AMZN Options History — January 2021 In January 2021, AMZN traded between $154.97 and $166.73. ATM implied volatility averaged 39.8%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 14.4% (HV 20d: 25.4%). Max pain ranged from $155.00 to $157.50. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.65.
Notable Days 2021-01-21 : Highest Volume — 10,762,360 contracts2021-01-27 : Largest IV spike — 16.7% change2021-01-27 : Highest IV Rank — 57.2%2021-01-27 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $160.25 $154.97 $166.73 $159.41 $160.56 Max Pain $156.75 $155.00 $157.50 $157.50 $156.75 ATM IV 39.8% 37.2% 46.5% 40.7% 43.0% Expected Move 11.3% 10.5% 14.0% 11.2% 12.9% HV 20d 25.4% 22.4% 28.3% 23.0% 28.1% HV 60d 31.2% 28.5% 32.9% 32.9% 28.5% IV Rank 41.8% 35.6% 57.2% 43.8% 49.2% IV Percentile 56.4% 48.8% 73.4% 59.5% 63.5% Term Structure -1.1% -1.9% -0.5% -1.1% -1.2% VWIV 40.0% 37.2% 49.7% 39.5% 45.7% Skew 25d 0.6% 0.0% 1.1% 0.5% 1.0% Skew 10d 1.7% 0.1% 4.2% 0.7% 4.2% Call IV 25d 40.1% 37.0% 46.5% 41.4% 43.1% Put IV 25d 40.7% 38.1% 47.0% 41.9% 44.2% Bid-Ask Spread % 18.32 12.91 28.40 12.91 22.42 Gamma HHI 0.04 0.02 0.23 0.03 0.04 Net GEX 305.7M -9.61B 3.35B 892.2M -1.14B Net DEX -31.38B -56.90B -7.28B -35.03B -17.65B Net VEX -299.2M -314.3M -287.2M -299.8M -304.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.45 0.94 0.83 0.70 Total Volume 6,713,056.842 4,355,880 10,762,360 6,458,180 8,897,420 Total OI 19,059,112.632 14,994,280 23,093,840 19,199,040 17,813,320
Daily Data (19 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 2021-01-04 $159.41 $157.50 40.7% 11.2% 23.0% 43.8% 39.5% 0.5% -1.1% 892.2M -35.03B -299.8M 0.83 12.91 N/A N/A 3,531,660 2,926,520 10,638,940 8,560,100 2021-01-05 $160.54 $157.50 39.1% 10.8% 22.9% 39.9% 38.3% 0.4% -0.7% 1.09B -39.63B -302.5M 0.66 14.52 N/A N/A 2,624,640 1,731,240 11,180,680 9,263,700 2021-01-06 $157.25 $157.50 39.9% 10.9% 24.1% 41.9% 38.4% 0.6% -1.0% -449.5M -20.49B -297.7M 0.72 15.79 N/A N/A 3,611,720 2,609,500 11,434,720 9,638,260 2021-01-07 $159.21 $157.50 38.2% 10.5% 24.3% 38.1% 37.2% 0.2% -0.8% 381.8M -32.69B -300.2M 0.55 14.01 N/A N/A 3,891,680 2,123,480 11,812,400 10,080,300 2021-01-08 $159.20 $157.50 38.4% 10.5% 22.4% 38.4% 37.2% 0.4% -1.1% 1.47B -31.95B -294.4M 0.75 14.90 N/A N/A 4,645,180 3,494,360 12,124,020 10,155,240 2021-01-11 $155.78 $157.50 41.5% 11.3% 23.8% 45.6% 40.0% 1.1% -1.5% 72.4M -18.75B -288.8M 0.91 13.11 N/A N/A 2,843,320 2,578,080 10,744,300 9,111,680 2021-01-12 $156.22 $157.50 40.5% 11.1% 23.8% 43.3% 39.1% 1.1% -1.5% -749.4M -18.84B -296.0M 0.65 13.37 N/A N/A 3,332,380 2,151,720 11,305,740 10,202,760 2021-01-13 $158.86 $157.50 38.6% 10.7% 23.9% 38.9% 37.8% 0.8% -1.3% 536.0M -36.19B -298.0M 0.59 16.53 N/A N/A 4,035,680 2,401,160 11,619,420 10,540,200 2021-01-14 $156.71 $157.50 39.7% 11.0% 24.4% 41.5% 38.9% 0.8% -1.6% -545.9M -24.71B -293.4M 0.80 14.56 N/A N/A 3,384,580 2,699,880 11,930,060 10,384,760 2021-01-15 $154.97 $157.50 38.8% 10.8% 22.6% 39.3% 37.8% 1.1% -1.7% -9.61B -7.28B -287.2M 0.94 14.83 N/A N/A 5,153,980 4,837,040 12,030,620 11,063,220 2021-01-19 $156.38 $155.25 37.2% 10.6% 22.9% 35.6% 37.6% 1.1% -0.5% 503.4M -16.01B -288.3M 0.62 16.87 N/A N/A 2,929,280 1,826,660 8,189,580 6,804,700 2021-01-20 $163.59 $155.00 37.8% 10.8% 28.0% 37.1% 38.4% 0.7% -0.8% 2.43B -48.43B -296.1M 0.48 19.35 N/A N/A 6,992,820 3,322,580 8,677,760 7,125,460 2021-01-21 $165.71 $155.25 37.6% 10.8% 28.3% 36.6% 38.6% 0.4% -0.8% 3.35B -56.90B -302.2M 0.45 20.61 N/A N/A 7,402,080 3,360,280 9,215,880 7,374,440 2021-01-22 $165.07 $156.00 38.4% 11.1% 28.3% 38.4% 39.4% 0.1% -1.1% 2.82B -50.00B -304.4M 0.54 20.40 N/A N/A 4,890,460 2,630,340 9,813,400 7,761,120 2021-01-25 $165.02 $156.00 39.5% 11.6% 28.3% 40.9% 41.0% 0.2% -0.7% 1.64B -41.74B -301.9M 0.58 22.61 N/A N/A 3,586,880 2,096,340 8,501,800 6,717,440 2021-01-26 $166.73 $156.00 39.9% 11.8% 28.3% 41.8% 42.1% 0.0% -0.8% 1.86B -47.56B -306.7M 0.46 27.78 N/A N/A 3,101,980 1,438,420 8,931,720 7,251,200 2021-01-27 $161.14 $156.25 46.5% 14.0% 28.1% 57.2% 49.7% 0.5% -1.9% 600.9M -24.38B -314.3M 0.65 28.40 N/A N/A 3,036,760 1,964,560 9,216,720 7,490,040 2021-01-28 $162.33 $156.75 41.8% 12.5% 28.0% 46.4% 44.1% 0.2% -1.0% 650.2M -28.00B -309.1M 0.55 25.20 N/A N/A 3,526,500 1,936,920 9,524,200 7,893,240 2021-01-29 $160.56 $156.75 43.0% 12.9% 28.1% 49.2% 45.7% 1.0% -1.2% -1.14B -17.65B -304.4M 0.70 22.42 N/A N/A 5,246,320 3,651,100 9,709,200 8,104,120
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