AMZN Options History — June 2019 In June 2019, AMZN traded between $83.98 and $95.91. ATM implied volatility averaged 26.3%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 5.3% (HV 20d: 31.6%). Max pain ranged from $86.50 to $90.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.82.
Notable Days 2019-06-07 : Highest Volume — 6,168,620 contracts2019-06-24 : Largest IV spike — 12.1% change2019-06-03 : Highest IV Rank — 37.7%2019-06-03 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $92.59 $83.98 $95.91 $83.98 $94.38 Max Pain $88.44 $86.50 $90.00 $89.00 $90.00 ATM IV 26.3% 22.6% 31.6% 31.6% 30.0% Expected Move 7.1% 6.4% 9.4% 9.4% 6.7% HV 20d 31.6% 29.2% 35.6% 29.2% 29.7% HV 60d 24.4% 23.8% 25.5% 24.4% 24.2% IV Rank 21.0% 9.7% 37.7% 37.7% 30.6% IV Percentile 32.5% 13.5% 52.8% 52.8% 50.4% Term Structure 1.4% -0.4% 5.7% -0.4% -0.1% VWIV 25.3% 22.9% 31.5% 31.5% 23.8% Skew 25d 3.7% 2.9% 5.5% 5.5% 3.4% Skew 10d 7.0% 5.7% 10.2% 10.2% 6.2% Call IV 25d 24.5% 21.1% 28.8% 28.8% 28.1% Put IV 25d 28.2% 24.1% 34.2% 34.2% 31.6% Bid-Ask Spread % 12.72 4.73 35.52 35.52 5.45 Gamma HHI 0.03 0.01 0.07 0.01 0.03 Net GEX 665.3M -419.1M 1.67B -419.1M -18.8M Net DEX -16.41B -28.66B 7.99B 7.99B -12.16B Net VEX -133.6M -141.2M -126.6M -131.2M -129.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.65 1.04 0.75 0.85 Total Volume 3,260,293 1,573,140 6,168,620 5,479,880 3,466,340 Total OI 14,286,236 10,962,580 16,042,480 13,756,200 12,598,500
Daily Data (20 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 2019-06-03 $83.98 $89.00 31.6% 9.4% 29.2% 37.7% 31.5% 5.5% -0.4% -419.1M 7.99B -131.2M 0.75 35.52 N/A N/A 3,138,640 2,341,240 6,662,720 7,093,480 2019-06-04 $86.11 $88.00 28.3% 8.1% 31.4% 28.1% 28.1% 4.9% -0.2% -113.1M 1.32B -137.3M 0.65 19.54 N/A N/A 1,959,860 1,271,400 7,356,260 7,433,000 2019-06-05 $86.58 $87.50 27.3% 7.7% 31.2% 24.1% 26.7% 4.8% -0.1% 45.2M -732.7M -138.3M 0.82 26.44 N/A N/A 1,600,160 1,310,360 7,636,160 7,612,800 2019-06-06 $87.85 $86.50 25.8% 7.5% 31.8% 19.9% 26.6% 4.5% -0.0% 503.5M -6.09B -138.5M 0.86 19.50 N/A N/A 1,625,800 1,398,220 7,810,420 7,690,360 2019-06-07 $90.15 $86.75 24.7% 7.2% 33.3% 16.9% 25.9% 4.1% 0.1% 896.1M -17.39B -140.2M 0.77 16.67 N/A N/A 3,491,780 2,676,840 7,919,520 7,772,940 2019-06-10 $93.19 $87.00 25.3% 7.4% 35.6% 18.6% 26.5% 3.7% 0.5% 796.7M -21.96B -138.4M 0.76 14.90 N/A N/A 2,390,100 1,812,720 6,915,000 7,074,240 2019-06-11 $93.45 $87.50 25.3% 7.3% 33.3% 18.4% 25.9% 3.6% 0.3% 849.8M -22.54B -140.7M 0.80 15.78 N/A N/A 1,764,220 1,402,920 7,310,120 7,499,240 2019-06-12 $92.81 $87.50 25.4% 7.3% 33.2% 18.9% 26.2% 3.6% 0.1% 616.6M -19.54B -141.2M 0.78 8.06 N/A N/A 1,532,240 1,192,020 7,546,760 7,776,940 2019-06-13 $93.44 $87.50 24.7% 7.2% 32.8% 16.9% 25.8% 3.4% 0.4% 1.06B -22.63B -139.1M 0.86 5.26 N/A N/A 1,603,260 1,381,600 7,750,000 7,980,660 2019-06-14 $93.53 $87.50 24.1% 7.0% 32.2% 15.2% 25.3% 3.4% 0.4% 1.09B -22.76B -136.8M 0.89 7.57 N/A N/A 1,886,360 1,678,020 7,856,060 8,186,420 2019-06-17 $94.24 $87.50 23.7% 6.8% 31.8% 13.9% 24.6% 3.3% 5.2% 825.7M -23.04B -131.8M 0.92 26.15 N/A N/A 1,095,700 1,009,140 6,966,120 7,382,000 2019-06-18 $95.31 $88.00 22.8% 6.5% 31.8% 10.2% 24.0% 3.1% 5.3% 1.24B -27.14B -128.5M 0.95 5.87 N/A N/A 1,741,040 1,652,880 7,128,440 7,604,140 2019-06-19 $95.65 $89.00 22.6% 6.5% 31.8% 9.7% 23.2% 2.9% 5.5% 1.34B -27.49B -127.6M 0.79 6.23 N/A N/A 1,545,880 1,216,180 7,216,220 7,825,140 2019-06-20 $95.91 $89.50 23.9% 6.5% 31.8% 13.2% 23.5% 3.1% 5.6% 1.67B -28.66B -130.0M 0.74 6.00 N/A N/A 2,205,660 1,624,000 7,436,880 8,071,100 2019-06-21 $95.63 $90.00 24.5% 6.4% 29.7% 15.0% 22.9% 3.0% 5.7% 957.8M -27.05B -128.9M 0.76 7.56 N/A N/A 2,331,340 1,765,640 7,638,140 8,265,460 2019-06-24 $95.65 $90.00 27.5% 6.5% 29.7% 23.4% 23.4% 3.4% -0.1% 572.8M -16.39B -126.6M 0.74 4.73 N/A N/A 903,920 669,220 5,108,780 5,853,800 2019-06-25 $93.77 $90.00 29.6% 7.0% 30.7% 29.4% 24.8% 4.0% -0.2% 169.9M -11.15B -130.2M 0.79 8.13 N/A N/A 1,440,780 1,139,000 5,366,240 6,085,580 2019-06-26 $94.90 $90.00 29.8% 6.7% 30.7% 29.9% 23.6% 3.5% -0.2% 477.4M -14.69B -129.6M 0.82 7.67 N/A N/A 1,031,620 848,240 5,639,640 6,348,400 2019-06-27 $95.34 $90.00 29.7% 6.6% 30.7% 29.7% 23.6% 3.6% -0.2% 748.8M -16.18B -127.1M 1.04 7.37 N/A N/A 1,009,500 1,052,020 5,778,600 6,528,440 2019-06-28 $94.38 $90.00 30.0% 6.7% 29.7% 30.6% 23.8% 3.4% -0.1% -18.8M -12.16B -129.7M 0.85 5.45 N/A N/A 1,878,100 1,588,240 5,931,820 6,666,680
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