AMZN Options History — March 2024 In March 2024, AMZN traded between $172.28 and $180.31. ATM implied volatility averaged 26.2%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 2.9% (HV 20d: 23.3%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.49.
Notable Days 2024-03-15 : Highest Volume — 537,888 contracts2024-03-25 : Largest IV spike — 18.9% change2024-03-27 : Highest IV Rank — 42.6%2024-03-11 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $176.98 $172.28 $180.31 $178.63 $180.31 Max Pain $154.75 $150.00 $155.00 $150.00 $155.00 ATM IV 26.2% 22.7% 33.7% 23.5% 33.6% Expected Move 6.9% 6.3% 7.4% 6.5% 6.3% HV 20d 23.3% 19.2% 35.1% 35.1% 19.2% HV 60d 26.4% 26.0% 27.0% 26.1% 26.0% IV Rank 13.3% 0.0% 42.6% 2.8% 42.3% IV Percentile 22.5% 0.0% 61.1% 2.8% 61.1% Term Structure 2.7% -0.2% 9.8% -0.1% 1.8% VWIV 24.4% 22.5% 26.2% 23.2% 22.5% Skew 25d 0.9% 0.4% 1.6% 0.5% 1.0% Skew 10d 2.6% 1.2% 4.2% 1.9% 2.1% Call IV 25d 26.0% 22.3% 33.9% 23.6% 33.1% Put IV 25d 26.9% 23.4% 34.8% 24.1% 34.2% Bid-Ask Spread % 2.16 1.73 2.92 1.85 2.04 Gamma HHI 0.10 0.08 0.24 0.09 0.24 Net GEX 572.2M 372.9M 869.6M 673.2M 869.6M Net DEX -22.70B -27.41B -18.24B -27.41B -22.17B Net VEX -97.7M -101.1M -95.0M -97.5M -97.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.37 0.66 0.40 0.45 Total Volume 376,173.45 218,780 537,888 507,631 525,909 Total OI 4,799,578.6 4,288,248 5,183,438 5,083,122 4,597,175
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 2024-03-01 $178.63 $150.00 23.5% 6.5% 35.1% 2.8% 23.2% 0.5% -0.1% 673.2M -27.41B -97.5M 0.40 1.85 N/A N/A 363,607 144,024 2,724,694 2,358,428 2024-03-04 $178.00 $155.00 23.8% 7.0% 23.6% 4.2% 25.7% 0.4% 0.3% 666.5M -25.93B -96.8M 0.50 2.17 N/A N/A 259,095 129,022 2,635,379 2,312,001 2024-03-05 $173.80 $155.00 25.2% 7.3% 25.0% 9.4% 25.9% 0.9% 0.1% 511.8M -22.51B -100.0M 0.57 1.88 N/A N/A 209,120 119,613 2,680,177 2,339,120 2024-03-06 $174.01 $155.00 25.3% 7.3% 24.8% 9.8% 25.8% 0.9% -0.2% 526.0M -22.75B -101.1M 0.48 2.47 N/A N/A 176,109 84,009 2,707,251 2,369,002 2024-03-07 $176.95 $155.00 25.3% 7.3% 25.2% 9.7% 26.2% 0.4% 0.2% 655.2M -25.34B -99.2M 0.47 2.48 N/A N/A 251,394 118,403 2,721,407 2,385,446 2024-03-08 $175.39 $155.00 24.9% 7.3% 25.4% 8.1% 25.7% 0.6% 0.1% 487.1M -23.84B -99.7M 0.37 2.92 N/A N/A 333,724 122,915 2,732,639 2,402,088 2024-03-11 $172.28 $155.00 25.5% 7.4% 24.3% 10.8% 26.0% 0.9% 0.3% 445.6M -21.28B -98.4M 0.45 2.72 N/A N/A 214,953 97,479 2,661,229 2,358,022 2024-03-12 $175.91 $155.00 24.1% 6.9% 25.0% 5.1% 24.6% 0.8% 0.1% 586.2M -24.28B -97.8M 0.51 2.09 N/A N/A 247,747 127,132 2,692,375 2,381,292 2024-03-13 $176.75 $155.00 24.2% 7.0% 23.3% 5.5% 24.8% 0.7% 0.3% 612.1M -24.88B -97.9M 0.51 2.51 N/A N/A 251,864 127,225 2,714,121 2,404,006 2024-03-14 $178.19 $155.00 24.0% 6.9% 23.1% 4.6% 24.5% 0.9% 0.0% 699.4M -26.13B -97.6M 0.44 2.29 N/A N/A 320,923 140,580 2,727,221 2,426,991 2024-03-15 $174.89 $155.00 24.6% 7.1% 24.1% 7.0% 25.2% 1.6% 0.1% 494.2M -22.92B -98.6M 0.43 2.13 N/A N/A 376,706 161,182 2,730,845 2,452,593 2024-03-18 $174.82 $155.00 24.5% 7.0% 24.1% 6.8% 24.7% 1.6% 8.3% 372.9M -18.24B -96.8M 0.40 2.05 N/A N/A 234,006 92,862 2,212,383 2,075,865 2024-03-19 $175.72 $155.00 23.5% 6.7% 23.1% 2.9% 23.9% 1.3% 8.6% 446.5M -19.01B -97.1M 0.66 1.77 N/A N/A 132,142 86,638 2,269,171 2,107,673 2024-03-20 $177.91 $155.00 22.7% 6.5% 23.3% 0.0% 23.0% 1.1% 8.8% 554.9M -20.67B -95.9M 0.49 2.11 N/A N/A 213,871 104,435 2,283,732 2,126,267 2024-03-21 $178.80 $155.00 24.7% 6.6% 19.6% 7.8% 23.3% 0.8% 9.1% 623.5M -21.46B -95.0M 0.48 1.88 N/A N/A 316,660 152,873 2,310,068 2,148,393 2024-03-22 $178.94 $155.00 26.4% 6.5% 19.6% 14.4% 23.1% 1.0% 9.8% 594.2M -21.31B -97.3M 0.56 2.12 N/A N/A 199,829 111,674 2,351,029 2,177,316 2024-03-25 $179.91 $155.00 31.4% 6.7% 19.7% 33.8% 23.4% 1.0% 1.9% 547.4M -21.67B -95.8M 0.55 1.73 N/A N/A 222,424 121,939 2,279,164 2,120,740 2024-03-26 $178.80 $155.00 32.8% 6.6% 19.6% 39.3% 23.3% 0.9% 2.1% 502.2M -20.73B -97.3M 0.51 2.05 N/A N/A 205,863 104,904 2,321,372 2,155,855 2024-03-27 $179.61 $155.00 33.7% 6.4% 19.6% 42.6% 23.0% 0.9% 1.9% 575.8M -21.45B -97.2M 0.49 2.01 N/A N/A 214,859 105,755 2,360,854 2,178,188 2024-03-28 $180.31 $155.00 33.6% 6.3% 19.2% 42.3% 22.5% 1.0% 1.8% 869.6M -22.17B -97.4M 0.45 2.04 N/A N/A 362,812 163,097 2,386,348 2,210,827
« Feb 2024 | All History | Apr 2024 » Home AMZN History March 2024