AMZN Options History — April 2020 In April 2020, AMZN traded between $94.66 and $121.97. ATM implied volatility averaged 45.2%, placing in the 59.1% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 1.5% (HV 20d: 46.7%). Max pain ranged from $92.50 to $106.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2020-04-16 : Highest Volume — 8,307,000 contracts2020-04-13 : Largest IV spike — 17.7% change2020-04-21 : Highest IV Rank — 78.6%2020-04-21 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $111.36 $94.66 $121.97 $95.11 $121.97 Max Pain $98.56 $92.50 $106.50 $96.50 $105.50 ATM IV 45.2% 36.1% 54.7% 47.3% 45.5% Expected Move 13.4% 10.1% 16.6% 12.5% 15.5% HV 20d 46.7% 37.9% 57.7% 57.7% 38.8% HV 60d 45.3% 42.3% 47.1% 42.3% 45.7% IV Rank 59.1% 40.4% 78.6% 63.4% 59.8% IV Percentile 92.3% 88.9% 97.6% 94.0% 90.5% Term Structure -1.8% -3.7% 0.0% -0.6% -2.4% VWIV 47.7% 36.7% 59.2% 43.3% 54.5% Skew 25d 3.1% -1.8% 10.6% 10.6% -1.8% Skew 10d 4.1% -9.3% 21.9% 21.9% -5.1% Call IV 25d 43.9% 33.0% 56.0% 42.1% 46.8% Put IV 25d 47.0% 39.9% 55.7% 52.7% 45.1% Bid-Ask Spread % 30.83 15.42 46.17 33.95 46.17 Gamma HHI 0.04 0.02 0.07 0.02 0.03 Net GEX 450.4M -576.0M 887.0M -137.2M 641.6M Net DEX -27.04B -47.60B -2.06B -2.96B -36.65B Net VEX -145.0M -156.9M -135.5M -145.0M -147.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.48 1.16 0.91 0.60 Total Volume 3,790,512.381 1,979,860 8,307,000 2,322,520 4,293,680 Total OI 11,888,724.762 10,665,940 14,333,820 11,632,220 12,236,520
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 2020-04-01 $95.11 $96.50 47.3% 12.5% 57.7% 63.4% 43.3% 10.6% -0.6% -137.2M -2.96B -145.0M 0.91 33.95 N/A N/A 1,218,400 1,104,120 5,791,960 5,840,260 2020-04-02 $95.55 $92.50 43.5% 12.3% 57.3% 55.8% 44.4% 9.5% -0.3% -165.7M -4.18B -143.6M 1.02 16.20 N/A N/A 1,160,800 1,185,860 5,961,040 5,941,320 2020-04-03 $94.66 $92.50 42.1% 11.9% 57.1% 52.7% 41.4% 9.1% 0.0% -576.0M -2.06B -140.7M 0.94 15.42 N/A N/A 1,510,120 1,426,240 6,127,860 6,120,560 2020-04-06 $99.32 $93.00 37.3% 10.5% 57.5% 42.9% 38.0% 8.4% -0.6% 335.4M -12.52B -136.9M 0.73 22.30 N/A N/A 1,695,620 1,231,920 5,339,060 5,421,940 2020-04-07 $101.08 $93.50 37.8% 10.6% 56.5% 43.9% 37.9% 8.0% -1.0% 610.5M -17.12B -135.5M 0.87 26.27 N/A N/A 1,680,040 1,463,300 5,696,140 5,618,360 2020-04-08 $101.80 $94.50 36.8% 10.3% 55.2% 42.0% 36.7% 7.6% -1.1% 664.8M -18.58B -137.3M 1.16 25.62 N/A N/A 1,349,340 1,567,600 5,897,220 5,909,620 2020-04-09 $101.89 $94.75 36.1% 10.1% 45.7% 40.4% 37.5% 6.9% -1.3% 813.3M -18.88B -139.3M 0.85 26.36 N/A N/A 2,156,980 1,843,860 6,048,500 6,157,820 2020-04-13 $108.75 $95.00 42.4% 12.0% 49.5% 53.5% 43.1% 4.5% -1.6% 650.9M -28.84B -135.8M 0.58 28.39 N/A N/A 3,694,620 2,126,840 5,438,820 5,341,360 2020-04-14 $114.35 $95.00 45.1% 12.9% 50.5% 59.1% 45.3% 1.9% -1.2% 802.9M -39.41B -135.8M 0.48 31.76 N/A N/A 3,936,660 1,893,560 6,011,440 5,854,300 2020-04-15 $115.53 $96.00 47.4% 13.6% 48.1% 63.7% 48.3% 2.2% -2.4% 775.6M -40.46B -142.1M 0.54 27.41 N/A N/A 2,811,480 1,523,860 6,354,780 6,219,260 2020-04-16 $119.62 $96.00 54.0% 15.6% 47.9% 77.2% 55.7% 0.3% -2.5% 887.0M -47.60B -142.7M 0.56 33.13 N/A N/A 5,316,580 2,990,420 6,663,740 6,406,120 2020-04-17 $118.17 $100.00 53.3% 15.6% 44.0% 75.7% 56.3% -1.0% -3.7% 156.5M -42.54B -150.5M 0.83 27.62 N/A N/A 3,921,320 3,237,200 7,384,260 6,949,560 2020-04-20 $120.06 $100.50 52.5% 15.8% 37.9% 74.1% 56.0% -0.5% -3.2% 520.8M -34.38B -150.1M 0.51 32.68 N/A N/A 1,959,100 1,005,740 5,633,700 5,032,240 2020-04-21 $117.12 $101.50 54.7% 16.6% 39.3% 78.6% 59.2% 0.2% -3.0% 382.1M -29.27B -156.9M 0.56 30.01 N/A N/A 2,574,100 1,431,820 5,920,800 5,299,520 2020-04-22 $118.50 $101.50 48.8% 15.0% 39.3% 66.6% 53.8% -0.3% -2.5% 507.3M -32.28B -151.7M 0.50 34.12 N/A N/A 1,722,740 856,600 6,350,400 5,518,480 2020-04-23 $119.90 $101.50 47.4% 14.3% 38.6% 63.6% 50.5% -0.0% -2.4% 671.7M -35.51B -153.0M 0.73 38.63 N/A N/A 2,062,600 1,497,640 6,605,720 5,627,260 2020-04-24 $120.72 $103.00 45.2% 13.8% 38.6% 59.2% 48.4% 0.5% -1.8% 665.6M -36.85B -152.4M 0.57 37.80 N/A N/A 2,301,300 1,310,040 6,869,840 5,928,460 2020-04-27 $119.38 $105.00 43.6% 14.1% 38.8% 55.8% 49.3% 0.0% -2.1% 475.8M -31.32B -149.8M 0.73 40.19 N/A N/A 1,393,560 1,011,120 5,626,720 5,124,940 2020-04-28 $115.94 $105.50 44.0% 14.3% 40.9% 56.6% 50.4% -0.1% -2.2% 303.3M -24.96B -151.8M 0.61 36.94 N/A N/A 1,335,960 818,160 5,913,340 5,539,980 2020-04-29 $119.14 $106.50 43.8% 14.8% 41.3% 56.2% 52.1% -1.4% -1.4% 471.6M -31.40B -147.0M 0.55 36.44 N/A N/A 1,277,480 702,380 6,214,940 5,725,060 2020-04-30 $121.97 $105.50 45.5% 15.5% 38.8% 59.8% 54.5% -1.8% -2.4% 641.6M -36.65B -147.0M 0.60 46.17 N/A N/A 2,690,860 1,602,820 6,440,820 5,795,700
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