AMZN Options History — May 2023 In May 2023, AMZN traded between $102.31 and $121.78. ATM implied volatility averaged 30.3%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 4.1% (HV 20d: 34.4%). Max pain ranged from $96.00 to $105.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2023-05-26 : Highest Volume — 1,672,127 contracts2023-05-05 : Largest IV drop — 10.6% change2023-05-25 : Highest IV Rank — 10.9%2023-05-04 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $111.95 $102.31 $121.78 $102.31 $120.53 Max Pain $100.50 $96.00 $105.00 $105.00 $105.00 ATM IV 30.3% 28.3% 33.6% 30.7% 31.1% Expected Move 9.0% 8.1% 9.7% 9.1% 9.3% HV 20d 34.4% 26.5% 36.9% 36.7% 27.3% HV 60d 31.5% 30.6% 35.0% 35.0% 31.5% IV Rank 4.0% 0.0% 10.9% 0.0% 8.8% IV Percentile 2.1% 0.0% 6.7% 0.0% 6.0% Term Structure 0.2% -1.0% 1.6% 1.1% -0.8% VWIV 31.9% 28.9% 35.0% 31.7% 33.8% Skew 25d 4.3% 2.6% 5.2% 4.2% 2.6% Skew 10d 8.3% 5.2% 9.9% 8.3% 5.2% Call IV 25d 28.6% 26.9% 31.2% 28.7% 30.5% Put IV 25d 32.9% 31.2% 36.3% 33.0% 33.1% Bid-Ask Spread % 1.52 1.03 2.52 2.51 1.40 Gamma HHI 0.07 0.04 0.26 0.04 0.06 Net GEX 233.2M 25.3M 527.8M 25.3M 275.6M Net DEX -9.81B -16.09B -2.18B -2.18B -14.58B Net VEX -102.8M -109.9M -96.8M -96.8M -109.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.47 1.07 0.72 0.95 Total Volume 795,988.5 418,240 1,672,127 841,518 754,848 Total OI 6,563,518.364 6,212,729 6,928,440 6,295,266 6,636,547
Daily Data (22 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 2023-05-01 $102.31 $105.00 30.7% 9.1% 36.7% 0.0% 31.7% 4.2% 1.1% 25.3M -2.18B -96.8M 0.72 2.51 N/A N/A 490,440 351,078 3,697,915 2,597,351 2023-05-02 $103.59 $105.00 31.6% 9.3% 36.9% 3.2% 32.6% 4.5% 0.2% 99.3M -3.58B -100.1M 0.83 2.37 N/A N/A 375,733 311,251 3,843,251 2,668,605 2023-05-03 $103.53 $105.00 32.4% 9.6% 36.7% 5.9% 33.5% 4.7% 0.2% 82.2M -3.52B -101.1M 1.07 2.52 N/A N/A 371,220 398,258 3,858,841 2,710,931 2023-05-04 $104.06 $97.00 33.6% 9.7% 35.9% 9.8% 33.9% 5.1% -0.0% 93.2M -3.86B -101.8M 0.72 1.55 N/A N/A 271,890 194,517 3,887,264 2,739,428 2023-05-05 $105.38 $97.00 30.0% 9.0% 36.0% 0.0% 33.8% 4.6% 0.8% 117.9M -5.18B -101.1M 0.63 1.35 N/A N/A 448,871 283,671 3,903,194 2,753,662 2023-05-08 $105.85 $96.00 30.1% 9.1% 36.0% 0.5% 28.9% 4.8% 1.6% 126.6M -5.41B -99.6M 0.73 1.48 N/A N/A 241,574 176,666 3,709,096 2,625,959 2023-05-09 $106.40 $96.00 30.3% 9.1% 35.3% 1.0% 32.7% 4.9% 1.5% 174.0M -5.99B -99.6M 0.74 1.32 N/A N/A 259,853 192,862 3,764,696 2,658,047 2023-05-10 $110.63 $97.00 28.8% 8.6% 36.5% 0.0% 29.3% 4.5% 1.3% 310.8M -10.03B -100.4M 0.89 1.48 N/A N/A 560,223 496,070 3,805,600 2,695,901 2023-05-11 $112.59 $97.00 29.6% 8.6% 34.2% 2.8% 32.5% 4.0% 0.5% 343.8M -11.84B -102.3M 0.69 1.40 N/A N/A 652,437 448,121 3,848,045 2,776,124 2023-05-12 $109.94 $98.00 29.3% 8.6% 35.7% 1.7% 30.8% 4.3% 1.1% 233.4M -8.84B -101.0M 0.79 1.40 N/A N/A 424,442 334,879 3,922,076 2,881,604 2023-05-15 $110.87 $98.00 29.9% 8.7% 35.7% 3.6% 29.9% 4.5% -0.8% 244.0M -9.47B -100.2M 0.64 1.63 N/A N/A 344,471 219,955 3,781,971 2,733,432 2023-05-16 $113.69 $99.00 29.4% 8.5% 36.4% 2.1% 29.9% 4.8% 0.1% 338.6M -12.17B -100.8M 0.68 1.30 N/A N/A 477,376 326,248 3,827,614 2,784,378 2023-05-17 $115.56 $99.00 29.1% 8.3% 36.1% 1.0% 29.5% 4.5% -1.0% 339.6M -13.65B -102.3M 0.84 1.27 N/A N/A 458,914 384,035 3,870,131 2,870,469 2023-05-18 $118.02 $100.00 28.3% 8.1% 36.1% 0.0% 29.6% 4.0% -0.2% 407.9M -16.09B -102.9M 0.60 1.32 N/A N/A 641,863 385,891 3,925,690 2,913,196 2023-05-19 $116.13 $100.00 29.0% 8.4% 35.6% 2.3% 29.2% 3.7% -0.8% 251.4M -13.93B -102.4M 0.65 1.03 N/A N/A 424,209 274,505 3,959,576 2,968,864 2023-05-22 $114.92 $100.00 28.9% 8.5% 35.7% 2.0% 29.7% 4.4% 0.2% 191.3M -10.49B -102.8M 0.72 1.24 N/A N/A 344,548 249,566 3,562,374 2,650,355 2023-05-23 $115.23 $100.00 30.1% 8.9% 33.3% 5.6% 35.0% 4.5% -0.0% 209.6M -10.66B -105.5M 0.47 1.49 N/A N/A 651,905 305,643 3,651,469 2,728,932 2023-05-24 $116.78 $102.00 31.2% 9.2% 33.0% 9.2% 32.2% 5.2% 0.0% 267.9M -12.11B -107.7M 0.73 1.46 N/A N/A 461,458 336,954 3,710,371 2,774,917 2023-05-25 $115.18 $105.00 31.8% 9.4% 30.7% 10.9% 33.6% 4.1% -0.1% 173.5M -10.51B -107.8M 0.60 1.47 N/A N/A 425,387 253,900 3,755,218 2,817,656 2023-05-26 $119.97 $105.00 30.8% 9.2% 30.3% 7.9% 33.6% 2.9% -0.0% 527.8M -15.86B -107.2M 0.49 1.15 N/A N/A 1,119,923 552,204 3,816,717 2,819,345 2023-05-30 $121.78 $105.00 31.4% 9.6% 26.5% 9.8% 35.0% 2.9% -0.7% 296.1M -15.85B -107.8M 0.58 1.37 N/A N/A 529,324 304,564 3,693,394 2,797,198 2023-05-31 $120.53 $105.00 31.1% 9.3% 27.3% 8.8% 33.8% 2.6% -0.8% 275.6M -14.58B -109.9M 0.95 1.40 N/A N/A 387,446 367,402 3,762,088 2,874,459
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