AMZN Options History — March 2023 In March 2023, AMZN traded between $90.48 and $102.95. ATM implied volatility averaged 38.9%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 8.2% (HV 20d: 30.7%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.78.
Notable Days 2023-03-16 : Highest Volume — 1,161,299 contracts2023-03-09 : Largest IV spike — 9.0% change2023-03-28 : Highest IV Rank — 45.7%2023-03-10 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $96.53 $90.48 $102.95 $92.25 $102.95 Max Pain $95.00 $95.00 $95.00 $95.00 $95.00 ATM IV 38.9% 34.9% 43.7% 38.3% 42.7% Expected Move 10.5% 9.1% 11.4% 11.3% 9.1% HV 20d 30.7% 25.1% 42.7% 42.7% 30.2% HV 60d 39.2% 37.6% 40.4% 40.4% 37.6% IV Rank 31.4% 19.5% 45.7% 30.6% 38.5% IV Percentile 27.2% 9.5% 54.0% 23.0% 45.2% Term Structure 1.4% -1.6% 8.1% -0.7% -0.7% VWIV 36.7% 32.3% 40.3% 38.9% 32.3% Skew 25d 5.4% 3.5% 6.5% 4.2% 5.8% Skew 10d 9.6% 5.9% 12.0% 7.0% 11.2% Call IV 25d 36.4% 32.8% 42.0% 36.3% 40.2% Put IV 25d 41.7% 36.9% 48.2% 40.5% 46.0% Bid-Ask Spread % 2.02 1.44 2.81 1.73 1.92 Gamma HHI 0.05 0.03 0.15 0.04 0.15 Net GEX 108.2M -61.6M 386.3M -32.4M 386.3M Net DEX -1.78B -6.60B 2.86B 1.97B -6.60B Net VEX -98.5M -103.8M -92.2M -92.5M -103.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.43 1.95 1.76 0.46 Total Volume 686,305.87 419,294 1,161,299 945,611 768,817 Total OI 6,678,631.826 5,919,123 7,308,979 6,820,712 6,511,917
Daily Data (23 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 2023-03-01 $92.25 $95.00 38.3% 11.3% 42.7% 30.6% 38.9% 4.2% -0.7% -32.4M 1.97B -92.5M 1.76 1.73 N/A N/A 342,017 603,594 4,119,061 2,701,651 2023-03-02 $91.93 $95.00 37.4% 11.0% 40.8% 27.6% 38.3% 4.1% -0.6% -18.7M 1.92B -93.3M 0.58 1.75 N/A N/A 366,963 211,049 4,229,198 2,737,021 2023-03-03 $94.70 $95.00 34.9% 10.2% 36.6% 19.5% 36.3% 3.6% -0.6% 101.6M -766.5M -96.5M 0.68 2.36 N/A N/A 465,781 314,802 4,299,674 2,773,210 2023-03-06 $94.06 $95.00 35.7% 10.1% 25.2% 22.1% 34.9% 3.5% 0.0% 29.1M 172.0M -94.9M 0.50 1.58 N/A N/A 350,956 174,205 4,072,989 2,700,385 2023-03-07 $93.47 $95.00 36.0% 10.0% 25.1% 23.1% 35.0% 3.6% -0.3% 14.1M 561.8M -94.2M 0.79 1.58 N/A N/A 274,818 217,366 4,146,687 2,744,683 2023-03-08 $93.91 $95.00 35.1% 9.9% 25.3% 20.0% 34.6% 3.5% 0.2% 35.9M 146.0M -94.8M 1.95 1.44 N/A N/A 249,988 488,389 4,207,038 2,776,644 2023-03-09 $92.28 $95.00 38.2% 10.9% 25.2% 30.3% 36.7% 4.3% -0.2% -1.0M 1.38B -94.0M 0.95 2.71 N/A N/A 333,121 315,651 4,258,204 2,798,964 2023-03-10 $90.48 $95.00 40.6% 11.4% 25.2% 38.0% 40.3% 5.3% -0.1% -61.6M 2.86B -92.2M 0.91 2.45 N/A N/A 456,524 416,410 4,292,042 2,818,497 2023-03-13 $93.09 $95.00 40.6% 11.1% 27.7% 38.0% 38.9% 6.4% -1.6% 16.2M 650.2M -95.4M 0.62 2.08 N/A N/A 409,461 255,065 4,162,743 2,744,668 2023-03-14 $94.09 $95.00 38.5% 10.7% 27.4% 31.0% 37.8% 6.2% -1.0% 42.8M -181.6M -96.1M 0.70 1.88 N/A N/A 309,617 215,663 4,227,448 2,777,632 2023-03-15 $95.81 $95.00 39.6% 11.3% 28.2% 34.7% 39.6% 6.5% -0.3% 100.2M -1.66B -99.1M 1.23 2.81 N/A N/A 404,516 498,800 4,267,359 2,804,372 2023-03-16 $99.95 $95.00 36.8% 10.5% 32.0% 25.7% 37.0% 5.3% -0.4% 225.7M -5.96B -102.5M 0.52 1.74 N/A N/A 762,081 399,218 4,324,538 2,858,081 2023-03-17 $98.83 $95.00 38.5% 10.9% 31.3% 31.0% 38.6% 6.4% -0.6% 164.6M -4.43B -102.6M 0.63 1.67 N/A N/A 458,894 289,667 4,394,629 2,914,350 2023-03-20 $97.38 $95.00 38.6% 11.0% 31.0% 31.4% 38.1% 6.0% 7.3% 98.1M -2.00B -99.3M 0.46 2.00 N/A N/A 363,839 166,585 3,509,033 2,410,090 2023-03-21 $100.77 $95.00 35.2% 10.1% 32.3% 20.5% 36.9% 5.8% 7.9% 190.5M -4.76B -102.4M 0.43 2.17 N/A N/A 394,262 171,268 3,623,426 2,464,792 2023-03-22 $99.91 $95.00 35.9% 10.3% 32.5% 21.7% 36.2% 5.8% 7.7% 203.9M -4.25B -102.0M 0.75 2.76 N/A N/A 381,468 287,261 3,716,756 2,517,250 2023-03-23 $98.65 $95.00 38.8% 10.7% 32.9% 31.2% 38.3% 6.3% 8.1% 162.3M -3.14B -101.9M 0.90 2.16 N/A N/A 370,171 331,738 3,765,590 2,548,755 2023-03-24 $98.09 $95.00 40.0% 10.7% 30.3% 34.3% 37.1% 6.1% 7.9% 123.1M -2.58B -101.4M 0.72 1.80 N/A N/A 386,378 277,813 3,810,877 2,589,844 2023-03-27 $98.34 $95.00 42.8% 10.3% 30.2% 43.6% 36.1% 6.5% 0.1% 119.2M -2.56B -100.3M 0.50 1.96 N/A N/A 311,887 154,882 3,631,721 2,443,065 2023-03-28 $97.06 $95.00 43.7% 10.2% 30.7% 45.7% 36.2% 6.0% -0.2% 87.3M -1.60B -99.4M 0.47 1.90 N/A N/A 284,272 135,022 3,709,720 2,488,110 2023-03-29 $100.22 $95.00 43.4% 9.6% 31.3% 42.0% 33.5% 6.0% -0.2% 213.4M -4.33B -102.3M 0.98 2.23 N/A N/A 344,418 336,539 3,798,762 2,524,712 2023-03-30 $101.93 $95.00 43.4% 9.6% 31.5% 41.7% 33.5% 5.8% -0.4% 287.6M -5.75B -103.8M 0.43 1.77 N/A N/A 513,213 220,586 3,839,132 2,553,212 2023-03-31 $102.95 $95.00 42.7% 9.1% 30.2% 38.5% 32.3% 5.8% -0.7% 386.3M -6.60B -103.8M 0.46 1.92 N/A N/A 524,867 243,950 3,924,326 2,587,591
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