AMZN Options History — June 2018

In June 2018, AMZN traded between $82.17 and $87.58. ATM implied volatility averaged 23.6%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 10.4% (HV 20d: 13.2%). Max pain ranged from $75.00 to $84.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.80.

Notable Days

2018-06-29: Highest Volume — 5,455,880 contracts
2018-06-25: Largest IV spike — 33.0% change
2018-06-27: Highest IV Rank — 58.2%
2018-06-25: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$84.96	$82.17	$87.58	$82.17	$85.32
Max Pain	$80.07	$75.00	$84.00	$76.75	$83.75
ATM IV	23.6%	17.7%	37.1%	17.7%	34.6%
Expected Move	6.2%	4.9%	7.8%	4.9%	6.9%
HV 20d	13.2%	9.0%	21.6%	11.0%	21.4%
HV 60d	29.2%	24.5%	31.6%	31.4%	24.5%
IV Rank	19.2%	3.7%	58.2%	3.7%	51.0%
IV Percentile	34.8%	4.0%	88.1%	4.0%	85.7%
Term Structure	2.3%	-1.5%	9.7%	-0.2%	-1.2%
VWIV	22.1%	18.0%	26.7%	18.0%	24.5%
Skew 25d	2.5%	1.6%	4.3%	2.5%	3.7%
Skew 10d	4.6%	3.0%	7.8%	4.8%	6.8%
Call IV 25d	22.5%	16.9%	34.8%	16.9%	33.1%
Put IV 25d	25.0%	19.4%	39.1%	19.4%	36.8%
Bid-Ask Spread %	44.92	41.47	49.36	41.47	48.72
Gamma HHI	0.05	0.02	0.14	0.14	0.09
Net GEX	873.4M	-448.7M	2.50B	2.50B	1.27B
Net DEX	-29.00B	-40.12B	-11.71B	-32.45B	-23.89B
Net VEX	-117.5M	-136.9M	-102.7M	-104.9M	-134.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.64	1.02	0.86	0.86
Total Volume	3,531,815.238	1,837,940	5,455,880	4,419,860	5,455,880
Total OI	15,632,837.143	12,716,760	17,658,840	16,019,660	16,421,560

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
2018-06-01	$82.17	$76.75	17.7%	4.9%	11.0%	3.7%	18.0%	2.5%	-0.2%	2.50B	-32.45B	-104.9M	0.86	41.47	N/A	N/A	2,376,260	2,043,600	7,141,580	8,878,080
2018-06-04	$83.20	$75.00	18.0%	5.6%	11.5%	4.7%	20.6%	2.3%	1.1%	1.05B	-31.84B	-103.7M	0.88	44.47	N/A	N/A	1,645,800	1,440,700	6,511,280	8,214,080
2018-06-05	$84.74	$76.00	19.3%	5.9%	12.6%	8.2%	21.2%	2.1%	0.6%	1.16B	-37.19B	-102.7M	0.67	42.20	N/A	N/A	2,967,960	1,974,180	6,789,780	8,632,320
2018-06-06	$84.59	$76.50	20.4%	6.2%	12.5%	11.5%	21.9%	2.0%	0.7%	1.05B	-35.74B	-109.9M	0.64	42.13	N/A	N/A	2,458,900	1,572,140	7,125,440	9,175,360
2018-06-07	$84.58	$77.00	20.4%	6.2%	12.3%	11.4%	22.2%	2.3%	0.8%	920.1M	-35.01B	-111.8M	0.67	41.61	N/A	N/A	1,832,820	1,227,800	7,411,680	9,501,540
2018-06-08	$84.19	$77.00	18.6%	5.8%	12.6%	4.6%	20.7%	1.9%	1.3%	549.7M	-33.56B	-111.1M	0.75	41.60	N/A	N/A	2,132,060	1,591,960	7,742,480	9,682,120
2018-06-11	$84.63	$77.50	19.3%	5.8%	12.4%	6.0%	20.8%	2.0%	0.9%	866.2M	-33.62B	-109.8M	0.88	42.18	N/A	N/A	1,063,460	934,540	6,969,760	8,827,860
2018-06-12	$84.72	$77.50	19.0%	5.7%	12.4%	5.2%	20.8%	1.8%	0.9%	1.08B	-34.19B	-111.5M	1.02	49.06	N/A	N/A	911,800	926,140	7,266,940	9,096,200
2018-06-13	$85.41	$77.50	19.1%	5.7%	9.3%	5.4%	20.2%	1.7%	0.9%	1.41B	-37.47B	-108.8M	0.82	47.60	N/A	N/A	1,791,620	1,464,120	7,402,840	9,353,380
2018-06-14	$86.11	$80.00	18.9%	5.6%	9.3%	5.1%	20.2%	1.6%	0.8%	1.83B	-40.12B	-108.9M	0.76	49.19	N/A	N/A	2,036,240	1,537,940	7,584,920	9,590,980
2018-06-15	$85.69	$80.50	18.7%	5.5%	9.5%	4.3%	19.7%	1.8%	1.0%	1.27B	-37.59B	-112.4M	0.71	47.37	N/A	N/A	2,213,700	1,561,200	7,869,300	9,789,540
2018-06-18	$86.14	$81.00	19.6%	5.7%	9.0%	7.1%	20.3%	1.7%	8.6%	553.7M	-24.70B	-113.5M	0.91	46.36	N/A	N/A	1,251,760	1,138,840	5,678,140	7,038,620
2018-06-19	$86.49	$81.50	20.3%	5.8%	9.0%	8.9%	21.0%	2.1%	8.6%	611.7M	-26.02B	-117.6M	0.76	42.47	N/A	N/A	1,567,400	1,190,360	6,096,980	7,500,380
2018-06-20	$87.58	$82.50	20.3%	5.8%	9.3%	9.2%	21.0%	1.8%	9.7%	1.20B	-31.14B	-118.3M	0.74	43.06	N/A	N/A	2,582,020	1,911,240	6,428,000	7,771,560
2018-06-21	$86.37	$83.00	24.7%	6.5%	11.4%	21.9%	23.3%	2.3%	9.3%	224.3M	-24.27B	-123.6M	0.82	45.31	N/A	N/A	2,235,220	1,825,280	6,782,600	8,092,540
2018-06-22	$85.97	$83.75	25.7%	6.3%	11.8%	24.8%	22.5%	2.2%	9.7%	-448.7M	-21.92B	-125.9M	0.88	44.62	N/A	N/A	2,097,320	1,839,660	7,071,400	8,482,040
2018-06-25	$82.89	$84.00	34.1%	7.8%	18.5%	49.6%	26.6%	4.3%	-0.9%	-149.3M	-11.71B	-132.0M	0.71	43.21	N/A	N/A	2,486,780	1,778,120	6,251,140	7,559,260
2018-06-26	$84.70	$83.50	33.6%	7.1%	19.8%	47.9%	24.8%	3.6%	-1.3%	539.3M	-19.84B	-134.1M	0.80	49.36	N/A	N/A	1,493,400	1,190,900	7,160,220	7,904,020
2018-06-27	$83.48	$83.50	37.1%	7.8%	20.5%	58.2%	26.7%	4.3%	-1.5%	37.7M	-14.31B	-136.9M	0.86	45.49	N/A	N/A	1,606,820	1,383,260	7,335,000	8,169,580
2018-06-28	$85.17	$83.75	35.9%	7.3%	21.6%	54.7%	26.0%	4.2%	-1.2%	823.4M	-22.45B	-136.8M	0.80	45.81	N/A	N/A	1,904,620	1,524,300	7,567,000	8,422,080
2018-06-29	$85.32	$83.75	34.6%	6.9%	21.4%	51.0%	24.5%	3.7%	-1.2%	1.27B	-23.89B	-134.3M	0.86	48.72	N/A	N/A	2,939,800	2,516,080	7,746,960	8,674,600