AMZN Options History — October 2021 In October 2021, AMZN traded between $159.26 and $172.33. ATM implied volatility averaged 27.8%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 4.6% (HV 20d: 23.2%). Max pain ranged from $165.00 to $167.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2021-10-15 : Highest Volume — 15,638,440 contracts2021-10-29 : Largest IV drop — 21.6% change2021-10-04 : Highest IV Rank — 43.3%2021-10-04 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $166.67 $159.26 $172.33 $164.02 $167.46 Max Pain $166.19 $165.00 $167.50 $165.00 $166.50 ATM IV 27.8% 21.8% 34.0% 30.6% 21.8% Expected Move 7.8% 6.3% 9.1% 7.2% 6.3% HV 20d 23.2% 19.6% 26.3% 19.6% 25.6% HV 60d 23.7% 19.8% 25.3% 23.8% 20.9% IV Rank 26.6% 11.5% 43.3% 34.0% 11.5% IV Percentile 42.2% 17.1% 77.4% 59.5% 17.1% Term Structure -0.9% -1.3% 0.2% -0.3% 0.2% VWIV 28.0% 23.1% 32.1% 25.4% 23.1% Skew 25d 3.3% 0.1% 6.6% 6.6% 1.4% Skew 10d 7.0% 0.6% 13.4% 12.4% 2.5% Call IV 25d 26.8% 21.5% 31.8% 28.4% 21.5% Put IV 25d 30.1% 22.9% 37.9% 35.1% 22.9% Bid-Ask Spread % 12.93 7.39 19.44 18.41 13.46 Gamma HHI 0.04 0.02 0.22 0.04 0.02 Net GEX 468.8M -2.29B 8.19B -2.29B -1.23B Net DEX -4.79B -39.70B 25.55B 16.38B -2.21B Net VEX -411.3M -424.6M -400.0M -422.5M -401.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.45 0.86 0.78 0.58 Total Volume 6,555,619.048 3,344,500 15,638,440 7,763,180 15,395,320 Total OI 20,022,618.095 17,338,100 22,022,800 21,868,900 20,849,260
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 2021-10-01 $164.02 $165.00 30.6% 7.2% 19.6% 34.0% 25.4% 6.6% -0.3% -2.29B 16.38B -422.5M 0.78 18.41 N/A N/A 4,373,080 3,390,100 10,611,720 11,257,180 2021-10-04 $159.26 $167.50 34.0% 9.1% 21.7% 43.3% 32.1% 6.1% -1.3% -831.1M 25.55B -403.6M 0.66 8.82 N/A N/A 3,608,000 2,395,100 9,034,840 9,923,980 2021-10-05 $161.44 $167.00 31.9% 8.6% 21.6% 37.5% 30.1% 5.8% -1.2% -875.0M 20.78B -413.8M 0.55 8.65 N/A N/A 3,313,440 1,836,340 9,286,220 10,353,760 2021-10-06 $162.65 $167.00 31.6% 8.5% 21.9% 36.8% 30.0% 5.5% -1.2% -54.9M 12.21B -421.7M 0.72 10.13 N/A N/A 2,818,100 2,036,960 9,949,280 10,786,380 2021-10-07 $165.43 $167.00 29.4% 8.0% 23.0% 30.8% 28.7% 4.9% -1.0% 1.38B -3.63B -424.6M 0.53 13.84 N/A N/A 4,232,200 2,261,960 10,296,120 11,045,580 2021-10-08 $164.62 $167.00 29.5% 8.1% 23.0% 31.1% 28.9% 5.1% -1.1% 1.03B -121.0M -421.7M 0.75 14.36 N/A N/A 4,123,900 3,088,600 10,504,660 11,209,520 2021-10-11 $162.68 $167.00 30.0% 8.2% 23.2% 32.3% 29.5% 4.8% -0.9% -352.2M 12.22B -407.3M 0.75 13.18 N/A N/A 2,808,200 2,116,380 9,140,260 10,098,580 2021-10-12 $162.13 $167.00 29.7% 8.2% 23.2% 31.5% 28.7% 4.7% -1.0% -480.2M 15.04B -400.0M 0.69 11.72 N/A N/A 2,104,040 1,450,240 9,404,640 10,403,920 2021-10-13 $164.21 $167.00 27.7% 7.7% 23.4% 26.0% 27.3% 4.1% -0.9% -1.6M 7.13B -407.8M 0.73 10.97 N/A N/A 2,229,580 1,632,200 9,866,720 11,000,480 2021-10-14 $164.95 $166.50 26.2% 7.3% 23.6% 22.0% 26.7% 3.6% -0.8% 967.8M 1.13B -403.7M 0.86 7.39 N/A N/A 2,614,800 2,252,540 10,298,700 11,254,520 2021-10-15 $170.04 $166.50 25.9% 7.2% 26.3% 21.2% 26.3% 2.5% -1.2% 8.19B -39.70B -410.9M 0.45 10.34 N/A N/A 10,793,300 4,845,140 10,583,600 11,439,200 2021-10-18 $172.33 $165.00 25.6% 7.3% 22.7% 20.2% 26.9% 2.0% -0.9% 1.06B -27.17B -408.5M 0.53 12.59 N/A N/A 3,918,640 2,077,760 7,965,120 9,372,980 2021-10-19 $172.20 $165.00 25.1% 7.2% 22.7% 18.8% 26.0% 1.6% -1.0% 1.66B -30.22B -407.6M 0.58 13.60 N/A N/A 3,066,060 1,770,280 8,506,000 9,792,620 2021-10-20 $170.97 $165.50 25.4% 7.3% 22.6% 19.9% 26.0% 1.7% -1.1% 1.17B -23.26B -415.7M 0.59 14.18 N/A N/A 3,708,140 2,194,540 9,315,780 10,605,620 2021-10-21 $171.72 $166.00 24.9% 7.2% 22.3% 19.0% 26.2% 1.7% -1.1% 1.60B -27.31B -410.9M 0.62 13.91 N/A N/A 3,141,740 1,947,160 9,620,480 10,875,220 2021-10-22 $166.89 $166.00 27.3% 7.9% 24.5% 25.8% 28.2% 1.9% -1.2% -1.66B 3.00B -410.4M 0.71 15.30 N/A N/A 6,538,240 4,665,320 9,774,180 11,008,280 2021-10-25 $165.83 $166.50 26.5% 7.9% 24.5% 23.5% 28.3% 1.9% -0.7% -572.9M -28.8M -403.3M 0.75 13.92 N/A N/A 1,908,260 1,436,240 8,045,060 9,833,400 2021-10-26 $169.42 $165.00 26.1% 7.9% 23.8% 22.4% 28.3% 1.3% -0.4% 117.6M -15.37B -413.7M 0.59 14.57 N/A N/A 2,155,700 1,264,640 8,461,100 10,178,300 2021-10-27 $170.13 $165.00 26.5% 8.1% 23.8% 23.6% 29.3% 1.0% -0.5% 266.1M -18.82B -411.1M 0.47 12.69 N/A N/A 2,925,700 1,386,340 8,668,460 10,304,420 2021-10-28 $171.64 $165.00 27.9% 8.6% 23.8% 27.5% 30.7% 0.1% -0.7% 744.5M -26.11B -416.9M 0.45 19.44 N/A N/A 5,421,500 2,422,220 9,124,280 10,424,560 2021-10-29 $167.46 $166.50 21.8% 6.3% 25.6% 11.5% 23.1% 1.4% 0.2% -1.23B -2.21B -401.1M 0.58 13.46 N/A N/A 9,719,140 5,676,180 9,944,520 10,904,740
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