AMZN Options History — March 2019 In March 2019, AMZN traded between $80.76 and $91.14. ATM implied volatility averaged 26.2%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 3.1% (HV 20d: 23.0%). Max pain ranged from $81.00 to $84.75. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2019-03-22 : Highest Volume — 6,047,480 contracts2019-03-11 : Largest IV drop — 14.3% change2019-03-27 : Highest IV Rank — 45.3%2019-03-27 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $86.15 $80.76 $91.14 $83.61 $88.97 Max Pain $82.83 $81.00 $84.75 $81.00 $84.75 ATM IV 26.2% 21.8% 34.4% 21.9% 32.1% Expected Move 8.0% 6.0% 9.2% 6.0% 8.7% HV 20d 23.0% 20.0% 27.0% 27.0% 25.0% HV 60d 36.6% 30.0% 41.2% 41.2% 30.0% IV Rank 23.0% 11.1% 45.3% 11.4% 39.2% IV Percentile 32.1% 15.5% 56.3% 16.3% 49.6% Term Structure 1.6% -0.3% 6.5% 0.3% -0.1% VWIV 28.3% 21.6% 32.9% 21.6% 30.7% Skew 25d 2.8% 2.1% 4.0% 2.4% 3.0% Skew 10d 5.2% 4.0% 7.3% 4.4% 4.9% Call IV 25d 24.7% 20.9% 32.4% 20.9% 30.5% Put IV 25d 27.5% 23.3% 35.9% 23.3% 33.4% Bid-Ask Spread % 14.62 2.62 48.94 39.35 7.49 Gamma HHI 0.04 0.02 0.14 0.09 0.06 Net GEX 645.4M -566.6M 1.76B 1.48B 766.1M Net DEX -14.52B -28.40B 1.22B -13.90B -17.17B Net VEX -139.3M -148.1M -133.8M -133.8M -143.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.61 1.01 0.65 0.76 Total Volume 3,726,664.762 2,151,680 6,047,480 5,446,020 3,811,760 Total OI 13,450,029.524 11,910,040 14,414,020 13,528,240 14,278,880
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 2019-03-01 $83.61 $81.00 21.9% 6.0% 27.0% 11.4% 21.6% 2.4% 0.3% 1.48B -13.90B -133.8M 0.65 39.35 N/A N/A 3,291,380 2,154,640 6,818,440 6,709,800 2019-03-04 $84.72 $81.13 23.2% 6.5% 20.0% 14.8% 23.4% 2.5% 0.2% 781.0M -14.38B -134.4M 0.65 34.11 N/A N/A 2,622,200 1,698,320 6,319,660 6,280,740 2019-03-05 $85.23 $81.50 22.5% 6.2% 20.1% 13.0% 22.1% 2.4% 0.2% 883.1M -15.85B -136.1M 0.67 43.65 N/A N/A 1,287,940 863,740 6,607,020 6,622,720 2019-03-06 $83.59 $81.50 24.1% 6.9% 20.3% 17.4% 24.2% 2.6% 0.1% 250.2M -9.23B -137.5M 0.65 34.82 N/A N/A 1,819,280 1,185,120 6,735,640 6,787,940 2019-03-07 $81.27 $81.75 27.1% 8.2% 22.3% 25.4% 28.5% 3.4% -0.1% -373.9M -286.2M -138.4M 0.73 42.98 N/A N/A 2,526,980 1,844,340 6,969,300 6,974,420 2019-03-08 $80.76 $81.50 27.8% 7.9% 21.7% 27.3% 27.7% 4.0% -0.1% -566.6M 1.22B -138.3M 0.81 48.94 N/A N/A 2,926,740 2,381,620 7,282,820 7,131,200 2019-03-11 $83.43 $82.25 23.8% 8.2% 23.4% 16.6% 29.2% 3.0% 0.2% 460.6M -10.18B -135.9M 0.72 4.35 N/A N/A 1,429,140 1,031,200 6,472,480 6,475,260 2019-03-12 $83.87 $82.00 22.8% 8.0% 23.4% 13.8% 28.2% 2.8% 0.4% 681.8M -11.99B -133.8M 0.64 4.42 N/A N/A 1,361,380 874,640 6,660,440 6,685,240 2019-03-13 $84.70 $81.50 21.8% 7.8% 21.8% 11.1% 27.5% 2.5% 0.4% 933.4M -15.05B -135.3M 0.71 3.99 N/A N/A 1,657,140 1,183,100 6,772,580 6,827,660 2019-03-14 $84.49 $82.50 22.0% 7.9% 21.8% 11.8% 27.9% 2.5% 0.4% 942.5M -13.96B -134.7M 0.69 4.87 N/A N/A 1,485,440 1,028,560 6,881,320 6,950,580 2019-03-15 $85.25 $83.25 22.2% 7.9% 21.3% 12.2% 28.2% 2.5% 0.3% 1.76B -18.06B -134.8M 0.65 4.49 N/A N/A 3,523,100 2,284,160 7,097,660 7,156,600 2019-03-18 $87.27 $83.50 23.1% 8.1% 21.9% 14.7% 28.8% 2.5% 5.9% 722.4M -16.72B -137.0M 0.61 3.00 N/A N/A 2,222,600 1,348,520 5,882,980 6,027,060 2019-03-19 $88.08 $82.50 23.2% 8.2% 21.7% 14.9% 28.8% 2.3% 6.4% 864.1M -19.10B -140.0M 0.72 3.35 N/A N/A 2,604,080 1,862,180 6,202,580 6,395,480 2019-03-20 $89.53 $83.75 24.2% 8.1% 21.9% 17.7% 28.9% 2.2% 6.4% 965.6M -22.85B -139.7M 0.67 3.92 N/A N/A 2,410,060 1,626,120 6,440,360 6,758,120 2019-03-21 $91.14 $84.00 25.7% 8.3% 22.0% 21.8% 29.4% 2.1% 6.5% 1.22B -28.40B -139.2M 0.64 3.25 N/A N/A 2,659,920 1,711,980 6,666,020 7,001,080 2019-03-22 $88.45 $84.00 28.8% 8.8% 25.4% 30.2% 31.1% 2.6% 6.3% 346.9M -16.36B -146.6M 0.81 4.09 N/A N/A 3,350,140 2,697,340 6,932,280 7,314,260 2019-03-25 $88.99 $84.00 32.3% 9.1% 25.4% 39.5% 32.0% 3.4% -0.2% 335.0M -16.16B -145.3M 0.74 2.62 N/A N/A 1,608,220 1,193,240 6,143,180 6,476,360 2019-03-26 $88.85 $84.25 32.9% 9.0% 25.5% 41.2% 31.6% 3.5% -0.2% 419.9M -16.35B -146.5M 0.65 3.21 N/A N/A 1,722,900 1,120,520 6,435,320 6,738,440 2019-03-27 $88.37 $84.25 34.4% 9.2% 25.7% 45.3% 32.9% 3.5% -0.3% 253.1M -14.40B -148.1M 0.82 4.89 N/A N/A 1,685,460 1,385,420 6,645,480 6,930,900 2019-03-28 $88.64 $84.50 33.4% 9.0% 25.7% 42.6% 32.0% 3.1% -0.2% 426.9M -15.71B -145.3M 1.01 5.16 N/A N/A 1,384,660 1,394,680 6,823,440 7,138,880 2019-03-29 $88.97 $84.75 32.1% 8.7% 25.0% 39.2% 30.7% 3.0% -0.1% 766.1M -17.17B -143.7M 0.76 7.49 N/A N/A 2,163,900 1,647,860 6,962,320 7,316,560
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