AMZN Options History — January 2023 In January 2023, AMZN traded between $83.52 and $102.81. ATM implied volatility averaged 50.8%, placing in the 72.0% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 10.8% (HV 20d: 40.0%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.99.
Notable Days 2023-01-11 : Highest Volume — 2,016,017 contracts2023-01-30 : Largest IV spike — 6.3% change2023-01-05 : Highest IV Rank — 82.8%2023-01-30 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $94.15 $83.52 $102.81 $86.00 $102.75 Max Pain $93.75 $90.00 $95.00 $90.00 $95.00 ATM IV 50.8% 46.8% 54.2% 52.9% 48.9% Expected Move 14.7% 12.7% 16.9% 12.9% 16.9% HV 20d 40.0% 36.3% 44.6% 39.3% 37.2% HV 60d 47.8% 43.6% 50.0% 49.2% 43.6% IV Rank 72.0% 59.2% 82.8% 79.2% 65.9% IV Percentile 82.3% 68.3% 96.0% 92.5% 73.0% Term Structure -2.4% -3.9% -1.6% -1.8% -2.4% VWIV 51.1% 44.0% 58.9% 45.2% 58.9% Skew 25d 5.5% 4.5% 6.3% 6.2% 4.5% Skew 10d 9.6% 8.3% 10.4% 9.8% 8.6% Call IV 25d 48.3% 44.8% 52.0% 51.1% 46.5% Put IV 25d 53.8% 50.2% 57.9% 57.4% 50.9% Bid-Ask Spread % 1.54 1.18 1.83 1.18 1.83 Gamma HHI 0.06 0.03 0.13 0.03 0.04 Net GEX 128.2M -28.0M 332.5M 22.2M 156.2M Net DEX -1.51B -7.79B 5.82B 4.01B -6.23B Net VEX -92.7M -104.2M -81.7M -85.9M -104.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.34 2.64 0.91 0.41 Total Volume 1,083,492.35 577,132 2,016,017 777,085 577,132 Total OI 7,960,234.2 6,124,798 9,151,484 8,283,053 6,623,090
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 2023-01-03 $86.00 $90.00 52.9% 12.9% 39.3% 79.2% 45.2% 6.2% -1.8% 22.2M 4.01B -85.9M 0.91 1.18 N/A N/A 406,121 370,964 5,414,690 2,868,363 2023-01-04 $84.56 $90.00 53.7% 12.7% 38.1% 81.3% 44.0% 6.0% -1.9% 2.0M 5.13B -83.0M 2.64 1.21 N/A N/A 401,740 1,060,956 5,515,440 2,934,419 2023-01-05 $83.52 $95.00 54.2% 14.8% 37.2% 82.8% 51.3% 5.9% -2.2% -28.0M 5.82B -81.7M 1.29 1.36 N/A N/A 336,964 435,624 5,580,041 2,984,060 2023-01-06 $86.31 $95.00 52.6% 14.5% 39.3% 77.7% 49.3% 5.9% -1.9% 41.3M 3.76B -85.1M 1.29 1.61 N/A N/A 633,450 818,293 5,650,893 3,032,996 2023-01-09 $87.52 $90.00 52.7% 14.4% 38.8% 78.1% 50.3% 6.3% -1.7% 33.5M 3.07B -86.2M 1.05 1.60 N/A N/A 420,809 441,705 5,473,524 2,963,215 2023-01-10 $89.31 $90.00 53.3% 14.6% 39.2% 80.0% 50.9% 6.2% -1.8% 77.6M 1.59B -88.8M 0.89 1.43 N/A N/A 366,782 326,901 5,550,842 2,991,952 2023-01-11 $94.85 $90.00 53.4% 14.8% 44.6% 80.3% 49.8% 5.7% -1.9% 163.6M -3.34B -95.4M 1.28 1.58 N/A N/A 883,420 1,132,597 5,607,004 3,049,676 2023-01-12 $95.00 $95.00 51.6% 14.4% 43.4% 74.4% 49.4% 5.5% -1.6% 202.5M -3.56B -94.6M 1.14 1.79 N/A N/A 615,314 702,349 5,813,568 3,158,494 2023-01-13 $97.98 $95.00 49.6% 13.7% 44.1% 68.2% 48.8% 4.8% -2.6% 332.5M -6.49B -96.5M 0.73 1.55 N/A N/A 838,217 608,054 5,864,868 3,235,635 2023-01-17 $96.09 $95.00 51.2% 14.6% 42.5% 73.2% 50.6% 5.5% -3.2% 142.6M -3.17B -93.1M 1.04 1.64 N/A N/A 421,131 437,555 5,683,114 3,092,499 2023-01-18 $95.91 $95.00 51.2% 14.7% 42.4% 73.2% 49.2% 5.3% -3.6% 138.5M -2.98B -92.8M 2.02 1.56 N/A N/A 592,937 1,198,560 5,764,015 3,154,143 2023-01-19 $93.84 $95.00 50.7% 14.7% 41.2% 71.8% 51.4% 5.7% -2.8% 51.3M -863.2M -91.1M 0.80 1.40 N/A N/A 434,186 349,226 5,815,586 3,206,255 2023-01-20 $96.97 $95.00 48.9% 14.4% 42.4% 65.8% 50.3% 5.3% -3.9% 210.4M -4.26B -93.9M 0.72 1.58 N/A N/A 539,636 389,002 5,892,324 3,259,160 2023-01-23 $97.15 $95.00 48.7% 14.8% 42.2% 65.3% 52.2% 5.6% -2.4% 107.3M -2.36B -93.5M 0.58 1.48 N/A N/A 471,651 275,382 3,617,836 2,506,962 2023-01-24 $96.32 $95.00 49.2% 15.2% 38.5% 66.8% 51.8% 5.8% -2.2% 105.8M -1.73B -94.4M 0.54 1.47 N/A N/A 413,911 221,458 3,747,678 2,597,282 2023-01-25 $96.75 $95.00 49.2% 15.5% 37.9% 66.9% 53.1% 5.5% -2.8% 117.6M -2.06B -95.2M 0.99 1.48 N/A N/A 701,880 693,286 3,865,916 2,678,136 2023-01-26 $98.59 $95.00 47.2% 15.0% 36.3% 60.4% 52.7% 5.4% -2.6% 261.0M -4.04B -97.3M 0.42 1.69 N/A N/A 633,967 264,509 4,002,973 2,761,208 2023-01-27 $102.81 $95.00 46.8% 15.0% 36.9% 59.2% 53.1% 4.9% -2.4% 298.6M -7.79B -100.7M 0.34 1.71 N/A N/A 1,158,142 393,888 4,019,857 2,807,713 2023-01-30 $100.84 $95.00 49.7% 16.9% 37.9% 68.6% 58.9% 4.6% -2.5% 127.1M -4.73B -100.9M 0.72 1.72 N/A N/A 407,882 294,266 3,801,980 2,617,277 2023-01-31 $102.75 $95.00 48.9% 16.9% 37.2% 65.9% 58.9% 4.5% -2.4% 156.2M -6.23B -104.2M 0.41 1.83 N/A N/A 409,207 167,925 3,907,611 2,715,479
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