AMZN Options History — January 2022

In January 2022, AMZN traded between $138.29 and $170.06. ATM implied volatility averaged 35.4%, placing in the 61.4% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 11.3% (HV 20d: 24.1%). Max pain ranged from $162.50 to $170.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.83.

Notable Days

2022-01-21: Highest Volume — 10,496,300 contracts
2022-01-21: Largest IV spike — 20.9% change
2022-01-25: Highest IV Rank — 94.4%
2022-01-25: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$155.57	$138.29	$170.06	$170.06	$149.16
Max Pain	$166.25	$162.50	$170.00	$162.50	$162.50
ATM IV	35.4%	28.9%	44.9%	28.9%	36.2%
Expected Move	10.1%	6.7%	13.8%	6.7%	11.4%
HV 20d	24.1%	19.5%	36.1%	22.9%	36.1%
HV 60d	26.5%	25.0%	29.6%	25.2%	29.6%
IV Rank	61.4%	37.7%	94.4%	37.7%	67.4%
IV Percentile	90.3%	61.9%	99.6%	61.9%	96.8%
Term Structure	-1.1%	-2.6%	-0.2%	-0.7%	-1.1%
VWIV	35.9%	24.0%	49.8%	24.0%	41.3%
Skew 25d	4.5%	1.6%	8.3%	1.8%	5.6%
Skew 10d	8.5%	2.8%	17.4%	3.3%	11.3%
Call IV 25d	33.9%	29.2%	41.2%	29.6%	33.7%
Put IV 25d	38.4%	31.4%	49.4%	31.4%	39.2%
Bid-Ask Spread %	9.80	6.48	13.63	13.63	8.13
Gamma HHI	0.02	0.01	0.04	0.02	0.01
Net GEX	-968.9M	-2.04B	233.6M	233.6M	-426.3M
Net DEX	23.92B	-15.19B	62.62B	-15.19B	23.88B
Net VEX	-328.2M	-372.1M	-202.1M	-365.8M	-310.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.53	1.18	0.57	0.80
Total Volume	5,570,423	3,196,380	10,496,300	5,662,660	3,196,380
Total OI	19,072,888	11,979,940	21,906,960	18,721,360	14,785,780

Daily Data (20 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
2022-01-03	$170.06	$162.50	28.9%	6.7%	22.9%	37.7%	24.0%	1.8%	-0.7%	233.6M	-15.19B	-365.8M	0.57	13.63	N/A	N/A	3,609,380	2,053,280	9,000,420	9,720,940
2022-01-04	$167.62	$162.50	30.1%	6.8%	22.1%	42.0%	24.8%	1.6%	-0.2%	-288.0M	-4.78B	-369.5M	0.60	12.00	N/A	N/A	3,573,500	2,161,300	9,582,080	10,025,400
2022-01-05	$165.16	$163.25	31.7%	7.4%	19.8%	47.6%	26.5%	2.2%	-0.5%	-1.04B	5.98B	-372.1M	0.71	13.31	N/A	N/A	2,793,300	1,992,520	10,178,380	10,471,440
2022-01-06	$163.21	$170.00	31.6%	8.8%	20.0%	47.3%	31.1%	2.7%	-0.5%	-1.96B	15.84B	-367.6M	0.81	8.06	N/A	N/A	2,855,140	2,307,800	10,678,500	10,750,300
2022-01-07	$162.71	$170.00	31.4%	8.8%	19.9%	46.6%	30.9%	2.9%	-0.4%	-2.04B	17.81B	-365.5M	0.76	9.54	N/A	N/A	3,457,400	2,624,160	10,856,840	10,860,580
2022-01-10	$161.33	$170.00	33.4%	9.3%	19.5%	53.5%	32.7%	3.9%	-0.6%	-1.32B	19.13B	-355.9M	0.72	8.21	N/A	N/A	3,365,380	2,410,200	9,316,400	10,159,420
2022-01-11	$165.22	$169.00	31.1%	8.7%	21.5%	45.5%	30.9%	3.2%	-0.5%	31.2M	-2.34B	-364.8M	0.53	10.75	N/A	N/A	3,594,320	1,898,760	9,852,760	10,339,700
2022-01-12	$165.40	$169.00	30.0%	8.5%	21.4%	41.6%	30.0%	2.8%	-0.5%	-120.8M	-1.10B	-361.8M	0.85	12.09	N/A	N/A	2,393,780	2,031,460	10,090,140	10,630,420
2022-01-13	$161.83	$169.00	31.9%	8.9%	21.1%	48.3%	32.1%	3.3%	-1.1%	-1.47B	17.76B	-350.9M	0.92	13.39	N/A	N/A	2,980,700	2,732,400	10,369,620	10,838,340
2022-01-14	$162.00	$169.00	32.2%	9.0%	20.1%	49.4%	31.8%	3.3%	-0.9%	-1.22B	17.88B	-352.9M	0.94	10.13	N/A	N/A	3,228,120	3,023,260	10,646,900	11,260,060
2022-01-18	$158.96	$168.50	33.9%	9.7%	20.8%	55.4%	33.6%	3.8%	-1.3%	-1.38B	24.41B	-337.0M	0.83	11.74	N/A	N/A	2,256,460	1,883,640	9,599,300	10,215,040
2022-01-19	$157.03	$167.50	33.7%	9.7%	20.5%	54.6%	34.6%	3.5%	-1.4%	-1.58B	30.96B	-327.7M	0.79	10.85	N/A	N/A	2,223,440	1,755,360	10,012,740	10,527,720
2022-01-20	$152.48	$167.50	34.6%	10.0%	20.7%	57.9%	34.4%	4.1%	-1.5%	-1.81B	46.47B	-311.4M	1.18	10.34	N/A	N/A	3,269,460	3,861,720	10,333,400	10,679,440
2022-01-21	$143.27	$166.25	41.9%	12.2%	28.7%	83.6%	42.9%	5.7%	-2.6%	-1.42B	62.62B	-287.4M	1.05	7.70	N/A	N/A	5,132,380	5,363,920	10,782,680	10,565,600
2022-01-24	$143.75	$165.00	44.7%	13.5%	28.4%	93.4%	49.0%	8.1%	-1.8%	-612.0M	39.02B	-294.9M	1.01	7.43	N/A	N/A	2,975,620	3,007,740	7,735,820	7,524,160
2022-01-25	$140.45	$164.75	44.9%	13.8%	28.9%	94.4%	49.8%	8.2%	-1.6%	-505.6M	41.49B	-282.8M	0.86	6.48	N/A	N/A	2,239,520	1,925,820	8,292,520	7,791,720
2022-01-26	$138.29	$163.25	44.2%	13.6%	28.1%	91.9%	48.3%	8.3%	-1.7%	-1.26B	56.96B	-202.1M	0.95	7.54	N/A	N/A	2,695,200	2,561,080	3,876,600	8,103,340
2022-01-27	$140.83	$163.00	42.2%	13.0%	29.9%	89.8%	45.1%	7.8%	-1.4%	-697.6M	43.30B	-288.7M	0.98	7.13	N/A	N/A	2,858,320	2,804,220	8,898,480	8,427,560
2022-01-28	$142.71	$162.50	39.6%	12.2%	30.9%	80.0%	43.6%	6.6%	-1.2%	-497.8M	38.35B	-295.3M	0.83	7.47	N/A	N/A	3,451,260	2,860,760	9,067,420	8,609,800
2022-01-31	$149.16	$162.50	36.2%	11.4%	36.1%	67.4%	41.3%	5.6%	-1.1%	-426.3M	23.88B	-310.1M	0.80	8.13	N/A	N/A	1,778,220	1,418,160	7,158,180	7,627,600