AMZN Options History — June 2022

In June 2022, AMZN traded between $102.36 and $125.07. ATM implied volatility averaged 46.4%, placing in the 76.7% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded below realized volatility by 8.3% (HV 20d: 54.7%). Max pain ranged from $118.00 to $125.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2022-06-01: Highest Volume — 9,004,300 contracts
2022-06-13: Largest IV spike — 21.2% change
2022-06-30: Highest IV Rank — 100.0%
2022-06-01: Largest Expected Move — 15.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.87	$102.36	$125.07	$122.87	$106.50
Max Pain	$121.75	$118.00	$125.00	$125.00	$118.00
ATM IV	46.4%	39.0%	55.4%	47.1%	55.4%
Expected Move	12.9%	11.2%	15.0%	15.0%	13.7%
HV 20d	54.7%	49.8%	60.2%	60.1%	52.5%
HV 60d	58.3%	56.3%	60.5%	57.9%	60.1%
IV Rank	76.7%	56.4%	100.0%	78.6%	100.0%
IV Percentile	90.9%	81.3%	100.0%	93.7%	100.0%
Term Structure	0.5%	-1.8%	6.9%	-1.6%	-1.8%
VWIV	45.5%	39.2%	53.9%	53.9%	47.7%
Skew 25d	7.4%	4.7%	10.3%	5.2%	9.5%
Skew 10d	14.2%	8.9%	19.5%	9.4%	18.5%
Call IV 25d	43.3%	37.0%	50.7%	45.1%	50.7%
Put IV 25d	50.6%	41.7%	60.3%	50.3%	60.3%
Bid-Ask Spread %	3.16	1.26	15.91	11.86	1.40
Gamma HHI	0.03	0.01	0.12	0.02	0.02
Net GEX	62.5M	-297.1M	917.5M	630.6M	-142.4M
Net DEX	14.79B	-5.67B	29.99B	-1.35B	17.83B
Net VEX	-190.1M	-256.6M	0	-253.5M	-175.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.44	1.07	0.44	0.76
Total Volume	2,269,580.905	713,499	9,004,300	9,004,300	1,382,523
Total OI	13,995,461	0	20,047,560	18,447,640	11,211,349

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
2022-06-01	$122.87	$125.00	47.1%	15.0%	60.1%	78.6%	53.9%	5.2%	-1.6%	630.6M	-1.35B	-253.5M	0.44	11.86	N/A	N/A	6,272,820	2,731,480	10,603,600	7,844,040
2022-06-02	$125.07	$125.00	45.0%	12.3%	60.2%	72.9%	43.8%	4.7%	-1.6%	762.2M	-5.67B	-256.6M	0.53	7.77	N/A	N/A	4,471,500	2,380,140	11,298,740	8,358,260
2022-06-03	$122.13	$125.00	45.1%	12.5%	53.8%	73.1%	45.1%	5.2%	-1.6%	917.5M	2.54B	-248.4M	0.55	15.91	N/A	N/A	5,320,340	2,920,680	11,514,360	8,533,200
2022-06-06	$124.41	$0.00	42.9%	12.1%	53.9%	67.2%	42.7%	5.7%	-0.4%	0	0	0	0.46	2.78	N/A	N/A	1,741,588	802,661	0	0
2022-06-07	$123.02	$125.00	39.9%	11.5%	49.8%	59.0%	41.0%	4.9%	0.1%	284.0M	6.82B	-238.4M	0.61	1.95	N/A	N/A	1,024,690	628,829	9,977,100	7,293,933
2022-06-08	$121.22	$125.00	39.0%	11.2%	50.2%	56.4%	39.2%	4.7%	0.2%	152.4M	11.00B	-227.7M	0.56	1.67	N/A	N/A	826,219	459,451	9,986,628	7,341,031
2022-06-09	$116.60	$125.00	40.2%	11.6%	51.5%	59.7%	40.1%	5.1%	0.0%	-83.1M	19.71B	-210.4M	0.69	1.83	N/A	N/A	946,319	656,698	10,003,463	7,357,720
2022-06-10	$109.83	$125.00	43.0%	12.3%	56.4%	67.6%	42.8%	6.9%	-0.3%	-297.1M	29.99B	-187.9M	0.91	1.71	N/A	N/A	1,177,459	1,075,252	10,062,529	7,363,730
2022-06-13	$103.78	$122.00	52.2%	14.9%	55.7%	92.5%	51.2%	10.3%	-0.5%	-221.5M	29.66B	-173.6M	0.84	2.24	N/A	N/A	757,827	633,886	8,986,204	6,436,142
2022-06-14	$102.36	$120.00	50.2%	14.4%	55.6%	87.2%	49.1%	9.7%	-0.3%	-214.2M	29.71B	-167.4M	0.77	1.66	N/A	N/A	567,364	438,439	9,126,390	6,372,596
2022-06-15	$107.71	$120.00	45.3%	13.0%	57.1%	73.7%	45.8%	7.1%	-0.2%	-110.4M	23.41B	-182.0M	0.75	2.03	N/A	N/A	711,595	531,704	9,217,875	6,289,286
2022-06-16	$103.22	$120.00	50.3%	14.4%	53.4%	87.4%	50.5%	9.2%	-0.2%	-197.3M	26.63B	-171.7M	1.07	1.75	N/A	N/A	644,203	689,353	9,299,643	6,253,619
2022-06-17	$105.33	$120.00	47.2%	13.5%	53.8%	79.0%	47.4%	7.4%	-0.1%	-76.6M	23.19B	-177.2M	0.87	1.74	N/A	N/A	667,284	581,339	9,444,902	6,301,520
2022-06-21	$108.92	$120.00	44.7%	12.9%	55.1%	72.2%	44.7%	7.9%	5.0%	-69.0M	16.02B	-183.7M	0.62	1.42	N/A	N/A	565,557	350,804	5,985,899	4,943,599
2022-06-22	$108.93	$120.00	45.3%	13.0%	55.1%	73.8%	45.7%	8.3%	5.5%	-55.4M	15.72B	-185.3M	0.73	1.43	N/A	N/A	514,957	376,163	6,085,767	4,997,685
2022-06-23	$112.72	$120.00	45.7%	12.8%	55.7%	74.7%	46.2%	7.8%	5.4%	61.3M	11.76B	-196.0M	0.68	1.57	N/A	N/A	608,569	416,023	6,133,076	5,035,488
2022-06-24	$115.47	$120.00	44.1%	11.8%	55.9%	70.6%	42.5%	7.5%	6.9%	199.7M	8.21B	-202.1M	0.69	1.39	N/A	N/A	689,569	472,865	6,211,105	5,095,965
2022-06-27	$113.43	$120.00	47.7%	12.3%	54.5%	80.4%	43.6%	8.7%	-1.2%	-32.2M	12.31B	-192.8M	0.84	1.45	N/A	N/A	387,304	326,195	5,922,404	4,893,030
2022-06-28	$107.56	$120.00	51.4%	13.3%	56.8%	90.4%	46.0%	9.2%	-1.4%	-130.8M	17.75B	-177.2M	0.75	1.26	N/A	N/A	584,511	436,922	6,007,056	4,960,139
2022-06-29	$109.28	$120.00	53.0%	13.2%	52.4%	94.7%	45.8%	9.3%	-1.6%	-65.5M	15.38B	-184.0M	0.91	1.43	N/A	N/A	466,994	423,123	6,163,891	4,991,717
2022-06-30	$106.50	$118.00	55.4%	13.7%	52.5%	100.0%	47.7%	9.5%	-1.8%	-142.4M	17.83B	-175.5M	0.76	1.40	N/A	N/A	785,761	596,762	6,210,895	5,000,454