AMZN Options History — April 2019 In April 2019, AMZN traded between $90.66 and $97.37. ATM implied volatility averaged 28.3%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 11.8% (HV 20d: 16.6%). Max pain ranged from $85.00 to $91.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.84.
Notable Days 2019-04-26 : Highest Volume — 8,765,480 contracts2019-04-26 : Largest IV drop — 25.3% change2019-04-03 : Highest IV Rank — 40.0%2019-04-09 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $93.30 $90.66 $97.37 $90.66 $96.23 Max Pain $86.88 $85.00 $91.50 $85.00 $91.50 ATM IV 28.3% 19.7% 32.4% 32.0% 19.7% Expected Move 7.9% 5.6% 8.8% 8.6% 5.6% HV 20d 16.6% 9.8% 25.3% 25.3% 11.6% HV 60d 25.8% 19.5% 29.7% 29.7% 19.5% IV Rank 28.9% 5.5% 40.0% 38.8% 5.5% IV Percentile 39.7% 6.3% 51.6% 48.8% 6.3% Term Structure -1.0% -1.5% 0.4% -1.2% 0.4% VWIV 28.3% 19.9% 31.4% 30.5% 19.9% Skew 25d 2.5% 1.3% 3.3% 3.3% 1.7% Skew 10d 4.8% 2.6% 6.1% 5.5% 3.2% Call IV 25d 27.0% 19.0% 30.9% 30.2% 19.0% Put IV 25d 29.5% 20.8% 33.9% 33.5% 20.8% Bid-Ask Spread % 11.67 4.19 23.26 7.57 5.31 Gamma HHI 0.04 0.02 0.17 0.02 0.03 Net GEX 741.9M 172.9M 1.48B 579.2M 172.9M Net DEX -23.54B -32.20B -20.01B -20.80B -22.27B Net VEX -135.5M -142.9M -123.9M -138.0M -130.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.69 1.05 0.70 0.83 Total Volume 3,087,170.476 1,953,180 8,765,480 2,623,420 2,718,360 Total OI 13,776,577.143 11,760,640 15,306,800 12,714,200 13,350,260
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 2019-04-01 $90.66 $85.00 32.0% 8.6% 25.3% 38.8% 30.5% 3.3% -1.2% 579.2M -20.80B -138.0M 0.70 7.57 N/A N/A 1,544,840 1,078,580 6,168,900 6,545,300 2019-04-02 $90.76 $85.00 32.3% 8.6% 25.3% 39.6% 30.7% 3.0% -1.3% 699.9M -21.27B -138.4M 0.69 7.29 N/A N/A 1,157,780 795,400 6,498,100 6,848,920 2019-04-03 $90.99 $85.00 32.4% 8.7% 23.9% 40.0% 30.5% 3.1% -1.2% 813.8M -22.21B -139.1M 0.71 12.63 N/A N/A 1,753,620 1,240,320 6,663,300 7,028,660 2019-04-04 $90.82 $85.00 32.4% 8.7% 20.8% 39.8% 30.9% 3.0% -1.4% 728.3M -21.27B -139.6M 0.85 15.63 N/A N/A 1,524,880 1,301,720 6,848,320 7,210,620 2019-04-05 $91.82 $85.00 31.6% 8.5% 20.4% 37.7% 30.2% 2.8% -1.5% 1.40B -26.54B -137.1M 0.84 17.44 N/A N/A 2,254,440 1,896,820 6,995,100 7,444,080 2019-04-08 $92.44 $85.00 31.8% 8.6% 17.9% 38.4% 31.4% 3.1% -1.2% 743.9M -24.25B -134.9M 0.86 13.27 N/A N/A 1,581,480 1,352,340 6,334,420 6,739,260 2019-04-09 $91.92 $85.00 32.2% 8.8% 18.3% 39.4% 31.1% 3.2% -1.3% 679.6M -23.06B -139.3M 0.84 12.95 N/A N/A 1,217,860 1,025,580 6,709,960 7,160,120 2019-04-10 $92.28 $85.50 31.7% 8.7% 18.2% 38.0% 31.4% 3.1% -1.4% 1.06B -24.64B -139.5M 1.05 15.06 N/A N/A 1,187,340 1,245,480 6,944,380 7,432,260 2019-04-11 $92.17 $85.00 31.3% 8.6% 18.1% 36.9% 30.7% 3.2% -1.5% 1.01B -23.26B -142.9M 0.95 15.41 N/A N/A 1,218,260 1,163,200 7,063,740 7,895,760 2019-04-12 $92.17 $85.50 29.5% 8.2% 18.1% 31.9% 29.3% 2.9% -1.4% 1.47B -23.56B -141.6M 0.78 18.37 N/A N/A 1,924,260 1,501,640 7,225,140 8,081,660 2019-04-15 $92.18 $86.00 28.9% 8.2% 16.6% 30.5% 29.0% 2.9% -0.9% 446.9M -21.01B -136.7M 0.82 23.02 N/A N/A 1,400,640 1,148,800 6,388,680 7,359,640 2019-04-16 $93.08 $87.00 28.0% 8.0% 16.6% 27.9% 28.5% 2.5% -1.0% 873.0M -24.75B -135.4M 0.78 23.26 N/A N/A 1,791,420 1,398,040 6,640,220 7,693,920 2019-04-17 $93.16 $87.50 27.2% 7.8% 15.9% 25.9% 27.8% 2.4% -0.8% 962.1M -24.30B -136.4M 0.93 6.10 N/A N/A 1,417,740 1,319,260 6,838,680 7,921,600 2019-04-18 $93.11 $87.50 25.8% 7.4% 14.7% 22.0% 26.5% 2.3% -0.9% 576.6M -23.82B -133.1M 0.84 5.80 N/A N/A 1,599,420 1,348,200 6,940,060 8,126,720 2019-04-22 $94.35 $87.50 27.0% 8.0% 9.8% 25.4% 28.7% 2.3% -1.1% 198.1M -20.01B -130.1M 0.89 5.15 N/A N/A 1,171,720 1,043,800 5,257,900 6,502,740 2019-04-23 $95.85 $88.25 26.4% 7.9% 10.8% 23.5% 28.3% 2.1% -0.9% 411.9M -24.51B -131.4M 0.93 4.95 N/A N/A 1,777,900 1,650,860 5,653,960 6,784,220 2019-04-24 $95.29 $88.50 27.1% 8.2% 11.2% 25.6% 28.8% 2.0% -1.1% 285.7M -22.36B -132.3M 0.82 4.19 N/A N/A 1,075,880 881,000 5,959,600 7,173,840 2019-04-25 $95.62 $89.25 27.3% 8.3% 10.6% 26.1% 29.1% 1.3% -1.3% 336.1M -23.32B -135.0M 0.71 19.05 N/A N/A 2,189,160 1,558,580 6,157,420 7,340,060 2019-04-26 $97.37 $90.00 20.4% 5.8% 11.8% 7.4% 20.8% 1.5% -0.2% 1.48B -32.20B -123.9M 0.81 6.83 N/A N/A 4,845,080 3,920,400 6,966,800 7,860,220 2019-04-29 $96.99 $90.38 19.9% 5.7% 12.2% 5.9% 20.4% 1.6% 0.4% 659.2M -24.98B -129.3M 1.01 5.78 N/A N/A 1,295,380 1,313,100 5,946,880 6,606,700 2019-04-30 $96.23 $91.50 19.7% 5.6% 11.6% 5.5% 19.9% 1.7% 0.4% 172.9M -22.27B -130.8M 0.83 5.31 N/A N/A 1,482,000 1,236,360 6,272,980 7,077,280
« Mar 2019 | All History | May 2019 » Home AMZN History April 2019