AMZN Options History — October 2022

In October 2022, AMZN traded between $102.32 and $121.51. ATM implied volatility averaged 52.4%, placing in the 87.3% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 7.4% (HV 20d: 45.0%). Max pain ranged from $113.00 to $125.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.03.

Notable Days

2022-10-28: Highest Volume — 3,617,691 contracts
2022-10-28: Largest IV drop — 29.1% change
2022-10-11: Highest IV Rank — 100.0%
2022-10-27: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$114.51	$102.32	$121.51	$116.26	$102.32
Max Pain	$117.19	$113.00	$125.00	$125.00	$113.00
ATM IV	52.4%	42.1%	59.6%	51.2%	42.1%
Expected Move	14.9%	12.2%	19.0%	13.0%	13.0%
HV 20d	45.0%	37.6%	54.1%	43.3%	53.3%
HV 60d	45.2%	40.1%	48.3%	46.5%	43.0%
IV Rank	87.3%	54.1%	100.0%	87.6%	54.1%
IV Percentile	91.1%	59.9%	100.0%	92.1%	59.9%
Term Structure	-1.9%	-3.4%	-0.0%	-1.3%	-0.3%
VWIV	51.7%	43.3%	65.7%	45.5%	45.0%
Skew 25d	8.7%	5.1%	10.2%	9.4%	5.3%
Skew 10d	16.3%	9.9%	19.6%	18.0%	9.9%
Call IV 25d	48.2%	39.4%	55.8%	46.4%	39.4%
Put IV 25d	56.9%	44.7%	64.8%	55.9%	44.7%
Bid-Ask Spread %	1.80	1.07	3.82	1.27	1.30
Gamma HHI	0.02	0.01	0.07	0.02	0.02
Net GEX	-31.2M	-182.4M	158.4M	-51.0M	-105.0M
Net DEX	6.88B	629.8M	15.30B	7.47B	11.04B
Net VEX	-158.8M	-176.0M	-121.3M	-163.3M	-121.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.80	1.53	0.94	0.94
Total Volume	939,358.905	482,360	3,617,691	656,622	1,446,871
Total OI	9,077,942.619	8,585,296	9,467,984	8,757,032	8,795,399

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
2022-10-03	$116.26	$125.00	51.2%	13.0%	43.3%	87.6%	45.5%	9.4%	-1.3%	-51.0M	7.47B	-163.3M	0.94	1.27	N/A	N/A	338,876	317,746	4,715,364	4,041,668
2022-10-04	$120.66	$125.00	48.8%	12.2%	45.7%	80.6%	43.3%	8.8%	-1.1%	39.9M	3.29B	-174.0M	0.80	1.07	N/A	N/A	439,532	352,175	4,817,234	4,106,974
2022-10-05	$121.51	$125.00	49.2%	12.2%	44.9%	81.6%	43.4%	9.0%	-1.1%	50.9M	2.66B	-176.0M	1.08	1.19	N/A	N/A	314,566	339,864	4,884,257	4,171,509
2022-10-06	$120.42	$119.00	51.4%	14.0%	44.9%	88.1%	49.6%	9.4%	-1.6%	42.0M	3.48B	-175.3M	1.20	1.68	N/A	N/A	259,991	311,912	4,933,435	4,201,153
2022-10-07	$114.36	$119.00	53.7%	14.7%	46.0%	94.8%	50.5%	9.6%	-1.4%	-109.2M	9.20B	-162.1M	0.93	1.70	N/A	N/A	451,343	418,177	4,971,859	4,232,431
2022-10-10	$113.95	$118.00	54.7%	15.0%	44.8%	97.9%	50.7%	9.9%	-1.6%	-80.6M	9.08B	-160.3M	0.98	1.77	N/A	N/A	259,739	254,681	4,879,783	4,147,469
2022-10-11	$111.85	$118.00	56.1%	15.5%	38.2%	100.0%	53.4%	10.2%	-2.0%	-96.4M	10.43B	-156.2M	1.07	2.19	N/A	N/A	304,382	326,123	4,927,965	4,164,310
2022-10-12	$113.22	$117.00	56.6%	15.6%	37.8%	100.0%	52.6%	10.1%	-2.1%	-68.6M	8.98B	-159.9M	1.36	3.82	N/A	N/A	260,820	355,218	4,971,356	4,184,933
2022-10-13	$112.76	$116.00	55.7%	15.4%	37.6%	97.5%	53.7%	10.2%	-2.5%	-88.6M	9.57B	-157.3M	0.96	1.81	N/A	N/A	593,232	571,531	5,009,520	4,231,705
2022-10-14	$107.32	$116.00	57.3%	15.9%	40.1%	100.0%	54.5%	9.4%	-2.5%	-120.5M	13.36B	-145.1M	0.89	2.31	N/A	N/A	532,986	474,787	5,101,819	4,281,748
2022-10-17	$113.96	$115.00	54.4%	15.4%	46.4%	91.8%	52.5%	9.5%	-2.3%	-41.7M	6.95B	-157.8M	0.93	1.68	N/A	N/A	403,652	374,010	4,995,978	4,105,735
2022-10-18	$116.31	$115.00	54.1%	15.4%	47.0%	91.2%	54.0%	9.4%	-2.6%	15.9M	4.48B	-164.1M	0.81	1.72	N/A	N/A	411,098	333,932	5,078,439	4,171,438
2022-10-19	$114.56	$115.00	54.6%	15.7%	46.1%	92.6%	54.5%	8.5%	-2.7%	-14.5M	6.07B	-161.2M	1.53	1.73	N/A	N/A	289,442	442,995	5,121,074	4,216,330
2022-10-20	$115.21	$115.00	53.3%	15.4%	46.2%	88.8%	53.7%	8.4%	-3.0%	-10.5M	5.67B	-161.0M	1.20	1.68	N/A	N/A	341,176	410,754	5,150,800	4,245,631
2022-10-21	$119.25	$115.00	51.4%	15.0%	45.3%	83.6%	54.5%	8.4%	-2.9%	158.4M	1.60B	-168.3M	0.94	1.65	N/A	N/A	439,281	413,833	5,191,702	4,276,282
2022-10-24	$120.03	$115.00	51.4%	15.5%	45.0%	83.6%	55.3%	7.9%	-1.5%	32.2M	1.40B	-168.6M	0.91	1.71	N/A	N/A	252,149	230,211	4,622,957	3,962,339
2022-10-25	$120.83	$115.00	50.5%	15.4%	44.8%	81.2%	54.8%	7.1%	-1.8%	48.6M	629.8M	-169.3M	0.84	1.64	N/A	N/A	274,567	231,320	4,687,439	4,012,356
2022-10-26	$115.97	$115.00	51.7%	16.0%	45.8%	84.5%	54.8%	7.6%	-2.0%	-12.5M	5.04B	-159.1M	0.93	1.72	N/A	N/A	373,535	348,796	4,736,139	4,060,486
2022-10-27	$111.06	$115.00	59.6%	19.0%	47.0%	100.0%	65.7%	9.0%	-3.4%	-62.1M	8.71B	-150.5M	1.00	2.68	N/A	N/A	808,128	805,415	4,816,459	4,134,535
2022-10-28	$102.84	$115.00	42.2%	12.7%	54.1%	54.6%	44.5%	5.1%	-0.0%	-182.4M	15.30B	-123.6M	1.31	1.49	N/A	N/A	1,563,414	2,054,277	5,044,866	4,233,919
2022-10-31	$102.32	$113.00	42.1%	13.0%	53.3%	54.1%	45.0%	5.3%	-0.3%	-105.0M	11.04B	-121.3M	0.94	1.30	N/A	N/A	745,734	701,137	4,957,996	3,837,403