AMZN Options History — October 2023 In October 2023, AMZN traded between $119.41 and $132.82. ATM implied volatility averaged 40.7%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 7.5% (HV 20d: 33.2%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2023-10-27 : Highest Volume — 2,239,596 contracts2023-10-27 : Largest IV drop — 30.3% change2023-10-26 : Highest IV Rank — 68.2%2023-10-26 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $128.18 $119.41 $132.82 $128.94 $132.82 Max Pain $121.82 $120.00 $130.00 $130.00 $130.00 ATM IV 40.7% 31.0% 48.4% 40.1% 31.0% Expected Move 11.4% 8.9% 15.2% 8.9% 9.2% HV 20d 33.2% 25.8% 43.0% 32.7% 41.0% HV 60d 32.4% 31.3% 36.0% 31.9% 32.6% IV Rank 46.4% 21.9% 68.2% 44.7% 22.1% IV Percentile 58.7% 25.4% 91.3% 51.6% 25.4% Term Structure -1.5% -2.7% 0.3% -1.5% 0.3% VWIV 39.4% 31.1% 51.4% 31.1% 32.3% Skew 25d 5.2% 4.3% 6.3% 4.4% 5.1% Skew 10d 9.6% 7.7% 11.7% 7.7% 9.5% Call IV 25d 38.1% 28.4% 45.4% 38.5% 28.4% Put IV 25d 43.3% 33.5% 51.0% 42.9% 33.5% Bid-Ask Spread % 1.78 1.28 2.43 1.58 1.64 Gamma HHI 0.05 0.03 0.15 0.04 0.06 Net GEX 166.6M -130.1M 417.8M 156.4M 298.0M Net DEX -9.24B -15.64B -2.52B -9.26B -13.91B Net VEX -103.5M -106.9M -101.6M -103.0M -105.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.45 0.74 0.48 0.73 Total Volume 697,566.364 418,668 2,239,596 522,350 487,022 Total OI 6,271,769.409 5,753,133 6,836,104 5,904,388 6,430,847
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 2023-10-02 $128.94 $130.00 40.1% 8.9% 32.7% 44.7% 31.1% 4.4% -1.5% 156.4M -9.26B -103.0M 0.48 1.58 N/A N/A 353,100 169,250 3,173,080 2,731,308 2023-10-03 $124.64 $130.00 44.0% 10.2% 34.5% 55.8% 35.5% 5.3% -1.7% 31.0M -5.53B -103.7M 0.74 2.23 N/A N/A 328,874 242,065 3,246,223 2,768,107 2023-10-04 $127.13 $130.00 42.6% 9.2% 35.4% 51.6% 31.5% 5.2% -1.7% 137.5M -7.84B -104.6M 0.63 1.98 N/A N/A 320,981 201,099 3,309,264 2,798,866 2023-10-05 $126.18 $120.00 42.9% 11.6% 34.5% 52.4% 40.4% 4.9% -1.9% 74.2M -6.93B -104.0M 0.59 1.60 N/A N/A 288,482 170,558 3,359,943 2,830,735 2023-10-06 $128.36 $120.00 40.4% 10.8% 35.3% 45.3% 38.5% 4.5% -1.6% 214.0M -9.23B -103.0M 0.74 1.94 N/A N/A 390,844 288,566 3,416,572 2,860,631 2023-10-09 $128.19 $120.00 40.7% 10.9% 31.5% 46.3% 38.3% 4.8% -2.1% 160.3M -8.84B -102.5M 0.52 1.51 N/A N/A 340,623 177,303 3,291,626 2,804,762 2023-10-10 $129.51 $120.00 39.4% 10.8% 31.8% 42.6% 37.5% 4.5% -1.5% 256.4M -10.30B -103.5M 0.63 1.60 N/A N/A 320,483 203,200 3,362,261 2,855,559 2023-10-11 $131.87 $120.00 38.8% 10.8% 31.6% 40.9% 37.5% 4.3% -0.9% 343.9M -12.89B -103.2M 0.67 1.90 N/A N/A 291,201 194,458 3,402,587 2,889,068 2023-10-12 $132.18 $120.00 39.2% 10.9% 31.5% 42.0% 37.9% 4.3% -1.3% 417.8M -13.21B -103.2M 0.51 1.80 N/A N/A 605,982 308,603 3,439,788 2,937,394 2023-10-13 $129.51 $120.00 41.6% 11.6% 30.4% 48.9% 40.2% 5.1% -1.9% 72.7M -9.68B -104.8M 0.57 1.84 N/A N/A 476,758 273,592 3,490,258 2,981,657 2023-10-16 $132.59 $120.00 38.8% 10.9% 31.9% 40.8% 38.7% 5.1% -1.4% 263.2M -12.99B -101.6M 0.49 1.64 N/A N/A 333,206 163,897 3,393,021 2,882,751 2023-10-17 $131.31 $120.00 40.3% 11.5% 31.8% 45.2% 39.0% 4.9% -2.3% 236.1M -11.78B -101.7M 0.66 1.45 N/A N/A 298,303 197,514 3,446,990 2,943,775 2023-10-18 $127.65 $120.00 41.8% 12.0% 32.8% 49.3% 41.2% 5.5% -1.6% 93.1M -8.08B -103.1M 0.68 2.03 N/A N/A 285,520 193,560 3,480,677 3,005,327 2023-10-19 $127.69 $120.00 42.6% 12.3% 28.9% 51.6% 42.8% 5.7% -1.9% 102.1M -8.21B -104.1M 0.62 1.93 N/A N/A 394,897 245,773 3,544,593 3,024,177 2023-10-20 $125.44 $120.00 43.7% 12.8% 29.5% 54.8% 43.5% 5.4% -2.7% -130.1M -5.99B -103.4M 0.67 2.27 N/A N/A 442,758 295,378 3,541,060 3,061,269 2023-10-23 $126.97 $120.00 42.6% 12.9% 29.5% 51.6% 44.4% 6.3% -1.5% 110.6M -7.64B -102.0M 0.49 1.51 N/A N/A 293,361 144,866 3,035,803 2,717,330 2023-10-24 $128.32 $120.00 42.2% 12.9% 25.8% 50.4% 44.1% 5.7% -1.5% 148.8M -9.06B -103.4M 0.45 1.28 N/A N/A 289,237 129,431 3,120,101 2,766,746 2023-10-25 $121.31 $120.00 48.4% 15.1% 32.8% 68.2% 51.4% 5.6% -2.0% 52.4M -3.91B -103.3M 0.55 1.49 N/A N/A 543,697 297,961 3,210,660 2,815,061 2023-10-26 $119.41 $120.00 48.4% 15.2% 33.1% 68.2% 51.0% 5.9% -2.4% 37.4M -2.52B -102.3M 0.56 2.43 N/A N/A 879,253 492,963 3,405,554 2,917,872 2023-10-27 $127.22 $120.00 33.8% 10.0% 40.5% 26.6% 35.8% 5.5% 0.1% 249.5M -9.74B -103.6M 0.60 1.71 N/A N/A 1,398,589 841,007 3,716,428 3,119,676 2023-10-30 $132.75 $120.00 32.1% 9.6% 43.0% 21.9% 34.2% 5.2% 0.1% 340.2M -15.64B -106.9M 0.65 1.84 N/A N/A 456,814 295,431 3,504,716 2,944,804 2023-10-31 $132.82 $130.00 31.0% 9.2% 41.0% 22.1% 32.3% 5.1% 0.3% 298.0M -13.91B -105.1M 0.73 1.64 N/A N/A 282,245 204,777 3,418,182 3,012,665
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