AMZN Options History — August 2021 In August 2021, AMZN traded between $159.49 and $172.75. ATM implied volatility averaged 20.9%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 8.7% (HV 20d: 29.6%). Max pain ranged from $166.00 to $175.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2021-08-27 : Highest Volume — 9,252,400 contracts2021-08-17 : Largest IV spike — 9.3% change2021-08-19 : Highest IV Rank — 10.3%2021-08-19 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $165.60 $159.49 $172.75 $166.34 $172.75 Max Pain $169.14 $166.00 $175.00 $175.00 $166.50 ATM IV 20.9% 18.3% 23.5% 22.3% 19.1% Expected Move 5.9% 4.9% 6.7% 6.2% 5.1% HV 20d 29.6% 15.1% 37.5% 37.5% 16.8% HV 60d 25.7% 25.3% 26.4% 26.3% 26.2% IV Rank 3.3% 0.0% 10.3% 6.3% 2.4% IV Percentile 4.1% 0.0% 14.7% 7.9% 0.8% Term Structure 0.5% -0.3% 0.8% -0.3% 0.5% VWIV 21.5% 18.2% 23.9% 23.3% 19.1% Skew 25d 1.7% 1.1% 3.0% 1.8% 1.2% Skew 10d 4.4% 2.9% 8.2% 3.6% 3.1% Call IV 25d 20.6% 18.0% 22.8% 22.4% 19.2% Put IV 25d 22.4% 19.3% 25.6% 24.1% 20.4% Bid-Ask Spread % 15.70 8.19 19.08 17.15 8.19 Gamma HHI 0.03 0.02 0.08 0.02 0.04 Net GEX -520.4M -2.81B 2.38B -865.3M 2.38B Net DEX 969.1M -47.84B 31.11B 5.83B -47.84B Net VEX -417.1M -456.7M -343.4M -343.4M -454.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.44 0.90 0.87 0.44 Total Volume 5,712,753.636 3,216,980 9,252,400 4,174,900 6,513,000 Total OI 20,196,306.364 15,821,140 23,206,480 15,821,140 20,043,600
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 2021-08-02 $166.34 $175.00 22.3% 6.2% 37.5% 6.3% 23.3% 1.8% -0.3% -865.3M 5.83B -343.4M 0.87 17.15 N/A N/A 2,232,080 1,942,820 7,882,240 7,938,900 2021-08-03 $168.25 $174.25 22.8% 6.3% 32.5% 7.5% 22.9% 1.2% 0.1% -733.6M 683.8M -376.5M 0.55 18.50 N/A N/A 4,528,140 2,508,140 8,872,400 9,150,540 2021-08-04 $167.90 $173.50 22.6% 6.1% 32.3% 7.2% 22.5% 1.1% -0.1% -577.1M 2.07B -388.7M 0.59 15.83 N/A N/A 2,440,860 1,449,740 9,388,680 9,712,920 2021-08-05 $168.68 $170.00 21.3% 6.3% 32.0% 3.3% 22.8% 1.2% 0.4% -144.2M -3.79B -397.9M 0.58 16.65 N/A N/A 2,937,020 1,695,740 10,189,700 10,123,740 2021-08-06 $167.02 $170.00 21.0% 6.2% 32.0% 2.6% 22.5% 1.3% 0.2% -717.6M 4.97B -399.3M 0.84 14.19 N/A N/A 3,741,460 3,128,960 10,544,460 10,333,420 2021-08-09 $167.13 $170.00 20.2% 6.0% 32.0% 0.2% 21.7% 1.7% 0.7% -625.8M -414.8M -398.7M 0.90 14.59 N/A N/A 1,691,400 1,525,580 9,099,380 9,351,140 2021-08-10 $166.08 $170.00 20.8% 6.1% 32.0% 1.7% 21.9% 1.8% 0.6% -1.13B 5.99B -405.9M 0.67 14.27 N/A N/A 2,280,880 1,520,820 9,398,200 9,950,180 2021-08-11 $164.36 $170.00 20.8% 6.1% 32.0% 1.8% 21.8% 1.9% 0.5% -2.19B 15.43B -401.2M 0.86 15.51 N/A N/A 3,066,880 2,625,840 9,811,740 10,359,900 2021-08-12 $165.59 $170.00 20.8% 6.1% 32.1% 1.8% 21.8% 1.8% 0.5% -1.78B 9.36B -409.0M 0.77 14.66 N/A N/A 3,006,200 2,328,240 10,307,000 10,719,020 2021-08-13 $164.47 $169.25 19.9% 5.9% 31.9% 0.0% 21.0% 1.4% 0.8% -2.81B 15.79B -409.6M 0.72 15.47 N/A N/A 3,555,320 2,563,600 10,729,720 11,058,720 2021-08-16 $164.61 $169.00 20.6% 6.0% 31.7% 2.0% 21.4% 1.8% 0.6% -1.19B 7.24B -416.7M 0.68 17.10 N/A N/A 3,718,700 2,541,880 9,657,300 10,097,540 2021-08-17 $161.82 $168.50 22.6% 6.5% 31.1% 7.6% 23.0% 2.2% 0.4% -1.65B 20.17B -411.3M 0.65 16.19 N/A N/A 3,293,240 2,143,480 9,983,880 10,446,260 2021-08-18 $160.74 $168.00 23.1% 6.6% 31.1% 9.2% 23.7% 2.6% 0.4% -1.88B 24.19B -420.4M 0.75 19.08 N/A N/A 2,613,520 1,952,860 10,694,360 10,967,660 2021-08-19 $159.56 $167.50 23.5% 6.7% 29.8% 10.3% 23.9% 3.0% 0.3% -1.87B 29.95B -421.6M 0.68 14.52 N/A N/A 3,774,880 2,572,060 11,341,100 11,255,980 2021-08-20 $159.49 $167.50 21.4% 6.1% 29.5% 4.3% 21.9% 2.5% 0.5% -2.66B 31.11B -422.6M 0.82 16.79 N/A N/A 4,186,040 3,425,440 11,665,920 11,540,560 2021-08-23 $163.34 $167.50 20.5% 5.7% 30.9% 1.7% 21.2% 1.9% 0.5% -65.8M -866.7M -436.7M 0.66 16.51 N/A N/A 3,507,300 2,301,800 9,122,220 9,452,140 2021-08-24 $165.28 $167.50 20.1% 5.6% 30.9% 0.5% 20.5% 1.7% 0.7% 711.5M -11.11B -448.6M 0.57 17.58 N/A N/A 3,369,320 1,925,800 9,584,240 9,988,720 2021-08-25 $165.12 $167.50 19.3% 5.3% 30.8% 0.0% 19.4% 1.7% 0.6% 1.20B -11.22B -447.5M 0.78 8.96 N/A N/A 2,172,540 1,698,720 10,260,460 10,592,300 2021-08-26 $165.87 $167.50 19.7% 5.3% 30.9% 1.0% 19.6% 1.9% 0.7% 1.37B -12.51B -456.2M 0.66 17.51 N/A N/A 3,298,340 2,186,260 10,570,580 10,870,500 2021-08-27 $167.53 $166.00 18.3% 4.9% 15.1% 0.0% 18.2% 1.2% 0.7% 2.19B -26.05B -456.7M 0.61 18.72 N/A N/A 5,750,160 3,502,240 10,878,340 11,108,060 2021-08-30 $171.37 $166.00 18.7% 5.0% 17.1% 1.2% 19.0% 1.1% 0.7% 1.61B -37.67B -454.0M 0.52 17.41 N/A N/A 5,580,640 2,882,640 9,476,100 9,798,920 2021-08-31 $172.75 $166.50 19.1% 5.1% 16.8% 2.4% 19.1% 1.2% 0.5% 2.38B -47.84B -454.3M 0.44 8.19 N/A N/A 4,514,880 1,998,120 9,983,460 10,060,140
« Jul 2021 | All History | Sep 2021 » Home AMZN History August 2021