AMZN Options History — April 2021 In April 2021, AMZN traded between $157.87 and $173.65. ATM implied volatility averaged 29.9%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 7.7% (HV 20d: 22.2%). Max pain ranged from $152.50 to $162.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2021-04-30 : Highest Volume — 13,856,440 contracts2021-04-30 : Largest IV drop — 17.8% change2021-04-26 : Highest IV Rank — 23.9%2021-04-26 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $167.74 $157.87 $173.65 $157.87 $173.65 Max Pain $158.49 $152.50 $162.50 $152.50 $162.50 ATM IV 29.9% 24.6% 33.1% 27.9% 24.6% Expected Move 8.4% 6.1% 9.9% 6.1% 7.1% HV 20d 22.2% 18.3% 27.0% 26.1% 18.3% HV 60d 25.3% 22.8% 26.7% 26.6% 22.8% IV Rank 15.3% 1.4% 23.9% 10.0% 1.4% IV Percentile 23.5% 0.4% 44.8% 8.7% 0.4% Term Structure -0.9% -1.3% 0.1% 0.1% -0.2% VWIV 30.0% 22.2% 35.3% 22.2% 25.7% Skew 25d 1.4% -0.8% 2.7% 2.7% 1.3% Skew 10d 3.0% -2.7% 6.0% 6.0% 3.7% Call IV 25d 29.7% 24.6% 32.9% 27.0% 24.6% Put IV 25d 31.1% 26.0% 33.3% 29.7% 26.0% Bid-Ask Spread % 16.98 10.04 29.44 29.44 21.54 Gamma HHI 0.05 0.03 0.22 0.03 0.04 Net GEX 2.07B 591.0M 4.62B 1.96B 2.80B Net DEX -46.08B -63.90B -27.43B -29.34B -54.31B Net VEX -304.3M -333.6M -273.7M -273.7M -319.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.31 0.75 0.68 0.71 Total Volume 6,414,439.048 3,000,300 13,856,440 6,530,960 13,856,440 Total OI 16,126,143.81 14,202,680 18,471,860 15,582,180 18,471,860
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 2021-04-01 $157.87 $152.50 27.9% 6.1% 26.1% 10.0% 22.2% 2.7% 0.1% 1.96B -29.34B -273.7M 0.68 29.44 N/A N/A 3,887,500 2,643,460 8,234,980 7,347,200 2021-04-05 $161.30 $155.00 29.3% 8.0% 27.0% 13.8% 28.4% 2.2% -0.9% 2.06B -37.03B -274.9M 0.75 10.04 N/A N/A 1,716,420 1,283,880 7,655,440 6,620,580 2021-04-06 $161.37 $155.50 28.9% 7.9% 26.6% 12.8% 28.4% 1.6% -0.8% 1.75B -35.30B -282.7M 0.66 11.38 N/A N/A 2,714,720 1,795,800 8,032,080 7,256,740 2021-04-07 $164.35 $155.50 29.3% 8.0% 24.8% 13.8% 28.6% 1.8% -0.8% 2.27B -48.38B -280.2M 0.55 13.87 N/A N/A 4,678,980 2,555,700 8,318,980 7,760,180 2021-04-08 $165.18 $155.50 29.1% 8.0% 24.6% 13.3% 28.6% 1.7% -0.8% 2.78B -50.71B -283.5M 0.62 14.43 N/A N/A 3,618,680 2,248,300 8,591,040 7,967,140 2021-04-09 $168.17 $155.75 29.3% 8.1% 24.6% 13.6% 28.8% 1.5% -1.0% 3.26B -63.90B -286.5M 0.58 12.28 N/A N/A 7,434,700 4,321,980 8,795,840 8,222,080 2021-04-12 $169.17 $156.50 29.4% 8.1% 24.2% 13.9% 29.0% 1.8% -0.8% 2.23B -55.61B -281.9M 0.49 13.32 N/A N/A 3,295,460 1,619,100 8,146,280 7,223,620 2021-04-13 $170.02 $157.50 30.3% 8.4% 23.8% 16.4% 30.1% 1.8% -1.0% 2.58B -60.20B -289.2M 0.53 13.09 N/A N/A 3,785,840 2,000,440 8,503,180 7,494,860 2021-04-14 $166.62 $157.75 30.6% 8.5% 25.4% 17.1% 30.0% 2.3% -1.0% 1.42B -42.82B -297.1M 0.64 14.09 N/A N/A 3,438,880 2,191,780 8,779,460 7,874,660 2021-04-15 $169.09 $158.50 29.2% 8.1% 25.2% 13.4% 29.1% 2.1% -0.9% 2.24B -54.86B -296.1M 0.50 15.95 N/A N/A 3,790,620 1,913,200 9,086,300 8,301,260 2021-04-16 $169.89 $159.00 29.0% 8.1% 19.8% 13.1% 29.0% 1.7% -1.0% 4.62B -61.10B -305.5M 0.44 16.31 N/A N/A 6,123,360 2,698,820 9,512,380 8,426,880 2021-04-19 $168.29 $160.00 31.8% 9.0% 20.5% 20.3% 32.1% 1.6% -1.1% 1.22B -36.16B -316.0M 0.58 15.82 N/A N/A 2,985,580 1,719,360 7,537,240 6,665,440 2021-04-20 $167.09 $160.00 31.6% 9.0% 20.0% 19.8% 32.0% 1.5% -1.0% 1.03B -32.26B -319.1M 0.57 13.98 N/A N/A 2,874,180 1,627,560 8,065,160 7,042,660 2021-04-21 $167.81 $160.00 31.1% 8.9% 20.0% 18.6% 31.6% 1.7% -1.0% 1.34B -36.59B -322.0M 0.41 15.78 N/A N/A 3,143,620 1,296,000 8,425,280 7,259,280 2021-04-22 $165.54 $160.00 31.3% 9.0% 19.7% 18.9% 31.4% 1.6% -1.1% 591.0M -27.43B -320.5M 0.59 17.31 N/A N/A 3,652,740 2,158,620 8,669,120 7,407,340 2021-04-23 $167.80 $160.00 29.5% 8.5% 19.1% 14.2% 29.9% 0.6% -0.8% 2.44B -38.25B -320.0M 0.60 24.04 N/A N/A 5,242,580 3,129,580 8,881,300 7,697,400 2021-04-26 $171.19 $160.75 33.1% 9.9% 19.2% 23.9% 35.3% 0.4% -1.3% 1.26B -44.78B -327.1M 0.31 21.37 N/A N/A 4,634,060 1,420,900 7,709,640 6,910,000 2021-04-27 $171.11 $161.50 31.9% 9.5% 19.1% 20.5% 34.1% -0.1% -1.2% 1.63B -47.25B -333.6M 0.46 20.63 N/A N/A 3,091,180 1,435,500 8,678,720 7,314,360 2021-04-28 $173.57 $162.00 30.6% 9.2% 18.9% 17.2% 33.0% -0.5% -1.0% 1.93B -55.85B -332.1M 0.45 22.07 N/A N/A 3,756,380 1,708,280 8,987,220 7,699,880 2021-04-29 $173.52 $162.50 29.9% 9.1% 19.0% 15.3% 32.5% -0.8% -1.2% 2.01B -55.56B -330.1M 0.48 19.86 N/A N/A 4,862,540 2,350,500 9,229,740 7,846,220 2021-04-30 $173.65 $162.50 24.6% 7.1% 18.3% 1.4% 25.7% 1.3% -0.2% 2.80B -54.31B -319.1M 0.71 21.54 N/A N/A 8,105,800 5,750,640 9,978,080 8,493,780
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