AMC Options History — January 2020

In January 2020, AMC traded between $31.75 and $37.55. ATM implied volatility averaged 63.6%, placing in the 72.5% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 17.8% (HV 20d: 45.7%). Max pain ranged from $35.00 to $52.25. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2020-01-08: Highest Volume — 8,195 contracts
  • 2020-01-27: Largest IV spike — 34.5% change
  • 2020-01-27: Highest IV Rank — 100.0%
  • 2020-01-27: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.51$31.75$37.55$37.55$32.65
Max Pain$43.55$35.00$52.25$52.25$45.00
ATM IV63.6%52.8%81.2%60.4%81.2%
Expected Move17.5%16.0%20.2%16.4%19.4%
HV 20d45.7%35.4%56.9%37.2%56.9%
HV 60d51.1%48.8%53.5%49.5%53.5%
IV Rank72.5%47.1%100.0%68.7%100.0%
IV Percentile87.5%48.8%100.0%88.5%100.0%
Term Structure3.5%-2.9%9.4%-2.9%6.8%
VWIV60.9%53.0%97.7%54.0%66.6%
Skew 25d6.3%-1.3%18.9%2.9%10.4%
Skew 10d13.6%-10.1%49.7%10.1%38.8%
Call IV 25d61.5%50.9%76.3%56.2%74.0%
Put IV 25d67.7%58.9%95.2%59.1%84.4%
Bid-Ask Spread %42.7011.0876.0711.9918.75
Gamma HHI0.180.110.300.110.21
Net GEX-47.3K-195.4K160.8K41.3K-195.4K
Net DEX24.4M16.3M27.9M16.3M27.2M
Net VEX-121.0K-148.1K-81.3K-91.0K-136.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.315.700.311.99
Total Volume1,475.4294798,1951,067498
Total OI33,746.04825,57544,60133,33528,975

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$37.55$52.2560.4%16.4%37.2%68.7%54.0%2.9%-2.9%41.3K16.3M-91.0K0.3111.99N/AN/A81325424,1309,205
2020-01-03$36.65$52.2558.0%16.3%36.0%61.9%57.4%1.3%-2.1%59.4K17.8M-90.0K0.4311.08N/AN/A35015224,6789,450
2020-01-06$35.75$40.0059.9%16.5%36.7%67.4%58.1%1.2%-0.3%30.4K18.4M-86.6K0.7446.36N/AN/A38828724,3609,184
2020-01-07$35.70$40.0059.1%16.6%35.4%65.1%53.0%11.8%0.9%32.1K18.8M-86.5K1.0111.34N/AN/A57658124,6129,421
2020-01-08$33.30$40.0062.9%17.9%40.5%75.8%61.2%-1.0%0.6%2.8K20.2M-81.3K5.7056.66N/AN/A1,2236,97224,9919,738
2020-01-09$32.20$35.0060.2%17.3%41.3%68.1%60.0%3.3%3.5%-78.1K27.2M-109.6K0.6972.06N/AN/A1,06873825,80613,656
2020-01-10$32.35$35.0063.2%17.8%41.5%76.7%60.5%-1.3%-0.0%-72.6K26.4M-116.1K0.8774.22N/AN/A72262726,36213,878
2020-01-13$32.75$35.0064.7%18.6%40.8%80.8%97.7%2.5%1.6%-77.7K25.7M-120.4K1.2463.94N/AN/A1,1161,38826,30113,907
2020-01-14$34.25$45.0061.7%18.1%45.5%72.4%63.5%2.7%0.1%-64.8K27.6M-132.4K0.3176.07N/AN/A70622227,23914,963
2020-01-15$35.75$45.0061.6%17.9%47.8%72.2%54.4%5.4%0.4%-10.8K26.5M-141.5K0.3561.19N/AN/A2,03272127,28415,053
2020-01-16$36.80$45.0052.8%16.8%48.3%47.1%53.3%5.2%8.2%160.8K26.2M-148.1K0.4963.85N/AN/A1,06051428,48915,613
2020-01-17$36.35$45.0057.3%16.9%48.1%59.9%54.9%8.1%-0.3%2.6K27.9M-146.3K0.5364.05N/AN/A56029828,77815,823
2020-01-21$36.10$45.0060.1%17.2%47.7%67.9%60.7%3.7%6.1%4.5K21.5M-139.9K1.6041.71N/AN/A39863812,24113,334
2020-01-22$34.65$45.0058.8%16.9%49.5%64.1%58.9%2.8%7.8%-82.9K24.0M-133.5K1.0331.33N/AN/A26327212,30813,773
2020-01-23$34.25$45.0057.1%16.0%46.5%59.3%57.6%2.8%9.0%-105.3K25.6M-127.8K0.6366.72N/AN/A41226012,45713,910
2020-01-24$33.80$45.0059.2%16.5%45.0%65.4%54.4%6.8%7.4%-122.2K26.5M-124.2K1.1054.69N/AN/A63869912,67514,100
2020-01-27$31.75$45.0079.7%20.2%48.9%100.0%70.9%18.9%3.0%-113.7K27.4M-119.8K2.0420.23N/AN/A5611,14612,35214,461
2020-01-28$33.95$45.0070.6%18.7%55.6%79.3%64.6%14.9%9.0%-154.6K27.2M-133.0K0.5018.45N/AN/A57228512,66915,404
2020-01-29$33.90$45.0071.6%18.0%55.6%81.4%53.3%12.6%9.4%-130.6K26.8M-138.6K0.6416.67N/AN/A30219312,89815,539
2020-01-30$34.35$45.0075.4%17.6%55.8%90.1%63.4%16.4%5.8%-118.5K26.8M-138.5K0.8615.37N/AN/A25722213,01015,640
2020-01-31$32.65$45.0081.2%19.4%56.9%100.0%66.6%10.4%6.8%-195.4K27.2M-136.0K1.9918.75N/AN/A16733113,16515,810