AMZN Options History — August 2024 In August 2024, AMZN traded between $160.34 and $183.82. ATM implied volatility averaged 29.4%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 14.5% (HV 20d: 43.8%). Max pain ranged from $165.00 to $180.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2024-08-02 : Highest Volume — 1,894,542 contracts2024-08-06 : Largest IV drop — 22.6% change2024-08-01 : Highest IV Rank — 86.3%2024-08-01 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $172.16 $160.34 $183.82 $183.82 $177.50 Max Pain $166.59 $165.00 $180.00 $175.00 $165.00 ATM IV 29.4% 24.4% 44.7% 44.7% 24.8% Expected Move 8.6% 6.9% 15.9% 15.9% 6.9% HV 20d 43.8% 25.4% 47.7% 25.4% 30.3% HV 60d 31.5% 21.9% 33.3% 21.9% 33.3% IV Rank 28.9% 10.4% 86.3% 86.3% 11.9% IV Percentile 52.5% 23.8% 99.2% 99.2% 31.3% Term Structure -0.1% -3.1% 0.5% -3.1% 0.2% VWIV 30.2% 24.1% 54.8% 54.8% 24.1% Skew 25d 3.6% 1.1% 9.2% 3.1% 2.2% Skew 10d 8.2% 3.2% 21.3% 7.1% 5.8% Call IV 25d 27.9% 23.5% 43.4% 43.4% 23.5% Put IV 25d 31.5% 25.6% 47.7% 46.5% 25.7% Bid-Ask Spread % 2.03 1.44 3.85 3.05 1.44 Gamma HHI 0.07 0.05 0.21 0.09 0.21 Net GEX 251.5M -44.8M 718.3M 373.2M 718.3M Net DEX -7.78B -13.36B 55.3M -13.03B -12.13B Net VEX -98.7M -101.9M -94.0M -101.9M -99.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.35 0.73 0.53 0.47 Total Volume 553,153.727 258,241 1,894,542 776,250 512,247 Total OI 4,230,632.864 3,904,762 4,531,756 4,177,961 4,226,180
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 2024-08-01 $183.82 $175.00 44.7% 15.9% 25.4% 86.3% 54.8% 3.1% -3.1% 373.2M -13.03B -101.9M 0.53 3.05 N/A N/A 508,445 267,805 2,296,972 1,880,989 2024-08-02 $166.72 $180.00 36.9% 11.3% 41.2% 56.9% 40.0% 3.5% -1.4% -44.8M -959.8M -94.0M 0.62 2.24 N/A N/A 1,166,691 727,851 2,433,997 1,973,898 2024-08-05 $160.34 $170.00 43.1% 11.7% 42.5% 80.1% 42.0% 9.2% 0.3% 18.3M 55.3M -96.1M 0.72 3.85 N/A N/A 376,010 271,789 2,344,032 1,927,535 2024-08-06 $163.49 $170.00 33.3% 9.4% 43.6% 43.7% 34.0% 6.1% -0.2% 42.8M -1.38B -95.8M 0.73 3.01 N/A N/A 306,614 224,038 2,386,578 1,960,913 2024-08-07 $162.31 $165.00 34.5% 9.8% 43.4% 48.1% 32.9% 6.8% -0.1% 30.2M -1.37B -96.4M 0.71 2.09 N/A N/A 313,758 221,804 2,434,377 1,968,242 2024-08-08 $165.81 $165.00 31.2% 9.0% 44.4% 35.6% 28.6% 6.7% -0.1% 135.5M -3.64B -97.9M 0.51 2.26 N/A N/A 421,684 215,194 2,483,090 2,005,947 2024-08-09 $166.76 $165.00 29.9% 8.6% 44.5% 30.9% 29.1% 6.0% 0.0% 126.0M -4.39B -95.8M 0.50 2.23 N/A N/A 379,753 190,370 2,421,775 2,016,177 2024-08-12 $166.45 $165.00 29.9% 8.6% 44.5% 30.7% 29.6% 5.1% 0.1% 76.7M -4.13B -96.4M 0.52 1.93 N/A N/A 233,249 121,594 2,247,148 1,938,053 2024-08-13 $169.95 $165.00 27.5% 8.0% 45.4% 21.9% 28.7% 4.2% 0.4% 196.5M -6.78B -97.5M 0.38 1.92 N/A N/A 387,794 148,628 2,302,616 1,962,557 2024-08-14 $169.78 $165.00 26.9% 7.8% 44.6% 19.6% 29.5% 3.5% 0.2% 226.3M -6.91B -98.6M 0.63 1.93 N/A N/A 242,552 152,225 2,382,485 1,985,640 2024-08-15 $177.64 $165.00 25.2% 7.3% 47.7% 13.3% 26.7% 1.5% 0.3% 490.0M -13.22B -100.3M 0.47 1.66 N/A N/A 598,832 281,221 2,421,707 2,013,751 2024-08-16 $176.95 $165.00 24.9% 7.2% 47.7% 12.0% 26.9% 1.1% 0.4% 465.6M -12.41B -100.8M 0.41 1.75 N/A N/A 415,864 169,840 2,473,552 2,058,204 2024-08-19 $177.41 $165.00 24.4% 7.0% 47.6% 10.4% 24.9% 1.9% 0.2% 361.7M -11.47B -99.7M 0.53 1.61 N/A N/A 183,752 97,341 2,050,339 1,854,423 2024-08-20 $178.44 $165.00 24.8% 7.1% 47.3% 11.8% 25.2% 1.7% -0.3% 416.9M -12.36B -99.8M 0.42 1.82 N/A N/A 181,972 76,269 2,093,606 1,880,500 2024-08-21 $179.98 $165.00 25.4% 7.3% 46.2% 14.3% 26.0% 1.7% -0.0% 477.9M -13.36B -101.2M 0.35 1.76 N/A N/A 364,567 129,075 2,125,967 1,898,299 2024-08-22 $175.89 $165.00 27.0% 7.7% 46.9% 20.2% 27.5% 2.3% 0.1% 277.7M -10.25B -101.2M 0.52 1.74 N/A N/A 288,367 150,674 2,149,898 1,928,224 2024-08-23 $176.78 $165.00 25.6% 7.3% 46.9% 14.7% 26.8% 2.3% 0.5% 295.5M -10.74B -101.3M 0.66 1.79 N/A N/A 283,903 186,956 2,183,864 1,965,217 2024-08-26 $175.25 $165.00 26.3% 7.6% 46.9% 17.5% 27.2% 2.5% -0.0% 258.2M -9.64B -99.5M 0.56 1.71 N/A N/A 191,941 108,092 2,091,350 1,904,146 2024-08-27 $173.59 $165.00 25.9% 7.6% 46.8% 16.1% 26.6% 2.2% 0.2% 216.2M -8.53B -99.3M 0.48 1.45 N/A N/A 235,513 112,717 2,135,660 1,930,911 2024-08-28 $170.82 $165.00 27.5% 8.0% 45.3% 21.8% 27.9% 2.7% 0.1% 163.6M -6.93B -99.4M 0.53 1.63 N/A N/A 232,198 122,721 2,186,811 1,951,163 2024-08-29 $171.79 $165.00 26.4% 7.4% 45.2% 17.7% 26.3% 2.3% 0.2% 210.1M -7.61B -98.8M 0.45 1.86 N/A N/A 252,600 114,872 2,226,836 1,970,294 2024-08-30 $177.50 $165.00 24.8% 6.9% 30.3% 11.9% 24.1% 2.2% 0.2% 718.3M -12.13B -99.2M 0.47 1.44 N/A N/A 347,603 164,644 2,249,456 1,976,724
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