AMZN Options History — April 2024 In April 2024, AMZN traded between $173.50 and $189.41. ATM implied volatility averaged 39.3%, placing in the 64.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 20.4% (HV 20d: 18.9%). Max pain ranged from $155.00 to $170.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2024-04-30 : Highest Volume — 1,099,356 contracts2024-04-29 : Largest IV spike — 6.0% change2024-04-30 : Highest IV Rank — 82.9%2024-04-30 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $181.28 $173.50 $189.41 $180.43 $179.09 Max Pain $167.95 $155.00 $170.00 $155.00 $170.00 ATM IV 39.3% 36.1% 44.0% 36.1% 44.0% Expected Move 11.0% 6.6% 15.7% 6.7% 15.7% HV 20d 18.9% 13.2% 27.1% 18.0% 27.1% HV 60d 25.9% 22.8% 27.8% 25.9% 22.8% IV Rank 64.6% 51.9% 82.9% 51.9% 82.9% IV Percentile 81.9% 69.0% 98.8% 69.0% 98.8% Term Structure -2.1% -3.1% -1.5% -1.6% -3.0% VWIV 38.5% 23.3% 53.7% 23.7% 53.7% Skew 25d 2.5% 0.8% 3.5% 0.9% 1.3% Skew 10d 5.4% 2.0% 7.4% 2.3% 2.8% Call IV 25d 38.2% 36.2% 42.3% 36.4% 42.3% Put IV 25d 40.7% 37.3% 45.0% 37.3% 43.6% Bid-Ask Spread % 2.28 1.63 4.15 1.67 3.38 Gamma HHI 0.09 0.06 0.30 0.08 0.06 Net GEX 481.1M 177.9M 1.04B 518.8M 350.5M Net DEX -20.98B -28.33B -14.18B -21.63B -18.37B Net VEX -97.7M -102.5M -92.4M -95.9M -102.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.43 0.80 0.48 0.60 Total Volume 486,252.955 230,580 1,099,356 370,171 1,099,356 Total OI 4,673,996.545 4,351,023 4,957,381 4,463,657 4,747,609
Daily Data (22 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 2024-04-01 $180.43 $155.00 36.1% 6.7% 18.0% 51.9% 23.7% 0.9% -1.6% 518.8M -21.63B -95.9M 0.48 1.67 N/A N/A 249,766 120,405 2,306,916 2,156,741 2024-04-02 $180.56 $155.00 36.8% 6.7% 17.9% 54.7% 23.8% 0.8% -1.8% 562.8M -21.67B -96.3M 0.48 1.74 N/A N/A 155,514 75,066 2,349,790 2,190,031 2024-04-03 $182.22 $155.00 36.9% 6.6% 15.6% 55.3% 23.3% 1.0% -1.8% 692.1M -23.22B -95.4M 0.49 1.92 N/A N/A 247,479 121,044 2,380,243 2,201,180 2024-04-04 $180.63 $170.00 37.6% 9.9% 16.1% 57.8% 34.4% 1.5% -2.3% 549.1M -21.53B -97.6M 0.71 3.06 N/A N/A 326,907 233,511 2,393,207 2,226,765 2024-04-05 $184.75 $170.00 37.8% 10.0% 16.9% 58.8% 34.9% 2.3% -1.6% 1.04B -24.96B -96.3M 0.80 1.75 N/A N/A 417,323 333,343 2,406,224 2,247,458 2024-04-08 $185.68 $170.00 37.8% 10.2% 16.4% 58.5% 35.8% 2.0% -1.5% 577.9M -24.67B -96.1M 0.54 1.84 N/A N/A 232,112 124,279 2,366,736 2,231,044 2024-04-09 $185.19 $170.00 37.5% 10.2% 14.7% 57.5% 35.9% 2.3% -1.7% 559.3M -24.47B -95.3M 0.67 2.30 N/A N/A 213,719 144,108 2,410,731 2,262,688 2024-04-10 $185.69 $170.00 38.0% 10.3% 13.2% 59.4% 37.1% 2.5% -2.0% 572.1M -24.80B -95.6M 0.74 2.40 N/A N/A 215,274 158,637 2,430,518 2,287,947 2024-04-11 $189.41 $170.00 37.4% 10.3% 14.5% 57.1% 36.3% 2.4% -1.8% 810.6M -28.33B -92.4M 0.70 2.57 N/A N/A 363,559 254,607 2,474,335 2,329,903 2024-04-12 $185.89 $170.00 39.2% 10.8% 16.4% 64.1% 37.7% 2.8% -2.0% 374.7M -24.58B -96.8M 0.65 4.15 N/A N/A 397,892 256,654 2,499,342 2,392,251 2024-04-15 $183.61 $170.00 39.6% 11.2% 15.4% 65.8% 38.6% 3.3% -1.9% 491.1M -22.88B -96.7M 0.62 2.61 N/A N/A 270,433 166,374 2,459,213 2,292,663 2024-04-16 $183.87 $170.00 39.0% 11.1% 15.4% 63.3% 38.5% 3.5% -1.6% 494.3M -22.85B -97.9M 0.53 2.58 N/A N/A 198,826 104,849 2,503,253 2,334,659 2024-04-17 $180.99 $170.00 40.0% 11.5% 16.7% 67.1% 40.4% 3.2% -2.0% 390.8M -20.48B -98.9M 0.61 2.33 N/A N/A 256,870 157,408 2,525,587 2,352,926 2024-04-18 $179.53 $170.00 39.9% 11.5% 16.5% 66.8% 40.1% 3.3% -2.1% 345.2M -19.59B -97.8M 0.52 1.92 N/A N/A 246,466 128,472 2,552,624 2,363,329 2024-04-19 $173.54 $170.00 41.1% 12.0% 20.4% 71.5% 41.8% 3.1% -2.4% 177.9M -14.79B -99.7M 0.57 2.09 N/A N/A 386,588 221,869 2,582,669 2,374,712 2024-04-22 $177.06 $170.00 40.2% 12.0% 21.8% 67.8% 41.5% 3.3% -2.3% 281.3M -16.23B -97.3M 0.48 1.63 N/A N/A 240,244 115,814 2,239,836 2,111,187 2024-04-23 $179.57 $170.00 39.4% 12.0% 22.3% 64.7% 41.7% 3.2% -2.5% 341.1M -17.78B -98.2M 0.46 1.72 N/A N/A 252,414 117,161 2,278,877 2,145,371 2024-04-24 $177.05 $170.00 40.9% 12.6% 22.8% 70.6% 43.9% 3.3% -2.7% 302.3M -16.45B -99.2M 0.51 1.75 N/A N/A 206,827 105,786 2,351,905 2,174,480 2024-04-25 $173.50 $170.00 42.4% 13.5% 23.7% 76.7% 47.1% 3.3% -3.0% 223.6M -14.18B -100.7M 0.52 2.35 N/A N/A 361,071 188,049 2,399,523 2,195,930 2024-04-26 $179.63 $170.00 40.7% 13.1% 27.0% 69.9% 45.4% 2.7% -3.1% 569.4M -18.81B -100.7M 0.43 2.24 N/A N/A 481,627 208,178 2,452,567 2,233,194 2024-04-29 $180.28 $170.00 43.1% 14.8% 27.0% 79.4% 51.3% 2.0% -2.3% 358.9M -19.19B -101.7M 0.44 2.09 N/A N/A 376,503 165,181 2,409,423 2,202,337 2024-04-30 $179.09 $170.00 44.0% 15.7% 27.1% 82.9% 53.7% 1.3% -3.0% 350.5M -18.37B -102.5M 0.60 3.38 N/A N/A 686,403 412,953 2,484,865 2,262,744
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