Roundhill Investments - AMZN WeeklyPay ETF (AMZW) Options History
Historical options analytics archive for AMZW with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
AMZW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AMZW. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 44.2% | 6.5% | $39.00 | -$12.9K | $583.2K | 5.06 |
| 2026-05 | 20 | 45.1% | 5.8% | - | -$2.4K | $83.2K | 1.37 |
| 2026-04 | 21 | 66.7% | 13.1% | $40.00 | $384 | -$87.6K | 0.79 |
| 2026-03 | 22 | 58.0% | 10.5% | $32.00 | $733 | -$22.5K | 0.22 |
| 2026-02 | 19 | 78.9% | 16.8% | $35.00 | $304 | $9.7K | 1.14 |
| 2026-01 | 20 | 81.7% | 13.0% | $42.00 | -$5.0K | $56.4K | 2.38 |
This archive aggregates AMZW's daily end-of-day options snapshots into monthly summaries, spanning 2025-07 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how AMZW option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 44.2%, a month-end max-pain strike around $39.00, an average put/call ratio of 5.06.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AMZW history questions
- How much options history is available for AMZW?
- This archive holds 12 months of AMZW options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of AMZW's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the AMZW archive.
- What data does each monthly AMZW aggregate contain?
- Every monthly row summarizes that month of AMZW option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 44.2%, an average IV rank of 6.5%, a month-end max-pain strike around $39.00, an average put/call ratio of 5.06.
- How is the AMZW options-history archive built and how often does it update?
- The archive is derived from AMZW's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how AMZW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.