AMZN Options History — July 2021 In July 2021, AMZN traded between $166.53 and $187.10. ATM implied volatility averaged 29.6%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 4.4% (HV 20d: 25.1%). Max pain ranged from $163.00 to $174.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.59.
Notable Days 2021-07-06 : Highest Volume — 15,108,660 contracts2021-07-06 : Largest IV spike — 18.6% change2021-07-19 : Highest IV Rank — 34.7%2021-07-19 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $180.72 $166.53 $187.10 $171.46 $166.53 Max Pain $171.36 $163.00 $174.50 $163.00 $174.50 ATM IV 29.6% 24.5% 32.7% 27.1% 24.5% Expected Move 8.1% 5.3% 9.1% 5.3% 6.9% HV 20d 25.1% 18.0% 38.5% 18.0% 38.5% HV 60d 21.6% 19.2% 26.4% 19.2% 26.4% IV Rank 24.8% 12.7% 34.7% 16.5% 12.7% IV Percentile 32.3% 11.1% 50.0% 17.5% 11.1% Term Structure -0.8% -2.2% 0.1% -0.1% 0.1% VWIV 29.6% 19.4% 33.1% 19.4% 25.7% Skew 25d 2.1% 0.7% 4.7% 1.8% 4.7% Skew 10d 5.7% 1.8% 10.4% 3.7% 7.0% Call IV 25d 29.6% 24.5% 33.1% 26.9% 24.5% Put IV 25d 31.7% 28.7% 34.0% 28.7% 29.2% Bid-Ask Spread % 10.38 7.28 14.19 11.47 12.39 Gamma HHI 0.06 0.02 0.26 0.05 0.02 Net GEX 1.70B -2.11B 7.54B 1.22B -1.45B Net DEX -51.25B -96.82B 20.71B -34.19B 20.71B Net VEX -374.8M -386.0M -351.9M -373.9M -351.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.39 0.90 0.77 0.82 Total Volume 7,927,617.143 2,766,320 15,108,660 5,294,380 14,846,700 Total OI 18,917,684.762 15,880,060 21,815,100 19,024,740 18,414,360
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 2021-07-01 $171.46 $163.00 27.1% 5.3% 18.0% 16.5% 19.4% 1.8% -0.1% 1.22B -34.19B -373.9M 0.77 11.47 N/A N/A 2,991,580 2,302,800 9,881,640 9,143,100 2021-07-02 $175.12 $163.50 27.3% 5.3% 19.1% 17.1% 19.9% 1.4% -0.2% 7.54B -60.44B -371.0M 0.53 10.17 N/A N/A 7,132,720 3,783,480 10,067,120 9,360,220 2021-07-06 $184.16 $168.00 32.4% 8.6% 24.7% 29.2% 31.5% 0.9% -2.2% 2.96B -84.55B -366.0M 0.39 8.18 N/A N/A 10,845,420 4,263,240 9,071,940 8,135,160 2021-07-07 $185.05 $168.50 32.0% 8.6% 23.9% 28.2% 31.5% 0.7% -1.9% 3.97B -88.51B -367.3M 0.42 8.32 N/A N/A 6,606,700 2,791,220 10,227,320 9,236,540 2021-07-08 $187.10 $169.00 32.7% 8.8% 23.9% 29.8% 31.9% 1.3% -2.1% 4.75B -96.82B -382.5M 0.46 9.35 N/A N/A 8,842,760 4,096,460 10,983,160 9,791,580 2021-07-09 $185.68 $170.00 31.3% 8.5% 24.1% 26.7% 31.4% 1.2% -1.3% 3.05B -86.06B -379.1M 0.50 8.04 N/A N/A 7,374,340 3,720,120 11,317,760 10,301,360 2021-07-12 $185.63 $170.00 30.7% 8.5% 24.2% 25.1% 31.1% 1.5% -0.7% 2.69B -74.62B -369.2M 0.54 8.66 N/A N/A 3,150,820 1,705,540 9,740,020 8,817,920 2021-07-13 $184.40 $171.75 30.0% 8.4% 24.5% 23.6% 30.5% 2.1% -0.3% 2.29B -69.01B -370.8M 0.51 8.99 N/A N/A 5,705,920 2,890,740 10,185,020 9,318,480 2021-07-14 $184.44 $172.50 29.8% 8.3% 24.5% 23.1% 30.4% 2.6% -0.7% 2.06B -67.36B -378.3M 0.57 8.65 N/A N/A 4,585,540 2,631,160 10,667,920 9,725,140 2021-07-15 $181.45 $172.50 29.9% 8.3% 25.5% 25.8% 30.2% 4.0% -0.9% 187.6M -49.30B -379.9M 0.77 9.84 N/A N/A 4,753,420 3,655,540 10,940,280 10,094,360 2021-07-16 $178.80 $172.50 30.1% 8.4% 25.3% 26.3% 30.0% 1.9% -1.1% -2.11B -32.65B -378.9M 0.90 7.28 N/A N/A 6,142,660 5,543,280 11,266,820 10,548,280 2021-07-19 $176.21 $172.75 32.1% 9.1% 25.9% 34.7% 33.1% 2.5% -0.8% 86.1M -21.11B -378.5M 0.74 8.94 N/A N/A 2,970,500 2,186,320 8,493,600 8,501,140 2021-07-20 $179.11 $172.75 29.8% 8.5% 25.8% 28.1% 30.8% 1.8% -0.7% 787.5M -34.68B -384.2M 0.50 9.72 N/A N/A 3,727,960 1,869,780 8,874,600 8,957,080 2021-07-21 $178.30 $173.00 29.2% 8.4% 25.2% 26.2% 30.1% 1.5% -0.8% 641.0M -31.71B -386.0M 0.56 10.15 N/A N/A 2,827,260 1,593,500 9,290,040 9,303,540 2021-07-22 $181.76 $173.75 28.9% 8.3% 25.9% 25.5% 30.4% 1.2% -0.7% 2.39B -49.77B -380.8M 0.47 12.81 N/A N/A 5,022,260 2,362,700 9,546,420 9,611,600 2021-07-23 $182.86 $174.00 28.7% 8.3% 25.2% 24.9% 30.1% 1.0% -0.7% 1.77B -52.21B -380.8M 0.57 13.55 N/A N/A 5,215,440 2,979,680 9,819,140 9,932,800 2021-07-26 $184.76 $174.00 29.5% 8.7% 24.6% 27.3% 32.1% 1.0% -0.1% 1.05B -50.58B -371.0M 0.63 11.13 N/A N/A 2,079,000 1,319,140 7,769,320 8,110,740 2021-07-27 $180.79 $174.00 29.7% 8.7% 26.0% 27.8% 31.9% 3.6% -0.3% 674.3M -38.43B -374.6M 0.62 12.53 N/A N/A 2,202,960 1,371,860 8,079,620 8,448,420 2021-07-28 $181.65 $174.25 27.7% 8.2% 26.0% 22.1% 29.7% 3.0% -0.7% 673.4M -40.40B -372.1M 0.61 13.58 N/A N/A 1,719,460 1,046,860 8,460,380 8,859,040 2021-07-29 $179.81 $174.25 26.9% 7.8% 26.4% 19.7% 29.2% 3.9% -0.0% 361.5M -34.66B -373.5M 0.59 14.19 N/A N/A 3,532,740 2,090,380 8,791,060 9,187,340 2021-07-30 $166.53 $174.50 24.5% 6.9% 38.5% 12.7% 25.7% 4.7% 0.1% -1.45B 20.71B -351.9M 0.82 12.39 N/A N/A 8,176,900 6,669,800 9,007,900 9,406,460
« Jun 2021 | All History | Aug 2021 » Home AMZN History July 2021