AMZN Options History — November 2023 In November 2023, AMZN traded between $136.87 and $148.28. ATM implied volatility averaged 25.2%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 12.1% (HV 20d: 37.2%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2023-11-15 : Highest Volume — 952,682 contracts2023-11-02 : Largest IV drop — 6.8% change2023-11-01 : Highest IV Rank — 14.5%2023-11-01 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $143.36 $136.87 $148.28 $136.87 $145.09 Max Pain $129.29 $125.00 $130.00 $130.00 $130.00 ATM IV 25.2% 23.5% 28.7% 28.7% 23.7% Expected Move 7.3% 6.9% 8.4% 8.4% 7.1% HV 20d 37.2% 22.2% 42.2% 41.7% 22.2% HV 60d 33.6% 33.1% 34.2% 33.1% 33.8% IV Rank 3.1% 0.0% 14.5% 14.5% 0.5% IV Percentile 3.2% 0.0% 13.1% 13.1% 0.8% Term Structure 0.1% -0.5% 1.1% 1.1% 0.1% VWIV 26.2% 24.4% 30.2% 30.2% 24.8% Skew 25d 2.7% 1.7% 4.4% 4.4% 1.8% Skew 10d 6.0% 4.3% 8.5% 8.5% 4.4% Call IV 25d 24.0% 22.8% 26.5% 26.5% 23.0% Put IV 25d 26.7% 24.7% 30.9% 30.9% 24.7% Bid-Ask Spread % 1.95 1.29 2.41 1.91 1.64 Gamma HHI 0.09 0.06 0.28 0.07 0.07 Net GEX 541.7M 376.2M 1.06B 472.5M 399.6M Net DEX -22.13B -26.58B -18.15B -18.15B -20.53B Net VEX -95.5M -101.9M -92.0M -101.9M -92.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.34 0.87 0.75 0.73 Total Volume 606,931.524 361,414 952,682 681,593 542,324 Total OI 6,529,012.905 6,147,905 6,971,544 6,474,176 6,505,038
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 2023-11-01 $136.87 $130.00 28.7% 8.4% 41.7% 14.5% 30.2% 4.4% 1.1% 472.5M -18.15B -101.9M 0.75 1.91 N/A N/A 389,670 291,923 3,434,175 3,040,001 2023-11-02 $137.81 $125.00 26.8% 7.8% 41.5% 8.0% 28.7% 3.9% 0.6% 527.8M -19.31B -100.3M 0.64 1.88 N/A N/A 383,602 244,407 3,481,488 3,099,111 2023-11-03 $138.31 $130.00 25.3% 7.4% 41.2% 3.1% 27.4% 3.6% 0.5% 494.9M -20.05B -98.0M 0.68 2.11 N/A N/A 409,828 278,058 3,519,038 3,131,935 2023-11-06 $139.34 $130.00 25.5% 7.4% 41.2% 3.6% 26.0% 3.7% 0.4% 411.9M -19.16B -97.0M 0.78 1.78 N/A N/A 298,016 231,167 3,347,805 2,978,702 2023-11-07 $143.01 $130.00 25.4% 7.2% 41.8% 3.2% 26.4% 3.5% -0.2% 507.0M -23.07B -95.2M 0.68 1.91 N/A N/A 469,937 321,532 3,416,609 3,054,691 2023-11-08 $141.99 $130.00 25.2% 7.5% 41.8% 2.7% 26.4% 3.3% 0.8% 445.1M -22.07B -95.9M 0.82 2.29 N/A N/A 271,945 222,496 3,499,682 3,130,989 2023-11-09 $140.19 $125.00 26.0% 7.5% 42.2% 5.4% 26.1% 3.5% 0.2% 376.2M -20.00B -96.3M 0.87 2.07 N/A N/A 232,237 201,675 3,538,396 3,156,544 2023-11-10 $143.37 $125.00 25.0% 7.1% 41.8% 1.8% 25.4% 3.0% -0.3% 592.1M -24.03B -94.7M 0.63 2.10 N/A N/A 385,984 242,614 3,566,417 3,185,189 2023-11-13 $142.81 $130.00 25.6% 7.3% 41.3% 3.8% 28.5% 3.1% 0.3% 479.5M -22.41B -94.5M 0.69 1.29 N/A N/A 262,228 182,071 3,466,763 3,066,527 2023-11-14 $146.38 $130.00 25.4% 7.3% 41.6% 3.3% 25.2% 2.3% -0.3% 630.1M -26.58B -92.1M 0.48 1.93 N/A N/A 467,352 225,040 3,529,157 3,111,088 2023-11-15 $143.34 $130.00 25.7% 7.4% 40.9% 4.4% 26.8% 2.8% 0.3% 504.1M -23.15B -93.5M 0.34 2.01 N/A N/A 709,969 242,713 3,568,854 3,143,366 2023-11-16 $142.72 $130.00 26.0% 7.4% 41.0% 5.2% 26.6% 2.7% 0.1% 496.9M -22.21B -98.6M 0.75 1.76 N/A N/A 373,722 279,458 3,671,550 3,209,388 2023-11-17 $144.82 $130.00 25.4% 7.3% 40.2% 3.4% 26.3% 2.2% -0.4% 1.06B -25.17B -97.2M 0.48 1.60 N/A N/A 487,846 232,233 3,718,477 3,253,067 2023-11-20 $146.14 $130.00 24.6% 7.1% 40.1% 0.6% 25.5% 2.2% -0.3% 581.7M -22.66B -93.9M 0.52 2.41 N/A N/A 303,736 157,958 3,302,271 2,845,634 2023-11-21 $143.63 $130.00 25.0% 7.3% 41.0% 2.0% 26.2% 2.1% -0.3% 446.4M -19.97B -96.3M 0.73 1.94 N/A N/A 444,200 325,262 3,339,384 2,889,217 2023-11-22 $146.56 $130.00 24.3% 7.1% 34.1% 0.0% 25.0% 1.8% -0.2% 699.7M -23.66B -95.1M 0.68 2.17 N/A N/A 419,963 287,456 3,414,080 2,964,023 2023-11-24 $146.81 $130.00 24.0% 7.0% 33.0% 0.0% 24.8% 1.7% -0.5% 605.5M -23.62B -93.9M 0.61 2.05 N/A N/A 224,574 136,840 3,442,669 3,029,157 2023-11-27 $148.28 $130.00 24.2% 7.2% 26.4% 0.6% 25.7% 1.7% 0.1% 582.5M -24.14B -92.0M 0.49 2.23 N/A N/A 446,046 217,392 3,336,805 2,892,741 2023-11-28 $146.88 $130.00 23.5% 6.9% 23.5% 0.0% 24.4% 1.8% 0.2% 542.0M -22.67B -92.2M 0.51 1.74 N/A N/A 312,362 160,311 3,421,108 2,955,517 2023-11-29 $146.28 $130.00 23.5% 7.0% 23.7% 0.0% 24.7% 1.8% 0.2% 519.7M -22.04B -93.0M 0.52 2.06 N/A N/A 281,702 147,713 3,465,466 2,987,152 2023-11-30 $145.09 $130.00 23.7% 7.1% 22.2% 0.5% 24.8% 1.8% 0.1% 399.6M -20.53B -92.9M 0.73 1.64 N/A N/A 312,696 229,628 3,485,681 3,019,357
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