AMZN Options History — July 2019 In July 2019, AMZN traded between $93.61 and $101.06. ATM implied volatility averaged 25.7%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 9.6% (HV 20d: 16.1%). Max pain ranged from $90.00 to $95.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2019-07-26 : Highest Volume — 6,364,940 contracts2019-07-26 : Largest IV drop — 21.1% change2019-07-01 : Highest IV Rank — 24.1%2019-07-22 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $98.30 $93.61 $101.06 $96.00 $93.61 Max Pain $94.16 $90.00 $95.50 $90.00 $95.00 ATM IV 25.7% 20.3% 27.7% 27.7% 22.9% Expected Move 7.0% 4.9% 7.9% 5.5% 6.5% HV 20d 16.1% 13.5% 20.0% 20.0% 16.7% HV 60d 24.5% 24.0% 24.9% 24.4% 24.1% IV Rank 18.4% 3.0% 24.1% 24.1% 10.3% IV Percentile 31.6% 4.0% 43.3% 41.7% 16.3% Term Structure -0.8% -1.3% 0.4% -1.0% -0.2% VWIV 24.7% 18.0% 27.8% 19.8% 22.7% Skew 25d 2.7% 1.8% 3.3% 3.2% 2.1% Skew 10d 5.1% 3.4% 6.0% 6.0% 4.1% Call IV 25d 24.3% 19.5% 25.9% 25.9% 21.9% Put IV 25d 27.0% 21.3% 29.0% 29.0% 24.1% Bid-Ask Spread % 12.17 6.10 37.42 6.29 15.89 Gamma HHI 0.05 0.02 0.23 0.04 0.04 Net GEX 466.5M -1.46B 1.83B 714.1M -838.1M Net DEX -18.71B -33.66B -344.5M -17.37B -344.5M Net VEX -121.6M -128.4M -114.9M -121.8M -128.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.61 0.92 0.81 0.67 Total Volume 3,377,855.455 1,415,800 6,364,940 2,532,520 3,151,240 Total OI 12,360,762.727 10,259,520 14,616,240 11,140,100 12,500,900
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 2019-07-01 $96.00 $90.00 27.7% 5.5% 20.0% 24.1% 19.8% 3.2% -1.0% 714.1M -17.37B -121.8M 0.81 6.29 N/A N/A 1,401,520 1,131,000 5,159,800 5,980,300 2019-07-02 $96.42 $90.00 27.0% 5.1% 18.8% 21.9% 18.3% 3.3% -1.0% 986.9M -19.00B -121.8M 0.78 6.41 N/A N/A 1,403,820 1,095,600 5,574,560 6,315,720 2019-07-03 $96.86 $90.00 26.7% 4.9% 18.8% 21.3% 18.0% 3.2% -1.2% 1.59B -21.17B -122.5M 0.81 25.46 N/A N/A 1,099,820 887,420 5,844,620 6,595,420 2019-07-05 $97.15 $93.75 27.0% 7.3% 18.5% 22.0% 25.3% 3.2% -1.3% 1.46B -22.45B -118.1M 0.68 9.81 N/A N/A 2,444,280 1,658,020 5,943,680 6,765,640 2019-07-08 $97.78 $93.75 27.3% 7.4% 16.8% 22.9% 26.6% 3.0% -1.0% 1.09B -22.10B -116.6M 0.65 12.63 N/A N/A 1,569,500 1,026,800 5,448,320 6,234,580 2019-07-09 $99.24 $93.75 27.6% 7.6% 13.5% 23.7% 26.7% 3.0% -1.1% 1.65B -27.51B -118.3M 0.61 10.86 N/A N/A 3,062,260 1,868,840 5,821,280 6,560,140 2019-07-10 $101.06 $94.50 27.0% 7.4% 14.5% 22.0% 26.5% 2.9% -1.1% 1.83B -33.66B -114.9M 0.61 9.11 N/A N/A 3,393,980 2,066,460 6,035,460 6,861,100 2019-07-11 $99.99 $95.00 27.2% 7.5% 15.0% 22.5% 26.7% 2.9% -1.2% 1.39B -26.74B -120.3M 0.65 10.39 N/A N/A 3,563,880 2,303,360 6,297,960 7,239,880 2019-07-12 $100.43 $95.00 26.2% 7.3% 14.9% 19.9% 25.8% 2.7% -1.1% 379.6M -28.58B -120.7M 0.80 10.70 N/A N/A 2,495,860 1,992,040 6,869,620 7,634,600 2019-07-15 $101.06 $95.00 25.7% 7.3% 14.9% 18.3% 26.1% 2.9% -0.7% 765.1M -27.09B -117.5M 0.71 13.86 N/A N/A 1,405,300 992,560 5,707,340 6,702,620 2019-07-16 $100.65 $95.00 25.6% 7.3% 15.1% 18.0% 25.9% 2.8% -0.6% 670.6M -25.72B -118.7M 0.73 12.31 N/A N/A 1,435,260 1,051,840 5,951,080 7,013,120 2019-07-17 $99.71 $95.00 25.9% 7.4% 15.4% 18.9% 26.2% 2.9% -0.7% 130.4M -21.73B -123.7M 0.66 6.10 N/A N/A 1,537,980 1,007,720 6,205,160 7,294,880 2019-07-18 $98.78 $95.00 26.7% 7.7% 15.9% 21.3% 26.9% 2.9% -0.9% -743.9M -18.18B -121.4M 0.66 13.36 N/A N/A 3,123,480 2,063,160 6,454,440 7,463,520 2019-07-19 $98.33 $95.00 27.1% 7.9% 16.1% 22.3% 27.3% 2.7% -1.0% -1.46B -16.74B -124.8M 0.76 12.08 N/A N/A 2,776,860 2,098,700 6,994,200 7,622,040 2019-07-22 $99.00 $95.00 26.7% 7.9% 16.1% 21.1% 27.8% 2.8% -0.7% 230.3M -14.45B -123.5M 0.81 10.89 N/A N/A 876,660 708,880 4,602,600 5,656,920 2019-07-23 $99.67 $95.00 26.4% 7.9% 16.2% 20.2% 27.5% 2.7% -0.7% 321.9M -16.27B -124.4M 0.88 9.58 N/A N/A 752,120 663,680 4,825,920 5,879,140 2019-07-24 $99.87 $95.00 25.4% 7.6% 14.0% 17.4% 27.0% 2.6% -0.6% 358.4M -16.85B -124.3M 0.88 8.40 N/A N/A 799,880 700,180 4,993,460 6,101,960 2019-07-25 $99.33 $95.00 25.7% 7.8% 13.9% 18.3% 27.3% 2.5% -0.7% 325.9M -15.58B -124.4M 0.86 37.42 N/A N/A 1,503,100 1,297,280 5,201,860 6,297,180 2019-07-26 $97.01 $95.50 20.3% 5.7% 16.6% 3.0% 20.5% 1.8% 0.4% -342.5M -7.82B -121.5M 0.78 11.21 N/A N/A 3,572,920 2,792,020 5,673,580 6,720,880 2019-07-29 $95.63 $95.25 21.5% 6.1% 17.1% 6.4% 21.6% 2.0% -0.1% -106.8M -6.63B -123.4M 0.69 6.86 N/A N/A 1,830,300 1,264,260 4,959,620 6,073,220 2019-07-30 $94.93 $95.00 22.3% 6.3% 16.1% 8.8% 22.2% 2.1% -0.2% -138.2M -5.63B -125.0M 0.92 8.06 N/A N/A 1,274,020 1,168,960 5,430,560 6,427,900 2019-07-31 $93.61 $95.00 22.9% 6.5% 16.7% 10.3% 22.7% 2.1% -0.2% -838.1M -344.5M -128.4M 0.67 15.89 N/A N/A 1,886,640 1,264,600 5,669,680 6,831,220
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