AMZN Options History — March 2022 In March 2022, AMZN traded between $136.13 and $170.04. ATM implied volatility averaged 34.7%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 11.5% (HV 20d: 46.2%). Max pain ranged from $150.00 to $160.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.89.
Notable Days 2022-03-10 : Highest Volume — 8,118,400 contracts2022-03-07 : Largest IV spike — 13.4% change2022-03-07 : Highest IV Rank — 70.3%2022-03-07 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $154.37 $136.13 $170.04 $150.55 $164.92 Max Pain $154.10 $150.00 $160.00 $160.00 $155.00 ATM IV 34.7% 28.9% 42.6% 37.3% 34.4% Expected Move 10.6% 8.9% 13.7% 11.5% 9.4% HV 20d 46.2% 35.1% 63.5% 62.0% 41.9% HV 60d 46.3% 42.9% 48.3% 43.2% 48.2% IV Rank 47.3% 30.8% 70.3% 54.9% 46.6% IV Percentile 85.2% 57.5% 98.4% 96.8% 88.9% Term Structure 0.7% -1.2% 5.5% -0.4% -0.6% VWIV 37.9% 32.6% 47.5% 41.5% 33.8% Skew 25d 6.2% 3.6% 9.8% 8.4% 4.1% Skew 10d 12.6% 7.5% 19.4% 17.4% 8.4% Call IV 25d 32.1% 27.0% 37.9% 33.4% 33.0% Put IV 25d 38.3% 30.9% 47.6% 41.9% 37.1% Bid-Ask Spread % 12.63 4.74 21.13 13.92 13.51 Gamma HHI 0.03 0.01 0.08 0.02 0.02 Net GEX 215.2M -1.83B 1.28B -269.8M 222.8M Net DEX -777.1M -38.96B 41.19B 14.32B -20.75B Net VEX -320.4M -367.2M -257.9M -313.4M -367.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.62 1.38 0.99 1.08 Total Volume 4,751,504.348 2,490,300 8,118,400 2,490,300 4,293,380 Total OI 15,562,336.522 13,449,420 17,341,520 14,762,180 16,400,280
Daily Data (23 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 2022-03-01 $150.55 $160.00 37.3% 11.5% 62.0% 54.9% 41.5% 8.4% -0.4% -269.8M 14.32B -313.4M 0.99 13.92 N/A N/A 1,248,540 1,241,760 7,240,200 7,521,980 2022-03-02 $152.65 $160.00 33.2% 9.9% 62.1% 43.1% 34.5% 7.8% -0.4% -162.7M 10.50B -314.5M 0.83 18.13 N/A N/A 1,705,280 1,412,920 7,449,420 7,756,580 2022-03-03 $147.16 $160.00 35.8% 10.9% 63.5% 50.7% 38.7% 8.0% -0.5% -694.3M 25.24B -295.8M 0.82 19.95 N/A N/A 2,447,360 1,995,120 7,571,420 7,978,040 2022-03-04 $145.31 $160.00 37.6% 11.4% 57.7% 55.8% 39.7% 8.7% -0.6% -1.83B 30.63B -291.6M 1.38 16.73 N/A N/A 2,287,060 3,146,540 7,882,260 8,392,440 2022-03-07 $138.17 $160.00 42.6% 13.7% 35.1% 70.3% 47.5% 9.7% -0.7% -654.2M 35.29B -266.3M 0.98 13.94 N/A N/A 2,121,820 2,072,980 6,864,800 7,308,940 2022-03-08 $136.13 $159.00 41.6% 13.2% 35.2% 67.4% 46.0% 9.8% -0.7% -767.2M 41.19B -257.9M 0.85 18.74 N/A N/A 2,677,840 2,267,080 7,333,540 7,812,640 2022-03-09 $139.05 $157.50 38.0% 12.0% 35.7% 57.1% 42.4% 8.9% -0.5% -535.4M 34.56B -267.7M 0.86 19.33 N/A N/A 1,976,640 1,696,240 7,768,560 7,875,760 2022-03-10 $147.67 $157.50 37.2% 11.7% 43.0% 54.7% 42.5% 6.9% -0.6% 341.2M 11.03B -310.0M 0.72 21.13 N/A N/A 4,729,740 3,388,660 7,925,780 8,049,420 2022-03-11 $146.25 $155.25 37.5% 11.6% 42.8% 55.6% 41.7% 6.5% -0.4% 304.5M 16.01B -305.7M 0.75 18.21 N/A N/A 3,865,780 2,887,320 8,464,780 8,601,800 2022-03-14 $142.06 $150.00 40.2% 11.9% 42.4% 63.3% 42.0% 7.2% -0.8% -340.7M 25.19B -294.9M 1.24 5.31 N/A N/A 1,655,080 2,055,060 7,762,860 7,628,560 2022-03-15 $147.39 $150.00 38.4% 11.6% 44.5% 58.2% 41.1% 6.9% -0.9% -64.8M 14.31B -313.1M 0.96 4.74 N/A N/A 1,823,380 1,754,680 7,997,480 7,959,940 2022-03-16 $151.99 $150.00 34.6% 10.7% 46.0% 47.3% 38.1% 6.0% -1.2% 257.8M 3.16B -320.8M 0.95 7.18 N/A N/A 2,402,040 2,280,020 8,284,380 8,212,940 2022-03-17 $157.17 $150.00 31.7% 10.1% 47.2% 38.9% 36.2% 5.7% -0.1% 811.3M -13.36B -329.3M 0.86 6.47 N/A N/A 3,298,620 2,848,840 8,432,400 8,500,120 2022-03-18 $160.66 $150.00 28.9% 9.5% 47.4% 30.8% 34.1% 4.9% 0.2% 1.28B -21.90B -326.1M 0.81 6.76 N/A N/A 4,002,000 3,257,960 8,364,580 8,976,940 2022-03-21 $161.35 $150.00 30.3% 9.7% 46.9% 34.7% 34.9% 5.1% 4.7% 645.2M -18.98B -337.6M 0.87 6.23 N/A N/A 2,063,020 1,794,060 6,871,340 6,578,080 2022-03-22 $165.29 $150.00 29.3% 9.6% 46.9% 31.9% 34.4% 4.6% 5.5% 1.10B -30.23B -346.4M 0.76 7.35 N/A N/A 2,535,320 1,927,880 7,351,860 7,057,300 2022-03-23 $164.39 $150.00 30.1% 9.8% 44.7% 34.2% 34.7% 4.4% 5.2% 828.0M -26.20B -347.5M 0.77 7.23 N/A N/A 2,156,500 1,669,700 7,514,760 7,405,600 2022-03-24 $163.19 $150.00 29.8% 9.5% 43.3% 33.2% 34.3% 3.8% 5.3% 745.1M -22.66B -344.3M 0.86 8.50 N/A N/A 2,645,240 2,271,140 7,724,400 7,646,340 2022-03-25 $164.35 $150.00 30.4% 9.5% 43.1% 35.0% 34.1% 3.6% 5.4% 908.5M -26.51B -350.9M 0.74 11.41 N/A N/A 3,937,180 2,898,960 8,073,940 8,090,440 2022-03-28 $168.64 $150.00 32.7% 9.3% 43.7% 41.7% 34.3% 3.7% -0.4% 1.00B -34.81B -352.6M 0.62 12.40 N/A N/A 2,787,880 1,716,340 7,278,980 7,018,700 2022-03-29 $170.04 $155.00 31.8% 8.9% 43.2% 38.9% 32.6% 3.6% -0.2% 1.28B -38.96B -354.0M 0.77 12.83 N/A N/A 2,218,660 1,712,360 7,827,880 7,430,380 2022-03-30 $166.06 $155.00 33.6% 9.2% 44.4% 44.3% 33.8% 4.3% -0.4% 544.3M -24.96B -361.6M 0.91 20.52 N/A N/A 2,155,100 1,955,520 7,999,500 7,745,400 2022-03-31 $164.92 $155.00 34.4% 9.4% 41.9% 46.6% 33.8% 4.1% -0.6% 222.8M -20.75B -367.2M 1.08 13.51 N/A N/A 2,065,880 2,227,500 8,280,680 8,119,600
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