AMZN Options History — May 2024 In May 2024, AMZN traded between $175.25 and $189.67. ATM implied volatility averaged 23.2%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.4% (HV 20d: 21.8%). Max pain ranged from $150.00 to $172.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2024-05-01 : Highest Volume — 1,415,180 contracts2024-05-03 : Largest IV drop — 6.8% change2024-05-01 : Highest IV Rank — 15.0%2024-05-01 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $184.00 $175.25 $189.67 $181.38 $175.25 Max Pain $152.84 $150.00 $172.50 $170.00 $150.00 ATM IV 23.2% 21.6% 26.6% 26.6% 24.5% Expected Move 6.7% 6.2% 8.3% 8.3% 7.1% HV 20d 21.8% 13.1% 27.6% 27.3% 14.5% HV 60d 21.2% 19.7% 23.0% 22.9% 20.1% IV Rank 4.7% 0.0% 15.0% 15.0% 10.9% IV Percentile 6.8% 0.0% 34.5% 34.5% 21.8% Term Structure -0.1% -0.7% 0.5% -0.3% -0.6% VWIV 23.7% 21.7% 29.2% 29.2% 25.1% Skew 25d 1.2% 0.8% 1.7% 1.0% 1.7% Skew 10d 3.3% 2.0% 4.3% 2.4% 4.2% Call IV 25d 22.8% 21.1% 26.2% 26.2% 24.5% Put IV 25d 24.0% 22.2% 27.2% 27.2% 26.1% Bid-Ask Spread % 1.70 1.24 2.26 2.22 1.38 Gamma HHI 0.10 0.07 0.15 0.09 0.14 Net GEX 511.6M -28.0M 807.3M 531.4M -28.0M Net DEX -21.40B -25.95B -13.79B -19.49B -13.79B Net VEX -98.4M -101.8M -93.2M -99.3M -99.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.35 0.70 0.55 0.45 Total Volume 545,111.955 280,032 1,415,180 1,415,180 759,417 Total OI 5,023,439.318 4,690,068 5,392,705 5,208,991 4,947,157
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 2024-05-01 $181.38 $170.00 26.6% 8.3% 27.3% 15.0% 29.2% 1.0% -0.3% 531.4M -19.49B -99.3M 0.55 2.22 N/A N/A 910,229 504,951 2,731,915 2,477,076 2024-05-02 $184.06 $170.00 25.4% 7.6% 27.6% 10.2% 26.9% 1.1% 0.0% 688.2M -22.24B -98.7M 0.54 2.26 N/A N/A 471,147 252,447 2,775,078 2,495,539 2024-05-03 $186.22 $172.50 23.6% 6.9% 26.7% 3.5% 24.2% 1.0% 0.1% 736.0M -24.27B -97.8M 0.50 2.01 N/A N/A 402,082 199,213 2,799,828 2,533,658 2024-05-06 $187.80 $150.00 23.2% 6.8% 26.8% 1.9% 23.6% 0.9% 0.4% 629.8M -24.45B -94.8M 0.49 1.67 N/A N/A 272,546 134,578 2,530,606 2,353,799 2024-05-07 $188.24 $150.00 22.6% 6.6% 26.8% 0.0% 23.2% 1.2% 0.5% 686.4M -24.67B -95.6M 0.51 2.14 N/A N/A 266,609 134,876 2,573,770 2,381,823 2024-05-08 $187.88 $150.00 22.6% 6.6% 26.8% 0.0% 23.5% 1.0% 0.4% 650.8M -24.30B -94.5M 0.70 1.94 N/A N/A 165,015 115,017 2,588,236 2,407,345 2024-05-09 $189.67 $150.00 22.3% 6.5% 26.1% 0.0% 23.7% 1.2% 0.5% 807.3M -25.95B -93.2M 0.39 1.60 N/A N/A 648,415 255,355 2,614,701 2,417,632 2024-05-10 $187.56 $150.00 21.6% 6.3% 25.5% 0.0% 22.2% 1.1% 0.4% 587.9M -24.37B -96.9M 0.52 2.00 N/A N/A 368,124 190,566 2,686,832 2,459,944 2024-05-13 $186.28 $150.00 22.8% 6.5% 25.2% 4.5% 22.7% 1.5% -0.4% 541.0M -23.26B -97.2M 0.51 1.80 N/A N/A 209,276 107,509 2,621,478 2,424,604 2024-05-14 $187.11 $150.00 22.9% 6.5% 25.2% 5.0% 24.2% 1.5% -0.5% 592.8M -24.24B -97.2M 0.43 1.70 N/A N/A 334,247 143,008 2,658,820 2,453,912 2024-05-15 $185.92 $150.00 23.6% 6.6% 24.6% 7.5% 23.3% 1.4% -0.4% 552.5M -23.50B -99.6M 0.40 1.93 N/A N/A 618,355 246,263 2,717,470 2,468,509 2024-05-16 $183.68 $150.00 23.2% 6.6% 24.9% 5.7% 23.3% 1.1% -0.2% 462.3M -21.66B -101.8M 0.49 1.75 N/A N/A 293,520 143,236 2,827,885 2,524,117 2024-05-17 $184.26 $150.00 22.0% 6.3% 21.1% 1.4% 21.9% 1.2% -0.2% 569.5M -22.30B -99.1M 0.45 1.84 N/A N/A 295,677 133,632 2,856,384 2,536,321 2024-05-20 $183.58 $150.00 22.6% 6.5% 20.2% 3.6% 22.7% 0.9% -0.1% 442.5M -20.40B -99.7M 0.43 1.47 N/A N/A 259,316 112,646 2,401,507 2,288,561 2024-05-21 $182.68 $150.00 22.4% 6.4% 19.8% 3.0% 22.5% 0.8% -0.1% 442.8M -19.75B -100.7M 0.36 1.52 N/A N/A 341,572 123,923 2,464,977 2,309,245 2024-05-22 $182.62 $150.00 22.5% 6.5% 19.0% 3.4% 22.7% 0.9% -0.3% 505.9M -20.16B -100.1M 0.35 1.51 N/A N/A 278,918 96,847 2,520,957 2,332,235 2024-05-23 $180.47 $150.00 22.9% 6.6% 18.0% 4.9% 23.0% 1.2% 0.0% 320.6M -17.95B -101.3M 0.37 1.50 N/A N/A 360,871 132,976 2,530,807 2,344,861 2024-05-24 $180.50 $150.00 21.8% 6.2% 13.2% 0.5% 21.7% 1.3% 0.1% 302.5M -17.97B -100.3M 0.46 1.24 N/A N/A 322,051 148,270 2,556,733 2,365,640 2024-05-28 $181.75 $150.00 23.1% 6.6% 13.3% 5.4% 23.1% 1.4% -0.3% 442.3M -19.34B -97.9M 0.42 1.28 N/A N/A 294,998 123,627 2,453,782 2,323,041 2024-05-29 $182.31 $150.00 23.5% 6.7% 13.1% 7.0% 23.6% 1.3% -0.5% 517.5M -20.07B -98.9M 0.52 1.32 N/A N/A 276,908 143,184 2,508,557 2,354,841 2024-05-30 $178.83 $150.00 24.3% 7.0% 14.1% 9.8% 24.7% 1.5% -0.7% 273.7M -16.73B -100.1M 0.47 1.40 N/A N/A 273,472 127,574 2,525,474 2,370,008 2024-05-31 $175.25 $150.00 24.5% 7.1% 14.5% 10.9% 25.1% 1.7% -0.6% -28.0M -13.79B -99.7M 0.45 1.38 N/A N/A 522,925 236,492 2,562,957 2,384,200
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