AMC Options History — November 2019

In November 2019, AMC traded between $39.55 and $49.10. ATM implied volatility averaged 55.7%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 6.4% (HV 20d: 49.2%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.50.

Notable Days

  • 2019-11-13: Highest Volume — 2,515 contracts
  • 2019-11-07: Largest IV drop — 18.9% change
  • 2019-11-01: Highest IV Rank — 48.7%
  • 2019-11-01: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.16$39.55$49.10$48.25$40.95
Max Pain$47.63$45.00$50.00$47.50$45.00
ATM IV55.7%47.0%64.9%64.9%62.6%
Expected Move15.9%13.1%20.5%20.5%18.7%
HV 20d49.2%39.5%61.2%42.8%61.2%
HV 60d41.5%38.4%45.9%41.4%45.7%
IV Rank33.1%18.5%48.7%48.7%44.8%
IV Percentile69.2%29.0%97.6%97.6%94.4%
Term Structure-0.1%-2.9%2.2%-2.9%1.6%
VWIV56.1%45.9%69.2%69.2%65.8%
Skew 25d1.7%-3.6%5.9%1.6%5.9%
Skew 10d10.6%-6.5%35.5%9.5%1.7%
Call IV 25d55.6%46.0%64.0%61.3%60.5%
Put IV 25d57.3%46.5%66.5%62.9%66.5%
Bid-Ask Spread %14.669.5635.5221.0611.64
Gamma HHI0.160.120.210.190.13
Net GEX280.3K13.8K621.1K514.3K195.5K
Net DEX6.1M-6.7M14.0M-3.5M8.7M
Net VEX-126.1K-181.7K-87.6K-174.1K-130.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.122.150.140.88
Total Volume1,227.154152,515863694
Total OI31,02028,46135,64928,79535,649

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$48.25$47.5064.9%20.5%42.8%48.7%69.2%1.6%-2.9%514.3K-3.5M-174.1K0.1421.06N/AN/A75610720,8417,954
2019-11-04$48.90$50.0063.2%16.5%43.1%45.8%58.3%5.2%-1.9%548.6K-4.1M-169.3K0.3016.45N/AN/A54816720,6347,827
2019-11-05$49.10$50.0062.0%16.6%43.0%43.8%59.5%2.2%-1.0%621.1K-6.7M-181.7K0.1219.47N/AN/A6558021,0027,946
2019-11-06$48.30$50.0062.7%16.5%39.5%44.9%59.9%2.3%-2.6%588.2K-5.1M-174.3K0.5435.52N/AN/A59732521,3617,958
2019-11-07$45.95$50.0050.8%14.9%42.9%24.9%51.6%-0.1%-0.0%246.6K5.3M-138.4K0.7517.62N/AN/A85464421,6998,257
2019-11-08$47.85$50.0050.9%13.1%45.2%25.0%47.5%2.1%-2.3%365.9K843.6K-149.4K0.6814.50N/AN/A53336121,8318,519
2019-11-11$47.95$50.0048.3%13.8%43.5%20.6%45.9%2.8%0.2%410.4K1.1M-147.1K0.7315.09N/AN/A24017521,2718,307
2019-11-12$46.60$50.0047.0%13.5%44.2%18.5%51.0%0.5%1.1%227.8K6.8M-132.4K2.1510.40N/AN/A38382521,3868,405
2019-11-13$43.70$50.0051.3%14.8%49.4%25.7%53.1%3.0%-0.3%13.8K11.8M-103.7K0.5610.78N/AN/A1,61490121,4117,733
2019-11-14$44.65$50.0050.6%14.4%50.1%24.4%50.5%5.0%-1.2%203.9K7.8M-111.7K0.2411.10N/AN/A3809222,5788,168
2019-11-15$43.80$50.0049.5%14.4%50.4%22.7%50.4%3.3%2.2%134.1K10.0M-105.9K0.359.95N/AN/A60621422,6178,149
2019-11-18$41.20$45.0054.0%15.5%54.2%30.2%54.3%2.1%0.2%14.9K12.9M-88.1K0.1615.25N/AN/A1,71328121,6817,507
2019-11-19$42.40$45.0053.7%15.3%50.1%29.7%52.8%0.9%1.8%165.4K10.0M-97.5K0.2512.10N/AN/A96323922,9647,696
2019-11-20$40.75$45.0054.9%15.7%51.0%31.7%55.5%1.0%-0.1%94.4K12.8M-91.9K0.3513.17N/AN/A89831023,4237,863
2019-11-21$39.70$45.0057.3%16.3%50.9%35.8%56.9%1.7%0.2%131.5K14.0M-87.6K0.1314.26N/AN/A1,03213124,0627,980
2019-11-22$39.55$45.0060.2%17.3%49.7%40.8%64.5%-3.6%-1.9%148.4K13.4M-95.5K0.2411.51N/AN/A1,78142624,8138,182
2019-11-25$41.95$45.0057.0%16.4%54.8%35.3%57.4%0.6%1.6%404.1K6.5M-114.4K0.349.56N/AN/A1,19640925,1328,198
2019-11-26$39.55$45.0056.4%16.1%57.6%34.3%58.6%-2.3%0.4%124.5K12.8M-102.2K0.5513.10N/AN/A96253025,6358,523
2019-11-27$42.00$45.0056.2%17.0%60.9%34.0%60.2%-0.4%2.2%452.6K6.2M-125.4K0.5810.62N/AN/A1,21670526,2558,983
2019-11-29$40.95$45.0062.6%18.7%61.2%44.8%65.8%5.9%1.6%195.5K8.7M-130.6K0.8811.64N/AN/A36932526,0689,581