AMZN Options History — February 2024 In February 2024, AMZN traded between $158.91 and $175.19. ATM implied volatility averaged 25.4%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 8.5% (HV 20d: 33.9%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.46.
Notable Days 2024-02-02 : Highest Volume — 1,805,142 contracts2024-02-02 : Largest IV drop — 35.9% change2024-02-01 : Highest IV Rank — 49.2%2024-02-01 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $170.83 $158.91 $175.19 $158.91 $175.19 Max Pain $144.75 $140.00 $150.00 $140.00 $150.00 ATM IV 25.4% 23.0% 37.6% 37.6% 23.9% Expected Move 7.2% 6.7% 9.8% 9.8% 6.7% HV 20d 33.9% 22.2% 37.1% 22.2% 35.3% HV 60d 25.5% 21.2% 26.3% 21.2% 26.1% IV Rank 9.7% 0.7% 49.2% 49.2% 4.5% IV Percentile 14.3% 0.4% 61.5% 61.5% 5.2% Term Structure -0.1% -2.1% 0.4% -2.1% -0.2% VWIV 25.8% 23.7% 34.3% 34.3% 23.7% Skew 25d 0.7% -0.4% 1.3% 0.7% 0.7% Skew 10d 2.3% 0.5% 4.0% 2.5% 2.0% Call IV 25d 25.5% 22.7% 36.9% 36.9% 24.0% Put IV 25d 26.1% 23.6% 37.7% 37.7% 24.7% Bid-Ask Spread % 1.79 1.41 2.41 2.41 1.68 Gamma HHI 0.13 0.07 0.31 0.07 0.10 Net GEX 646.9M 386.0M 1.15B 417.9M 700.5M Net DEX -24.59B -30.92B -18.09B -18.09B -24.35B Net VEX -92.6M -97.9M -80.4M -91.1M -97.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.30 0.66 0.57 0.64 Total Volume 603,613.3 293,318 1,805,142 1,004,117 381,289 Total OI 5,116,171.2 4,750,455 5,533,559 4,967,641 5,034,111
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 2024-02-01 $158.91 $140.00 37.6% 9.8% 22.2% 49.2% 34.3% 0.7% -2.1% 417.9M -18.09B -91.1M 0.57 2.41 N/A N/A 637,603 366,514 2,653,744 2,313,897 2024-02-02 $171.39 $140.00 24.1% 7.0% 32.0% 4.4% 24.5% 1.0% 0.2% 912.3M -30.92B -80.4M 0.45 2.13 N/A N/A 1,247,508 557,634 2,822,224 2,447,858 2024-02-05 $169.74 $145.00 24.4% 7.0% 32.5% 5.3% 24.9% 1.1% 0.2% 544.4M -25.36B -85.4M 0.62 1.43 N/A N/A 378,214 234,493 2,575,701 2,324,915 2024-02-06 $168.72 $145.00 23.7% 6.8% 32.1% 3.8% 24.4% 1.3% 0.2% 550.8M -24.51B -89.0M 0.37 1.63 N/A N/A 283,293 106,083 2,678,365 2,407,799 2024-02-07 $170.61 $145.00 23.0% 6.7% 32.1% 0.7% 23.8% 0.9% 0.3% 670.8M -26.50B -88.6M 0.44 1.41 N/A N/A 285,869 124,685 2,730,643 2,432,519 2024-02-08 $170.00 $145.00 23.1% 6.7% 32.0% 1.3% 23.9% 0.6% 0.4% 641.6M -25.76B -89.3M 0.43 1.64 N/A N/A 416,315 178,133 2,749,832 2,447,635 2024-02-09 $174.78 $145.00 23.4% 6.7% 33.0% 2.5% 24.7% -0.4% 0.1% 1.15B -30.73B -91.1M 0.30 1.65 N/A N/A 783,521 233,360 2,890,713 2,497,378 2024-02-12 $172.53 $145.00 24.2% 6.9% 33.5% 5.5% 25.2% 0.1% 0.1% 618.2M -27.32B -92.6M 0.44 1.69 N/A N/A 367,704 160,820 2,818,769 2,420,574 2024-02-13 $168.58 $145.00 25.9% 7.4% 34.7% 12.1% 26.6% 1.2% -0.0% 491.5M -23.88B -95.3M 0.66 1.61 N/A N/A 316,492 209,846 2,859,320 2,469,565 2024-02-14 $170.88 $145.00 24.6% 7.1% 34.3% 7.1% 25.5% 0.6% 0.1% 616.1M -25.96B -95.5M 0.47 2.00 N/A N/A 247,071 115,497 2,907,833 2,525,802 2024-02-15 $169.81 $145.00 25.1% 7.2% 34.5% 9.2% 25.8% 0.7% -0.0% 553.1M -24.93B -96.7M 0.42 1.68 N/A N/A 309,106 130,699 2,942,798 2,543,778 2024-02-16 $169.81 $145.00 25.3% 7.3% 34.4% 10.0% 26.2% 0.2% 0.1% 856.9M -25.01B -96.4M 0.35 1.85 N/A N/A 439,970 155,629 2,972,142 2,561,417 2024-02-20 $167.03 $145.00 27.0% 7.8% 35.1% 16.6% 27.8% 1.1% -0.2% 386.0M -18.38B -96.2M 0.47 2.05 N/A N/A 299,745 140,184 2,526,927 2,223,528 2024-02-21 $168.32 $145.00 26.9% 7.9% 35.1% 16.2% 27.6% 1.3% -0.3% 480.6M -19.93B -95.7M 0.36 2.20 N/A N/A 335,715 121,821 2,603,064 2,251,546 2024-02-22 $174.64 $145.00 25.8% 7.3% 37.0% 11.8% 26.3% 0.4% -0.2% 776.2M -25.45B -94.6M 0.46 1.81 N/A N/A 518,770 239,925 2,640,946 2,270,875 2024-02-23 $174.57 $145.00 24.8% 7.0% 37.0% 7.9% 25.2% 0.4% -0.0% 910.7M -25.01B -94.9M 0.42 1.77 N/A N/A 375,602 155,896 2,695,786 2,320,843 2024-02-26 $174.64 $145.00 25.6% 7.3% 37.0% 11.0% 25.8% 0.5% -0.6% 578.6M -24.17B -94.0M 0.47 1.58 N/A N/A 244,255 114,034 2,604,041 2,261,764 2024-02-27 $173.39 $145.00 24.8% 7.1% 37.1% 7.8% 25.2% 0.6% -0.4% 552.2M -23.03B -94.2M 0.55 1.94 N/A N/A 189,781 103,537 2,635,397 2,297,599 2024-02-28 $173.03 $145.00 24.6% 7.0% 36.8% 7.1% 24.3% 0.6% -0.3% 533.9M -22.51B -93.9M 0.30 1.57 N/A N/A 434,276 131,377 2,642,645 2,319,131 2024-02-29 $175.19 $150.00 23.9% 6.7% 35.3% 4.5% 23.7% 0.7% -0.2% 700.5M -24.35B -97.9M 0.64 1.68 N/A N/A 232,226 149,063 2,698,589 2,335,522
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