AMC Options History — December 2019

In December 2019, AMC traded between $36.35 and $43.20. ATM implied volatility averaged 58.0%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 0.6% (HV 20d: 57.3%). Max pain ranged from $45.00 to $52.25. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2019-12-19: Highest Volume — 2,637 contracts
  • 2019-12-13: Largest IV drop — 9.7% change
  • 2019-12-27: Highest IV Rank — 62.8%
  • 2019-12-04: Largest Expected Move — 19.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.52$36.35$43.20$43.20$36.45
Max Pain$51.21$45.00$52.25$45.00$52.25
ATM IV58.0%52.3%64.5%61.3%57.8%
Expected Move16.8%15.1%19.3%18.3%16.8%
HV 20d57.3%38.2%65.8%63.8%38.2%
HV 60d48.3%46.7%49.8%46.7%49.0%
IV Rank40.4%27.4%62.8%42.5%61.4%
IV Percentile77.7%50.0%96.8%91.7%80.6%
Term Structure-0.5%-4.2%2.1%1.1%0.5%
VWIV59.2%52.5%77.6%65.2%59.4%
Skew 25d3.2%-1.8%19.3%-0.5%3.0%
Skew 10d9.0%-3.0%32.8%11.4%3.0%
Call IV 25d56.6%41.8%63.0%61.7%55.6%
Put IV 25d59.8%52.5%64.4%61.1%58.6%
Bid-Ask Spread %12.047.7118.2010.1113.50
Gamma HHI0.180.110.480.110.11
Net GEX6.8K-539.2K375.2K375.2K368
Net DEX14.4M3.8M23.2M3.8M17.4M
Net VEX-100.4K-142.7K-76.0K-142.7K-82.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.242.860.240.34
Total Volume1,014.2863312,6379471,524
Total OI34,463.09530,97636,97934,20232,106

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$43.20$45.0061.3%18.3%63.8%42.5%65.2%-0.5%1.1%375.2K3.8M-142.7K0.2410.11N/AN/A76618124,9449,258
2019-12-03$41.10$45.0062.8%18.6%65.2%45.1%65.7%1.7%0.3%226.7K8.9M-124.8K2.8613.35N/AN/A26275025,0379,266
2019-12-04$39.60$45.0064.5%19.3%65.8%47.9%67.4%3.4%-2.6%91.1K12.9M-113.6K0.3010.35N/AN/A1,18535525,1369,271
2019-12-05$39.50$52.2561.6%17.7%65.8%43.1%61.8%0.2%1.3%96.8K12.8M-112.1K1.2811.99N/AN/A23730326,0439,506
2019-12-06$40.35$52.2559.2%17.2%64.9%39.0%60.1%-1.6%-1.2%131.6K10.8M-114.9K0.6311.42N/AN/A21613726,0849,616
2019-12-09$41.20$52.2560.5%17.3%63.4%41.1%60.4%2.8%-1.6%176.9K9.2M-114.8K0.2815.99N/AN/A54815425,5479,384
2019-12-10$40.75$52.2560.8%17.2%63.3%41.7%59.3%4.8%-1.7%186.4K10.0M-111.0K0.248.63N/AN/A2716525,8969,478
2019-12-11$40.75$52.2560.8%17.4%62.9%41.7%77.6%1.9%-0.4%222.1K10.4M-107.7K1.958.92N/AN/A26351325,9689,507
2019-12-12$41.60$52.2557.9%17.0%59.7%36.9%58.2%4.3%1.9%239.6K7.6M-112.7K1.0411.15N/AN/A38740126,0879,806
2019-12-13$41.10$52.2552.3%15.1%59.1%27.4%54.9%-0.3%1.2%-86.4K11.2M-101.7K0.957.71N/AN/A17016126,05810,047
2019-12-16$42.05$52.2556.1%16.2%59.6%33.8%54.8%6.4%-3.4%87.9K11.7M-103.1K0.5010.98N/AN/A1,36068025,0059,766
2019-12-17$40.55$52.2553.5%15.5%56.9%29.4%53.3%19.3%1.0%-330.4K17.2M-93.5K0.579.54N/AN/A61035025,50610,076
2019-12-18$39.75$52.2554.6%15.6%56.2%31.2%56.1%11.2%0.7%-539.2K19.6M-91.8K0.8412.15N/AN/A72360725,85510,339
2019-12-19$38.90$52.2556.2%16.2%55.0%33.9%56.0%3.5%-1.8%-435.2K22.7M-85.6K2.7510.19N/AN/A7031,93426,13510,654
2019-12-20$38.70$52.2554.6%16.0%54.3%31.2%55.8%5.8%-4.2%-5.4K23.2M-85.9K0.589.75N/AN/A45626426,52910,450
2019-12-23$36.75$52.2554.1%16.0%57.2%30.5%58.4%2.4%2.1%-69.8K18.3M-76.0K0.6818.20N/AN/A1,06272122,4578,519
2019-12-24$37.80$52.2558.0%15.7%53.6%37.0%54.3%-1.2%-2.3%-86.3K17.6M-87.5K0.3417.68N/AN/A47716123,0118,945
2019-12-26$36.80$52.2556.1%16.5%50.5%33.8%52.5%-1.8%0.3%-98.0K19.0M-82.2K0.3213.93N/AN/A68222023,0749,035
2019-12-27$36.60$52.2558.3%16.3%44.5%62.8%53.7%1.9%-2.8%-11.7K19.5M-81.6K0.7213.86N/AN/A47334023,4449,136
2019-12-30$36.35$52.2556.0%16.4%44.0%56.4%57.5%-0.7%0.9%-29.4K17.6M-82.3K0.3613.54N/AN/A46116723,0168,728
2019-12-31$36.45$52.2557.8%16.8%38.2%61.4%59.4%3.0%0.5%36817.4M-82.4K0.3413.50N/AN/A1,13638823,2618,845