AMZN Options History — October 2018 In October 2018, AMZN traded between $75.15 and $100.28. ATM implied volatility averaged 42.6%, placing in the 74.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 8.1% (HV 20d: 34.5%). Max pain ranged from $89.50 to $96.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.83.
Notable Days 2018-10-05 : Highest Volume — 8,570,660 contracts2018-10-29 : Largest IV spike — 23.6% change2018-10-11 : Highest IV Rank — 96.9%2018-10-29 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $89.16 $75.15 $100.28 $100.28 $80.28 Max Pain $93.04 $89.50 $96.00 $96.00 $89.50 ATM IV 42.6% 35.4% 50.3% 35.4% 37.7% Expected Move 12.0% 7.0% 15.2% 7.0% 11.8% HV 20d 34.5% 22.6% 61.4% 24.2% 61.4% HV 60d 26.6% 20.6% 39.6% 20.6% 39.6% IV Rank 74.4% 53.5% 96.9% 53.5% 60.0% IV Percentile 92.8% 81.0% 99.2% 85.3% 81.0% Term Structure -1.9% -2.8% -0.4% -1.4% -0.4% VWIV 41.5% 25.7% 51.0% 25.7% 40.4% Skew 25d 5.3% 3.1% 7.2% 3.1% 5.5% Skew 10d 9.4% 5.7% 12.0% 5.7% 10.1% Call IV 25d 39.8% 33.7% 46.9% 33.7% 35.1% Put IV 25d 45.1% 36.8% 54.2% 36.8% 40.6% Bid-Ask Spread % 18.07 8.34 36.88 34.18 21.97 Gamma HHI 0.02 0.01 0.05 0.03 0.01 Net GEX -222.1M -1.01B 699.5M 699.5M -2.4M Net DEX -2.77B -35.75B 18.51B -35.75B 6.15B Net VEX -168.4M -179.9M -140.6M -152.5M -155.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.67 1.03 0.94 0.82 Total Volume 4,660,422.609 2,001,880 8,570,660 3,327,220 5,345,340 Total OI 19,228,613.043 16,692,860 21,963,280 16,957,800 19,002,940
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 2018-10-01 $100.28 $96.00 35.4% 7.0% 24.2% 53.5% 25.7% 3.1% -1.4% 699.5M -35.75B -152.5M 0.94 34.18 N/A N/A 1,711,420 1,615,800 7,638,240 9,319,560 2018-10-02 $98.82 $96.00 37.4% 7.8% 24.1% 59.2% 27.8% 3.3% -1.5% -12.9M -27.17B -164.1M 0.76 36.88 N/A N/A 2,156,580 1,640,840 7,956,860 9,868,760 2018-10-03 $97.93 $96.00 38.3% 8.0% 22.8% 61.7% 28.0% 3.5% -1.5% -259.6M -22.16B -169.8M 0.75 30.87 N/A N/A 2,404,820 1,813,020 8,411,300 10,268,060 2018-10-04 $95.24 $95.00 42.4% 11.3% 24.2% 73.8% 39.5% 4.6% -1.9% -911.0M -7.56B -176.3M 0.71 9.71 N/A N/A 4,120,020 2,914,560 8,865,600 10,699,960 2018-10-05 $94.46 $94.50 41.9% 11.3% 24.3% 72.3% 39.1% 4.9% -1.8% -1.01B -3.99B -178.6M 0.89 8.34 N/A N/A 4,530,400 4,040,260 9,649,780 11,162,160 2018-10-08 $93.31 $94.50 43.0% 11.7% 24.5% 75.5% 40.2% 5.2% -1.5% -284.7M -7.56B -178.0M 0.67 9.93 N/A N/A 2,673,920 1,779,880 8,613,540 10,108,240 2018-10-09 $93.43 $94.50 42.2% 11.5% 22.6% 73.3% 40.0% 4.8% -1.9% -202.1M -8.78B -179.9M 0.73 8.91 N/A N/A 1,847,880 1,342,080 9,131,940 10,431,780 2018-10-10 $88.28 $94.25 48.4% 13.2% 29.5% 91.5% 44.9% 6.1% -2.4% -537.9M 9.70B -173.5M 0.68 15.26 N/A N/A 3,590,760 2,446,020 9,410,220 10,613,620 2018-10-11 $85.86 $93.75 50.3% 13.8% 30.4% 96.9% 46.5% 7.2% -2.6% -513.1M 15.89B -170.6M 0.77 11.04 N/A N/A 3,664,600 2,811,000 10,195,780 10,884,240 2018-10-12 $89.01 $93.50 45.8% 12.7% 34.0% 83.7% 43.7% 6.3% -2.4% 36.6M 3.11B -178.3M 0.88 13.65 N/A N/A 3,415,800 3,004,100 10,907,320 11,055,960 2018-10-15 $88.58 $93.00 44.9% 12.7% 32.4% 81.0% 43.7% 5.7% -2.5% -165.4M 1.23B -172.9M 0.83 11.63 N/A N/A 1,551,240 1,288,900 9,457,980 10,143,880 2018-10-16 $90.84 $93.00 40.9% 11.6% 33.0% 69.5% 40.8% 5.0% -2.3% 86.4M -6.93B -174.0M 0.84 11.61 N/A N/A 2,005,000 1,679,940 9,751,520 10,335,580 2018-10-17 $91.45 $92.50 40.8% 11.7% 33.1% 69.2% 41.2% 5.0% -2.4% 180.7M -9.63B -175.8M 0.89 9.27 N/A N/A 1,649,980 1,464,420 10,001,160 10,626,100 2018-10-18 $88.80 $92.50 44.2% 12.8% 34.0% 79.0% 44.7% 5.5% -2.8% -292.9M 631.9M -174.3M 0.86 11.75 N/A N/A 2,349,580 2,013,520 10,220,640 10,739,780 2018-10-19 $88.16 $92.25 43.0% 12.6% 33.7% 75.6% 43.3% 5.9% -2.7% -396.0M 3.10B -173.3M 1.03 14.16 N/A N/A 2,594,440 2,676,860 10,659,200 10,956,220 2018-10-22 $89.92 $92.00 41.5% 12.6% 34.5% 71.1% 43.4% 5.1% -1.4% 63.1M -10.28B -173.9M 0.93 10.42 N/A N/A 1,036,420 965,460 7,786,180 8,906,680 2018-10-23 $88.58 $92.00 43.1% 13.3% 33.6% 76.0% 45.7% 5.5% -1.8% 10.7M -6.77B -172.0M 0.84 10.58 N/A N/A 1,499,260 1,254,220 8,029,640 9,147,720 2018-10-24 $85.23 $92.00 46.8% 14.6% 35.2% 86.8% 49.8% 5.6% -2.3% -168.6M 2.01B -169.2M 0.82 25.74 N/A N/A 1,203,840 987,360 8,315,280 9,485,240 2018-10-25 $89.36 $91.50 42.9% 13.5% 39.7% 75.4% 46.9% 5.4% -1.6% 112.1M -10.22B -177.2M 0.78 17.50 N/A N/A 2,274,680 1,784,040 8,663,080 9,744,280 2018-10-26 $81.81 $91.50 38.0% 11.7% 49.2% 60.9% 40.4% 5.1% -0.8% -924.7M 15.68B -151.1M 0.86 30.86 N/A N/A 4,579,500 3,957,320 9,209,340 10,218,160 2018-10-29 $75.15 $90.25 46.9% 15.2% 55.7% 87.1% 51.0% 6.1% -1.6% -307.9M 18.51B -140.6M 0.88 30.24 N/A N/A 2,860,120 2,514,700 8,210,800 9,113,520 2018-10-30 $75.98 $90.00 43.8% 14.0% 56.4% 77.9% 48.6% 6.7% -1.2% -304.9M 17.17B -142.7M 0.83 31.19 N/A N/A 2,251,820 1,878,000 8,948,380 9,391,880 2018-10-31 $80.28 $89.50 37.7% 11.8% 61.4% 60.0% 40.4% 5.5% -0.4% -2.4M 6.15B -155.1M 0.82 21.97 N/A N/A 2,930,260 2,415,080 9,441,280 9,561,660
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