AMZN Options History — June 2024 In June 2024, AMZN traded between $177.49 and $197.55. ATM implied volatility averaged 25.3%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 7.3% (HV 20d: 18.0%). Max pain ranged from $150.00 to $170.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.40.
Notable Days 2024-06-27 : Highest Volume — 1,999,212 contracts2024-06-24 : Largest IV spike — 13.6% change2024-06-28 : Highest IV Rank — 47.6%2024-06-28 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $185.91 $177.49 $197.55 $177.49 $193.53 Max Pain $166.84 $150.00 $170.00 $150.00 $170.00 ATM IV 25.3% 21.8% 34.4% 24.2% 34.4% Expected Move 6.9% 6.4% 7.8% 7.0% 7.8% HV 20d 18.0% 14.7% 23.1% 14.7% 23.1% HV 60d 20.1% 19.3% 22.1% 20.0% 22.1% IV Rank 13.6% 0.5% 47.6% 9.7% 47.6% IV Percentile 24.5% 0.8% 63.5% 17.9% 63.5% Term Structure 2.9% 0.2% 6.8% 0.3% 6.5% VWIV 24.5% 22.4% 28.4% 24.7% 28.4% Skew 25d 0.6% -0.8% 1.5% 1.3% -0.8% Skew 10d 2.1% -1.5% 3.6% 3.3% -1.5% Call IV 25d 25.1% 21.5% 33.2% 23.6% 33.2% Put IV 25d 25.7% 22.4% 32.3% 24.8% 32.3% Bid-Ask Spread % 1.81 1.20 2.81 1.35 2.81 Gamma HHI 0.13 0.07 0.44 0.07 0.13 Net GEX 684.1M 368.1M 1.56B 368.1M 664.7M Net DEX -21.69B -25.92B -16.44B -16.61B -21.68B Net VEX -95.8M -101.9M -92.9M -99.6M -101.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.26 0.60 0.49 0.40 Total Volume 656,980.789 294,252 1,999,212 362,270 1,096,329 Total OI 4,782,361.105 3,801,616 5,205,263 4,870,022 4,457,924
Daily Data (19 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 2024-06-03 $177.49 $150.00 24.2% 7.0% 14.7% 9.7% 24.7% 1.3% 0.3% 368.1M -16.61B -99.6M 0.49 1.35 N/A N/A 243,741 118,529 2,515,892 2,354,130 2024-06-04 $179.43 $150.00 23.8% 7.0% 14.9% 8.2% 24.9% 1.5% 0.4% 443.5M -18.25B -99.7M 0.42 1.23 N/A N/A 207,640 86,612 2,537,749 2,382,906 2024-06-05 $181.03 $150.00 22.8% 6.7% 15.4% 4.4% 23.6% 1.3% 0.2% 583.0M -19.84B -98.4M 0.50 1.20 N/A N/A 225,558 113,008 2,563,434 2,393,380 2024-06-06 $184.49 $170.00 22.6% 6.6% 17.1% 3.5% 23.3% 1.2% 0.3% 717.2M -23.19B -95.8M 0.60 1.61 N/A N/A 264,405 159,765 2,571,735 2,411,490 2024-06-07 $184.50 $170.00 21.8% 6.4% 16.6% 0.5% 22.4% 0.9% 0.3% 806.7M -23.09B -94.4M 0.46 1.66 N/A N/A 344,719 158,467 2,595,583 2,430,262 2024-06-10 $186.81 $170.00 22.1% 6.5% 16.9% 1.8% 23.5% 1.1% 0.5% 691.3M -24.38B -93.8M 0.54 1.81 N/A N/A 235,459 126,240 2,500,889 2,379,107 2024-06-11 $186.55 $170.00 22.2% 6.5% 16.7% 2.2% 22.9% 1.0% 0.4% 701.6M -24.16B -94.9M 0.51 1.81 N/A N/A 196,746 99,559 2,549,783 2,412,269 2024-06-12 $186.74 $170.00 22.3% 6.5% 16.6% 2.5% 22.6% 0.7% 0.2% 724.9M -24.07B -94.6M 0.27 2.24 N/A N/A 397,061 106,846 2,557,729 2,419,439 2024-06-13 $183.81 $170.00 23.1% 6.7% 17.4% 5.5% 24.3% 0.9% 0.4% 541.7M -21.31B -96.0M 0.30 1.75 N/A N/A 493,816 147,406 2,610,320 2,439,230 2024-06-14 $183.03 $170.00 23.2% 6.7% 17.0% 6.0% 25.0% 0.8% 0.4% 466.7M -20.84B -97.1M 0.46 1.90 N/A N/A 327,562 149,232 2,696,039 2,463,504 2024-06-17 $184.67 $170.00 24.0% 6.9% 17.2% 8.7% 24.6% 0.5% 4.4% 629.8M -22.53B -95.6M 0.32 1.81 N/A N/A 396,501 128,588 2,606,053 2,426,586 2024-06-18 $182.31 $170.00 24.7% 7.1% 17.8% 11.4% 25.3% 0.6% 4.8% 506.9M -20.40B -95.4M 0.38 1.66 N/A N/A 314,345 118,337 2,659,164 2,457,843 2024-06-20 $185.72 $170.00 25.2% 7.0% 18.9% 13.5% 25.0% 0.3% 4.9% 777.5M -24.10B -95.8M 0.38 1.81 N/A N/A 494,002 186,344 2,713,357 2,481,464 2024-06-21 $187.47 $170.00 25.1% 6.7% 19.1% 13.2% 23.7% 0.3% 5.1% 1.56B -25.49B -94.9M 0.33 1.72 N/A N/A 616,136 203,981 2,700,899 2,504,364 2024-06-24 $186.45 $170.00 28.6% 7.0% 18.7% 26.0% 25.0% 0.6% 6.1% 487.3M -16.44B -93.1M 0.26 1.93 N/A N/A 639,602 164,583 1,962,248 1,839,368 2024-06-25 $186.95 $170.00 28.7% 6.8% 18.7% 26.2% 24.3% 0.6% 6.4% 586.0M -17.12B -93.1M 0.39 2.05 N/A N/A 315,666 124,148 2,091,518 1,884,616 2024-06-26 $193.72 $170.00 29.5% 7.2% 22.2% 29.5% 25.5% 0.3% 6.8% 841.4M -22.61B -92.9M 0.33 2.04 N/A N/A 1,117,990 364,500 2,130,046 1,910,364 2024-06-27 $197.55 $170.00 31.7% 7.4% 22.9% 37.7% 26.3% -0.6% 6.8% 898.8M -25.92B -93.2M 0.32 2.04 N/A N/A 1,520,099 479,113 2,240,622 2,013,555 2024-06-28 $193.53 $170.00 34.4% 7.8% 23.1% 47.6% 28.4% -0.8% 6.5% 664.7M -21.68B -101.9M 0.40 2.81 N/A N/A 784,965 311,364 2,384,751 2,073,173
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