AMZN Options History — December 2019 In December 2019, AMZN traded between $86.88 and $93.45. ATM implied volatility averaged 19.4%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 4.6% (HV 20d: 14.9%). Max pain ranged from $83.00 to $89.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2019-12-27 : Highest Volume — 10,786,220 contracts2019-12-26 : Largest IV spike — 33.6% change2019-12-31 : Highest IV Rank — 29.3%2019-12-03 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $89.25 $86.88 $93.45 $89.07 $92.25 Max Pain $86.08 $83.00 $89.00 $88.75 $88.00 ATM IV 19.4% 16.4% 26.4% 19.5% 26.4% Expected Move 5.5% 4.6% 6.3% 5.9% 5.9% HV 20d 14.9% 12.1% 18.7% 14.8% 17.6% HV 60d 15.8% 13.9% 16.8% 16.7% 16.0% IV Rank 7.8% 0.0% 29.3% 6.5% 29.3% IV Percentile 13.4% 0.0% 58.3% 9.5% 58.3% Term Structure 1.7% -0.6% 6.3% 0.8% -0.5% VWIV 19.6% 16.5% 22.6% 20.7% 22.1% Skew 25d 1.2% 0.3% 2.1% 1.7% 0.7% Skew 10d 1.2% -1.1% 3.2% 2.6% 0.6% Call IV 25d 19.1% 15.8% 27.6% 18.9% 27.1% Put IV 25d 20.3% 17.1% 28.0% 20.7% 27.7% Bid-Ask Spread % 28.62 21.72 34.17 34.17 28.78 Gamma HHI 0.04 0.02 0.09 0.02 0.03 Net GEX 732.9M -681.3M 2.06B 209.2M 605.8M Net DEX -10.71B -30.07B 1.16B -7.43B -16.62B Net VEX -105.7M -111.5M -99.8M -107.8M -110.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.43 0.80 0.63 0.66 Total Volume 3,921,202.857 1,284,900 10,786,220 3,361,560 2,879,000 Total OI 14,417,625.714 12,804,520 15,952,520 12,804,520 14,811,500
Daily Data (21 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 2019-12-02 $89.07 $88.75 19.5% 5.9% 14.8% 6.5% 20.7% 1.7% 0.8% 209.2M -7.43B -107.8M 0.63 34.17 N/A N/A 2,067,720 1,293,840 6,212,820 6,591,700 2019-12-03 $88.43 $89.00 21.3% 6.3% 14.3% 11.3% 22.4% 2.1% 0.7% 36.4M -5.01B -111.5M 0.60 21.72 N/A N/A 2,057,720 1,241,420 6,733,080 6,969,260 2019-12-04 $88.11 $89.00 20.2% 5.9% 14.3% 8.4% 20.7% 2.0% 0.8% -54.5M -3.86B -110.0M 0.56 26.41 N/A N/A 1,941,180 1,084,100 7,099,100 7,229,800 2019-12-05 $87.15 $85.00 20.2% 6.1% 14.7% 8.4% 21.3% 2.1% 0.8% -681.3M 1.16B -106.8M 0.65 28.26 N/A N/A 2,161,320 1,407,000 7,391,520 7,431,900 2019-12-06 $87.61 $85.00 18.7% 5.8% 14.8% 4.3% 20.4% 1.6% 1.2% -187.2M -1.65B -108.0M 0.72 24.89 N/A N/A 2,914,780 2,088,020 7,761,440 7,693,440 2019-12-09 $87.51 $85.00 19.7% 5.9% 14.8% 7.0% 20.8% 1.8% 0.8% 5.9M -3.53B -108.6M 0.78 23.38 N/A N/A 1,282,900 997,040 6,640,180 7,033,060 2019-12-10 $86.88 $85.00 19.7% 5.9% 14.8% 7.0% 20.7% 1.8% 0.7% -426.8M -100.8M -107.2M 0.78 29.19 N/A N/A 1,421,680 1,112,300 6,937,760 7,367,720 2019-12-11 $87.33 $85.00 18.6% 5.6% 14.8% 4.2% 19.5% 1.7% 0.8% -45.0M -2.92B -107.2M 0.60 28.17 N/A N/A 1,376,440 822,360 7,164,680 7,487,220 2019-12-12 $87.98 $83.50 18.1% 5.4% 14.2% 2.7% 19.1% 1.4% 0.8% 779.4M -7.43B -105.8M 0.58 32.70 N/A N/A 2,271,200 1,307,180 7,333,160 7,498,360 2019-12-13 $88.06 $84.00 16.5% 4.9% 14.1% 0.0% 17.5% 1.5% 1.2% 1.53B -7.91B -102.4M 0.66 30.69 N/A N/A 2,555,860 1,676,240 7,566,340 7,626,620 2019-12-16 $88.29 $83.00 16.7% 4.8% 13.5% 0.6% 17.6% 0.9% 0.7% 724.3M -8.99B -99.8M 0.61 26.27 N/A N/A 1,905,160 1,165,620 6,690,900 6,846,000 2019-12-17 $89.47 $84.00 16.5% 4.8% 13.9% 0.1% 17.1% 0.7% 0.9% 1.94B -16.29B -101.9M 0.54 30.12 N/A N/A 2,501,960 1,363,020 7,164,140 7,076,760 2019-12-18 $89.43 $85.00 16.4% 4.7% 13.9% 0.0% 16.8% 0.7% 0.8% 1.90B -15.27B -101.4M 0.55 32.98 N/A N/A 1,866,080 1,032,600 7,441,160 7,372,240 2019-12-19 $89.40 $86.00 16.8% 4.8% 13.7% 0.9% 17.1% 0.6% 0.7% 2.06B -15.26B -103.5M 0.51 30.63 N/A N/A 1,939,140 993,160 7,857,120 7,663,000 2019-12-20 $89.38 $86.50 16.6% 4.7% 13.5% 0.5% 17.0% 0.4% 0.8% 1.60B -15.05B -103.1M 0.53 31.57 N/A N/A 2,873,840 1,512,780 8,099,240 7,853,280 2019-12-23 $89.55 $87.00 16.7% 4.6% 13.4% 0.8% 16.6% 0.9% 6.3% 782.1M -11.50B -101.8M 0.64 25.59 N/A N/A 1,471,560 944,700 6,378,120 6,529,100 2019-12-24 $89.49 $87.00 17.0% 4.6% 12.1% 1.5% 16.5% 0.9% 6.0% 895.9M -11.37B -103.5M 0.80 28.44 N/A N/A 712,780 572,120 6,769,000 6,903,020 2019-12-26 $93.26 $87.00 22.7% 6.2% 18.7% 18.3% 22.1% 0.4% 5.5% 1.33B -28.84B -102.0M 0.43 29.52 N/A N/A 7,290,520 3,147,340 6,919,460 6,972,700 2019-12-27 $93.45 $87.50 24.1% 6.3% 18.0% 22.6% 22.6% 0.3% 5.9% 1.87B -30.07B -108.3M 0.54 29.66 N/A N/A 7,026,260 3,759,960 7,831,940 7,933,000 2019-12-30 $92.25 $87.50 26.2% 6.2% 18.5% 28.7% 22.2% 0.4% -0.6% 523.7M -16.88B -108.9M 0.55 27.87 N/A N/A 2,780,240 1,527,120 6,769,660 7,119,640 2019-12-31 $92.25 $88.00 26.4% 5.9% 17.6% 29.3% 22.1% 0.7% -0.5% 605.8M -16.62B -110.6M 0.66 28.78 N/A N/A 1,731,700 1,147,300 7,328,440 7,483,060
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