AMC Options History — February 2020

In February 2020, AMC traded between $29.70 and $38.65. ATM implied volatility averaged 88.7%, placing in the 95.5% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 29.7% (HV 20d: 59.0%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.42.

Notable Days

  • 2020-02-28: Highest Volume — 3,198 contracts
  • 2020-02-26: Largest IV spike — 24.9% change
  • 2020-02-06: Highest IV Rank — 100.0%
  • 2020-02-28: Largest Expected Move — 42.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.07$29.70$38.65$32.20$30.40
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV88.7%74.9%134.4%78.5%132.6%
Expected Move24.7%16.9%42.6%17.6%42.6%
HV 20d59.0%53.6%69.3%56.6%69.1%
HV 60d53.8%51.7%56.3%53.5%55.0%
IV Rank95.5%85.7%100.0%93.9%98.2%
IV Percentile98.5%95.6%100.0%99.2%99.6%
Term Structure-1.9%-13.3%5.6%5.6%-4.5%
VWIV85.7%53.0%140.0%63.0%125.4%
Skew 25d6.4%-7.4%33.9%15.7%15.2%
Skew 10d30.8%7.3%62.2%44.6%59.6%
Call IV 25d86.0%70.5%120.1%72.6%114.0%
Put IV 25d92.4%75.9%151.4%88.3%129.2%
Bid-Ask Spread %23.5510.0072.1417.4672.14
Gamma HHI0.130.100.180.180.11
Net GEX-36.3K-149.4K139.9K-149.4K6.5K
Net DEX21.2M13.9M27.8M27.8M14.6M
Net VEX-151.2K-175.4K-129.0K-129.0K-170.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.171.430.400.75
Total Volume1,346.1053333,1984813,198
Total OI30,216.31628,12233,01928,12233,019

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$32.20$45.0078.5%17.6%56.6%93.9%63.0%15.7%5.6%-149.4K27.8M-129.0K0.4017.46N/AN/A34413712,58815,534
2020-02-04$33.25$45.0080.4%17.4%57.7%98.2%53.0%12.7%2.2%-135.2K27.2M-133.9K0.3519.01N/AN/A2468712,81815,599
2020-02-05$35.15$45.0078.0%16.9%61.4%93.0%57.9%12.6%0.5%-66.0K24.6M-145.6K0.2814.14N/AN/A77922012,97215,631
2020-02-06$34.05$45.0081.4%21.6%57.1%100.0%77.2%-0.1%-4.1%-38.4K25.4M-142.6K0.1714.96N/AN/A1,15520113,42415,849
2020-02-07$32.95$45.0081.1%21.1%57.1%99.3%75.9%14.8%0.6%-138.4K25.9M-141.3K0.8213.34N/AN/A49740914,29015,803
2020-02-10$33.70$45.0079.3%21.8%57.6%95.3%74.3%4.3%-4.4%-81.2K24.8M-142.3K0.2517.04N/AN/A2676614,17315,626
2020-02-11$34.70$45.0076.9%21.4%58.3%90.0%75.2%4.3%-6.2%-35.2K23.2M-148.8K0.1718.67N/AN/A5769814,35415,637
2020-02-12$34.30$45.0079.8%21.7%56.3%96.4%73.4%0.6%-3.5%-21.3K23.8M-148.8K0.3014.28N/AN/A3189514,55815,703
2020-02-13$34.95$45.0074.9%20.6%54.5%85.7%73.7%7.9%-2.8%42.9K22.3M-153.1K0.2917.71N/AN/A3189314,69615,762
2020-02-14$35.50$45.0075.2%21.0%53.7%86.4%74.7%0.4%-0.1%-75.3K20.8M-155.0K0.2415.63N/AN/A66115914,83715,805
2020-02-18$35.40$45.0076.0%21.3%53.6%88.1%79.8%0.3%5.5%-64.9K21.6M-154.3K0.2515.39N/AN/A1,05526614,65115,674
2020-02-19$36.45$45.0078.9%22.6%54.6%94.4%82.8%-0.5%4.7%-21.4K18.6M-164.6K0.3410.00N/AN/A74525415,17415,836
2020-02-20$38.65$45.0079.5%22.9%56.0%95.9%78.9%-0.5%-0.9%139.9K13.9M-175.4K0.1716.12N/AN/A1,61328015,58715,935
2020-02-21$37.05$45.0089.9%26.8%58.3%100.0%94.9%-2.4%-10.1%24.3K16.9M-171.6K0.2417.59N/AN/A1,84744015,91315,985
2020-02-24$35.15$45.0089.3%27.1%61.4%99.0%90.8%8.2%1.1%-7.4K15.7M-155.5K0.4020.19N/AN/A1,50560514,96013,967
2020-02-25$32.95$45.0097.7%30.0%61.7%100.0%115.3%-7.4%2.5%-24.5K17.5M-153.0K0.4241.41N/AN/A1,10646115,45814,331
2020-02-26$29.70$45.00122.0%33.8%67.3%100.0%123.2%2.1%-13.3%-40.2K19.5M-136.2K0.7651.13N/AN/A1,3441,02215,90814,574
2020-02-27$30.90$45.00134.4%41.7%69.3%100.0%140.0%33.9%-8.4%-5.1K17.7M-152.4K1.4341.22N/AN/A1,2781,83116,52014,959
2020-02-28$30.40$45.00132.6%42.6%69.1%98.2%125.4%15.2%-4.5%6.5K14.6M-170.2K0.7572.14N/AN/A1,8311,36716,96816,051