AMZN Options History — May 2019 In May 2019, AMZN traded between $88.89 and $98.04. ATM implied volatility averaged 24.7%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 2.6% (HV 20d: 22.1%). Max pain ranged from $86.25 to $92.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2019-05-03 : Highest Volume — 7,090,020 contracts2019-05-07 : Largest IV spike — 20.3% change2019-05-13 : Highest IV Rank — 29.5%2019-05-13 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $93.47 $88.89 $98.04 $95.94 $88.89 Max Pain $88.84 $86.25 $92.00 $91.75 $89.25 ATM IV 24.7% 19.6% 28.6% 19.6% 27.5% Expected Move 7.1% 5.5% 8.1% 5.5% 7.9% HV 20d 22.1% 11.8% 26.5% 11.8% 26.5% HV 60d 20.9% 19.4% 22.3% 19.5% 22.1% IV Rank 19.1% 5.1% 29.5% 5.1% 26.6% IV Percentile 30.1% 5.6% 46.8% 5.6% 42.5% Term Structure 0.1% -0.3% 0.5% 0.5% -0.3% VWIV 24.6% 19.4% 27.7% 19.4% 27.0% Skew 25d 3.8% 1.7% 4.8% 1.9% 4.7% Skew 10d 7.6% 3.1% 9.5% 4.2% 9.5% Call IV 25d 23.0% 18.9% 26.3% 18.9% 25.3% Put IV 25d 26.7% 20.8% 31.1% 20.8% 30.0% Bid-Ask Spread % 14.88 4.78 31.85 6.45 30.56 Gamma HHI 0.03 0.02 0.10 0.02 0.07 Net GEX -56.8M -1.25B 1.71B -31.9M -1.23B Net DEX -13.99B -33.56B 171.9M -20.91B 171.9M Net VEX -143.0M -151.3M -132.8M -134.9M -141.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.65 1.03 0.76 1.03 Total Volume 3,868,394.545 2,441,240 7,090,020 2,588,260 4,857,440 Total OI 14,687,873.636 13,291,780 16,287,140 13,784,040 15,225,980
Daily Data (22 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 2019-05-01 $95.94 $91.75 19.6% 5.5% 11.8% 5.1% 19.4% 1.9% 0.5% -31.9M -20.91B -134.9M 0.76 6.45 N/A N/A 1,470,780 1,117,480 6,432,880 7,351,160 2019-05-02 $94.83 $92.00 21.6% 6.1% 12.9% 10.7% 21.6% 2.3% 0.3% -754.1M -15.48B -136.5M 0.85 6.15 N/A N/A 2,288,680 1,946,900 6,725,320 7,620,040 2019-05-03 $98.04 $92.00 20.4% 5.6% 16.9% 7.3% 19.9% 1.7% 0.5% 1.71B -33.56B -132.8M 0.65 9.29 N/A N/A 4,286,380 2,803,640 7,106,240 7,854,980 2019-05-06 $97.59 $86.25 22.8% 6.7% 16.9% 14.0% 23.6% 2.4% 0.2% 820.3M -26.48B -135.7M 0.75 7.13 N/A N/A 1,876,040 1,405,220 6,480,660 7,080,340 2019-05-07 $95.64 $86.50 27.5% 7.8% 18.7% 26.6% 27.3% 4.4% -0.0% 159.2M -18.15B -148.8M 0.81 13.58 N/A N/A 2,198,360 1,783,460 6,857,160 7,521,100 2019-05-08 $96.25 $87.00 25.4% 7.3% 18.6% 20.9% 26.0% 4.1% 0.1% 427.1M -21.70B -150.0M 0.65 20.63 N/A N/A 1,527,520 997,500 7,286,200 7,883,260 2019-05-09 $94.95 $87.50 26.3% 7.5% 19.4% 23.3% 26.3% 4.6% -0.1% -277.0M -15.04B -151.3M 0.75 26.82 N/A N/A 2,283,040 1,717,000 7,380,200 8,031,760 2019-05-10 $94.38 $87.50 25.1% 7.2% 19.6% 20.2% 25.2% 4.2% -0.1% -1.25B -12.77B -145.9M 0.76 31.85 N/A N/A 3,667,220 2,781,200 7,695,360 8,261,040 2019-05-13 $91.17 $87.50 28.6% 8.1% 23.3% 29.5% 27.7% 4.8% -0.3% -265.3M -6.07B -143.7M 0.76 29.53 N/A N/A 1,963,220 1,495,580 6,555,160 7,142,020 2019-05-14 $92.08 $87.50 25.3% 7.3% 23.6% 20.6% 25.1% 4.2% 0.0% -143.8M -9.32B -146.2M 0.90 23.79 N/A N/A 1,537,880 1,379,680 7,238,380 7,687,300 2019-05-15 $93.64 $87.50 23.1% 6.7% 24.1% 14.5% 23.4% 3.5% 0.2% 366.6M -16.50B -141.4M 0.74 24.80 N/A N/A 1,905,180 1,417,620 7,424,500 7,890,320 2019-05-16 $95.23 $88.00 21.7% 6.3% 24.8% 11.0% 22.4% 3.2% 0.4% 1.33B -24.99B -140.5M 0.79 24.19 N/A N/A 2,672,360 2,120,520 7,622,680 8,060,900 2019-05-17 $93.69 $88.50 23.3% 6.7% 25.6% 15.3% 23.8% 3.4% 0.3% -738.8M -15.21B -144.3M 0.74 28.11 N/A N/A 3,290,960 2,431,620 7,858,760 8,428,380 2019-05-20 $92.98 $89.00 25.1% 7.2% 25.3% 20.1% 25.1% 4.0% 0.0% -15.8M -12.03B -145.0M 0.80 5.65 N/A N/A 1,442,760 1,153,620 6,349,780 6,942,000 2019-05-21 $92.92 $89.25 24.6% 7.0% 24.5% 18.6% 24.7% 3.8% 0.2% -27.9M -12.11B -143.3M 0.67 4.78 N/A N/A 1,744,820 1,170,840 6,637,080 7,251,100 2019-05-22 $93.36 $89.50 23.9% 6.9% 24.6% 16.9% 24.3% 3.7% 0.3% 223.2M -13.87B -145.7M 0.66 5.41 N/A N/A 1,473,220 968,020 6,976,140 7,511,400 2019-05-23 $90.62 $89.50 27.8% 8.0% 26.5% 27.4% 27.1% 4.7% -0.0% -562.9M -3.46B -145.9M 0.77 6.60 N/A N/A 2,671,960 2,049,940 7,131,540 7,617,420 2019-05-24 $90.91 $89.75 25.5% 7.3% 25.4% 21.2% 25.0% 4.2% 0.4% -385.3M -5.02B -145.0M 0.90 4.93 N/A N/A 2,359,160 2,115,260 7,607,120 7,858,160 2019-05-28 $91.66 $89.75 26.0% 7.4% 25.8% 22.6% 25.5% 4.3% -0.3% -100.2M -9.72B -141.5M 0.84 5.80 N/A N/A 1,389,200 1,161,380 6,488,440 7,093,940 2019-05-29 $90.86 $89.50 27.0% 7.6% 25.8% 25.2% 25.9% 4.6% -0.1% -239.9M -7.67B -141.7M 0.80 5.73 N/A N/A 1,745,440 1,404,680 6,903,900 7,334,960 2019-05-30 $90.83 $89.50 26.1% 7.3% 25.8% 22.7% 25.3% 4.5% -0.1% -254.1M -7.89B -143.5M 0.86 5.55 N/A N/A 1,632,480 1,399,420 7,202,680 7,525,480 2019-05-31 $88.89 $89.25 27.5% 7.9% 26.5% 26.6% 27.0% 4.7% -0.3% -1.23B 171.9M -141.7M 1.03 30.56 N/A N/A 2,388,060 2,469,380 7,453,120 7,772,860
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