AMZN Options History — April 2023 In April 2023, AMZN traded between $98.19 and $109.50. ATM implied volatility averaged 42.9%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 13.1% (HV 20d: 29.9%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.61.
Notable Days 2023-04-27 : Highest Volume — 1,915,143 contracts2023-04-28 : Largest IV drop — 32.1% change2023-04-27 : Highest IV Rank — 50.5%2023-04-27 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $103.37 $98.19 $109.50 $102.50 $105.80 Max Pain $101.05 $95.00 $105.00 $95.00 $105.00 ATM IV 42.9% 31.2% 46.0% 43.5% 31.2% Expected Move 11.8% 9.2% 14.4% 9.2% 9.2% HV 20d 29.9% 26.7% 34.7% 30.1% 34.7% HV 60d 35.8% 34.9% 37.5% 37.5% 36.2% IV Rank 39.6% 0.0% 50.5% 41.6% 0.0% IV Percentile 46.6% 0.0% 64.3% 52.0% 0.0% Term Structure -2.0% -3.1% -0.4% -1.3% -0.4% VWIV 40.9% 32.4% 50.1% 32.6% 32.4% Skew 25d 5.0% 4.0% 6.0% 5.4% 4.0% Skew 10d 9.3% 6.9% 10.8% 10.4% 6.9% Call IV 25d 40.3% 29.6% 44.4% 40.7% 29.6% Put IV 25d 45.4% 33.6% 48.5% 46.1% 33.6% Bid-Ask Spread % 1.99 1.42 3.04 2.03 1.98 Gamma HHI 0.09 0.04 0.68 0.04 0.08 Net GEX 277.1M 68.5M 1.59B 186.5M 187.7M Net DEX -5.51B -10.07B -1.47B -5.26B -5.13B Net VEX -101.5M -106.0M -97.2M -102.7M -100.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.38 0.98 0.64 0.69 Total Volume 843,248.737 442,049 1,915,143 517,715 1,879,071 Total OI 6,515,844.579 6,034,758 6,966,298 6,224,893 6,931,265
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 2023-04-03 $102.50 $95.00 43.5% 9.2% 30.1% 41.6% 32.6% 5.4% -1.3% 186.5M -5.26B -102.7M 0.64 2.03 N/A N/A 316,344 201,371 3,737,335 2,487,558 2023-04-04 $103.66 $95.00 44.2% 9.4% 29.9% 44.0% 33.5% 6.0% -1.6% 240.6M -6.43B -105.0M 0.87 2.27 N/A N/A 402,508 351,550 3,833,993 2,544,743 2023-04-05 $101.47 $95.00 45.6% 9.5% 31.4% 49.1% 32.5% 5.8% -1.6% 151.0M -4.28B -103.2M 0.45 3.04 N/A N/A 407,135 181,635 3,862,821 2,576,129 2023-04-06 $102.18 $100.00 44.3% 12.1% 30.3% 44.3% 41.3% 5.7% -1.8% 201.2M -5.12B -103.7M 0.75 1.89 N/A N/A 361,682 269,840 3,941,782 2,596,829 2023-04-10 $101.80 $100.00 45.2% 12.4% 29.1% 47.7% 42.9% 5.6% -1.3% 167.8M -4.50B -101.9M 0.51 2.33 N/A N/A 292,103 149,946 3,810,513 2,547,088 2023-04-11 $100.03 $100.00 45.2% 12.3% 28.9% 47.6% 42.9% 5.4% -1.7% 136.7M -3.10B -99.5M 0.44 1.48 N/A N/A 357,786 158,483 3,881,634 2,590,324 2023-04-12 $98.19 $100.00 44.5% 12.0% 29.8% 45.0% 41.9% 5.0% -2.8% 68.5M -1.47B -97.2M 0.98 2.21 N/A N/A 417,741 408,768 3,920,666 2,633,086 2023-04-13 $102.41 $100.00 43.2% 12.1% 32.6% 40.5% 40.2% 4.8% -1.3% 290.5M -5.54B -101.3M 0.43 1.96 N/A N/A 662,406 287,477 3,980,368 2,664,890 2023-04-14 $102.59 $100.00 42.2% 11.5% 29.2% 36.8% 40.9% 4.6% -3.0% 354.5M -5.87B -101.3M 0.52 2.04 N/A N/A 539,548 282,586 4,086,608 2,699,356 2023-04-17 $102.40 $100.00 43.0% 12.2% 28.9% 39.7% 41.3% 4.9% -2.5% 220.9M -5.00B -99.3M 0.54 1.42 N/A N/A 300,882 163,515 3,930,609 2,614,497 2023-04-18 $102.20 $100.00 42.2% 12.0% 28.2% 36.8% 40.7% 4.9% -2.3% 217.9M -4.83B -98.3M 0.54 2.02 N/A N/A 294,700 159,301 3,982,076 2,649,458 2023-04-19 $104.48 $100.00 41.4% 11.9% 26.7% 34.0% 41.5% 4.9% -1.7% 334.7M -7.16B -100.1M 0.89 1.87 N/A N/A 497,995 440,730 4,046,505 2,682,822 2023-04-20 $103.62 $105.00 41.6% 12.0% 26.7% 34.5% 42.1% 4.7% -2.0% 267.6M -6.07B -100.4M 0.41 2.32 N/A N/A 617,450 253,974 4,096,904 2,761,767 2023-04-21 $107.06 $105.00 41.5% 12.2% 28.2% 34.3% 41.7% 4.8% -3.1% 1.59B -10.07B -102.6M 0.38 1.86 N/A N/A 1,220,796 462,508 4,180,432 2,785,866 2023-04-24 $106.12 $105.00 41.8% 12.6% 28.4% 35.4% 43.9% 4.4% -1.9% 161.4M -6.26B -101.8M 0.54 1.67 N/A N/A 368,945 198,773 3,568,067 2,466,691 2023-04-25 $102.94 $105.00 44.2% 13.5% 30.9% 44.0% 46.7% 5.1% -2.1% 114.9M -3.85B -100.9M 0.64 1.69 N/A N/A 276,192 175,722 3,624,496 2,511,749 2023-04-26 $105.07 $105.00 44.7% 13.7% 31.0% 45.7% 48.3% 5.4% -2.3% 155.9M -5.54B -102.6M 0.84 1.93 N/A N/A 405,866 341,254 3,680,879 2,558,010 2023-04-27 $109.50 $105.00 46.0% 14.4% 32.2% 50.5% 50.1% 4.1% -2.8% 215.9M -9.12B -106.0M 0.51 1.81 N/A N/A 1,267,112 648,031 3,714,034 2,619,197 2023-04-28 $105.80 $105.00 31.2% 9.2% 34.7% 0.0% 32.4% 4.0% -0.4% 187.7M -5.13B -100.0M 0.69 1.98 N/A N/A 1,114,402 764,669 4,061,457 2,869,808
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