AMZN Options History — May 2018 In May 2018, AMZN traded between $78.53 and $81.47. ATM implied volatility averaged 22.2%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 4.4% (HV 20d: 26.6%). Max pain ranged from $71.00 to $76.25. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2018-05-04 : Highest Volume — 3,554,640 contracts2018-05-15 : Largest IV spike — 11.5% change2018-05-01 : Highest IV Rank — 26.2%2018-05-03 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $79.69 $78.53 $81.47 $78.97 $81.47 Max Pain $74.14 $71.00 $76.25 $75.00 $76.25 ATM IV 22.2% 18.8% 25.4% 25.4% 18.8% Expected Move 6.4% 5.1% 7.3% 7.1% 5.1% HV 20d 26.6% 10.8% 36.7% 36.7% 10.8% HV 60d 32.4% 31.4% 35.3% 35.3% 31.4% IV Rank 17.2% 6.9% 26.2% 26.2% 6.9% IV Percentile 39.5% 9.9% 52.0% 52.0% 9.9% Term Structure 0.4% -0.5% 0.7% 0.3% -0.3% VWIV 22.7% 19.2% 25.9% 25.5% 19.2% Skew 25d 3.0% 2.6% 3.4% 3.0% 2.7% Skew 10d 5.9% 4.8% 6.9% 5.9% 5.0% Call IV 25d 20.9% 17.8% 24.0% 24.0% 17.8% Put IV 25d 23.9% 20.5% 27.0% 27.0% 20.5% Bid-Ask Spread % 42.11 30.22 48.33 39.03 48.33 Gamma HHI 0.07 0.04 0.17 0.05 0.05 Net GEX 890.6M -271.8M 1.73B 691.3M 1.46B Net DEX -24.94B -31.01B -18.59B -24.70B -27.96B Net VEX -115.6M -120.3M -110.9M -118.7M -111.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.69 1.07 0.81 0.87 Total Volume 2,507,900 1,628,760 3,554,640 2,200,120 2,817,100 Total OI 15,589,016.364 13,585,840 17,102,180 15,302,200 15,705,220
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 2018-05-01 $78.97 $75.00 25.4% 7.1% 36.7% 26.2% 25.5% 3.0% 0.3% 691.3M -24.70B -118.7M 0.81 39.03 N/A N/A 1,215,280 984,840 7,082,340 8,219,860 2018-05-02 $78.54 $75.00 25.2% 7.1% 36.6% 25.8% 24.6% 3.1% 0.4% 625.4M -23.08B -119.7M 0.69 43.28 N/A N/A 1,352,300 935,160 7,274,600 8,387,320 2018-05-03 $78.53 $71.00 24.7% 7.3% 35.7% 24.3% 25.9% 3.4% 0.5% 676.1M -23.31B -120.3M 0.71 30.22 N/A N/A 1,611,880 1,146,420 7,603,340 8,546,260 2018-05-04 $79.08 $71.50 22.8% 6.9% 33.1% 19.1% 24.4% 3.1% 0.7% 1.56B -26.73B -117.2M 0.70 33.11 N/A N/A 2,086,020 1,468,620 7,820,880 8,659,540 2018-05-07 $79.82 $71.50 22.6% 6.7% 33.1% 18.4% 24.1% 3.2% 0.6% 968.8M -27.92B -113.5M 0.81 36.89 N/A N/A 1,368,800 1,113,560 6,987,060 8,000,680 2018-05-08 $79.49 $72.00 22.9% 6.7% 33.1% 19.1% 24.2% 3.2% 0.4% 887.7M -26.00B -116.5M 0.85 38.59 N/A N/A 1,078,520 919,080 7,182,500 8,252,020 2018-05-09 $80.17 $72.25 22.4% 6.5% 32.9% 17.8% 23.4% 3.1% 0.4% 1.23B -29.74B -114.4M 0.77 42.33 N/A N/A 1,223,080 943,020 7,396,380 8,410,600 2018-05-10 $80.42 $72.50 21.6% 6.3% 32.7% 15.6% 22.6% 2.9% 0.5% 1.42B -31.01B -115.0M 0.69 38.61 N/A N/A 1,292,120 890,880 7,563,380 8,578,320 2018-05-11 $80.05 $72.50 22.0% 6.4% 32.1% 16.7% 22.6% 3.0% 0.7% 1.43B -29.19B -113.8M 0.85 44.81 N/A N/A 1,648,280 1,393,720 7,686,360 8,709,100 2018-05-14 $80.16 $75.00 21.5% 6.2% 32.1% 15.3% 22.2% 2.9% 0.7% 964.0M -27.48B -112.7M 1.07 42.43 N/A N/A 920,240 989,260 7,142,440 8,275,060 2018-05-15 $78.62 $75.00 24.0% 6.9% 29.8% 22.3% 24.4% 3.4% 0.3% 326.7M -20.58B -118.5M 0.78 42.58 N/A N/A 1,464,260 1,146,960 7,332,120 8,620,720 2018-05-16 $79.34 $75.00 22.4% 6.4% 29.5% 17.9% 23.7% 3.1% 0.3% 766.1M -24.76B -118.0M 0.83 40.99 N/A N/A 1,063,320 886,680 7,656,820 8,855,220 2018-05-17 $79.13 $75.00 22.4% 6.4% 28.7% 17.9% 23.2% 3.3% 0.4% 444.4M -23.08B -116.4M 0.88 41.83 N/A N/A 1,263,160 1,113,200 7,761,920 9,012,160 2018-05-18 $78.77 $75.00 22.7% 6.5% 27.5% 18.5% 22.7% 3.2% 0.4% -271.8M -21.03B -116.3M 0.92 42.59 N/A N/A 1,561,840 1,442,240 7,858,500 9,243,680 2018-05-21 $79.10 $75.00 22.6% 6.4% 27.4% 18.4% 22.2% 3.0% 0.4% 251.1M -18.59B -114.0M 0.75 44.10 N/A N/A 1,216,960 910,420 6,019,540 7,566,300 2018-05-22 $79.22 $75.00 21.4% 6.0% 21.6% 14.9% 21.4% 2.9% 0.5% 435.9M -19.73B -115.8M 0.93 43.98 N/A N/A 843,080 785,680 6,430,120 7,879,740 2018-05-23 $79.94 $75.00 20.8% 5.8% 21.6% 13.2% 20.7% 2.7% 0.6% 845.6M -23.10B -114.9M 0.95 44.56 N/A N/A 1,404,420 1,333,360 6,618,020 8,096,480 2018-05-24 $80.13 $75.00 21.0% 5.8% 16.5% 13.9% 20.8% 2.8% 0.5% 1.30B -24.46B -114.9M 0.77 46.31 N/A N/A 1,646,760 1,270,280 6,855,480 8,285,480 2018-05-25 $80.43 $75.00 20.0% 5.5% 10.8% 10.3% 19.8% 2.6% 0.6% 1.73B -26.00B -116.0M 0.82 48.00 N/A N/A 1,871,640 1,536,720 7,085,640 8,530,360 2018-05-29 $80.51 $75.50 21.8% 6.1% 10.8% 15.5% 22.0% 3.0% -0.5% 760.9M -23.60B -113.1M 0.99 46.10 N/A N/A 1,356,860 1,341,300 6,520,480 7,973,700 2018-05-30 $81.19 $76.00 19.7% 5.5% 11.1% 9.4% 19.7% 2.6% -0.5% 1.08B -26.70B -110.9M 0.92 47.75 N/A N/A 1,204,880 1,111,600 6,796,560 8,476,060 2018-05-31 $81.47 $76.25 18.8% 5.1% 10.8% 6.9% 19.2% 2.7% -0.3% 1.46B -27.96B -111.6M 0.87 48.33 N/A N/A 1,507,040 1,310,060 7,009,940 8,695,280
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