AMZN Options History — April 2018 In April 2018, AMZN traded between $68.43 and $78.77. ATM implied volatility averaged 40.0%, placing in the 67.9% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded below realized volatility by 1.4% (HV 20d: 41.4%). Max pain ranged from $70.75 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2018-04-27 : Highest Volume — 8,733,240 contracts2018-04-27 : Largest IV drop — 28.8% change2018-04-02 : Highest IV Rank — 100.0%2018-04-02 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $73.43 $68.43 $78.77 $68.43 $78.72 Max Pain $72.68 $70.75 $75.00 $72.50 $75.00 ATM IV 40.0% 26.2% 51.3% 51.3% 26.2% Expected Move 11.1% 7.5% 13.4% 13.4% 7.5% HV 20d 41.4% 36.8% 44.9% 38.0% 36.8% HV 60d 33.3% 31.5% 36.3% 31.5% 35.5% IV Rank 67.9% 28.6% 100.0% 100.0% 28.6% IV Percentile 90.7% 52.8% 100.0% 100.0% 52.8% Term Structure -1.9% -3.5% 0.2% -3.5% 0.2% VWIV 38.7% 26.9% 45.7% 45.7% 26.9% Skew 25d 4.8% 2.9% 6.8% 6.8% 2.9% Skew 10d 8.7% 6.2% 11.8% 11.2% 6.2% Call IV 25d 37.2% 24.7% 46.9% 46.9% 24.7% Put IV 25d 42.0% 27.6% 53.7% 53.7% 27.6% Bid-Ask Spread % 33.32 17.11 48.17 32.04 37.70 Gamma HHI 0.03 0.02 0.07 0.02 0.05 Net GEX 359.3M 30.8M 1.05B 30.8M 568.2M Net DEX -13.76B -30.04B -944.3M -944.3M -23.39B Net VEX -119.4M -124.9M -111.0M -119.4M -119.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.59 0.93 0.81 0.83 Total Volume 3,357,113.333 1,758,520 8,733,240 3,618,840 2,729,180 Total OI 15,292,735.238 13,409,340 17,025,220 14,137,740 14,723,300
Daily Data (21 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 2018-04-02 $68.43 $72.50 51.3% 13.4% 38.0% 100.0% 45.7% 6.8% -3.5% 30.8M -944.3M -119.4M 0.81 32.04 N/A N/A 2,000,720 1,618,120 6,724,260 7,413,480 2018-04-03 $69.53 $72.50 46.9% 11.6% 38.0% 87.5% 40.1% 6.2% -2.8% 124.0M -3.32B -120.7M 0.71 35.48 N/A N/A 1,935,040 1,366,800 7,251,720 7,826,180 2018-04-04 $70.75 $72.50 43.9% 10.6% 38.6% 78.9% 37.9% 6.1% -2.1% 311.6M -6.90B -122.8M 0.81 48.17 N/A N/A 1,327,280 1,072,900 7,586,400 8,041,680 2018-04-05 $72.71 $70.75 42.6% 11.2% 40.0% 75.3% 39.2% 5.8% -2.1% 655.1M -13.96B -123.9M 0.79 21.11 N/A N/A 1,975,020 1,562,000 7,730,680 8,132,360 2018-04-06 $70.43 $71.00 44.6% 11.9% 41.2% 81.0% 41.1% 5.7% -2.0% 110.1M -5.13B -123.1M 0.80 22.43 N/A N/A 2,325,760 1,850,800 7,959,980 8,505,080 2018-04-09 $70.60 $70.75 45.1% 12.2% 40.5% 82.2% 41.9% 6.3% -2.0% 188.9M -6.62B -120.2M 0.78 17.11 N/A N/A 1,032,740 808,880 7,143,200 7,776,780 2018-04-10 $71.78 $70.75 43.2% 11.8% 40.6% 76.9% 40.1% 5.9% -1.9% 322.0M -9.87B -119.0M 0.84 23.93 N/A N/A 1,114,820 936,060 7,287,200 7,914,940 2018-04-11 $71.45 $72.00 42.4% 11.6% 40.6% 74.7% 39.8% 6.0% -2.0% 300.0M -8.86B -119.7M 0.79 31.11 N/A N/A 1,048,320 826,680 7,435,140 8,073,560 2018-04-12 $72.54 $72.50 39.9% 10.9% 41.1% 67.5% 37.8% 5.2% -2.3% 456.6M -12.20B -117.6M 0.93 30.26 N/A N/A 993,420 921,480 7,384,900 8,208,520 2018-04-13 $71.48 $72.50 40.1% 11.1% 41.3% 68.1% 38.6% 5.1% -2.3% 85.5M -8.22B -115.7M 0.82 36.33 N/A N/A 1,908,540 1,557,780 7,492,160 8,326,180 2018-04-16 $71.98 $72.50 37.6% 10.6% 41.5% 61.0% 36.6% 4.8% -1.9% 198.5M -9.60B -112.0M 0.91 39.52 N/A N/A 992,660 905,320 6,839,800 7,869,680 2018-04-17 $75.25 $72.50 35.4% 10.1% 44.7% 54.8% 35.7% 4.3% -1.5% 574.7M -20.84B -111.0M 0.83 40.39 N/A N/A 2,143,380 1,776,100 7,059,660 8,098,460 2018-04-18 $76.40 $72.50 35.9% 10.3% 44.0% 56.3% 36.4% 4.0% -1.6% 726.4M -24.90B -112.5M 0.72 37.75 N/A N/A 2,259,780 1,635,040 7,289,920 8,393,800 2018-04-19 $77.93 $72.50 39.1% 11.3% 44.5% 65.1% 39.5% 3.6% -1.7% 960.1M -30.04B -116.2M 0.64 37.38 N/A N/A 3,022,380 1,948,960 7,536,880 8,705,800 2018-04-20 $76.23 $73.75 39.5% 11.5% 44.9% 66.3% 39.9% 3.8% -2.2% 136.3M -22.05B -120.9M 0.60 36.32 N/A N/A 3,482,780 2,092,100 7,931,540 9,093,680 2018-04-23 $75.75 $74.00 39.6% 11.9% 43.5% 66.7% 41.2% 3.9% -1.9% 247.2M -16.38B -122.4M 0.86 30.84 N/A N/A 943,060 815,460 6,152,180 7,257,160 2018-04-24 $72.55 $74.00 41.9% 12.7% 43.8% 73.3% 43.5% 4.0% -2.0% 85.3M -8.96B -123.6M 0.78 33.35 N/A N/A 1,485,020 1,157,260 6,405,940 7,525,340 2018-04-25 $72.85 $74.00 40.0% 12.3% 41.8% 67.9% 42.2% 3.4% -2.1% 87.9M -9.41B -124.9M 0.84 35.05 N/A N/A 1,139,360 961,480 6,726,580 7,838,840 2018-04-26 $75.97 $73.88 38.0% 11.7% 41.1% 62.2% 40.4% 4.3% -1.7% 325.4M -18.19B -124.6M 0.59 37.24 N/A N/A 2,573,660 1,520,000 6,938,660 8,119,620 2018-04-27 $78.77 $74.00 27.1% 7.8% 42.7% 31.1% 27.9% 3.2% -0.6% 1.05B -29.20B -117.6M 0.66 36.31 N/A N/A 5,250,680 3,482,560 7,743,700 8,682,500 2018-04-30 $78.72 $75.00 26.2% 7.5% 36.8% 28.6% 26.9% 2.9% 0.2% 568.2M -23.39B -119.7M 0.83 37.70 N/A N/A 1,492,120 1,237,060 6,766,080 7,957,220
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