AMZN Options History — January 2024 In January 2024, AMZN traded between $145.20 and $160.84. ATM implied volatility averaged 35.5%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 15.1% (HV 20d: 20.4%). Max pain ranged from $120.00 to $145.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2024-01-26 : Highest Volume — 808,516 contracts2024-01-30 : Largest IV spike — 5.1% change2024-01-30 : Highest IV Rank — 52.0%2024-01-31 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $153.55 $145.20 $160.84 $149.45 $155.32 Max Pain $138.57 $120.00 $145.00 $120.00 $145.00 ATM IV 35.5% 34.1% 38.5% 34.1% 38.2% Expected Move 10.3% 6.8% 13.5% 7.0% 13.5% HV 20d 20.4% 19.1% 22.0% 19.7% 21.1% HV 60d 26.7% 20.0% 29.7% 29.1% 20.8% IV Rank 41.8% 36.0% 52.0% 36.0% 51.1% IV Percentile 52.1% 47.2% 66.7% 47.2% 63.9% Term Structure -1.6% -2.3% -0.2% -0.5% -2.0% VWIV 36.1% 24.0% 46.6% 24.4% 46.6% Skew 25d 2.3% 0.9% 3.3% 3.3% 0.9% Skew 10d 4.9% 2.7% 6.6% 6.6% 2.7% Call IV 25d 34.4% 32.9% 37.7% 33.2% 37.7% Put IV 25d 36.7% 35.9% 38.6% 36.5% 38.6% Bid-Ask Spread % 1.67 1.27 2.46 1.76 1.81 Gamma HHI 0.08 0.05 0.18 0.06 0.06 Net GEX 465.1M 406.7K 865.8M 386.4M 327.7M Net DEX -19.61B -25.55B -14.79B -19.18B -15.04B Net VEX -86.5M -92.2M -83.0M -88.5M -92.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.40 0.83 0.83 0.46 Total Volume 510,452.524 301,964 808,516 462,522 538,856 Total OI 5,707,872.238 4,193,939 6,645,359 6,160,366 4,849,560
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 2024-01-02 $149.45 $120.00 34.1% 7.0% 19.7% 36.0% 24.4% 3.3% -0.5% 386.4M -19.18B -88.5M 0.83 1.76 N/A N/A 252,585 209,937 3,285,492 2,874,874 2024-01-03 $148.88 $120.00 34.6% 6.8% 19.1% 37.8% 24.0% 3.2% -0.2% 311.9M -18.31B -90.0M 0.77 1.48 N/A N/A 268,311 205,735 3,328,914 2,944,545 2024-01-04 $145.31 $140.00 35.5% 9.7% 20.5% 40.5% 33.9% 3.2% -0.5% 143.3M -14.79B -88.4M 0.71 1.73 N/A N/A 381,441 271,702 3,355,145 2,981,085 2024-01-05 $145.20 $140.00 34.8% 9.5% 19.8% 38.2% 33.1% 2.9% -0.5% 406.7K -14.86B -88.1M 0.72 1.27 N/A N/A 297,915 215,424 3,423,448 3,025,458 2024-01-08 $148.94 $140.00 35.2% 9.6% 21.3% 39.6% 33.6% 2.6% -1.8% 455.1M -19.12B -86.8M 0.69 1.61 N/A N/A 267,213 185,031 3,346,572 2,957,010 2024-01-09 $150.82 $140.00 35.1% 9.6% 21.7% 40.2% 34.9% 2.4% -1.5% 578.8M -21.04B -87.6M 0.66 1.43 N/A N/A 294,031 194,953 3,389,670 3,007,577 2024-01-10 $153.41 $140.00 34.9% 9.5% 21.9% 39.7% 33.6% 2.1% -1.9% 697.1M -24.06B -86.5M 0.51 2.20 N/A N/A 383,661 196,193 3,433,867 3,064,222 2024-01-11 $154.84 $140.00 34.8% 9.5% 21.8% 39.1% 33.1% 1.9% -1.7% 728.4M -25.54B -84.9M 0.46 2.46 N/A N/A 476,082 221,296 3,463,244 3,092,936 2024-01-12 $154.53 $140.00 34.5% 9.5% 21.8% 38.2% 33.7% 1.9% -1.8% 779.4M -25.11B -85.7M 0.62 2.17 N/A N/A 297,383 185,415 3,509,993 3,135,366 2024-01-16 $153.03 $140.00 35.1% 10.0% 22.0% 40.8% 35.1% 2.6% -2.0% 559.6M -22.71B -85.3M 0.73 1.70 N/A N/A 206,900 150,622 3,427,186 3,029,423 2024-01-17 $151.53 $140.00 36.3% 10.4% 21.4% 44.9% 36.2% 2.9% -2.0% 479.2M -21.20B -85.9M 0.77 1.61 N/A N/A 200,690 155,015 3,466,471 3,059,578 2024-01-18 $153.56 $140.00 35.1% 10.2% 19.1% 40.9% 35.9% 2.8% -2.0% 617.4M -23.30B -85.3M 0.57 1.46 N/A N/A 264,948 151,961 3,485,340 3,083,814 2024-01-19 $155.39 $140.00 34.8% 10.2% 19.4% 39.7% 35.9% 2.7% -2.3% 865.8M -25.55B -83.5M 0.48 1.82 N/A N/A 404,417 194,747 3,510,833 3,117,377 2024-01-22 $154.66 $140.00 35.3% 10.7% 19.3% 41.3% 37.7% 2.5% -1.5% 349.1M -15.01B -83.0M 0.53 1.34 N/A N/A 254,377 134,136 2,190,559 2,003,380 2024-01-23 $156.11 $140.00 35.1% 10.8% 19.4% 40.8% 38.1% 2.5% -1.7% 423.6M -16.26B -83.3M 0.56 1.37 N/A N/A 194,143 107,821 2,246,032 2,039,872 2024-01-24 $157.19 $140.00 35.6% 11.1% 19.5% 42.6% 39.0% 2.2% -1.8% 451.3M -17.04B -83.0M 0.44 1.70 N/A N/A 459,666 203,190 2,266,571 2,072,204 2024-01-25 $157.22 $140.00 36.2% 11.4% 19.5% 44.5% 39.9% 1.7% -2.3% 452.4M -17.33B -86.7M 0.57 1.61 N/A N/A 357,440 203,522 2,405,354 2,131,015 2024-01-26 $159.03 $140.00 36.0% 11.6% 19.8% 43.8% 40.6% 1.5% -2.0% 377.9M -18.93B -86.1M 0.40 1.52 N/A N/A 577,420 231,096 2,456,333 2,180,867 2024-01-29 $160.84 $140.00 36.6% 12.4% 20.1% 45.9% 43.2% 1.4% -1.9% 401.1M -19.23B -87.3M 0.58 1.50 N/A N/A 256,818 148,123 2,410,944 2,137,446 2024-01-30 $159.22 $145.00 38.5% 13.4% 20.1% 52.0% 46.6% 1.2% -2.0% 380.6M -18.17B -87.9M 0.56 1.48 N/A N/A 331,835 187,452 2,482,756 2,192,984 2024-01-31 $155.32 $145.00 38.2% 13.5% 21.1% 51.1% 46.6% 0.9% -2.0% 327.7M -15.04B -92.2M 0.46 1.81 N/A N/A 367,984 170,872 2,579,156 2,270,404
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