AMZN Options History — November 2022

In November 2022, AMZN traded between $86.44 and $100.76. ATM implied volatility averaged 43.1%, placing in the 53.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 16.6% (HV 20d: 59.8%). Max pain ranged from $95.00 to $112.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.10.

Notable Days

2022-11-10: Highest Volume — 2,869,260 contracts
2022-11-30: Largest IV drop — 8.1% change
2022-11-09: Highest IV Rank — 61.1%
2022-11-01: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.97	$86.44	$100.76	$96.63	$95.97
Max Pain	$97.81	$95.00	$112.00	$112.00	$95.00
ATM IV	43.1%	39.3%	46.1%	43.4%	39.3%
Expected Move	12.8%	11.9%	13.6%	13.6%	12.3%
HV 20d	59.8%	53.3%	69.9%	53.6%	54.5%
HV 60d	48.5%	44.0%	51.5%	44.3%	51.1%
IV Rank	53.3%	41.5%	61.1%	57.7%	41.5%
IV Percentile	61.2%	44.4%	73.8%	65.1%	44.4%
Term Structure	-0.2%	-1.0%	1.6%	-0.0%	-0.2%
VWIV	44.6%	41.5%	47.3%	47.3%	43.2%
Skew 25d	5.1%	3.1%	6.1%	5.3%	5.8%
Skew 10d	9.1%	5.7%	10.7%	10.3%	9.4%
Call IV 25d	41.0%	36.8%	43.6%	41.3%	36.8%
Put IV 25d	46.2%	42.6%	49.0%	46.6%	42.6%
Bid-Ask Spread %	1.75	1.25	2.49	1.26	1.40
Gamma HHI	0.03	0.02	0.12	0.03	0.03
Net GEX	2.8M	-172.5M	293.6M	-143.2M	91.6M
Net DEX	6.95B	-1.41B	14.14B	13.19B	3.09B
Net VEX	-109.4M	-124.8M	-94.9M	-109.8M	-110.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.46	2.47	0.81	1.38
Total Volume	1,595,211.19	415,452	2,869,260	1,713,834	1,471,304
Total OI	9,280,318.333	8,753,427	9,993,832	8,954,741	9,071,778

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
2022-11-01	$96.63	$112.00	43.4%	13.6%	53.6%	57.7%	47.3%	5.3%	-0.0%	-143.2M	13.19B	-109.8M	0.81	1.26	N/A	N/A	945,619	768,215	5,141,009	3,813,732
2022-11-02	$92.78	$110.00	43.5%	13.5%	54.1%	57.7%	47.2%	5.4%	0.1%	-160.3M	13.76B	-103.4M	2.20	1.25	N/A	N/A	890,662	1,961,271	5,362,349	3,754,130
2022-11-03	$89.88	$102.00	44.4%	12.9%	54.4%	60.2%	44.4%	4.5%	-0.2%	-172.5M	14.14B	-98.3M	1.13	1.97	N/A	N/A	1,009,752	1,143,665	5,539,825	3,733,425
2022-11-04	$90.92	$100.00	42.9%	12.5%	53.3%	53.9%	43.5%	4.7%	0.1%	-85.9M	11.70B	-100.7M	0.98	1.78	N/A	N/A	1,048,181	1,025,953	5,760,110	3,687,034
2022-11-07	$90.61	$99.00	43.4%	12.6%	53.4%	54.5%	44.1%	4.6%	0.8%	-64.5M	10.54B	-100.8M	0.74	1.69	N/A	N/A	663,576	492,214	5,483,317	3,520,108
2022-11-08	$90.57	$97.00	43.7%	12.7%	53.4%	55.0%	43.8%	5.5%	0.6%	-36.3M	9.69B	-101.7M	2.47	2.01	N/A	N/A	619,859	1,529,429	5,653,798	3,506,008
2022-11-09	$86.44	$97.00	46.1%	13.4%	54.2%	61.1%	46.7%	5.3%	0.7%	-96.6M	11.88B	-94.9M	1.03	1.76	N/A	N/A	720,448	744,457	5,799,270	3,544,034
2022-11-10	$96.28	$95.00	43.3%	12.8%	69.2%	53.2%	45.0%	3.1%	1.6%	147.0M	3.06B	-115.9M	0.62	2.07	N/A	N/A	1,766,554	1,102,706	5,988,007	3,545,307
2022-11-11	$100.76	$95.00	41.5%	12.2%	69.9%	48.0%	43.7%	3.7%	1.5%	293.6M	-1.41B	-124.8M	0.66	2.07	N/A	N/A	1,328,924	875,574	6,106,138	3,699,744
2022-11-14	$98.85	$95.00	43.5%	12.6%	65.9%	53.8%	44.2%	5.0%	-0.6%	89.6M	2.23B	-119.8M	0.83	1.84	N/A	N/A	692,081	575,430	5,831,377	3,532,304
2022-11-15	$98.78	$97.00	44.3%	12.7%	65.2%	56.0%	45.2%	5.8%	-0.7%	111.3M	2.14B	-122.1M	0.69	1.99	N/A	N/A	997,733	687,798	5,989,577	3,607,832
2022-11-16	$97.01	$97.00	45.1%	12.9%	65.2%	58.1%	45.0%	5.5%	-0.8%	52.1M	4.11B	-118.5M	1.63	1.86	N/A	N/A	609,355	992,376	6,077,363	3,671,005
2022-11-17	$94.79	$96.00	45.0%	12.9%	65.2%	57.7%	44.9%	4.5%	-0.7%	-22.1M	6.36B	-115.1M	1.19	1.75	N/A	N/A	647,177	770,051	6,152,050	3,713,965
2022-11-18	$94.21	$96.00	43.7%	12.6%	63.1%	54.1%	43.9%	4.6%	-0.8%	-57.9M	6.93B	-112.8M	0.96	1.65	N/A	N/A	798,469	762,584	6,253,282	3,740,550
2022-11-21	$92.42	$96.00	43.8%	12.8%	62.8%	54.5%	44.5%	5.9%	-1.0%	-16.2M	6.82B	-107.7M	0.92	1.51	N/A	N/A	615,074	566,037	5,442,994	3,310,433
2022-11-22	$92.94	$95.00	41.8%	12.3%	62.7%	48.7%	42.2%	5.9%	-1.0%	21.3M	6.13B	-108.7M	1.80	1.69	N/A	N/A	589,710	1,064,258	5,588,684	3,354,054
2022-11-23	$94.02	$95.00	40.8%	11.9%	62.4%	45.6%	41.5%	5.3%	-1.0%	76.2M	5.13B	-110.3M	1.32	2.49	N/A	N/A	513,788	677,726	5,669,322	3,401,457
2022-11-25	$93.58	$95.00	41.1%	12.3%	61.2%	46.5%	43.4%	5.5%	-1.0%	33.9M	5.32B	-108.5M	0.55	1.58	N/A	N/A	267,788	147,664	5,729,277	3,417,281
2022-11-28	$93.77	$95.00	42.6%	13.3%	55.7%	50.9%	46.2%	6.1%	-0.2%	7.4M	5.04B	-108.2M	0.46	1.41	N/A	N/A	490,157	225,031	5,469,637	3,302,075
2022-11-29	$92.22	$95.00	42.8%	13.3%	55.8%	51.5%	46.1%	6.0%	-0.5%	-9.1M	6.19B	-105.4M	0.64	1.63	N/A	N/A	426,367	274,418	5,574,145	3,348,898
2022-11-30	$95.97	$95.00	39.3%	12.3%	54.5%	41.5%	43.2%	5.8%	-0.2%	91.6M	3.09B	-110.2M	1.38	1.40	N/A	N/A	617,455	853,849	5,639,791	3,431,987