AMZN Options History — August 2023 In August 2023, AMZN traded between $128.22 and $141.78. ATM implied volatility averaged 30.4%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 6.1% (HV 20d: 36.5%). Max pain ranged from $105.00 to $125.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.61.
Notable Days 2023-08-04 : Highest Volume — 2,692,668 contracts2023-08-04 : Largest IV drop — 29.9% change2023-08-02 : Highest IV Rank — 51.8%2023-08-02 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $135.49 $128.22 $141.78 $131.81 $138.39 Max Pain $109.67 $105.00 $125.00 $125.00 $110.00 ATM IV 30.4% 25.2% 43.5% 40.8% 25.2% Expected Move 8.8% 6.9% 15.0% 13.7% 6.9% HV 20d 36.5% 26.8% 40.6% 26.8% 35.6% HV 60d 30.7% 27.6% 32.7% 27.6% 30.5% IV Rank 12.8% 0.0% 51.8% 43.6% 0.0% IV Percentile 13.9% 0.0% 71.4% 51.2% 0.0% Term Structure -0.2% -2.7% 0.6% -2.1% 0.4% VWIV 30.9% 24.4% 53.0% 48.0% 24.4% Skew 25d 2.7% -0.1% 3.8% -0.1% 2.3% Skew 10d 5.6% 0.9% 7.5% 0.9% 4.0% Call IV 25d 29.2% 24.0% 43.8% 40.8% 24.0% Put IV 25d 32.0% 26.3% 44.1% 40.6% 26.3% Bid-Ask Spread % 1.65 1.29 2.88 1.36 1.37 Gamma HHI 0.07 0.04 0.31 0.05 0.08 Net GEX 338.6M 153.6M 1.08B 286.0M 657.0M Net DEX -18.40B -26.86B -13.21B -16.22B -20.74B Net VEX -105.9M -111.0M -102.5M -108.9M -102.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.34 0.84 0.59 0.34 Total Volume 665,002.957 300,636 2,692,668 357,716 1,179,552 Total OI 6,392,682.783 5,971,363 6,796,720 6,056,046 6,371,928
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 2023-08-01 $131.81 $125.00 40.8% 13.7% 26.8% 43.6% 48.0% -0.1% -2.1% 286.0M -16.22B -108.9M 0.59 1.36 N/A N/A 224,406 133,310 3,362,762 2,693,284 2023-08-02 $128.22 $125.00 43.5% 15.0% 28.6% 51.8% 53.0% 0.3% -2.7% 217.6M -13.21B -111.0M 0.68 1.33 N/A N/A 312,293 212,977 3,436,967 2,741,538 2023-08-03 $128.84 $105.00 42.8% 11.2% 28.0% 49.7% 39.5% 1.5% -2.6% 242.0M -13.78B -110.0M 0.66 2.88 N/A N/A 745,864 493,473 3,512,399 2,795,204 2023-08-04 $140.06 $105.00 30.0% 8.6% 40.6% 11.4% 30.3% 1.6% -0.7% 1.08B -26.86B -104.7M 0.54 2.39 N/A N/A 1,754,183 938,485 3,776,904 3,019,816 2023-08-07 $141.78 $105.00 29.0% 8.3% 39.3% 8.4% 29.7% 2.4% 0.2% 510.2M -25.31B -104.9M 0.61 1.90 N/A N/A 517,782 314,902 3,507,185 2,916,555 2023-08-08 $139.72 $105.00 29.6% 8.5% 39.8% 10.2% 30.8% 2.9% 0.2% 384.9M -22.72B -107.0M 0.84 1.99 N/A N/A 360,684 301,605 3,522,037 3,015,870 2023-08-09 $138.16 $105.00 29.8% 8.6% 39.8% 10.8% 30.4% 3.1% 0.3% 362.1M -21.28B -108.0M 0.73 1.68 N/A N/A 303,432 221,777 3,577,900 3,049,055 2023-08-10 $138.09 $105.00 29.1% 8.4% 38.8% 8.5% 29.0% 3.3% 0.3% 346.6M -21.25B -105.7M 0.59 1.65 N/A N/A 407,699 240,172 3,590,911 3,074,978 2023-08-11 $138.34 $107.50 27.9% 8.1% 38.8% 5.2% 27.7% 3.2% 0.5% 304.6M -21.59B -105.7M 0.74 1.64 N/A N/A 341,554 253,279 3,644,887 3,122,991 2023-08-14 $139.97 $107.50 27.7% 8.0% 38.8% 4.3% 28.1% 3.0% 0.3% 432.0M -22.87B -103.1M 0.60 1.40 N/A N/A 280,345 168,657 3,439,444 2,988,199 2023-08-15 $137.53 $107.50 29.4% 8.4% 39.4% 9.5% 29.9% 3.1% -0.1% 329.8M -20.52B -103.8M 0.60 1.51 N/A N/A 306,749 184,015 3,500,348 3,024,782 2023-08-16 $135.55 $110.00 29.7% 8.5% 39.4% 10.4% 29.4% 3.3% -0.1% 262.0M -18.47B -106.5M 0.57 1.52 N/A N/A 376,650 214,975 3,551,174 3,052,223 2023-08-17 $133.69 $110.00 30.8% 8.8% 37.2% 13.6% 30.5% 3.5% -0.3% 206.8M -16.69B -107.9M 0.59 1.73 N/A N/A 387,512 227,052 3,639,180 3,075,198 2023-08-18 $133.64 $110.00 30.2% 8.7% 37.0% 12.0% 29.9% 3.6% -0.2% 153.6M -16.67B -108.0M 0.71 1.86 N/A N/A 382,825 272,281 3,680,388 3,090,275 2023-08-21 $134.59 $110.00 28.8% 8.2% 37.0% 7.9% 29.1% 3.8% 0.3% 237.0M -15.86B -106.0M 0.49 1.33 N/A N/A 246,796 120,762 3,221,289 2,750,074 2023-08-22 $133.82 $110.00 29.6% 8.4% 37.1% 10.2% 29.4% 3.5% 0.0% 243.0M -15.34B -106.3M 0.66 1.62 N/A N/A 180,636 120,000 3,287,249 2,791,316 2023-08-23 $135.09 $110.00 28.5% 8.1% 37.0% 7.0% 28.2% 3.3% 0.3% 302.1M -16.56B -105.2M 0.58 1.57 N/A N/A 236,894 137,007 3,319,326 2,823,890 2023-08-24 $132.38 $110.00 29.8% 8.4% 37.9% 10.8% 29.6% 3.4% 0.1% 171.7M -13.90B -106.3M 0.55 1.42 N/A N/A 293,302 160,361 3,351,713 2,852,409 2023-08-25 $133.50 $110.00 27.6% 7.7% 36.4% 4.3% 27.0% 3.1% 0.5% 190.7M -14.91B -105.3M 0.78 1.75 N/A N/A 285,822 221,580 3,402,632 2,881,547 2023-08-28 $133.09 $110.00 27.8% 7.7% 36.2% 4.7% 27.2% 3.3% 0.4% 186.6M -14.76B -103.3M 0.51 1.32 N/A N/A 221,003 112,488 3,272,636 2,830,921 2023-08-29 $134.97 $110.00 26.3% 7.3% 36.3% 0.4% 25.8% 2.9% 0.6% 299.2M -16.74B -102.9M 0.49 1.44 N/A N/A 311,681 153,551 3,328,519 2,858,445 2023-08-30 $134.97 $110.00 25.8% 7.1% 34.7% 0.0% 24.8% 2.4% 0.5% 386.9M -16.92B -102.6M 0.66 1.29 N/A N/A 261,510 173,185 3,407,762 2,877,594 2023-08-31 $138.39 $110.00 25.2% 6.9% 35.6% 0.0% 24.4% 2.3% 0.4% 657.0M -20.74B -102.5M 0.34 1.37 N/A N/A 881,268 298,284 3,459,952 2,911,976
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