AMZN Options History — September 2022

In September 2022, AMZN traded between $113.77 and $136.19. ATM implied volatility averaged 43.6%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 5.8% (HV 20d: 37.7%). Max pain ranged from $125.00 to $140.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.97.

Notable Days

2022-09-16: Highest Volume — 1,262,230 contracts
2022-09-13: Largest IV spike — 16.0% change
2022-09-29: Highest IV Rank — 94.4%
2022-09-27: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$123.22	$113.77	$136.19	$126.64	$113.91
Max Pain	$132.90	$125.00	$140.00	$130.00	$125.00
ATM IV	43.6%	35.4%	53.5%	40.9%	52.2%
Expected Move	12.1%	10.1%	13.8%	11.7%	13.2%
HV 20d	37.7%	29.9%	42.4%	32.3%	42.3%
HV 60d	47.2%	45.7%	50.3%	50.3%	46.3%
IV Rank	66.6%	44.3%	94.4%	59.8%	90.5%
IV Percentile	75.6%	53.6%	99.2%	70.6%	94.8%
Term Structure	0.9%	-1.5%	5.1%	-0.5%	-0.8%
VWIV	41.9%	36.6%	48.3%	41.2%	46.0%
Skew 25d	7.7%	6.4%	9.8%	6.9%	9.5%
Skew 10d	14.7%	12.1%	18.9%	13.1%	18.1%
Call IV 25d	39.9%	32.2%	49.3%	37.9%	47.9%
Put IV 25d	47.6%	38.6%	59.0%	44.8%	57.4%
Bid-Ask Spread %	1.88	1.05	4.33	1.31	1.06
Gamma HHI	0.02	0.01	0.04	0.02	0.03
Net GEX	-42.0M	-122.6M	135.7M	-90.3M	-65.6M
Net DEX	4.93B	-6.49B	10.97B	4.81B	9.14B
Net VEX	-183.2M	-206.1M	-159.3M	-198.2M	-162.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.70	1.57	0.89	1.08
Total Volume	745,265.143	440,547	1,262,230	942,226	767,837
Total OI	9,535,710.81	8,546,820	10,429,638	10,178,794	9,029,577

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
2022-09-01	$126.64	$130.00	40.9%	11.7%	32.3%	59.8%	41.2%	6.9%	-0.5%	-90.3M	4.81B	-198.2M	0.89	1.31	N/A	N/A	498,190	444,036	5,481,549	4,697,245
2022-09-02	$126.53	$130.00	40.4%	11.4%	32.1%	58.4%	39.9%	7.1%	-0.0%	-73.7M	4.65B	-199.4M	0.79	1.21	N/A	N/A	515,542	405,638	5,555,386	4,751,789
2022-09-06	$126.31	$140.00	42.1%	11.9%	32.1%	63.1%	39.9%	7.5%	-0.4%	-62.5M	4.87B	-194.5M	0.79	1.69	N/A	N/A	347,425	275,273	5,394,808	4,663,004
2022-09-07	$129.26	$140.00	39.3%	11.1%	33.5%	55.2%	38.9%	7.1%	0.1%	13.5M	1.58B	-198.3M	1.36	1.54	N/A	N/A	328,878	446,085	5,483,527	4,713,863
2022-09-08	$129.29	$140.00	38.7%	11.0%	29.9%	53.7%	39.1%	6.8%	-0.0%	24.5M	1.54B	-197.9M	0.85	1.66	N/A	N/A	303,228	256,466	5,507,265	4,758,423
2022-09-09	$133.39	$140.00	35.4%	10.1%	32.1%	44.3%	36.6%	6.4%	0.2%	135.7M	-3.67B	-203.0M	0.70	1.63	N/A	N/A	454,837	320,646	5,533,093	4,781,116
2022-09-12	$136.19	$140.00	36.2%	10.5%	32.4%	46.6%	37.4%	6.8%	0.4%	91.9M	-6.49B	-206.1M	0.82	1.39	N/A	N/A	333,209	273,367	5,412,869	4,697,936
2022-09-13	$126.59	$140.00	42.0%	12.1%	40.9%	62.7%	40.8%	7.9%	0.2%	-66.1M	4.56B	-191.5M	0.97	2.46	N/A	N/A	388,760	378,262	5,460,560	4,743,026
2022-09-14	$128.71	$140.00	40.4%	11.4%	41.0%	58.3%	39.9%	7.4%	-0.9%	-33.6M	2.02B	-194.1M	1.57	4.13	N/A	N/A	264,858	415,405	5,525,294	4,748,155
2022-09-15	$126.47	$135.00	41.1%	11.7%	40.8%	60.2%	39.8%	7.4%	-0.2%	-58.5M	4.01B	-189.1M	0.77	4.33	N/A	N/A	432,751	334,764	5,568,216	4,736,299
2022-09-16	$123.18	$135.00	42.5%	11.9%	41.4%	63.9%	42.6%	7.9%	-1.5%	-116.4M	6.85B	-183.8M	1.06	2.45	N/A	N/A	612,604	649,626	5,658,530	4,771,108
2022-09-19	$124.35	$135.00	41.1%	11.8%	40.8%	58.6%	40.7%	7.2%	5.0%	-32.4M	4.61B	-183.4M	0.91	1.87	N/A	N/A	254,306	231,464	4,513,481	4,033,339
2022-09-20	$122.58	$130.00	42.4%	12.1%	39.1%	61.9%	41.8%	7.3%	4.8%	-48.2M	5.75B	-180.9M	0.76	1.95	N/A	N/A	249,679	190,868	4,579,992	4,084,775
2022-09-21	$118.92	$130.00	43.2%	12.4%	40.1%	64.3%	40.6%	6.9%	4.9%	-90.3M	8.66B	-171.6M	1.11	2.40	N/A	N/A	314,366	347,531	4,634,705	4,112,675
2022-09-22	$118.62	$130.00	43.2%	12.1%	39.9%	64.4%	41.9%	6.8%	5.1%	-94.3M	8.12B	-170.1M	0.92	1.78	N/A	N/A	416,452	383,706	4,675,700	4,067,672
2022-09-23	$113.77	$130.00	46.2%	12.7%	40.6%	73.2%	44.5%	7.0%	5.1%	-122.6M	10.97B	-159.3M	0.89	1.46	N/A	N/A	515,485	459,030	4,746,907	4,054,146
2022-09-26	$115.63	$126.00	50.4%	13.4%	38.9%	85.3%	46.5%	8.8%	-0.6%	-67.3M	8.55B	-164.0M	0.95	1.51	N/A	N/A	356,738	338,855	4,650,261	3,960,992
2022-09-27	$114.38	$125.00	52.9%	13.8%	38.8%	92.5%	48.3%	9.2%	-0.7%	-62.2M	8.95B	-163.8M	0.87	1.22	N/A	N/A	339,836	296,799	4,740,750	4,004,394
2022-09-28	$118.31	$125.00	50.8%	13.0%	41.3%	86.5%	44.4%	9.1%	-0.8%	4.4M	5.58B	-171.3M	1.19	1.30	N/A	N/A	330,654	394,202	4,793,518	4,002,060
2022-09-29	$114.65	$125.00	53.5%	13.8%	42.4%	94.4%	48.3%	9.8%	-1.0%	-67.2M	8.48B	-164.5M	1.19	1.05	N/A	N/A	357,350	425,560	4,853,056	4,068,866
2022-09-30	$113.91	$125.00	52.2%	13.2%	42.3%	90.5%	46.0%	9.5%	-0.8%	-65.6M	9.14B	-162.2M	1.08	1.06	N/A	N/A	369,212	398,625	4,908,436	4,121,141