AMZN Options History — July 2013 In July 2013, AMZN traded between $14.11 and $15.60. ATM implied volatility averaged 33.8%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 14.6% (HV 20d: 19.2%). Max pain ranged from $13.75 to $15.25. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.96.
Notable Days 2013-07-26 : Highest Volume — 5,585,320 contracts2013-07-26 : Largest IV drop — 32.1% change2013-07-10 : Highest IV Rank — 18.7%2013-07-10 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.95 $14.11 $15.60 $14.11 $15.06 Max Pain $14.52 $13.75 $15.25 $13.75 $15.25 ATM IV 33.8% 23.8% 39.0% 37.3% 24.2% Expected Move 9.7% 6.8% 11.2% 10.5% 6.9% HV 20d 19.2% 16.7% 22.4% 22.4% 21.2% HV 60d 24.7% 20.0% 27.5% 27.5% 20.1% IV Rank 13.9% 4.6% 18.7% 17.2% 4.9% IV Percentile 64.6% 9.9% 88.5% 84.1% 16.3% Term Structure -3.3% -5.8% 0.3% -3.7% -0.2% VWIV 34.4% 24.3% 40.2% 38.0% 24.5% Skew 25d 3.5% 2.2% 4.7% 4.5% 2.2% Skew 10d 7.5% 4.2% 10.5% 9.0% 4.3% Call IV 25d 32.4% 22.9% 36.9% 34.9% 23.5% Put IV 25d 35.9% 25.2% 41.3% 39.4% 25.7% Bid-Ask Spread % 12.49 6.36 18.31 14.19 18.31 Gamma HHI 0.12 0.06 0.42 0.08 0.08 Net GEX 58.1M 6.4M 129.2M 40.7M 6.4M Net DEX -1.39B -2.30B -807.8M -871.5M -807.8M Net VEX -8.3M -9.1M -7.6M -7.8M -8.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.64 1.58 0.70 1.38 Total Volume 1,340,242.727 508,740 5,585,320 1,006,500 621,260 Total OI 5,884,131.818 4,767,260 6,872,620 5,182,600 6,094,700
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2013-07-01 $14.11 $13.75 37.3% 10.5% 22.4% 17.2% 38.0% 4.5% -3.7% 40.7M -871.5M -7.8M 0.70 14.19 N/A N/A 590,360 416,140 2,465,100 2,717,500 2013-07-02 $14.19 $14.00 36.6% 10.4% 22.2% 16.5% 36.8% 4.3% -3.8% 69.3M -1.03B -7.9M 0.64 12.34 N/A N/A 886,840 563,200 2,679,140 2,866,700 2013-07-03 $14.20 $14.00 36.4% 10.4% 22.2% 16.3% 37.5% 4.5% -3.7% 67.5M -1.01B -8.0M 0.80 10.73 N/A N/A 330,760 264,760 2,783,260 3,025,500 2013-07-05 $14.29 $14.00 37.1% 10.6% 22.2% 17.0% 37.5% 4.3% -4.2% 90.1M -1.21B -7.8M 0.88 11.67 N/A N/A 565,900 496,740 2,829,660 3,077,100 2013-07-08 $14.53 $14.00 38.4% 11.0% 19.9% 18.2% 39.5% 4.7% -5.2% 61.9M -1.30B -7.7M 0.90 13.60 N/A N/A 590,720 533,880 2,582,700 2,875,720 2013-07-09 $14.58 $14.00 38.1% 10.9% 19.4% 17.9% 38.2% 4.3% -5.4% 62.5M -1.35B -7.6M 0.74 12.10 N/A N/A 546,420 405,100 2,698,560 3,026,720 2013-07-10 $14.62 $14.25 39.0% 11.2% 17.1% 18.7% 40.2% 4.5% -5.8% 65.7M -1.35B -7.7M 0.85 17.13 N/A N/A 333,600 283,540 2,715,040 3,133,080 2013-07-11 $14.98 $0.00 36.3% 10.5% 17.8% 16.2% 36.6% 3.6% -2.1% 102.0M -1.86B -7.7M 0.73 10.65 N/A N/A 1,071,400 779,960 2,743,940 3,171,700 2013-07-12 $15.38 $15.00 35.9% 10.5% 19.0% 15.9% 36.6% 3.1% -2.9% 66.3M -2.30B -8.3M 0.66 8.35 N/A N/A 1,384,340 915,440 2,862,640 3,412,220 2013-07-15 $15.33 $14.00 36.7% 10.2% 18.8% 16.6% 36.0% 3.0% -5.7% 69.3M -1.94B -8.6M 0.99 10.85 N/A N/A 427,820 422,040 2,861,760 3,262,200 2013-07-16 $15.34 $14.25 35.8% 10.0% 18.5% 15.7% 35.5% 3.4% -5.3% 71.0M -1.98B -8.6M 0.79 6.86 N/A N/A 559,360 440,700 2,947,560 3,383,960 2013-07-17 $15.43 $14.25 34.5% 9.8% 18.3% 14.5% 35.0% 3.2% -5.4% 82.7M -2.11B -8.7M 0.89 6.36 N/A N/A 349,000 310,220 3,077,660 3,496,560 2013-07-18 $15.21 $14.25 34.6% 9.9% 18.5% 14.7% 35.1% 3.1% -1.6% 55.1M -1.69B -8.4M 0.80 6.90 N/A N/A 577,640 462,920 3,025,360 3,489,380 2013-07-19 $15.26 $14.50 34.4% 10.0% 16.7% 14.5% 35.4% 3.4% -1.5% 129.2M -1.80B -8.4M 0.86 8.45 N/A N/A 593,960 513,020 3,050,560 3,560,880 2013-07-22 $15.17 $15.00 34.3% 9.7% 17.1% 14.4% 36.4% 3.5% -5.0% 34.1M -1.12B -8.3M 1.58 13.75 N/A N/A 268,360 423,520 2,316,640 2,450,620 2013-07-23 $15.05 $15.00 33.5% 9.5% 16.8% 13.6% 33.6% 3.4% -5.0% 27.2M -966.6M -8.4M 1.32 14.35 N/A N/A 219,620 289,120 2,428,020 2,679,320 2013-07-24 $14.95 $15.00 33.7% 9.7% 17.4% 13.8% 35.3% 3.9% -4.6% 20.5M -827.2M -8.7M 1.28 14.93 N/A N/A 495,120 633,900 2,486,720 2,781,800 2013-07-25 $15.17 $15.00 35.4% 10.2% 16.9% 15.4% 35.8% 3.8% -1.5% 28.1M -1.07B -9.1M 0.94 17.44 N/A N/A 1,625,300 1,528,520 2,648,260 3,041,000 2013-07-26 $15.60 $15.00 24.0% 6.9% 18.7% 4.8% 24.3% 2.4% 0.3% 77.9M -1.86B -8.5M 1.12 13.79 N/A N/A 2,633,440 2,951,880 3,254,280 3,618,340 2013-07-29 $15.30 $15.25 24.2% 6.9% 20.7% 4.9% 25.1% 2.2% -0.2% 38.0M -1.17B -8.7M 1.24 15.81 N/A N/A 556,620 692,920 2,752,900 3,088,360 2013-07-30 $15.12 $15.25 23.8% 6.8% 21.1% 4.6% 24.3% 2.2% -0.1% 12.6M -879.8M -8.7M 1.05 16.24 N/A N/A 454,560 475,420 2,816,380 3,171,400 2013-07-31 $15.06 $15.25 24.2% 6.9% 21.2% 4.9% 24.5% 2.2% -0.2% 6.4M -807.8M -8.8M 1.38 18.31 N/A N/A 261,000 360,260 2,874,840 3,219,860
« Jun 2013 | All History | Aug 2013 » Home AMZN History July 2013