AMZN Options History — August 2022 In August 2022, AMZN traded between $127.91 and $145.29. ATM implied volatility averaged 35.7%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded below realized volatility by 17.0% (HV 20d: 52.7%). Max pain ranged from $120.00 to $132.50. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2022-08-04 : Highest Volume — 1,439,122 contracts2022-08-22 : Largest IV spike — 12.8% change2022-08-30 : Highest IV Rank — 58.1%2022-08-30 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $137.53 $127.91 $145.29 $135.72 $127.91 Max Pain $128.07 $120.00 $132.50 $120.00 $131.00 ATM IV 35.7% 32.1% 40.0% 36.1% 40.0% Expected Move 10.2% 9.3% 11.4% 10.5% 11.3% HV 20d 52.7% 33.2% 58.6% 57.5% 33.2% HV 60d 52.3% 49.7% 57.3% 57.3% 50.3% IV Rank 46.9% 37.2% 58.1% 48.1% 57.3% IV Percentile 58.1% 47.2% 69.8% 61.5% 69.0% Term Structure -0.0% -0.8% 0.7% -0.8% -0.1% VWIV 36.2% 33.2% 40.0% 38.1% 38.7% Skew 25d 5.4% 4.3% 6.8% 5.0% 6.7% Skew 10d 10.6% 8.6% 13.2% 10.7% 12.8% Call IV 25d 33.4% 30.2% 37.0% 34.0% 37.0% Put IV 25d 38.7% 34.6% 43.8% 39.0% 43.7% Bid-Ask Spread % 1.56 1.19 4.19 1.56 1.27 Gamma HHI 0.02 0.01 0.04 0.02 0.02 Net GEX 118.7M -120.5M 350.4M 201.3M -71.2M Net DEX -9.84B -20.23B 3.68B -9.59B 3.68B Net VEX -222.2M -238.5M -198.4M -225.3M -198.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.58 1.25 0.81 1.25 Total Volume 815,373.304 532,958 1,439,122 1,125,688 743,204 Total OI 10,384,050.609 9,660,439 10,877,146 10,166,102 10,096,116
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 2022-08-01 $135.72 $120.00 36.1% 10.5% 57.5% 48.1% 38.1% 5.0% -0.8% 201.3M -9.59B -225.3M 0.81 1.56 N/A N/A 621,155 504,533 5,444,848 4,721,254 2022-08-02 $134.57 $120.00 37.1% 10.8% 57.0% 50.8% 38.4% 5.7% -0.8% 156.7M -8.13B -224.7M 0.86 1.68 N/A N/A 463,149 398,467 5,528,291 4,821,588 2022-08-03 $140.32 $120.00 35.5% 10.2% 58.2% 46.3% 36.9% 5.3% -0.8% 310.0M -15.64B -232.9M 0.82 1.82 N/A N/A 607,289 500,697 5,580,784 4,873,575 2022-08-04 $142.59 $128.00 35.5% 10.1% 58.2% 46.4% 37.1% 5.1% -0.6% 350.4M -19.32B -238.5M 0.76 1.45 N/A N/A 818,370 620,752 5,678,486 4,999,553 2022-08-05 $140.36 $125.00 34.5% 9.8% 58.6% 43.8% 34.5% 4.9% -0.8% 239.1M -16.10B -234.7M 0.80 1.50 N/A N/A 653,309 524,409 5,759,559 5,117,587 2022-08-08 $139.17 $125.00 35.2% 10.1% 56.8% 45.7% 35.1% 4.9% 0.1% 149.9M -13.31B -228.9M 0.92 1.48 N/A N/A 456,712 420,508 5,572,028 4,890,144 2022-08-09 $137.55 $125.00 35.8% 10.3% 55.8% 47.1% 36.9% 5.3% 0.4% 93.6M -11.00B -227.1M 0.93 1.60 N/A N/A 283,606 262,377 5,634,856 4,958,082 2022-08-10 $142.82 $125.00 32.8% 9.5% 56.5% 39.2% 34.6% 4.9% 0.2% 271.3M -18.04B -231.4M 0.91 1.45 N/A N/A 398,478 363,089 5,655,596 4,989,529 2022-08-11 $140.26 $125.00 34.1% 9.8% 57.3% 42.6% 34.8% 5.1% 0.3% 146.6M -14.34B -228.9M 0.81 1.64 N/A N/A 443,296 359,963 5,707,196 5,051,714 2022-08-12 $142.71 $128.00 32.1% 9.3% 56.8% 37.2% 33.7% 4.4% 0.7% 244.1M -17.54B -230.5M 0.74 1.52 N/A N/A 485,469 361,019 5,728,878 5,085,322 2022-08-15 $143.26 $130.00 33.1% 9.5% 56.5% 39.8% 34.4% 4.6% 0.4% 202.3M -17.39B -228.6M 0.83 1.45 N/A N/A 295,533 246,087 5,586,511 4,937,508 2022-08-16 $145.29 $130.00 32.8% 9.4% 55.5% 39.2% 33.6% 4.3% 0.5% 284.0M -20.23B -230.3M 0.58 1.47 N/A N/A 597,471 349,223 5,631,220 4,983,149 2022-08-17 $142.14 $130.00 33.7% 9.7% 55.5% 41.6% 33.9% 4.5% 0.5% 151.8M -15.70B -227.6M 0.77 4.19 N/A N/A 442,509 340,860 5,677,777 5,033,681 2022-08-18 $142.42 $130.00 32.6% 9.3% 55.5% 38.5% 33.2% 4.9% 0.7% 196.6M -16.06B -227.0M 0.66 1.51 N/A N/A 364,336 239,034 5,720,989 5,066,967 2022-08-19 $138.14 $130.00 33.9% 9.7% 56.5% 42.2% 34.1% 4.5% 0.6% -57.7M -9.92B -221.0M 0.75 1.24 N/A N/A 448,208 336,385 5,744,833 5,104,032 2022-08-22 $133.00 $130.00 38.3% 10.9% 58.2% 53.8% 38.6% 5.8% -0.4% -36.0M -1.48B -212.2M 0.70 1.38 N/A N/A 492,342 342,373 5,147,460 4,512,979 2022-08-23 $133.57 $132.50 37.5% 10.6% 54.5% 51.8% 37.4% 6.0% -0.2% -7.2M -2.13B -214.1M 1.03 1.36 N/A N/A 262,283 270,675 5,254,825 4,581,362 2022-08-24 $134.32 $132.50 37.1% 10.5% 51.6% 50.6% 36.5% 5.7% 0.0% 10.0M -2.98B -215.0M 1.07 1.28 N/A N/A 269,171 287,342 5,299,157 4,624,736 2022-08-25 $136.92 $132.50 35.2% 9.8% 51.9% 45.6% 33.9% 5.6% 0.1% 105.6M -6.18B -217.4M 0.65 1.19 N/A N/A 350,225 227,783 5,354,039 4,651,441 2022-08-26 $130.56 $132.50 39.2% 11.1% 36.9% 56.2% 38.0% 6.6% -0.2% -120.5M 1.49B -208.6M 0.83 1.29 N/A N/A 526,731 438,664 5,423,918 4,691,031 2022-08-29 $130.63 $132.50 39.5% 11.3% 36.9% 57.2% 39.8% 6.5% -0.4% -29.5M 867.9M -205.8M 1.07 1.24 N/A N/A 308,768 331,206 5,317,832 4,586,664 2022-08-30 $128.97 $131.00 40.0% 11.4% 37.0% 58.1% 40.0% 6.8% -0.1% -60.3M 2.71B -201.8M 0.94 1.34 N/A N/A 359,902 336,624 5,361,351 4,644,716 2022-08-31 $127.91 $131.00 40.0% 11.3% 33.2% 57.3% 38.7% 6.7% -0.1% -71.2M 3.68B -198.4M 1.25 1.27 N/A N/A 330,675 412,529 5,422,324 4,673,792
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