AMZN Options History — August 2019 In August 2019, AMZN traded between $87.48 and $92.98. ATM implied volatility averaged 26.4%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.4% (HV 20d: 23.0%). Max pain ranged from $91.25 to $95.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2019-08-02 : Highest Volume — 6,291,460 contracts2019-08-14 : Largest IV spike — 24.6% change2019-08-05 : Highest IV Rank — 37.7%2019-08-05 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $89.70 $87.48 $92.98 $92.98 $88.60 Max Pain $93.43 $91.25 $95.00 $95.00 $91.25 ATM IV 26.4% 23.0% 32.6% 25.0% 24.1% Expected Move 7.6% 6.6% 9.0% 7.4% 6.7% HV 20d 23.0% 16.6% 27.1% 16.6% 26.1% HV 60d 24.0% 21.6% 25.5% 23.8% 21.6% IV Rank 19.9% 10.1% 37.7% 16.4% 13.1% IV Percentile 34.7% 13.1% 63.5% 26.6% 16.3% Term Structure 0.1% -0.6% 0.6% -0.6% 0.5% VWIV 26.2% 23.1% 30.9% 25.8% 23.3% Skew 25d 5.5% 3.6% 6.4% 3.6% 5.2% Skew 10d 10.2% 7.3% 12.4% 7.3% 9.7% Call IV 25d 23.7% 20.4% 29.2% 23.5% 21.4% Put IV 25d 29.1% 25.5% 35.6% 27.1% 26.6% Bid-Ask Spread % 31.22 19.50 43.08 27.92 41.00 Gamma HHI 0.03 0.02 0.06 0.03 0.05 Net GEX -288.3M -1.07B 241.0M -914.5M -528.4M Net DEX 1.40B -5.00B 9.72B 1.88B 1.46B Net VEX -132.8M -138.2M -127.2M -130.0M -127.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.68 1.09 0.82 0.81 Total Volume 3,201,222.727 1,116,800 6,291,460 4,383,920 4,059,320 Total OI 13,399,588.182 11,793,280 14,665,740 12,992,620 14,203,960
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 2019-08-01 $92.98 $95.00 25.0% 7.4% 16.6% 16.4% 25.8% 3.6% -0.6% -914.5M 1.88B -130.0M 0.82 27.92 N/A N/A 2,413,480 1,970,440 6,019,480 6,973,140 2019-08-02 $90.94 $95.00 26.5% 7.9% 18.0% 20.6% 27.5% 4.5% -0.6% -1.07B 9.55B -128.2M 0.83 19.50 N/A N/A 3,445,760 2,845,700 6,325,960 7,355,480 2019-08-05 $88.44 $95.00 32.6% 9.0% 19.6% 37.7% 30.9% 6.3% -0.6% -524.9M 8.51B -132.7M 0.75 20.12 N/A N/A 2,164,600 1,616,240 5,699,820 6,741,280 2019-08-06 $89.55 $94.75 28.8% 8.2% 19.3% 27.2% 28.6% 5.7% -0.1% -398.4M 4.58B -136.8M 0.68 21.75 N/A N/A 1,931,920 1,312,520 6,352,780 7,123,220 2019-08-07 $89.63 $94.75 29.0% 8.3% 17.4% 27.7% 28.6% 6.0% -0.2% -237.2M 3.06B -138.1M 0.84 26.97 N/A N/A 1,700,000 1,425,440 6,642,480 7,231,200 2019-08-08 $91.44 $94.75 24.8% 7.3% 19.6% 15.8% 25.7% 5.1% 0.3% 139.3M -4.92B -138.2M 0.81 27.26 N/A N/A 1,893,420 1,541,560 6,898,580 7,373,680 2019-08-09 $90.64 $94.50 25.7% 7.5% 19.3% 18.0% 26.7% 5.1% 0.2% -81.3M -988.8M -137.8M 0.69 31.25 N/A N/A 2,341,380 1,612,220 7,038,380 7,506,340 2019-08-12 $89.26 $94.50 28.2% 8.1% 19.2% 25.0% 27.9% 5.7% 0.1% -187.0M 1.77B -132.4M 0.76 25.39 N/A N/A 1,052,700 804,500 6,142,720 6,686,300 2019-08-13 $91.31 $94.50 24.2% 7.1% 21.8% 13.6% 25.5% 4.9% 0.4% 216.5M -4.89B -134.7M 0.88 27.44 N/A N/A 1,353,340 1,195,240 6,392,460 6,817,880 2019-08-14 $88.30 $94.00 30.2% 8.6% 24.0% 30.6% 29.4% 6.1% 0.0% -382.6M 4.78B -134.6M 0.87 30.41 N/A N/A 2,036,720 1,768,360 6,582,480 6,998,400 2019-08-15 $88.83 $93.75 29.2% 8.4% 24.3% 27.7% 28.9% 6.1% 0.2% -332.1M 2.80B -136.0M 0.85 28.44 N/A N/A 1,506,860 1,285,840 6,934,900 7,276,700 2019-08-16 $89.74 $93.50 25.4% 7.4% 25.0% 17.0% 25.5% 5.2% 0.6% 93.1M -1.06B -133.8M 0.86 26.02 N/A N/A 1,856,160 1,600,100 7,177,520 7,488,220 2019-08-19 $90.93 $93.50 23.6% 6.8% 25.4% 11.9% 23.8% 5.0% 0.3% -16.9M -4.36B -131.7M 0.98 30.61 N/A N/A 1,261,780 1,232,600 5,407,740 6,385,540 2019-08-20 $90.39 $93.25 24.2% 7.0% 25.1% 13.4% 24.2% 5.1% 0.3% -83.6M -2.37B -131.4M 0.89 34.88 N/A N/A 1,083,400 967,860 5,671,000 6,579,020 2019-08-21 $91.00 $93.00 23.0% 6.6% 25.3% 10.1% 23.2% 5.2% 0.4% 241.0M -5.00B -132.3M 0.88 38.06 N/A N/A 1,100,300 968,680 5,928,400 6,806,600 2019-08-22 $90.60 $92.75 24.2% 6.9% 25.3% 13.5% 23.1% 5.2% 0.4% 67.2M -3.39B -132.5M 0.79 38.43 N/A N/A 1,555,120 1,226,420 6,168,080 6,920,080 2019-08-23 $87.48 $92.00 28.0% 8.0% 26.8% 24.4% 27.2% 6.4% -0.1% -1.07B 9.72B -130.7M 0.83 43.08 N/A N/A 3,105,360 2,592,180 6,510,400 7,314,020 2019-08-26 $88.03 $91.50 27.1% 7.8% 26.8% 21.7% 26.2% 6.1% 0.2% -537.2M 4.21B -131.5M 0.94 41.74 N/A N/A 575,580 541,220 5,864,480 6,857,200 2019-08-27 $87.92 $91.50 27.2% 7.7% 26.8% 22.1% 26.3% 6.2% 0.1% -527.9M 4.20B -131.2M 1.09 37.58 N/A N/A 1,070,940 1,170,100 6,101,600 7,013,000 2019-08-28 $88.21 $91.50 26.2% 7.4% 26.6% 19.1% 24.9% 5.9% 0.3% -425.7M 3.11B -130.6M 0.92 33.62 N/A N/A 1,100,300 1,011,680 6,275,020 7,175,940 2019-08-29 $89.25 $91.25 23.8% 6.6% 27.1% 12.0% 23.2% 5.3% 0.5% 220.3M -1.83B -129.7M 0.69 35.46 N/A N/A 1,847,920 1,281,640 6,518,100 7,311,360 2019-08-30 $88.60 $91.25 24.1% 6.7% 26.1% 13.1% 23.3% 5.2% 0.5% -528.4M 1.46B -127.2M 0.81 41.00 N/A N/A 2,239,640 1,819,680 6,805,400 7,398,560
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