AMZN Options History — July 2022

In July 2022, AMZN traded between $108.79 and $136.35. ATM implied volatility averaged 48.3%, placing in the 80.8% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 0.1% (HV 20d: 48.2%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.80.

Notable Days

2022-07-29: Highest Volume — 2,718,550 contracts
2022-07-29: Largest IV drop — 22.8% change
2022-07-05: Highest IV Rank — 93.6%
2022-07-26: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$117.02	$108.79	$136.35	$109.51	$136.35
Max Pain	$118.05	$115.00	$120.00	$116.00	$120.00
ATM IV	48.3%	35.0%	53.0%	52.1%	35.0%
Expected Move	13.5%	10.1%	15.1%	12.3%	10.1%
HV 20d	48.2%	41.0%	57.5%	53.3%	57.5%
HV 60d	59.9%	52.4%	61.4%	60.4%	57.3%
IV Rank	80.8%	45.0%	93.6%	91.2%	45.0%
IV Percentile	88.0%	59.5%	98.8%	96.4%	59.5%
Term Structure	-1.6%	-2.4%	-0.2%	-1.2%	-0.2%
VWIV	47.9%	36.5%	52.3%	44.8%	36.5%
Skew 25d	8.1%	4.7%	9.5%	9.3%	4.7%
Skew 10d	16.0%	9.9%	18.4%	18.0%	9.9%
Call IV 25d	44.7%	33.0%	49.3%	48.8%	33.0%
Put IV 25d	52.8%	37.7%	58.8%	58.0%	37.7%
Bid-Ask Spread %	1.83	1.24	4.57	1.32	1.73
Gamma HHI	0.02	0.01	0.05	0.03	0.03
Net GEX	40.9M	-94.5M	282.2M	899.7K	282.2M
Net DEX	7.31B	-14.51B	15.43B	14.04B	-14.51B
Net VEX	-193.6M	-223.2M	-174.7M	-184.5M	-223.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.59	1.22	0.88	0.59
Total Volume	1,097,366.45	547,406	2,718,550	1,215,753	2,718,550
Total OI	10,459,525.55	9,497,307	11,392,032	11,392,032	10,582,096

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
2022-07-01	$109.51	$116.00	52.1%	12.3%	53.3%	91.2%	44.8%	9.3%	-1.2%	899.7K	14.04B	-184.5M	0.88	1.32	N/A	N/A	648,175	567,578	6,333,291	5,058,741
2022-07-05	$113.67	$117.50	53.0%	14.5%	55.0%	93.6%	51.9%	9.5%	-1.8%	3.4M	10.78B	-195.1M	0.71	4.57	N/A	N/A	641,743	458,014	5,941,504	4,835,028
2022-07-06	$114.50	$117.50	52.3%	14.1%	54.6%	91.5%	50.6%	9.4%	-1.7%	44.6M	9.53B	-196.6M	0.77	1.96	N/A	N/A	505,738	390,484	6,035,950	4,914,487
2022-07-07	$116.43	$117.50	50.2%	13.5%	55.0%	85.9%	48.1%	9.1%	-1.6%	103.8M	7.50B	-199.1M	0.76	2.18	N/A	N/A	576,130	437,390	6,106,536	4,949,644
2022-07-08	$115.46	$117.50	48.6%	13.2%	54.9%	81.7%	46.9%	8.4%	-2.0%	20.7M	8.92B	-194.1M	0.68	2.14	N/A	N/A	632,874	430,396	6,135,543	4,995,963
2022-07-11	$111.72	$115.00	51.3%	14.1%	54.4%	88.8%	47.5%	9.0%	-1.5%	-60.1M	13.05B	-183.4M	0.78	2.00	N/A	N/A	536,738	420,281	5,942,349	4,798,562
2022-07-12	$108.79	$117.50	52.4%	14.3%	50.9%	91.9%	49.4%	8.8%	-2.4%	-94.5M	15.43B	-174.7M	0.70	1.75	N/A	N/A	508,265	354,091	6,011,692	4,836,300
2022-07-13	$110.43	$117.50	52.1%	14.3%	46.5%	91.1%	49.9%	8.7%	-2.3%	-53.3M	13.54B	-179.5M	0.99	1.93	N/A	N/A	495,167	489,792	6,073,879	4,825,327
2022-07-14	$110.04	$120.00	51.0%	14.2%	46.2%	88.2%	49.4%	8.4%	-1.8%	-64.6M	13.82B	-177.1M	0.82	1.59	N/A	N/A	476,490	391,451	6,116,387	4,851,318
2022-07-15	$113.90	$117.50	48.1%	13.4%	44.3%	80.3%	47.7%	7.9%	-2.3%	71.9M	10.08B	-184.6M	0.71	1.72	N/A	N/A	857,744	612,412	6,159,364	4,886,314
2022-07-18	$113.39	$117.50	49.6%	14.1%	41.0%	84.4%	48.8%	8.4%	-1.3%	-10.6M	10.29B	-183.1M	0.71	1.40	N/A	N/A	527,692	373,919	5,113,259	4,384,048
2022-07-19	$118.02	$117.50	47.6%	13.6%	42.6%	79.0%	48.3%	8.5%	-1.4%	63.5M	6.48B	-194.3M	0.82	1.49	N/A	N/A	456,759	374,788	5,201,780	4,455,996
2022-07-20	$122.78	$117.50	45.6%	13.1%	43.2%	73.6%	48.1%	7.8%	-1.4%	159.5M	1.69B	-205.8M	0.68	1.56	N/A	N/A	858,824	583,459	5,268,428	4,520,055
2022-07-21	$124.53	$117.50	44.2%	12.7%	43.2%	69.7%	46.6%	7.5%	-1.5%	191.4M	-214.4M	-209.4M	0.77	1.62	N/A	N/A	572,145	439,271	5,359,193	4,616,465
2022-07-22	$122.39	$117.50	45.4%	13.1%	42.7%	73.0%	46.4%	7.3%	-1.3%	143.0M	2.25B	-205.3M	0.78	1.58	N/A	N/A	580,384	453,935	5,392,434	4,657,063
2022-07-25	$120.66	$120.00	46.4%	13.7%	42.5%	75.8%	49.5%	7.6%	-1.1%	7.5M	5.28B	-198.3M	1.22	1.85	N/A	N/A	246,746	300,660	5,187,939	4,479,765
2022-07-26	$114.82	$120.00	50.4%	15.1%	45.9%	86.6%	52.3%	8.1%	-1.9%	-66.6M	10.37B	-185.2M	0.84	1.24	N/A	N/A	511,368	430,029	5,232,195	4,555,200
2022-07-27	$121.24	$120.00	44.7%	13.4%	45.0%	71.2%	47.0%	7.7%	-1.3%	33.8M	4.33B	-198.6M	0.92	1.35	N/A	N/A	476,566	437,893	5,423,062	4,685,785
2022-07-28	$121.71	$120.00	45.4%	13.7%	44.9%	72.9%	48.4%	6.7%	-1.5%	41.8M	3.56B	-199.5M	0.82	1.61	N/A	N/A	643,810	529,578	5,498,177	4,769,392
2022-07-29	$136.35	$120.00	35.0%	10.1%	57.5%	45.0%	36.5%	4.7%	-0.2%	282.2M	-14.51B	-223.2M	0.59	1.73	N/A	N/A	1,713,647	1,004,903	5,674,887	4,907,209