AMZN Options History — June 2021 In June 2021, AMZN traded between $159.35 and $175.63. ATM implied volatility averaged 22.3%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 5.1% (HV 20d: 17.2%). Max pain ranged from $159.75 to $162.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2021-06-17 : Highest Volume — 10,538,960 contracts2021-06-28 : Largest IV spike — 11.3% change2021-06-30 : Highest IV Rank — 17.2%2021-06-03 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $168.36 $159.35 $175.63 $161.07 $172.41 Max Pain $160.86 $159.75 $162.50 $160.00 $162.50 ATM IV 22.3% 20.2% 27.4% 22.2% 27.4% Expected Move 6.0% 5.5% 6.6% 6.2% 5.5% HV 20d 17.2% 15.5% 19.0% 19.0% 18.6% HV 60d 20.6% 19.5% 22.4% 22.4% 19.5% IV Rank 4.5% 0.0% 17.2% 3.2% 17.2% IV Percentile 4.3% 0.0% 18.3% 0.8% 18.3% Term Structure 1.6% -0.1% 6.3% -0.1% -0.0% VWIV 22.0% 20.4% 23.4% 22.5% 20.4% Skew 25d 1.5% 0.4% 3.1% 3.1% 1.8% Skew 10d 4.0% 1.2% 9.0% 9.0% 3.8% Call IV 25d 22.2% 20.3% 27.7% 21.4% 27.3% Put IV 25d 23.7% 20.9% 29.4% 24.5% 29.1% Bid-Ask Spread % 22.78 8.85 35.84 26.70 27.09 Gamma HHI 0.05 0.02 0.18 0.02 0.05 Net GEX 1.89B -1.92B 6.40B 386.9M 1.71B Net DEX -39.69B -83.33B -4.17B -13.74B -39.38B Net VEX -356.3M -378.2M -329.8M -334.6M -374.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.49 0.92 0.82 0.59 Total Volume 6,231,597.273 3,502,660 10,538,960 3,565,700 4,020,260 Total OI 18,258,435.455 15,400,100 20,780,620 16,142,760 18,531,940
Daily Data (22 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 2021-06-01 $161.07 $160.00 22.2% 6.2% 19.0% 3.2% 22.5% 3.1% -0.1% 386.9M -13.74B -334.6M 0.82 26.70 N/A N/A 1,961,120 1,604,580 8,344,820 7,797,940 2021-06-02 $161.21 $160.00 22.1% 6.0% 17.1% 2.9% 21.7% 2.7% 0.0% 181.7M -13.47B -338.5M 0.71 25.44 N/A N/A 2,052,600 1,462,340 8,783,160 8,340,300 2021-06-03 $159.35 $159.75 22.7% 6.6% 17.4% 4.4% 23.4% 2.8% -0.1% -1.03B -4.17B -336.2M 0.79 21.94 N/A N/A 2,404,160 1,891,940 9,215,220 8,669,780 2021-06-04 $160.37 $159.75 21.4% 6.2% 17.6% 1.2% 21.9% 2.7% 0.1% 274.2M -10.33B -338.9M 0.81 25.97 N/A N/A 3,366,460 2,716,360 9,645,180 9,043,060 2021-06-07 $159.49 $160.00 21.1% 6.1% 17.6% 0.5% 22.1% 3.1% 0.3% 117.3M -9.89B -329.8M 0.86 25.52 N/A N/A 1,880,980 1,621,680 8,723,580 8,120,420 2021-06-08 $163.40 $160.00 21.6% 6.3% 17.4% 1.8% 22.7% 1.8% 0.4% 2.17B -30.99B -353.9M 0.49 29.03 N/A N/A 4,832,680 2,346,460 9,173,160 8,610,160 2021-06-09 $164.02 $160.00 22.0% 6.4% 17.5% 2.7% 23.4% 1.4% 0.2% 2.91B -34.82B -356.5M 0.67 25.86 N/A N/A 3,610,900 2,435,400 9,728,500 8,879,600 2021-06-10 $166.77 $160.00 20.8% 6.1% 16.8% 0.0% 22.5% 0.8% 0.5% 4.36B -51.62B -359.7M 0.66 28.46 N/A N/A 5,074,460 3,334,920 10,126,440 9,589,700 2021-06-11 $167.17 $160.00 20.2% 5.9% 16.8% 0.0% 21.2% 0.7% 0.7% 3.22B -52.99B -362.6M 0.59 26.49 N/A N/A 5,950,880 3,505,060 10,599,520 10,108,340 2021-06-14 $168.41 $160.00 20.6% 6.0% 16.2% 1.0% 21.8% 0.8% 0.7% 2.33B -48.07B -353.7M 0.60 28.93 N/A N/A 2,549,900 1,517,680 9,290,720 8,947,920 2021-06-15 $169.41 $160.00 20.9% 6.0% 15.6% 1.7% 22.1% 0.7% 0.8% 2.82B -53.36B -349.2M 0.56 26.10 N/A N/A 2,772,440 1,542,880 9,623,640 9,167,000 2021-06-16 $170.85 $160.00 21.0% 6.0% 15.5% 1.9% 21.8% 1.1% 1.1% 3.17B -60.46B -355.1M 0.54 35.84 N/A N/A 5,084,980 2,730,940 9,901,040 9,532,100 2021-06-17 $174.61 $160.00 20.6% 5.9% 16.3% 1.0% 22.0% 0.4% 0.9% 4.94B -83.33B -353.5M 0.62 19.19 N/A N/A 6,487,880 4,051,080 10,368,600 9,828,820 2021-06-18 $175.10 $160.50 22.0% 6.3% 16.2% 4.5% 23.1% 0.7% 0.6% 6.40B -81.30B -357.5M 0.57 29.98 N/A N/A 6,500,380 3,674,300 10,534,640 10,245,980 2021-06-21 $172.53 $161.50 22.1% 6.1% 16.2% 4.7% 23.1% 1.1% 5.5% 1.69B -43.58B -353.7M 0.76 14.43 N/A N/A 2,934,420 2,236,400 8,020,860 7,379,240 2021-06-22 $175.63 $162.50 21.7% 6.0% 16.5% 3.6% 22.3% 0.4% 5.6% 2.58B -55.46B -366.3M 0.51 9.13 N/A N/A 4,599,840 2,365,740 8,532,260 8,092,620 2021-06-23 $174.90 $162.50 21.3% 5.7% 16.8% 2.7% 21.4% 0.8% 6.3% 2.16B -50.76B -371.1M 0.67 8.93 N/A N/A 3,430,040 2,311,960 9,101,460 8,505,120 2021-06-24 $172.40 $162.50 22.2% 5.8% 17.9% 4.9% 21.5% 1.1% 5.6% 434.7M -35.69B -368.2M 0.64 23.06 N/A N/A 5,385,340 3,453,740 9,331,340 8,868,300 2021-06-25 $170.13 $162.50 23.4% 5.8% 18.5% 7.8% 21.6% 1.5% 5.7% -1.92B -21.62B -378.2M 0.92 23.98 N/A N/A 5,060,720 4,631,720 9,966,560 9,337,860 2021-06-28 $172.25 $162.50 26.1% 5.8% 18.6% 14.2% 21.1% 1.4% 0.0% 1.20B -38.19B -374.9M 0.59 8.85 N/A N/A 2,329,460 1,364,800 8,752,580 8,388,940 2021-06-29 $172.46 $162.50 27.1% 5.7% 18.5% 16.5% 21.2% 1.7% -0.1% 1.48B -40.01B -372.6M 0.65 10.15 N/A N/A 2,425,400 1,579,860 9,230,760 8,706,400 2021-06-30 $172.41 $162.50 27.4% 5.5% 18.6% 17.2% 20.4% 1.8% -0.0% 1.71B -39.38B -374.7M 0.59 27.09 N/A N/A 2,525,060 1,495,200 9,569,580 8,962,360
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