AMZN Options History — April 2022

In April 2022, AMZN traded between $123.14 and $167.77. ATM implied volatility averaged 41.0%, placing in the 65.7% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 3.2% (HV 20d: 37.8%). Max pain ranged from $150.75 to $155.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.97.

Notable Days

2022-04-29: Highest Volume — 12,044,620 contracts
2022-04-26: Largest IV spike — 10.3% change
2022-04-26: Highest IV Rank — 92.8%
2022-04-26: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$151.24	$123.14	$167.77	$162.65	$123.14
Max Pain	$153.47	$150.75	$155.00	$155.00	$150.75
ATM IV	41.0%	34.4%	50.4%	34.8%	44.1%
Expected Move	11.7%	9.3%	15.2%	9.6%	13.2%
HV 20d	37.8%	31.3%	68.9%	42.0%	68.9%
HV 60d	49.6%	48.2%	59.8%	48.2%	59.8%
IV Rank	65.7%	46.7%	92.8%	47.7%	74.7%
IV Percentile	95.7%	88.5%	99.6%	90.5%	96.4%
Term Structure	-1.5%	-2.7%	-0.1%	-0.1%	-1.2%
VWIV	41.3%	34.0%	53.8%	34.2%	45.6%
Skew 25d	5.4%	3.8%	7.8%	4.1%	7.8%
Skew 10d	10.7%	7.9%	14.5%	8.7%	14.5%
Call IV 25d	38.7%	33.0%	46.8%	33.4%	41.3%
Put IV 25d	44.1%	36.8%	53.9%	37.5%	49.1%
Bid-Ask Spread %	10.79	7.91	15.28	13.22	11.73
Gamma HHI	0.03	0.01	0.09	0.05	0.04
Net GEX	-409.6M	-1.60B	803.5M	-1.02B	-783.7M
Net DEX	10.45B	-28.86B	53.08B	-12.50B	53.08B
Net VEX	-335.7M	-376.3M	-220.8M	-364.9M	-220.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.74	1.20	0.84	0.99
Total Volume	5,065,099	2,368,620	12,044,620	8,155,180	12,044,620
Total OI	16,250,617	14,380,880	17,681,080	17,170,600	17,296,780

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
2022-04-01	$162.65	$155.00	34.8%	9.6%	42.0%	47.7%	34.2%	4.1%	-0.1%	-1.02B	-12.50B	-364.9M	0.84	13.22	N/A	N/A	4,422,980	3,732,200	8,470,380	8,700,220
2022-04-04	$167.77	$155.00	34.4%	9.3%	37.3%	46.7%	34.0%	3.8%	-1.0%	803.5M	-28.86B	-368.3M	0.89	15.28	N/A	N/A	1,822,300	1,623,980	7,707,560	7,836,280
2022-04-05	$163.61	$155.00	36.1%	9.7%	38.3%	51.5%	34.5%	4.5%	-1.5%	24.0M	-12.43B	-376.3M	1.08	10.77	N/A	N/A	1,969,380	2,129,660	7,962,580	8,359,920
2022-04-06	$159.20	$155.00	38.0%	10.3%	40.1%	57.1%	36.2%	5.3%	-1.3%	-689.0M	2.79B	-373.7M	1.06	11.07	N/A	N/A	2,730,780	2,897,520	8,169,720	8,678,100
2022-04-07	$158.42	$155.00	38.4%	10.4%	35.0%	58.1%	36.9%	5.0%	-1.6%	-557.3M	2.82B	-366.9M	1.06	9.91	N/A	N/A	2,762,040	2,932,700	8,646,700	8,633,140
2022-04-08	$154.91	$155.00	38.8%	10.6%	35.9%	59.4%	37.4%	5.5%	-1.4%	-1.60B	14.50B	-353.6M	0.93	9.22	N/A	N/A	3,121,820	2,900,280	8,925,640	8,755,440
2022-04-11	$150.75	$155.00	41.2%	11.3%	35.7%	66.2%	39.6%	6.2%	-1.2%	-460.1M	17.30B	-337.5M	1.12	7.95	N/A	N/A	1,824,560	2,047,240	8,056,480	7,672,380
2022-04-12	$151.12	$155.00	41.1%	11.3%	33.4%	66.0%	40.0%	5.8%	-1.3%	-420.0M	15.97B	-340.8M	1.04	8.15	N/A	N/A	2,069,020	2,151,040	8,432,500	7,961,400
2022-04-13	$155.82	$155.00	37.8%	10.5%	33.4%	56.3%	37.1%	4.5%	-1.2%	-25.3M	3.86B	-349.2M	0.86	11.42	N/A	N/A	3,160,240	2,728,540	8,685,340	8,158,420
2022-04-14	$151.69	$155.00	38.3%	10.7%	32.5%	57.8%	37.6%	4.8%	-1.3%	-882.6M	18.50B	-330.3M	0.90	10.82	N/A	N/A	3,212,900	2,899,600	8,648,040	8,585,640
2022-04-18	$151.91	$155.00	39.0%	11.0%	31.3%	59.8%	39.5%	4.6%	-1.1%	-161.4M	8.10B	-334.1M	0.84	11.48	N/A	N/A	1,703,440	1,437,320	7,420,860	6,960,020
2022-04-19	$157.81	$155.00	38.4%	10.9%	34.5%	58.2%	39.6%	4.0%	-1.3%	477.7M	-6.75B	-352.4M	0.74	14.50	N/A	N/A	2,377,540	1,770,420	7,779,540	7,254,260
2022-04-20	$154.63	$151.00	40.0%	11.5%	33.7%	62.8%	40.5%	4.5%	-1.4%	182.1M	856.4M	-351.0M	0.86	11.12	N/A	N/A	1,940,540	1,677,840	8,205,980	7,607,560
2022-04-21	$148.00	$152.25	43.2%	12.5%	36.7%	72.0%	43.9%	5.0%	-1.7%	-605.1M	17.37B	-333.0M	1.07	9.28	N/A	N/A	2,866,880	3,059,920	8,351,500	7,754,920
2022-04-22	$145.00	$152.00	44.8%	13.0%	37.1%	76.7%	45.6%	5.4%	-2.0%	-1.26B	26.03B	-321.6M	1.20	10.61	N/A	N/A	2,976,080	3,560,140	8,667,700	8,080,360
2022-04-25	$145.49	$151.00	45.7%	13.6%	36.9%	79.2%	48.0%	6.0%	-2.0%	-268.3M	17.21B	-320.1M	1.10	12.49	N/A	N/A	1,302,560	1,433,940	7,580,460	7,212,540
2022-04-26	$139.85	$151.00	50.4%	15.2%	36.7%	92.8%	53.8%	7.1%	-2.5%	-386.6M	26.01B	-304.3M	0.90	7.91	N/A	N/A	1,582,400	1,419,420	7,860,640	7,466,260
2022-04-27	$138.19	$150.75	48.9%	14.8%	36.1%	88.6%	51.5%	7.4%	-2.1%	-436.2M	29.15B	-294.0M	0.99	8.73	N/A	N/A	1,187,260	1,181,360	8,393,820	7,611,580
2022-04-28	$144.89	$150.75	46.5%	14.1%	41.1%	81.5%	49.6%	7.1%	-2.7%	-127.5M	16.05B	-320.7M	0.80	10.20	N/A	N/A	2,578,640	2,062,880	8,660,880	7,800,800
2022-04-29	$123.14	$150.75	44.1%	13.2%	68.9%	74.7%	45.6%	7.8%	-1.2%	-783.7M	53.08B	-220.8M	0.99	11.73	N/A	N/A	6,037,580	6,007,040	8,986,920	8,309,860