AMZN Options History — January 2019 In January 2019, AMZN traded between $75.15 and $85.45. ATM implied volatility averaged 41.9%, placing in the 65.7% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 5.9% (HV 20d: 47.8%). Max pain ranged from $75.00 to $82.75. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.80.
Notable Days 2019-01-04 : Highest Volume — 6,793,560 contracts2019-01-22 : Largest IV spike — 13.9% change2019-01-03 : Highest IV Rank — 89.2%2019-01-03 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $81.96 $75.15 $85.45 $76.87 $85.45 Max Pain $81.75 $75.00 $82.75 $75.00 $80.50 ATM IV 41.9% 37.0% 50.6% 47.8% 37.5% Expected Move 12.2% 10.1% 13.7% 12.3% 10.1% HV 20d 47.8% 31.6% 56.1% 54.3% 37.2% HV 60d 53.2% 47.0% 56.5% 55.5% 47.7% IV Rank 65.7% 52.2% 89.2% 81.6% 53.7% IV Percentile 79.3% 63.5% 98.4% 96.8% 63.9% Term Structure -1.6% -1.9% -0.9% -0.9% -1.4% VWIV 42.4% 35.5% 47.3% 43.4% 35.5% Skew 25d 5.1% 3.5% 6.9% 6.4% 3.5% Skew 10d 9.3% 6.0% 13.6% 11.9% 6.0% Call IV 25d 39.3% 35.0% 47.3% 44.7% 35.9% Put IV 25d 44.3% 39.3% 54.2% 51.2% 39.4% Bid-Ask Spread % 29.13 20.48 39.71 39.71 24.96 Gamma HHI 0.04 0.01 0.29 0.02 0.02 Net GEX 356.9M -11.6M 1.36B 275.4M 373.4M Net DEX -11.74B -24.82B 160.7M -5.26B -13.37B Net VEX -147.4M -153.4M -139.0M -140.0M -149.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.63 1.11 0.89 0.68 Total Volume 3,451,275.238 500,400 6,793,560 4,158,000 5,278,920 Total OI 16,415,908.571 12,273,140 19,739,380 17,581,580 13,543,580
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 2019-01-02 $76.87 $75.00 47.8% 12.3% 54.3% 81.6% 43.4% 6.4% -0.9% 275.4M -5.26B -140.0M 0.89 39.71 N/A N/A 2,199,920 1,958,080 8,968,180 8,613,400 2019-01-03 $75.15 $81.75 50.6% 13.7% 51.5% 89.2% 47.3% 6.9% -1.4% 29.8M 153.1M -139.0M 1.03 29.01 N/A N/A 1,870,340 1,922,920 9,195,760 8,950,600 2019-01-04 $78.59 $81.50 45.2% 12.4% 54.4% 74.5% 43.5% 5.8% -1.0% 676.5M -10.92B -142.0M 0.78 24.65 N/A N/A 3,806,140 2,987,420 9,400,000 9,131,520 2019-01-07 $81.67 $81.50 46.0% 12.6% 56.1% 76.8% 44.5% 5.8% -1.6% 333.2M -14.38B -146.6M 0.67 25.73 N/A N/A 836,100 562,940 8,522,980 8,589,540 2019-01-08 $82.74 $81.50 45.1% 12.4% 55.8% 74.2% 43.6% 5.2% -1.6% 453.0M -17.89B -149.2M 0.82 21.69 N/A N/A 2,447,420 2,007,820 8,883,960 8,963,420 2019-01-09 $82.87 $81.75 44.0% 12.2% 55.7% 71.4% 42.3% 5.3% -1.6% 423.2M -17.72B -153.4M 1.11 26.86 N/A N/A 1,489,020 1,645,740 9,220,800 9,451,080 2019-01-10 $82.93 $82.00 44.0% 12.2% 55.7% 71.2% 43.0% 5.5% -1.8% 390.4M -17.98B -151.7M 0.92 29.98 N/A N/A 2,274,320 2,090,080 9,394,160 9,677,240 2019-01-11 $82.12 $82.00 43.1% 12.0% 55.5% 68.8% 42.6% 5.3% -1.6% 140.9M -14.33B -151.2M 0.91 30.12 N/A N/A 2,283,720 2,077,860 9,600,860 9,827,580 2019-01-14 $81.03 $82.00 42.7% 12.1% 55.5% 67.8% 41.5% 5.6% -1.9% 136.1M -10.50B -146.9M 0.81 35.96 N/A N/A 1,405,220 1,142,720 8,830,700 8,925,020 2019-01-15 $83.57 $82.25 40.4% 11.5% 54.5% 61.5% 40.7% 5.1% -1.8% 497.8M -19.43B -148.1M 0.63 34.57 N/A N/A 2,182,160 1,370,900 9,107,140 9,178,840 2019-01-16 $84.21 $82.25 39.1% 11.2% 50.7% 58.2% 39.7% 4.9% -1.9% 745.1M -22.54B -148.4M 0.75 30.31 N/A N/A 2,374,500 1,771,100 9,450,300 9,368,460 2019-01-17 $84.69 $82.50 38.5% 11.1% 49.8% 56.4% 39.0% 4.8% -1.9% 811.0M -24.31B -149.6M 0.72 32.77 N/A N/A 1,684,480 1,209,360 9,751,340 9,664,460 2019-01-18 $84.81 $82.50 37.0% 10.8% 47.4% 52.2% 37.9% 4.4% -1.9% 1.36B -24.82B -148.3M 0.66 25.42 N/A N/A 3,073,020 2,039,340 9,921,860 9,817,520 2019-01-22 $81.43 $82.75 42.1% 12.8% 48.9% 66.1% 44.3% 4.7% -1.7% 15.7M -3.01B -146.7M 0.85 32.31 N/A N/A 1,755,400 1,491,700 6,154,520 6,124,640 2019-01-23 $81.98 $82.50 41.8% 12.8% 43.1% 65.5% 44.3% 5.1% -1.7% 21.7M -4.02B -149.7M 0.76 26.81 N/A N/A 1,568,960 1,194,920 6,540,000 6,525,920 2019-01-24 $82.54 $82.50 39.7% 12.3% 41.4% 59.7% 42.3% 4.6% -1.6% 116.9M -5.65B -149.8M 0.86 20.48 N/A N/A 1,207,980 1,035,340 6,764,540 6,736,340 2019-01-25 $83.53 $82.50 37.4% 11.7% 31.6% 53.4% 40.3% 4.4% -1.4% 426.3M -8.86B -147.4M 0.74 31.29 N/A N/A 2,179,420 1,611,380 6,902,580 6,893,780 2019-01-28 $81.84 $82.50 40.1% 13.1% 32.9% 60.8% 45.5% 4.5% -1.3% 69.4M -3.91B -146.7M 0.84 22.84 N/A N/A 272,380 228,020 6,067,660 6,205,480 2019-01-29 $79.78 $82.50 40.8% 13.6% 34.5% 62.7% 46.4% 4.6% -1.4% -11.6M 160.7M -144.9M 0.72 33.02 N/A N/A 981,360 708,260 6,313,660 6,461,700 2019-01-30 $83.41 $82.50 37.7% 12.6% 37.2% 54.2% 43.8% 4.4% -1.3% 210.9M -8.04B -147.0M 0.74 33.30 N/A N/A 1,291,920 958,180 6,500,520 6,592,440 2019-01-31 $85.45 $80.50 37.5% 10.1% 37.2% 53.7% 35.5% 3.5% -1.4% 373.4M -13.37B -149.4M 0.68 24.96 N/A N/A 3,149,420 2,129,500 6,741,300 6,802,280
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