AMZN Options History — June 2023 In June 2023, AMZN traded between $121.01 and $130.25. ATM implied volatility averaged 30.8%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 1.5% (HV 20d: 29.3%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2023-06-23 : Highest Volume — 1,420,237 contracts2023-06-26 : Largest IV spike — 14.0% change2023-06-28 : Highest IV Rank — 38.2%2023-06-01 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $126.35 $121.01 $130.25 $122.63 $130.25 Max Pain $112.62 $105.00 $115.00 $105.00 $115.00 ATM IV 30.8% 26.2% 39.0% 29.3% 36.9% Expected Move 8.2% 7.5% 8.8% 8.8% 7.5% HV 20d 29.3% 27.3% 33.1% 27.4% 28.3% HV 60d 31.2% 30.3% 32.3% 31.5% 31.1% IV Rank 13.0% 0.0% 38.2% 3.0% 32.0% IV Percentile 9.6% 0.0% 35.7% 2.0% 25.8% Term Structure 1.2% -1.5% 8.4% -0.8% -1.0% VWIV 29.1% 26.4% 31.7% 31.7% 26.4% Skew 25d 1.2% -0.2% 2.3% 2.1% 1.1% Skew 10d 2.5% -0.3% 4.6% 4.5% 1.5% Call IV 25d 30.8% 25.6% 38.9% 29.0% 37.1% Put IV 25d 32.0% 27.4% 40.4% 31.1% 38.3% Bid-Ask Spread % 1.99 1.35 2.68 1.46 1.80 Gamma HHI 0.09 0.05 0.30 0.07 0.21 Net GEX 389.4M 225.5M 697.2M 378.0M 697.2M Net DEX -17.15B -19.96B -13.05B -16.78B -18.36B Net VEX -106.9M -109.3M -104.6M -109.3M -106.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.34 0.71 0.55 0.48 Total Volume 734,177.571 429,584 1,420,237 644,700 725,407 Total OI 6,414,653.19 5,368,178 7,077,811 6,728,708 6,119,882
Daily Data (21 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 2023-06-01 $122.63 $105.00 29.3% 8.8% 27.4% 3.0% 31.7% 2.1% -0.8% 378.0M -16.78B -109.3M 0.55 1.46 N/A N/A 416,363 228,337 3,837,875 2,890,833 2023-06-02 $124.19 $105.00 28.0% 8.3% 27.4% 0.0% 29.7% 1.6% -0.4% 433.2M -18.23B -108.5M 0.48 1.35 N/A N/A 728,014 351,296 3,876,888 2,937,012 2023-06-05 $125.00 $105.00 27.5% 7.9% 27.3% 0.0% 28.2% 2.3% 0.1% 350.2M -18.03B -106.2M 0.65 2.00 N/A N/A 307,343 198,321 3,765,786 2,850,689 2023-06-06 $126.45 $110.00 26.2% 7.7% 27.3% 0.0% 27.3% 1.8% 0.1% 403.0M -19.29B -105.6M 0.49 1.64 N/A N/A 418,606 203,979 3,809,481 2,913,512 2023-06-07 $121.01 $110.00 29.5% 8.5% 33.1% 9.9% 29.5% 1.9% -0.1% 225.5M -14.10B -107.2M 0.71 2.03 N/A N/A 724,035 515,867 3,859,209 2,943,826 2023-06-08 $123.98 $110.00 27.9% 7.9% 31.6% 4.9% 28.5% 1.6% -0.1% 393.5M -17.04B -107.1M 0.51 2.37 N/A N/A 525,083 267,437 3,944,628 3,042,118 2023-06-09 $123.63 $110.00 28.1% 8.0% 31.4% 5.8% 29.0% 1.3% 0.0% 315.1M -16.63B -107.2M 0.49 1.70 N/A N/A 471,446 232,675 3,968,629 3,082,056 2023-06-12 $126.25 $115.00 28.9% 8.3% 30.0% 8.0% 29.5% 1.2% 0.1% 338.5M -18.63B -106.2M 0.48 1.89 N/A N/A 369,524 176,752 3,808,519 2,968,637 2023-06-13 $126.48 $115.00 28.5% 8.2% 30.1% 7.0% 29.7% 1.1% 0.2% 372.8M -18.90B -106.4M 0.44 1.67 N/A N/A 396,618 173,392 3,862,352 3,006,520 2023-06-14 $125.84 $115.00 28.3% 8.2% 29.5% 6.4% 29.4% 0.9% 0.2% 388.0M -18.43B -106.6M 0.66 2.68 N/A N/A 314,472 207,794 3,931,182 3,031,646 2023-06-15 $127.31 $115.00 28.2% 8.2% 29.3% 6.0% 29.4% 0.5% 0.4% 430.3M -19.96B -106.2M 0.60 2.42 N/A N/A 363,677 218,929 3,959,121 3,047,485 2023-06-16 $126.38 $115.00 27.3% 7.9% 29.0% 3.3% 27.9% 0.4% 0.3% 362.5M -19.28B -105.6M 0.47 2.01 N/A N/A 397,596 187,025 4,002,579 3,075,232 2023-06-20 $125.81 $115.00 28.1% 8.1% 28.2% 5.8% 28.6% 1.1% 7.8% 253.8M -13.84B -104.6M 0.54 2.49 N/A N/A 279,513 150,071 2,965,357 2,402,821 2023-06-21 $124.72 $115.00 28.2% 8.1% 28.1% 6.0% 28.9% 1.1% 8.1% 237.9M -13.05B -104.9M 0.65 1.80 N/A N/A 371,868 241,741 3,055,388 2,454,901 2023-06-22 $130.09 $115.00 31.3% 8.5% 31.2% 15.1% 30.4% 0.1% 7.6% 427.1M -17.88B -105.8M 0.42 2.51 N/A N/A 999,633 416,567 3,130,273 2,520,038 2023-06-23 $129.50 $115.00 32.5% 8.4% 31.2% 18.8% 30.1% -0.2% 8.4% 650.8M -17.31B -108.4M 0.37 1.89 N/A N/A 1,034,192 386,045 3,280,683 2,639,297 2023-06-26 $127.84 $115.00 37.0% 8.4% 31.2% 32.4% 29.7% 1.5% -1.4% 322.3M -15.52B -108.6M 0.35 2.05 N/A N/A 563,441 197,094 3,228,092 2,554,475 2023-06-27 $129.41 $115.00 37.9% 8.3% 28.4% 35.0% 29.2% 1.3% -1.5% 420.6M -16.99B -108.1M 0.34 2.01 N/A N/A 425,382 144,284 3,292,716 2,596,803 2023-06-28 $128.93 $115.00 39.0% 8.3% 28.2% 38.2% 29.3% 1.1% -1.3% 417.9M -16.66B -108.4M 0.35 1.83 N/A N/A 447,455 157,239 3,360,118 2,626,278 2023-06-29 $127.68 $115.00 38.3% 8.1% 28.1% 36.3% 28.6% 1.3% -1.0% 359.8M -15.32B -107.6M 0.36 2.22 N/A N/A 354,558 128,658 3,416,214 2,648,566 2023-06-30 $130.25 $115.00 36.9% 7.5% 28.3% 32.0% 26.4% 1.1% -1.0% 697.2M -18.36B -106.5M 0.48 1.80 N/A N/A 489,157 236,250 3,454,554 2,665,328
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