AMZN Options History — December 2023 In December 2023, AMZN traded between $144.66 and $154.55. ATM implied volatility averaged 24.4%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 3.9% (HV 20d: 20.6%). Max pain ranged from $115.00 to $130.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2023-12-18 : Highest Volume — 944,553 contracts2023-12-04 : Largest IV spike — 7.6% change2023-12-29 : Highest IV Rank — 14.7%2023-12-06 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $149.75 $144.66 $154.55 $146.75 $152.22 Max Pain $119.25 $115.00 $130.00 $130.00 $120.00 ATM IV 24.4% 22.8% 27.4% 22.8% 27.4% Expected Move 6.9% 6.6% 7.3% 6.6% 6.6% HV 20d 20.6% 18.2% 23.3% 22.3% 18.6% HV 60d 31.4% 28.8% 33.8% 33.7% 28.8% IV Rank 5.2% 0.0% 14.7% 0.0% 14.7% IV Percentile 5.8% 0.0% 22.6% 0.0% 22.6% Term Structure 2.2% -0.0% 9.5% 0.2% 9.5% VWIV 24.5% 23.2% 26.0% 23.4% 23.2% Skew 25d 1.4% 0.7% 2.0% 1.6% 1.8% Skew 10d 3.4% 2.1% 4.8% 3.8% 4.1% Call IV 25d 23.7% 22.1% 24.6% 22.1% 23.1% Put IV 25d 25.1% 23.7% 26.3% 23.7% 24.9% Bid-Ask Spread % 2.00 1.28 3.13 2.29 1.28 Gamma HHI 0.09 0.06 0.48 0.08 0.06 Net GEX 615.1M 385.3M 1.68B 605.5M 540.6M Net DEX -23.13B -26.33B -19.80B -22.52B -22.22B Net VEX -91.7M -94.7M -88.8M -92.9M -90.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.24 0.90 0.62 0.55 Total Volume 557,334.2 289,737 944,553 513,200 504,297 Total OI 6,460,240.85 6,161,672 6,870,381 6,555,700 6,368,176
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 2023-12-01 $146.75 $130.00 22.8% 6.6% 22.3% 0.0% 23.4% 1.6% 0.2% 605.5M -22.52B -92.9M 0.62 2.29 N/A N/A 317,276 195,924 3,508,799 3,046,901 2023-12-04 $144.81 $115.00 24.5% 7.2% 23.1% 5.5% 25.4% 2.0% 0.4% 420.8M -20.10B -93.8M 0.90 2.01 N/A N/A 259,061 234,171 3,375,951 2,931,921 2023-12-05 $146.78 $117.50 24.7% 7.2% 23.3% 6.1% 25.3% 1.9% 0.3% 502.5M -22.01B -94.1M 0.75 2.25 N/A N/A 329,630 247,728 3,416,286 3,000,689 2023-12-06 $144.66 $117.50 24.7% 7.3% 22.4% 6.0% 26.0% 1.7% 0.6% 385.3M -19.80B -94.6M 0.64 2.26 N/A N/A 264,666 169,241 3,475,845 3,063,713 2023-12-07 $146.63 $117.50 24.5% 7.2% 22.6% 5.6% 25.7% 1.3% 0.3% 553.9M -22.08B -94.7M 0.73 2.16 N/A N/A 275,705 201,805 3,515,981 3,083,712 2023-12-08 $147.24 $117.50 23.5% 6.9% 22.0% 2.3% 24.4% 1.0% 0.6% 600.4M -22.77B -93.3M 0.60 1.57 N/A N/A 353,262 213,587 3,546,696 3,135,002 2023-12-11 $145.68 $117.50 24.2% 7.0% 21.1% 4.7% 24.6% 1.3% 0.2% 436.4M -20.95B -91.8M 0.62 1.85 N/A N/A 306,703 190,316 3,469,150 3,048,185 2023-12-12 $147.25 $117.50 23.3% 6.7% 21.3% 1.8% 23.8% 1.1% 0.2% 559.1M -22.84B -91.9M 0.49 1.54 N/A N/A 290,007 143,267 3,532,773 3,098,488 2023-12-13 $148.31 $117.50 23.2% 6.7% 19.6% 1.2% 23.5% 1.0% 0.3% 652.8M -23.86B -91.9M 0.46 2.33 N/A N/A 444,127 202,229 3,574,562 3,117,922 2023-12-14 $147.21 $117.50 24.2% 6.9% 18.2% 4.5% 24.5% 0.9% -0.0% 590.6M -22.57B -92.8M 0.41 3.13 N/A N/A 494,659 201,665 3,634,911 3,140,945 2023-12-15 $150.03 $120.00 23.5% 6.7% 19.1% 2.3% 23.9% 0.7% -0.0% 1.68B -26.09B -91.5M 0.41 1.96 N/A N/A 600,539 248,411 3,696,800 3,173,581 2023-12-18 $154.55 $120.00 23.8% 6.8% 21.0% 3.3% 24.4% 1.0% 0.7% 678.0M -26.33B -88.8M 0.45 1.94 N/A N/A 652,657 291,896 3,344,084 2,817,588 2023-12-19 $153.47 $120.00 24.2% 6.9% 21.2% 4.4% 24.5% 1.1% 0.8% 594.5M -24.87B -90.0M 0.51 2.43 N/A N/A 357,682 182,558 3,368,885 2,901,631 2023-12-20 $152.39 $120.00 24.8% 7.1% 20.2% 6.6% 25.3% 1.3% 0.7% 535.4M -23.55B -91.2M 0.56 2.63 N/A N/A 444,536 247,605 3,387,545 2,928,096 2023-12-21 $153.57 $120.00 24.9% 7.1% 19.3% 6.7% 25.2% 1.6% 1.1% 598.3M -24.50B -91.6M 0.54 1.96 N/A N/A 349,450 188,413 3,420,866 2,943,708 2023-12-22 $153.39 $120.00 24.4% 6.9% 19.3% 5.2% 24.4% 1.6% 1.0% 541.2M -24.37B -91.5M 0.55 1.73 N/A N/A 273,858 150,886 3,429,686 2,988,192 2023-12-26 $153.31 $120.00 25.1% 7.0% 19.1% 7.4% 24.4% 1.8% 8.6% 570.1M -23.64B -89.2M 0.42 1.62 N/A N/A 204,132 85,605 3,302,118 2,871,962 2023-12-27 $153.22 $120.00 24.7% 6.9% 18.7% 6.0% 24.3% 1.7% 9.0% 610.8M -23.71B -88.9M 0.47 1.32 N/A N/A 266,729 125,239 3,353,823 2,892,597 2023-12-28 $153.63 $120.00 25.9% 6.6% 18.5% 10.1% 23.3% 1.6% 9.4% 647.3M -23.87B -89.0M 0.24 1.80 N/A N/A 512,063 125,099 3,377,201 2,919,846 2023-12-29 $152.22 $120.00 27.4% 6.6% 18.6% 14.7% 23.2% 1.8% 9.5% 540.6M -22.22B -90.5M 0.55 1.28 N/A N/A 324,931 179,366 3,426,289 2,941,887
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