AMZN Options History — February 2019 In February 2019, AMZN traded between $79.19 and $82.93. ATM implied volatility averaged 25.6%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 10.1% (HV 20d: 35.7%). Max pain ranged from $80.50 to $82.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.83.
Notable Days 2019-02-01 : Highest Volume — 8,333,980 contracts2019-02-12 : Largest IV drop — 8.5% change2019-02-01 : Highest IV Rank — 33.3%2019-02-01 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $81.28 $79.19 $82.93 $81.21 $81.97 Max Pain $81.41 $80.50 $82.00 $82.00 $81.00 ATM IV 25.6% 22.3% 30.0% 30.0% 22.3% Expected Move 7.3% 6.1% 8.6% 8.6% 6.1% HV 20d 35.7% 27.5% 41.2% 41.2% 27.5% HV 60d 45.3% 41.9% 48.6% 48.6% 41.9% IV Rank 21.5% 12.5% 33.3% 33.3% 12.5% IV Percentile 28.6% 16.7% 41.3% 41.3% 16.7% Term Structure 0.2% -0.1% 0.5% 0.1% 0.3% VWIV 25.6% 21.7% 30.4% 30.4% 21.7% Skew 25d 2.6% 2.3% 3.0% 2.8% 2.4% Skew 10d 4.7% 4.1% 5.7% 5.4% 4.7% Call IV 25d 24.5% 21.2% 28.9% 28.9% 21.2% Put IV 25d 27.1% 23.6% 31.6% 31.6% 23.6% Bid-Ask Spread % 34.08 20.59 52.20 21.63 52.20 Gamma HHI 0.03 0.02 0.14 0.05 0.03 Net GEX 134.9M -590.3M 941.1M -461.2M 530.4M Net DEX -3.69B -7.99B 4.36B 900.7M -7.02B Net VEX -138.8M -143.2M -136.2M -142.2M -136.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.70 0.98 0.80 0.80 Total Volume 3,074,212.632 1,762,220 8,333,980 8,333,980 2,335,760 Total OI 13,833,269.474 11,924,040 15,475,540 15,184,760 13,239,340
Daily Data (19 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 2019-02-01 $81.21 $82.00 30.0% 8.6% 41.2% 33.3% 30.4% 2.8% 0.1% -461.2M 900.7M -142.2M 0.80 21.63 N/A N/A 4,631,260 3,702,720 7,674,860 7,509,900 2019-02-04 $81.28 $82.00 28.1% 8.1% 38.3% 28.3% 28.8% 2.8% -0.1% 10.0M -2.03B -140.4M 0.83 23.97 N/A N/A 1,419,820 1,179,020 6,881,640 6,687,540 2019-02-05 $82.93 $80.50 26.3% 7.6% 36.4% 23.4% 27.2% 2.5% 0.1% 407.2M -7.45B -143.2M 0.98 26.60 N/A N/A 1,259,460 1,240,560 7,282,560 6,951,900 2019-02-06 $81.89 $81.00 26.8% 7.7% 36.4% 24.6% 26.8% 2.5% 0.1% 98.6M -4.12B -141.2M 0.76 27.82 N/A N/A 1,453,080 1,110,600 7,424,020 7,120,920 2019-02-07 $80.65 $82.00 28.1% 8.0% 36.8% 28.3% 28.2% 2.8% -0.1% -312.7M 158.3M -141.7M 0.79 26.57 N/A N/A 2,081,940 1,652,500 7,711,260 7,267,160 2019-02-08 $79.19 $82.00 28.5% 8.2% 37.3% 29.4% 28.5% 3.0% -0.1% -590.3M 4.36B -138.9M 0.93 32.01 N/A N/A 2,950,200 2,729,080 8,074,540 7,401,000 2019-02-11 $79.60 $81.50 28.2% 8.1% 37.2% 28.4% 28.4% 3.0% 0.2% -120.9M 541.5M -139.3M 0.73 25.01 N/A N/A 1,019,880 742,340 7,089,120 6,835,080 2019-02-12 $81.81 $81.50 25.8% 7.4% 38.3% 22.0% 26.4% 2.5% 0.3% 387.1M -6.94B -140.6M 0.79 34.07 N/A N/A 1,565,960 1,242,020 7,364,140 6,961,820 2019-02-13 $82.13 $81.50 25.3% 7.3% 36.6% 20.6% 25.8% 2.5% 0.5% 515.2M -7.99B -140.6M 0.97 32.33 N/A N/A 1,339,860 1,295,400 7,517,400 7,143,880 2019-02-14 $81.12 $81.75 25.9% 7.4% 36.7% 22.1% 26.2% 2.7% 0.3% 81.1M -3.90B -138.6M 0.85 34.98 N/A N/A 1,761,220 1,496,380 7,670,320 7,269,720 2019-02-15 $80.25 $81.75 25.6% 7.3% 36.7% 21.4% 25.7% 2.4% 0.4% -490.7M -454.8M -136.9M 0.79 35.89 N/A N/A 2,309,980 1,835,800 7,892,220 7,530,860 2019-02-19 $81.42 $81.50 24.5% 6.9% 37.2% 18.5% 24.6% 2.4% 0.2% 173.5M -4.48B -136.6M 0.85 37.44 N/A N/A 1,107,100 935,600 5,877,000 6,047,040 2019-02-20 $81.07 $81.50 24.6% 6.9% 34.3% 18.7% 24.4% 2.4% 0.2% 190.2M -3.78B -136.2M 0.90 41.47 N/A N/A 1,182,780 1,068,320 6,167,880 6,251,560 2019-02-21 $80.71 $81.38 24.8% 7.0% 34.3% 19.2% 24.4% 2.6% 0.2% 108.4M -2.74B -137.1M 0.98 44.81 N/A N/A 1,366,920 1,334,880 6,458,800 6,472,960 2019-02-22 $81.46 $81.00 23.0% 6.3% 34.3% 14.4% 22.5% 2.3% 0.3% 941.1M -6.15B -138.3M 0.79 47.35 N/A N/A 1,774,840 1,396,820 6,670,620 6,714,620 2019-02-25 $81.79 $81.00 23.3% 6.5% 34.1% 15.3% 23.2% 2.4% 0.1% 277.0M -5.90B -136.5M 0.70 43.29 N/A N/A 1,065,440 748,560 6,060,020 6,096,420 2019-02-26 $81.89 $81.00 22.5% 6.2% 33.3% 12.9% 21.9% 2.3% 0.3% 358.9M -6.20B -136.6M 0.73 20.59 N/A N/A 1,061,400 779,600 6,348,180 6,268,880 2019-02-27 $81.97 $81.00 22.9% 6.3% 31.9% 14.2% 22.3% 2.5% 0.2% 460.8M -6.96B -136.6M 0.81 39.49 N/A N/A 1,236,060 996,880 6,507,400 6,389,540 2019-02-28 $81.97 $81.00 22.3% 6.1% 27.5% 12.5% 21.7% 2.4% 0.3% 530.4M -7.02B -136.2M 0.80 52.20 N/A N/A 1,298,040 1,037,720 6,669,600 6,569,740
« Jan 2019 | All History | Mar 2019 » Home AMZN History February 2019