M-125.9K0.3427.95N/AN/A2,2677599,2716,514
2019-09-10$58.45$60.0046.0%13.3%48.4%16.6%49.1%7.5%-0.0%320.3K-11.5M-145.5K0.0420.36N/AN/A2,85610211,1635,961
2019-09-11$58.40$55.0046.8%12.7%48.4%18.0%46.4%5.2%-2.9%523.4K-18.2M-177.8K0.0516.22N/AN/A1,5468213,7546,025
2019-09-12$58.60$55.0044.3%12.4%37.5%13.9%44.8%5.7%-0.4%730.4K-22.2M-190.7K0.0618.76N/AN/A6734215,1666,055
2019-09-13$59.65$55.0040.9%11.9%37.8%8.1%42.2%4.7%0.9%1.0M-26.3M-194.8K0.4911.18N/AN/A53626315,6516,083
2019-09-16$59.75$55.0043.4%12.4%36.7%12.4%47.1%8.4%-2.2%968.2K-27.8M-196.6K0.9412.29N/AN/A95990315,8646,069
2019-09-17$57.45$55.0046.4%13.3%38.7%17.5%46.5%2.5%-2.5%719.7K-19.2M-202.3K0.0717.73N/AN/A2,02813516,4946,921
2019-09-18$56.10$55.0048.5%13.9%39.6%20.9%46.0%7.2%-0.9%469.4K-18.1M-213.3K0.3915.10N/AN/A2,5941,00618,2866,981
2019-09-19$54.10$55.0045.4%13.0%41.6%15.6%45.2%1.1%-0.9%182.1K-9.2M-229.9K0.2824.28N/AN/A1,50641720,6907,838
2019-09-20$54.30$55.0041.9%11.8%40.9%9.8%40.1%1.1%4.1%945.5K-14.6M-246.6K0.2930.65N/AN/A76922221,8967,397
2019-09-23$53.90$55.0048.6%13.4%37.4%21.1%45.6%1.8%1.0%914.1K-17.1M-234.9K0.1815.82N/AN/A75113819,0585,710
2019-09-24$53.60$55.0050.2%14.7%36.4%23.8%48.1%4.5%0.7%961.3K-17.1M-234.4K0.1917.19N/AN/A2324419,7495,812
2019-09-25$54.45$55.0045.8%13.0%34.8%16.4%45.7%7.1%4.5%1.1M-19.6M-239.7K0.1119.52N/AN/A5355719,9095,820
2019-09-26$54.10$55.0050.4%13.6%33.0%24.2%48.7%4.4%-1.1%1.1M-19.9M-240.6K0.1714.42N/AN/A3606020,2265,833
2019-09-27$53.80$55.0048.1%13.5%32.9%20.2%46.3%4.2%2.7%1.0M-18.5M-235.5K1.0615.69N/AN/A13514320,2145,857
2019-09-30$53.65$55.0049.0%14.1%32.6%21.8%48.2%3.6%8.3%1.1M-18.4M-230.8K0.2516.09N/AN/A2315819,9955,731