AMC Options History — October 2019 In October 2019, AMC traded between $44.85 and $53.20. ATM implied volatility averaged 60.5%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 26.6% (HV 20d: 33.9%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2019-10-10 : Highest Volume — 2,022 contracts2019-10-09 : Largest IV spike — 14.5% change2019-10-09 : Highest IV Rank — 52.3%2019-10-29 : Largest Expected Move — 20.4%Monthly Statistics Metric Avg Min Max Open Close Price $48.02 $44.85 $53.20 $53.20 $46.95 Max Pain $49.13 $45.00 $55.00 $55.00 $47.50 ATM IV 60.5% 54.4% 67.0% 54.4% 64.8% Expected Move 17.8% 14.8% 20.4% 14.8% 20.1% HV 20d 33.9% 27.3% 43.3% 30.5% 41.9% HV 60d 43.8% 41.4% 46.4% 44.8% 42.3% IV Rank 41.2% 30.9% 52.3% 30.9% 48.4% IV Percentile 92.0% 73.0% 98.0% 73.0% 97.6% Term Structure -0.5% -6.2% 6.0% 3.9% -3.2% VWIV 62.1% 47.9% 72.3% 47.9% 72.3% Skew 25d 2.3% -2.5% 5.0% -2.5% 1.9% Skew 10d 14.2% -32.1% 32.2% 16.5% 19.4% Call IV 25d 59.5% 51.9% 63.8% 55.7% 63.5% Put IV 25d 61.8% 53.2% 65.9% 53.2% 65.4% Bid-Ask Spread % 17.70 11.53 40.64 18.49 18.75 Gamma HHI 0.22 0.18 0.28 0.28 0.18 Net GEX 507.7K 246.2K 1.0M 1.0M 398.4K Net DEX -2.5M -17.3M 5.7M -17.3M 713.0K Net VEX -176.1K -227.5K -147.3K -227.5K -163.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.10 5.51 0.10 0.28 Total Volume 679.652 273 2,022 273 453 Total OI 28,041.348 25,836 30,384 25,836 28,468
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-10-01 $53.20 $55.00 54.4% 14.8% 30.5% 30.9% 47.9% -2.5% 3.9% 1.0M -17.3M -227.5K 0.10 18.49 N/A N/A 247 26 20,089 5,747 2019-10-02 $51.20 $55.00 57.4% 15.7% 30.8% 36.0% 54.2% 3.5% 6.0% 801.9K -11.9M -211.0K 1.06 19.41 N/A N/A 271 287 20,178 5,753 2019-10-03 $49.50 $50.00 55.6% 17.4% 30.1% 33.0% 62.5% 4.9% 5.1% 626.5K -5.3M -191.1K 0.78 18.20 N/A N/A 340 267 20,130 5,890 2019-10-04 $48.65 $50.00 56.9% 17.4% 27.9% 35.1% 60.6% 3.3% 5.1% 570.2K -2.5M -177.4K 0.50 13.32 N/A N/A 384 193 20,214 5,980 2019-10-07 $48.90 $50.00 59.7% 17.7% 27.3% 39.8% 61.6% 2.3% 1.8% 577.7K -3.7M -180.6K 0.13 11.83 N/A N/A 498 63 20,091 5,998 2019-10-08 $49.25 $50.00 58.6% 17.6% 27.7% 37.9% 61.3% 1.9% 2.2% 592.2K -4.2M -178.7K 0.30 17.50 N/A N/A 500 148 20,018 6,026 2019-10-09 $46.90 $50.00 67.0% 17.7% 31.0% 52.3% 63.7% 1.4% -3.0% 413.2K 689.4K -162.3K 0.28 21.53 N/A N/A 1,058 298 20,361 6,131 2019-10-10 $45.95 $50.00 62.7% 17.5% 30.6% 45.0% 60.9% 1.1% -2.0% 372.3K 1.8M -155.7K 5.51 16.58 N/A N/A 311 1,711 21,123 6,194 2019-10-11 $46.30 $50.00 59.5% 16.9% 29.5% 39.5% 56.7% 2.4% -0.4% 382.5K 1.4M -162.0K 2.90 40.64 N/A N/A 300 869 21,342 6,739 2019-10-14 $44.85 $50.00 57.6% 16.9% 29.8% 36.3% 58.3% 4.9% 0.5% 246.2K 5.7M -147.3K 0.47 15.31 N/A N/A 813 380 21,327 7,279 2019-10-15 $45.95 $50.00 57.4% 16.4% 31.2% 36.0% 57.5% 0.6% 0.3% 299.1K 3.2M -159.7K 0.36 13.60 N/A N/A 719 256 21,725 7,534 2019-10-16 $46.60 $50.00 59.6% 17.1% 32.0% 39.7% 59.8% 5.0% 0.0% 381.9K 2.0M -168.4K 0.15 11.53 N/A N/A 394 58 22,182 7,770 2019-10-17 $46.95 $50.00 60.4% 17.5% 30.9% 41.1% 59.6% 4.9% -4.9% 433.4K 1.3M -169.5K 0.68 14.04 N/A N/A 306 207 22,417 7,753 2019-10-18 $46.90 $50.00 61.4% 17.8% 30.7% 42.8% 60.4% 3.1% -3.3% 403.7K 1.0M -170.9K 1.17 16.60 N/A N/A 246 287 22,551 7,833 2019-10-21 $45.95 $50.00 60.3% 17.5% 31.1% 40.8% 61.8% -1.2% -2.0% 337.6K 2.1M -158.9K 0.29 16.00 N/A N/A 341 98 21,310 7,402 2019-10-22 $48.80 $45.00 60.6% 17.9% 39.4% 41.4% 63.3% -1.9% -0.6% 572.4K -6.0M -188.9K 0.20 16.52 N/A N/A 600 120 21,493 7,464 2019-10-23 $49.25 $45.00 63.7% 18.3% 39.0% 46.6% 64.8% 2.6% -6.2% 617.9K -7.0M -190.1K 0.19 16.55 N/A N/A 468 91 21,654 7,529 2019-10-24 $47.85 $45.00 60.3% 18.4% 39.9% 40.9% 66.6% 4.7% -2.0% 513.6K -2.5M -177.3K 0.86 19.45 N/A N/A 196 169 21,891 7,599 2019-10-25 $48.85 $45.00 63.2% 18.7% 41.0% 45.7% 66.0% 2.5% -1.9% 548.4K -5.2M -182.6K 0.74 19.21 N/A N/A 318 235 21,986 7,687 2019-10-28 $49.70 $47.50 63.8% 19.0% 41.8% 46.8% 67.0% -0.5% -1.7% 624.2K -7.1M -188.4K 0.17 15.61 N/A N/A 292 51 20,156 7,726 2019-10-29 $49.20 $47.50 62.5% 20.4% 41.8% 44.5% 71.6% 4.6% -3.1% 561.5K -4.3M -175.7K 0.23 15.92 N/A N/A 254 58 20,268 7,760 2019-10-30 $46.80 $47.50 64.6% 19.9% 43.3% 48.1% 68.8% 2.8% -1.3% 391.3K 437.5K -163.7K 0.45 20.61 N/A N/A 312 139 20,403 7,780 2019-10-31 $46.95 $47.50 64.8% 20.1% 41.9% 48.4% 72.3% 1.9% -3.2% 398.4K 713.0K -163.0K 0.28 18.75 N/A N/A 353 100 20,593 7,875
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