AMZN Options History — February 2023 In February 2023, AMZN traded between $92.69 and $111.70. ATM implied volatility averaged 39.7%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 5.9% (HV 20d: 45.6%). Max pain ranged from $95.00 to $99.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.68.
Notable Days 2023-02-02 : Highest Volume — 2,465,756 contracts2023-02-03 : Largest IV drop — 30.0% change2023-02-02 : Highest IV Rank — 78.8%2023-02-01 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $99.06 $92.69 $111.70 $105.77 $94.19 Max Pain $97.05 $95.00 $99.00 $95.00 $95.00 ATM IV 39.7% 36.4% 52.9% 46.0% 37.3% Expected Move 11.5% 10.4% 16.0% 16.0% 10.8% HV 20d 45.6% 36.9% 50.6% 36.9% 43.2% HV 60d 42.0% 40.1% 47.8% 43.3% 40.2% IV Rank 35.7% 24.4% 78.8% 56.8% 27.2% IV Percentile 31.2% 17.5% 91.7% 64.7% 17.9% Term Structure -0.4% -3.3% 0.7% -2.1% -0.6% VWIV 40.6% 35.7% 58.4% 58.4% 37.7% Skew 25d 3.3% 0.2% 4.7% 4.0% 4.3% Skew 10d 5.7% -0.1% 8.1% 8.1% 7.3% Call IV 25d 38.4% 35.1% 53.8% 44.5% 35.1% Put IV 25d 41.8% 38.3% 54.0% 48.4% 39.4% Bid-Ask Spread % 1.65 1.34 2.87 2.02 1.87 Gamma HHI 0.04 0.03 0.06 0.04 0.03 Net GEX 67.8M -82.5M 271.8M 209.5M 12.5M Net DEX -2.60B -14.20B 2.17B -8.78B 547.6M Net VEX -102.5M -116.3M -93.8M -106.3M -94.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.42 1.16 0.42 0.70 Total Volume 887,479.579 347,651 2,465,756 755,000 347,651 Total OI 7,133,226.316 6,517,227 7,701,571 6,786,003 6,749,260
Daily Data (19 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 2023-02-01 $105.77 $95.00 46.0% 16.0% 36.9% 56.8% 58.4% 4.0% -2.1% 209.5M -8.78B -106.3M 0.42 2.02 N/A N/A 531,368 223,632 4,027,218 2,758,785 2023-02-02 $111.70 $97.00 52.9% 13.9% 38.6% 78.8% 49.4% 0.2% -3.3% 271.8M -14.20B -116.3M 0.43 2.87 N/A N/A 1,721,502 744,254 4,139,823 2,819,806 2023-02-03 $103.21 $98.00 37.1% 10.5% 50.1% 28.4% 38.3% 1.7% -0.4% 130.7M -5.71B -106.4M 0.58 1.83 N/A N/A 1,515,780 880,468 4,422,650 3,053,521 2023-02-06 $102.03 $98.00 37.8% 10.9% 50.0% 30.8% 38.6% 2.4% 0.5% 113.7M -4.35B -106.2M 0.66 1.48 N/A N/A 555,826 364,432 4,230,492 2,847,265 2023-02-07 $102.03 $99.00 37.8% 11.0% 50.0% 30.8% 39.2% 2.4% 0.6% 121.7M -4.42B -106.8M 0.65 1.43 N/A N/A 744,238 481,778 4,350,382 2,920,421 2023-02-08 $100.19 $98.00 39.2% 11.3% 50.6% 35.1% 39.7% 2.8% 0.0% 96.8M -3.00B -106.7M 0.74 1.45 N/A N/A 526,219 391,776 4,479,928 3,011,632 2023-02-09 $98.19 $99.00 41.1% 11.8% 47.1% 41.1% 41.7% 3.2% 0.1% 27.0M -1.12B -105.4M 0.62 1.56 N/A N/A 444,946 275,962 4,557,782 3,048,800 2023-02-10 $97.63 $98.00 39.8% 11.4% 47.1% 37.2% 41.0% 3.2% 0.0% -6.0M -422.1M -104.4M 0.70 1.42 N/A N/A 441,874 311,473 4,603,494 3,098,077 2023-02-13 $99.13 $98.00 40.4% 11.6% 46.2% 37.5% 41.1% 3.9% 0.1% 74.4M -2.35B -104.4M 0.49 1.46 N/A N/A 316,757 154,571 4,282,096 2,911,942 2023-02-14 $99.69 $98.00 37.3% 10.7% 45.6% 27.1% 38.1% 3.2% 0.5% 93.8M -2.82B -103.4M 0.48 1.63 N/A N/A 395,110 190,759 4,340,216 2,947,888 2023-02-15 $100.82 $98.00 36.4% 10.4% 45.7% 24.4% 35.7% 3.0% 0.3% 158.1M -4.13B -104.0M 1.16 1.34 N/A N/A 332,127 384,470 4,428,368 2,976,766 2023-02-16 $98.66 $98.00 37.3% 10.7% 45.7% 27.1% 38.1% 3.8% 0.3% 69.8M -1.99B -101.7M 0.52 1.55 N/A N/A 417,646 217,873 4,454,652 2,972,069 2023-02-17 $96.78 $97.00 37.4% 10.6% 44.8% 27.4% 37.6% 3.8% 0.7% -38.9M -511.6M -100.2M 0.68 1.48 N/A N/A 457,579 312,799 4,524,878 3,018,133 2023-02-21 $94.93 $97.00 39.9% 11.4% 45.3% 35.7% 39.8% 4.4% -0.7% -7.4M 590.5M -96.8M 0.61 1.54 N/A N/A 367,359 224,684 3,907,057 2,610,170 2023-02-22 $95.25 $96.00 39.6% 11.3% 45.2% 34.9% 39.2% 4.1% -0.4% 17.7M 142.6M -97.8M 1.09 1.70 N/A N/A 365,938 397,942 4,024,442 2,683,122 2023-02-23 $95.91 $95.00 38.3% 10.9% 45.3% 30.5% 38.3% 4.7% -0.8% 37.8M -318.2M -98.4M 0.77 1.56 N/A N/A 354,022 272,617 4,080,009 2,703,193 2023-02-24 $92.69 $95.00 39.5% 11.3% 46.2% 34.5% 39.6% 4.4% -0.9% -82.5M 2.17B -94.5M 0.82 1.59 N/A N/A 404,431 331,974 4,156,814 2,748,769 2023-02-27 $93.43 $95.00 38.8% 11.3% 43.3% 32.2% 39.2% 4.4% -1.1% -12.6M 1.26B -93.8M 0.71 1.61 N/A N/A 268,393 191,882 3,994,924 2,646,456 2023-02-28 $94.19 $95.00 37.3% 10.8% 43.2% 27.2% 37.7% 4.3% -0.6% 12.5M 547.6M -94.6M 0.70 1.87 N/A N/A 204,871 142,780 4,072,769 2,676,491
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