AMZN Options History — July 2024 In July 2024, AMZN traded between $181.12 and $200.05. ATM implied volatility averaged 40.5%, placing in the 70.4% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 16.1% (HV 20d: 24.4%). Max pain ranged from $170.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2024-07-11 : Highest Volume — 894,558 contracts2024-07-17 : Largest IV spike — 8.8% change2024-07-30 : Highest IV Rank — 84.4%2024-07-30 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $190.44 $181.12 $200.05 $196.75 $187.34 Max Pain $177.73 $170.00 $180.00 $170.00 $175.00 ATM IV 40.5% 37.1% 44.2% 37.1% 41.6% Expected Move 11.5% 7.5% 15.1% 7.6% 14.5% HV 20d 24.4% 21.6% 28.8% 21.6% 24.9% HV 60d 21.7% 20.7% 22.3% 22.2% 21.6% IV Rank 70.4% 57.9% 84.4% 57.9% 74.5% IV Percentile 86.7% 72.6% 99.2% 72.6% 90.5% Term Structure -2.2% -2.8% -1.4% -1.4% -2.5% VWIV 40.1% 26.8% 51.7% 27.2% 49.3% Skew 25d 1.4% -0.9% 3.8% -0.9% 3.2% Skew 10d 3.6% -1.4% 7.9% -1.4% 6.3% Call IV 25d 40.1% 38.1% 42.9% 39.8% 39.5% Put IV 25d 41.5% 37.9% 45.7% 38.9% 42.7% Bid-Ask Spread % 2.10 1.67 2.65 2.25 2.02 Gamma HHI 0.15 0.08 0.61 0.18 0.09 Net GEX 678.8M 214.7M 2.73B 849.7M 435.2M Net DEX -18.30B -27.84B -10.32B -24.34B -15.06B Net VEX -100.0M -103.8M -96.6M -100.5M -102.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.24 0.51 0.32 0.40 Total Volume 595,391.455 208,728 894,558 640,948 331,881 Total OI 4,398,264 3,924,766 4,895,678 4,345,563 4,112,496
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 2024-07-01 $196.75 $170.00 37.1% 7.6% 21.6% 57.9% 27.2% -0.9% -1.4% 849.7M -24.34B -100.5M 0.32 2.25 N/A N/A 486,704 154,244 2,358,725 1,986,838 2024-07-02 $199.84 $170.00 38.3% 7.5% 21.8% 62.1% 26.8% -0.8% -1.7% 980.4M -27.20B -97.9M 0.27 2.27 N/A N/A 643,536 176,156 2,395,141 2,020,188 2024-07-03 $197.45 $170.00 38.7% 7.5% 22.6% 63.8% 27.0% -0.7% -1.6% 874.1M -24.91B -100.9M 0.33 2.54 N/A N/A 397,084 131,734 2,454,485 2,053,954 2024-07-05 $200.05 $180.00 37.4% 9.9% 22.7% 58.7% 34.7% -0.6% -2.0% 2.73B -27.84B -98.4M 0.30 2.65 N/A N/A 581,183 174,105 2,511,895 2,066,763 2024-07-08 $199.13 $180.00 38.4% 10.2% 22.4% 62.7% 36.0% -0.1% -2.0% 916.6M -25.29B -97.6M 0.29 2.35 N/A N/A 455,213 130,836 2,356,249 1,992,137 2024-07-09 $199.76 $180.00 37.9% 10.2% 22.3% 60.6% 36.3% -0.1% -2.0% 1.04B -26.08B -97.5M 0.26 2.27 N/A N/A 459,612 117,990 2,437,951 2,029,622 2024-07-10 $199.84 $175.00 38.4% 10.4% 22.1% 62.5% 36.5% 0.0% -2.2% 1.13B -26.25B -97.8M 0.26 2.22 N/A N/A 531,621 137,583 2,501,849 2,048,091 2024-07-11 $194.53 $180.00 38.5% 10.5% 24.6% 63.1% 36.8% 0.5% -2.4% 709.8M -20.80B -99.6M 0.31 2.37 N/A N/A 682,908 211,650 2,552,142 2,086,818 2024-07-12 $194.90 $180.00 38.1% 10.5% 24.6% 61.7% 36.8% 0.4% -2.3% 682.2M -21.22B -98.9M 0.32 2.37 N/A N/A 523,417 169,132 2,591,555 2,125,519 2024-07-15 $192.13 $180.00 39.4% 11.1% 24.4% 66.4% 38.6% 0.9% -1.9% 648.8M -19.33B -96.6M 0.29 2.04 N/A N/A 579,513 169,888 2,442,754 2,065,357 2024-07-16 $193.02 $180.00 39.5% 11.2% 24.3% 66.6% 39.3% 1.1% -2.3% 744.4M -20.13B -99.6M 0.24 1.87 N/A N/A 442,505 105,362 2,508,177 2,119,677 2024-07-17 $187.50 $180.00 43.0% 12.3% 26.6% 79.6% 42.9% 1.6% -2.4% 423.0M -15.49B -100.5M 0.35 2.38 N/A N/A 596,957 206,622 2,558,074 2,133,793 2024-07-18 $183.99 $180.00 43.3% 12.5% 27.1% 80.8% 43.5% 2.0% -2.7% 256.1M -12.78B -101.3M 0.36 2.06 N/A N/A 645,993 229,676 2,628,829 2,161,176 2024-07-19 $182.68 $180.00 42.7% 12.5% 26.4% 78.6% 43.6% 2.0% -2.7% 214.7M -12.48B -100.1M 0.50 1.88 N/A N/A 405,114 201,444 2,719,530 2,176,148 2024-07-22 $183.74 $180.00 41.2% 12.5% 26.2% 73.0% 42.6% 2.5% -2.0% 335.9M -12.13B -98.3M 0.34 1.72 N/A N/A 360,881 122,895 2,156,814 1,767,952 2024-07-23 $186.62 $180.00 41.1% 12.6% 26.8% 72.8% 43.4% 2.3% -2.0% 454.0M -14.31B -101.5M 0.42 1.81 N/A N/A 464,971 196,394 2,231,640 1,815,056 2024-07-24 $181.12 $180.00 43.0% 13.4% 28.8% 79.6% 45.5% 3.2% -2.0% 227.1M -10.32B -102.3M 0.43 1.80 N/A N/A 318,332 136,860 2,278,036 1,858,408 2024-07-25 $181.39 $180.00 43.5% 13.7% 25.3% 81.7% 46.7% 3.8% -2.2% 243.2M -10.74B -103.8M 0.48 1.67 N/A N/A 382,976 184,016 2,321,767 1,875,453 2024-07-26 $182.55 $180.00 42.8% 13.6% 24.1% 78.9% 47.3% 3.3% -2.5% 374.6M -11.87B -102.1M 0.51 2.03 N/A N/A 262,234 134,053 2,353,730 1,883,586 2024-07-29 $183.67 $175.00 42.9% 14.4% 23.5% 79.3% 49.6% 3.0% -2.3% 345.5M -12.66B -101.6M 0.49 1.89 N/A N/A 140,405 68,323 2,179,561 1,797,282 2024-07-30 $181.62 $175.00 44.2% 15.1% 22.6% 84.4% 51.7% 3.3% -2.8% 316.6M -11.46B -101.2M 0.49 1.79 N/A N/A 165,436 81,173 2,219,445 1,827,145 2024-07-31 $187.34 $175.00 41.6% 14.5% 24.9% 74.5% 49.3% 3.2% -2.5% 435.2M -15.06B -102.6M 0.40 2.02 N/A N/A 237,159 94,722 2,253,039 1,859,457
« Jun 2024 | All History | Aug 2024 » Home AMZN History July 2024