AMZN Options History — October 2019 In October 2019, AMZN traded between $85.54 and $89.64. ATM implied volatility averaged 26.1%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 7.6% (HV 20d: 18.5%). Max pain ranged from $87.50 to $90.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.78.
Notable Days 2019-10-25 : Highest Volume — 10,071,260 contracts2019-10-25 : Largest IV drop — 26.3% change2019-10-02 : Highest IV Rank — 36.5%2019-10-08 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $87.66 $85.54 $89.64 $87.01 $88.75 Max Pain $88.47 $87.50 $90.00 $90.00 $88.00 ATM IV 26.1% 17.9% 32.3% 30.2% 18.1% Expected Move 7.3% 5.0% 8.6% 6.9% 5.0% HV 20d 18.5% 16.2% 20.4% 19.7% 16.2% HV 60d 21.1% 20.3% 21.7% 21.4% 20.3% IV Rank 19.4% 0.0% 36.5% 30.4% 0.5% IV Percentile 38.8% 0.0% 65.1% 60.3% 0.4% Term Structure -0.6% -1.6% 0.8% -0.8% 0.8% VWIV 25.5% 17.8% 29.8% 23.4% 17.8% Skew 25d 3.4% 1.6% 4.8% 4.5% 1.7% Skew 10d 6.1% 2.8% 8.9% 7.9% 3.1% Call IV 25d 24.4% 17.3% 29.8% 27.9% 17.3% Put IV 25d 27.8% 18.9% 34.6% 32.4% 19.0% Bid-Ask Spread % 23.21 12.91 41.34 41.34 35.23 Gamma HHI 0.03 0.02 0.10 0.02 0.04 Net GEX 237.5M -392.3M 1.04B 183.2M 1.04B Net DEX -2.85B -10.67B 5.13B 120.4M -8.38B Net VEX -111.3M -118.9M -104.7M -118.5M -107.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.58 0.93 0.92 0.84 Total Volume 2,903,233.913 1,233,320 10,071,260 2,687,820 2,157,280 Total OI 13,016,736.522 11,076,840 14,177,820 12,681,500 13,559,200
Daily Data (23 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 2019-10-01 $87.01 $90.00 30.2% 6.9% 19.7% 30.4% 23.4% 4.5% -0.8% 183.2M 120.4M -118.5M 0.92 41.34 N/A N/A 1,401,780 1,286,040 6,041,540 6,639,960 2019-10-02 $85.69 $90.00 32.3% 7.5% 20.1% 36.5% 25.9% 4.8% -0.9% -392.3M 5.13B -118.9M 0.93 37.56 N/A N/A 1,549,040 1,441,300 6,171,360 6,914,340 2019-10-03 $85.98 $89.50 31.0% 8.5% 18.7% 32.6% 29.0% 4.8% -0.9% -239.1M 3.90B -118.7M 0.71 15.01 N/A N/A 1,890,900 1,335,820 6,476,100 7,132,420 2019-10-04 $86.89 $89.50 28.2% 7.8% 19.3% 24.8% 27.2% 4.4% -0.9% 946.0M -749.9M -116.4M 0.79 15.04 N/A N/A 1,963,460 1,543,720 6,681,340 7,227,220 2019-10-07 $86.67 $89.25 28.7% 8.0% 19.3% 26.1% 27.5% 4.6% -0.6% -90.0M 956.6M -113.5M 0.74 18.55 N/A N/A 1,083,300 806,640 5,795,780 6,577,540 2019-10-08 $85.54 $89.00 31.1% 8.6% 19.5% 32.8% 29.8% 4.8% -0.8% -302.2M 3.84B -113.9M 0.92 21.51 N/A N/A 1,094,720 1,010,100 6,063,820 6,721,540 2019-10-09 $86.23 $89.00 29.4% 8.2% 19.8% 28.1% 27.8% 4.8% -0.8% -175.2M 1.77B -113.2M 0.81 32.82 N/A N/A 843,380 687,100 6,294,460 6,957,960 2019-10-10 $86.00 $89.00 29.1% 8.1% 18.7% 27.1% 28.2% 4.6% -0.8% -279.8M 2.37B -112.0M 0.82 17.88 N/A N/A 1,195,160 985,980 6,427,860 6,981,260 2019-10-11 $86.97 $88.75 27.2% 7.7% 19.4% 21.8% 26.7% 4.5% -0.6% 439.1M -1.54B -111.8M 0.77 35.05 N/A N/A 2,003,840 1,550,620 6,573,220 7,165,160 2019-10-14 $86.92 $87.50 27.5% 7.8% 18.5% 22.6% 27.3% 4.3% -0.5% 14.9M -1.01B -108.9M 0.67 20.34 N/A N/A 1,237,760 827,900 5,951,160 6,556,600 2019-10-15 $88.43 $87.50 26.3% 7.5% 19.5% 19.2% 26.5% 3.7% -0.6% 656.0M -6.32B -111.6M 0.65 14.18 N/A N/A 1,884,140 1,220,620 6,315,820 6,749,640 2019-10-16 $89.01 $87.50 26.4% 7.6% 19.7% 19.4% 26.8% 3.3% -0.7% 855.9M -8.42B -112.4M 0.74 14.05 N/A N/A 1,536,500 1,143,780 6,566,260 6,989,600 2019-10-17 $89.64 $88.00 25.8% 7.4% 19.8% 17.7% 26.4% 2.9% -0.7% 969.3M -10.67B -111.9M 0.82 18.41 N/A N/A 1,563,540 1,289,280 6,723,520 7,234,580 2019-10-18 $88.05 $88.00 27.2% 7.9% 19.8% 21.7% 27.6% 3.0% -0.9% -221.3M -2.59B -110.4M 0.67 13.27 N/A N/A 2,897,460 1,955,120 6,822,360 7,355,460 2019-10-21 $89.18 $88.00 26.2% 7.7% 20.4% 18.8% 27.2% 3.0% -1.2% 156.6M -6.03B -109.6M 0.73 12.91 N/A N/A 1,002,780 734,120 5,120,580 5,956,260 2019-10-22 $88.11 $88.00 26.9% 8.0% 18.2% 20.9% 28.2% 2.8% -1.2% 54.6M -3.32B -109.5M 0.79 14.76 N/A N/A 689,940 543,380 5,477,380 6,240,080 2019-10-23 $88.22 $88.00 27.2% 8.2% 17.0% 21.9% 28.7% 3.0% -1.2% 86.6M -3.71B -110.4M 0.65 13.83 N/A N/A 867,120 564,320 5,684,720 6,413,340 2019-10-24 $89.08 $88.00 27.2% 8.3% 16.2% 21.8% 29.2% 2.3% -1.6% 262.1M -6.74B -109.2M 0.58 27.41 N/A N/A 2,663,300 1,547,220 5,879,180 6,498,680 2019-10-25 $87.91 $88.25 20.0% 5.6% 16.5% 1.4% 20.3% 2.1% -0.4% -233.3M -2.37B -104.7M 0.89 14.46 N/A N/A 5,338,580 4,732,680 6,824,220 7,056,380 2019-10-28 $88.92 $88.00 18.1% 5.1% 16.8% 0.0% 18.2% 1.7% 0.5% 391.2M -7.01B -106.1M 0.79 28.70 N/A N/A 1,538,800 1,214,420 5,824,460 6,480,440 2019-10-29 $88.18 $88.00 18.3% 5.1% 17.1% 0.4% 18.1% 1.9% 0.7% 418.0M -5.75B -104.8M 0.88 32.01 N/A N/A 1,054,660 927,860 6,193,500 6,714,980 2019-10-30 $88.89 $88.00 17.9% 5.0% 16.2% 0.0% 17.8% 1.6% 0.7% 919.3M -9.03B -106.0M 0.76 39.60 N/A N/A 1,115,640 853,280 6,425,660 6,928,000 2019-10-31 $88.75 $88.00 18.1% 5.0% 16.2% 0.5% 17.8% 1.7% 0.8% 1.04B -8.38B -107.0M 0.84 35.23 N/A N/A 1,169,900 987,380 6,542,700 7,016,500
« Sep 2019 | All History | Nov 2019 » Home AMZN History October 2019