AMZN Options History — July 2023 In July 2023, AMZN traded between $126.90 and $135.66. ATM implied volatility averaged 39.9%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 13.9% (HV 20d: 26.0%). Max pain ranged from $116.00 to $125.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.45.
Notable Days 2023-07-14 : Highest Volume — 1,113,905 contracts2023-07-10 : Largest IV spike — 5.8% change2023-07-20 : Highest IV Rank — 48.7%2023-07-31 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $130.88 $126.90 $135.66 $130.72 $133.38 Max Pain $122.10 $116.00 $125.00 $116.00 $125.00 ATM IV 39.9% 37.6% 42.5% 37.6% 39.8% Expected Move 11.2% 7.7% 13.1% 7.7% 13.1% HV 20d 26.0% 23.6% 29.6% 28.1% 26.4% HV 60d 29.7% 26.8% 30.9% 30.6% 27.4% IV Rank 41.1% 34.0% 48.7% 34.0% 40.8% IV Percentile 44.1% 30.2% 60.3% 30.2% 44.0% Term Structure -2.0% -2.8% -1.4% -1.4% -1.9% VWIV 39.6% 27.6% 46.4% 27.6% 46.4% Skew 25d 0.5% -0.5% 1.8% 1.5% 0.2% Skew 10d 1.5% -0.3% 3.7% 2.6% 1.4% Call IV 25d 40.0% 36.7% 43.7% 36.7% 39.4% Put IV 25d 40.6% 38.3% 43.3% 38.3% 39.6% Bid-Ask Spread % 1.83 1.27 2.41 2.02 2.27 Gamma HHI 0.10 0.05 0.28 0.08 0.06 Net GEX 427.1M 223.4M 850.6M 437.1M 304.4M Net DEX -17.17B -22.39B -12.73B -17.83B -17.32B Net VEX -106.9M -109.1M -105.2M -105.6M -108.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.31 0.65 0.35 0.62 Total Volume 662,479.45 379,502 1,113,905 381,931 379,502 Total OI 6,163,652.35 5,803,747 6,683,035 5,890,151 5,896,828
Daily Data (20 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 2023-07-03 $130.72 $116.00 37.6% 7.7% 28.1% 34.0% 27.6% 1.5% -1.4% 437.1M -17.83B -105.6M 0.35 2.02 N/A N/A 282,870 99,061 3,298,813 2,591,338 2023-07-05 $130.53 $116.00 38.0% 7.9% 28.1% 35.4% 28.0% 1.2% -1.7% 464.4M -17.75B -105.5M 0.40 1.27 N/A N/A 320,828 126,987 3,360,750 2,620,955 2023-07-06 $128.34 $120.00 39.1% 10.3% 28.7% 38.5% 36.4% 1.3% -1.9% 352.8M -15.63B -106.0M 0.44 2.21 N/A N/A 378,371 164,997 3,418,743 2,647,667 2023-07-07 $130.05 $120.00 37.9% 10.2% 23.6% 35.0% 35.8% 1.4% -1.8% 730.9M -17.67B -105.8M 0.37 2.00 N/A N/A 504,782 184,648 3,477,805 2,685,456 2023-07-10 $126.90 $120.00 40.1% 10.9% 24.2% 41.5% 37.9% 1.8% -1.6% 295.7M -14.39B -105.3M 0.43 2.02 N/A N/A 460,513 197,950 3,363,702 2,623,528 2023-07-11 $128.57 $120.00 39.6% 10.7% 24.6% 40.0% 37.7% 1.4% -1.9% 445.9M -16.38B -106.3M 0.44 1.93 N/A N/A 382,053 166,542 3,476,004 2,673,032 2023-07-12 $130.87 $120.00 38.7% 10.6% 24.2% 37.5% 36.8% 1.3% -1.9% 536.3M -18.57B -106.0M 0.36 1.58 N/A N/A 476,440 170,626 3,489,325 2,707,879 2023-07-13 $134.49 $120.00 39.1% 10.7% 25.9% 38.7% 38.0% 0.8% -2.2% 606.1M -22.12B -105.2M 0.40 1.85 N/A N/A 779,477 307,902 3,505,370 2,741,821 2023-07-14 $134.61 $120.00 39.1% 10.8% 25.7% 38.8% 37.9% 0.3% -2.1% 850.6M -21.72B -106.0M 0.44 2.41 N/A N/A 771,731 342,174 3,559,082 2,800,052 2023-07-17 $133.55 $120.00 40.2% 11.3% 25.8% 42.0% 40.0% 0.7% -2.1% 406.7M -19.73B -106.3M 0.40 1.98 N/A N/A 309,357 124,328 3,445,274 2,738,193 2023-07-18 $133.53 $125.00 41.6% 11.8% 25.6% 46.0% 41.6% -0.0% -2.4% 424.0M -19.81B -107.1M 0.41 1.92 N/A N/A 457,037 186,726 3,526,368 2,781,160 2023-07-19 $135.66 $125.00 41.4% 11.9% 25.8% 45.4% 41.8% -0.1% -2.3% 584.8M -22.39B -107.3M 0.31 1.78 N/A N/A 577,443 178,390 3,629,381 2,819,669 2023-07-20 $130.59 $125.00 42.5% 12.3% 29.6% 48.7% 43.4% -0.4% -2.8% 302.0M -16.64B -108.5M 0.47 1.99 N/A N/A 527,573 249,714 3,655,728 2,866,035 2023-07-21 $129.34 $125.00 41.4% 12.1% 25.8% 45.4% 43.0% -0.5% -2.4% 258.4M -15.18B -108.4M 0.45 1.67 N/A N/A 586,161 261,478 3,765,891 2,917,144 2023-07-24 $128.88 $125.00 41.1% 12.4% 25.7% 44.7% 43.9% 0.1% -2.1% 260.9M -13.59B -107.2M 0.56 1.37 N/A N/A 312,872 176,695 3,292,147 2,511,600 2023-07-25 $129.12 $125.00 41.4% 12.7% 25.3% 45.6% 44.6% -0.0% -2.2% 273.8M -13.93B -107.5M 0.42 1.60 N/A N/A 316,239 134,054 3,348,514 2,568,706 2023-07-26 $128.30 $125.00 40.7% 12.6% 25.0% 43.5% 44.3% -0.2% -2.1% 239.0M -12.92B -108.0M 0.54 1.49 N/A N/A 476,611 257,855 3,408,696 2,628,473 2023-07-27 $128.04 $125.00 40.4% 12.6% 25.0% 42.6% 44.5% -0.1% -2.0% 223.4M -12.73B -109.1M 0.59 1.83 N/A N/A 555,986 328,849 3,482,792 2,687,956 2023-07-28 $132.06 $125.00 39.0% 12.2% 27.1% 38.2% 42.9% 0.2% -2.1% 544.9M -16.99B -108.8M 0.65 1.43 N/A N/A 444,858 289,909 3,538,243 2,722,927 2023-07-31 $133.38 $125.00 39.8% 13.1% 26.4% 40.8% 46.4% 0.2% -1.9% 304.4M -17.32B -108.2M 0.62 2.27 N/A N/A 234,780 144,722 3,273,183 2,623,645
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