AMZN Options History — August 2018 In August 2018, AMZN traded between $89.87 and $100.58. ATM implied volatility averaged 21.4%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 2.1% (HV 20d: 19.3%). Max pain ranged from $85.00 to $91.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.94.
Notable Days 2018-08-29 : Highest Volume — 8,608,580 contracts2018-08-15 : Largest IV spike — 22.9% change2018-08-15 : Highest IV Rank — 25.8%2018-08-15 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $94.91 $89.87 $100.58 $89.87 $100.58 Max Pain $89.34 $85.00 $91.50 $88.50 $91.50 ATM IV 21.4% 19.2% 26.0% 24.7% 21.6% Expected Move 6.1% 5.4% 7.5% 6.8% 6.0% HV 20d 19.3% 13.9% 21.9% 20.8% 15.0% HV 60d 18.6% 18.1% 19.2% 18.2% 19.2% IV Rank 12.3% 5.9% 25.8% 22.1% 12.9% IV Percentile 32.5% 14.7% 52.0% 48.0% 36.1% Term Structure 0.4% -0.1% 0.8% -0.1% 0.5% VWIV 22.1% 19.6% 26.6% 24.5% 21.3% Skew 25d 2.0% 0.6% 3.0% 3.0% 0.7% Skew 10d 4.0% 1.1% 6.0% 6.0% 1.1% Call IV 25d 20.7% 18.6% 25.1% 23.5% 21.4% Put IV 25d 22.7% 20.4% 27.8% 26.5% 22.1% Bid-Ask Spread % 13.72 8.43 19.14 14.80 14.02 Gamma HHI 0.04 0.02 0.13 0.02 0.09 Net GEX 655.6M -1.08B 1.53B 58.6M 1.53B Net DEX -35.51B -51.26B -20.88B -20.88B -51.26B Net VEX -132.5M -144.3M -121.8M -144.3M -131.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.66 1.14 1.12 0.99 Total Volume 4,393,563.478 2,505,980 8,608,580 2,764,900 6,761,340 Total OI 17,121,764.348 15,224,020 19,624,340 16,603,160 19,624,340
Daily Data (23 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 2018-08-01 $89.87 $88.50 24.7% 6.8% 20.8% 22.1% 24.5% 3.0% -0.1% 58.6M -20.88B -144.3M 1.12 14.80 N/A N/A 1,306,140 1,458,760 7,244,540 9,358,620 2018-08-02 $91.55 $88.50 22.7% 6.0% 21.5% 16.2% 21.6% 2.3% 0.1% 989.6M -30.69B -137.3M 0.92 16.85 N/A N/A 2,337,400 2,154,620 7,428,020 9,532,460 2018-08-03 $91.23 $88.50 21.5% 5.6% 21.7% 12.5% 20.6% 2.1% 0.2% 182.3M -28.52B -135.3M 0.95 11.29 N/A N/A 2,345,480 2,220,380 7,554,080 9,775,500 2018-08-06 $92.29 $85.00 20.2% 6.2% 21.4% 8.8% 22.0% 2.0% 0.7% 639.1M -31.26B -128.9M 1.14 10.02 N/A N/A 1,461,080 1,663,560 6,791,240 8,812,520 2018-08-07 $93.23 $87.50 19.2% 5.9% 21.6% 5.9% 21.6% 1.8% 0.8% 922.0M -35.19B -127.8M 1.11 10.37 N/A N/A 1,592,240 1,764,280 7,055,380 9,233,260 2018-08-08 $94.50 $87.50 19.2% 5.9% 21.8% 5.9% 21.3% 1.7% 0.7% 1.08B -39.95B -125.9M 0.92 11.17 N/A N/A 2,058,400 1,891,020 7,246,620 9,528,280 2018-08-09 $95.13 $88.00 19.4% 5.8% 20.6% 6.4% 21.0% 1.7% 0.6% 1.35B -42.62B -122.9M 0.86 12.69 N/A N/A 3,108,220 2,661,100 7,476,420 9,911,280 2018-08-10 $94.32 $89.50 20.1% 6.1% 20.8% 8.6% 21.7% 1.8% 0.7% 181.6M -35.55B -130.5M 0.99 13.42 N/A N/A 2,398,820 2,371,580 7,749,880 10,351,200 2018-08-13 $94.86 $89.75 21.5% 6.3% 20.7% 12.5% 22.5% 1.6% 0.3% 470.6M -36.09B -125.2M 0.98 16.49 N/A N/A 2,130,440 2,094,300 7,061,320 9,179,180 2018-08-14 $96.02 $90.00 21.2% 6.2% 20.7% 11.6% 22.2% 1.8% 0.3% 784.2M -40.87B -126.3M 0.74 10.67 N/A N/A 1,897,120 1,400,080 7,451,480 9,725,040 2018-08-15 $94.21 $90.00 26.0% 7.5% 21.9% 25.8% 26.6% 2.6% -0.1% 15.8M -31.79B -140.3M 0.92 16.41 N/A N/A 2,486,480 2,289,820 7,999,820 10,000,620 2018-08-16 $94.44 $90.00 23.2% 6.7% 21.1% 17.6% 23.9% 2.3% 0.2% 238.4M -34.47B -138.6M 0.85 10.41 N/A N/A 2,008,580 1,708,520 8,532,760 10,479,440 2018-08-17 $94.01 $90.00 22.7% 6.6% 21.2% 16.2% 23.9% 2.4% 0.6% -1.08B -31.37B -139.1M 0.93 13.93 N/A N/A 3,266,220 3,050,460 8,669,720 10,760,180 2018-08-20 $94.02 $90.00 22.6% 6.5% 20.8% 15.8% 23.6% 2.6% 0.5% 178.6M -26.52B -138.8M 0.95 8.43 N/A N/A 1,283,980 1,222,000 6,628,680 8,595,340 2018-08-21 $94.32 $90.00 21.5% 6.2% 20.3% 12.5% 22.2% 2.5% 0.5% 293.5M -28.51B -138.0M 0.88 11.71 N/A N/A 1,460,360 1,278,320 6,946,460 8,985,880 2018-08-22 $95.15 $90.00 21.3% 6.1% 19.6% 12.2% 22.5% 2.5% 0.6% 728.4M -32.74B -136.6M 0.97 15.59 N/A N/A 1,412,460 1,375,000 7,171,780 9,226,260 2018-08-23 $95.32 $90.00 21.1% 6.0% 16.9% 11.5% 22.1% 2.4% 0.5% 1.09B -33.96B -135.1M 0.98 16.33 N/A N/A 1,879,600 1,838,440 7,392,260 9,447,400 2018-08-24 $95.26 $90.00 20.8% 5.9% 16.9% 10.4% 21.4% 2.3% 0.6% 1.07B -33.51B -134.5M 0.94 14.03 N/A N/A 2,193,400 2,060,660 7,551,000 9,776,380 2018-08-27 $96.22 $90.00 20.2% 5.6% 13.9% 8.7% 20.7% 2.0% 0.5% 681.9M -34.53B -128.2M 1.07 14.71 N/A N/A 1,454,620 1,560,600 6,723,320 8,849,260 2018-08-28 $96.87 $90.00 19.4% 5.4% 13.9% 6.6% 19.6% 2.1% 0.6% 963.6M -37.60B -130.1M 0.95 19.14 N/A N/A 1,590,280 1,505,500 7,130,760 9,370,480 2018-08-29 $99.63 $90.00 20.5% 5.7% 16.1% 9.8% 20.8% 0.6% 0.5% 1.31B -49.35B -121.8M 0.66 16.49 N/A N/A 5,199,920 3,408,660 7,339,560 9,709,900 2018-08-30 $100.02 $90.50 21.8% 6.0% 15.3% 13.4% 21.7% 0.6% 0.5% 1.39B -49.52B -130.7M 0.76 16.56 N/A N/A 4,808,580 3,633,140 8,041,660 10,381,000 2018-08-31 $100.58 $91.50 21.6% 6.0% 15.0% 12.9% 21.3% 0.7% 0.5% 1.53B -51.26B -131.5M 0.99 14.02 N/A N/A 3,399,800 3,361,540 8,582,200 11,042,140
« Jul 2018 | All History | Sep 2018 » Home AMZN History August 2018