AMZN Options History — September 2024 In September 2024, AMZN traded between $172.19 and $193.54. ATM implied volatility averaged 27.8%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 0.1% (HV 20d: 27.7%). Max pain ranged from $165.00 to $175.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.50.
Notable Days 2024-09-27 : Highest Volume — 584,785 contracts2024-09-30 : Largest IV spike — 16.8% change2024-09-30 : Highest IV Rank — 50.6%2024-09-06 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $184.65 $172.19 $193.54 $175.91 $186.28 Max Pain $169.75 $165.00 $175.00 $165.00 $175.00 ATM IV 27.8% 24.5% 35.2% 28.7% 35.2% Expected Move 7.6% 6.6% 8.9% 8.5% 7.5% HV 20d 27.7% 24.8% 31.4% 26.4% 24.8% HV 60d 34.1% 33.1% 35.0% 33.1% 33.5% IV Rank 22.9% 10.7% 50.6% 26.5% 50.6% IV Percentile 49.1% 24.6% 68.7% 56.0% 68.7% Term Structure 2.3% -0.5% 7.7% -0.3% 0.3% VWIV 26.9% 23.1% 31.4% 29.7% 26.3% Skew 25d 3.3% 2.7% 4.3% 3.2% 3.5% Skew 10d 7.4% 5.5% 9.8% 7.4% 7.1% Call IV 25d 26.2% 22.7% 34.9% 27.4% 34.9% Put IV 25d 29.6% 25.6% 38.4% 30.6% 38.4% Bid-Ask Spread % 1.95 1.56 2.59 2.00 1.69 Gamma HHI 0.09 0.05 0.30 0.07 0.07 Net GEX 470.2M 75.2M 822.6M 287.6M 342.6M Net DEX -14.65B -19.50B -7.17B -10.14B -12.70B Net VEX -95.7M -100.0M -91.1M -99.4M -93.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.33 0.85 0.63 0.39 Total Volume 415,364.15 241,437 584,785 345,385 444,937 Total OI 4,035,226.45 3,521,428 4,328,145 4,030,690 3,644,458
Daily Data (20 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 2024-09-03 $175.91 $165.00 28.7% 8.5% 26.4% 26.5% 29.7% 3.2% -0.3% 287.6M -10.14B -99.4M 0.63 2.00 N/A N/A 211,606 133,779 2,104,371 1,926,319 2024-09-04 $173.20 $165.00 28.4% 8.5% 26.7% 25.3% 29.8% 3.6% -0.2% 173.0M -8.15B -98.7M 0.54 1.75 N/A N/A 203,830 109,228 2,143,021 1,969,904 2024-09-05 $177.37 $170.00 29.0% 8.3% 27.4% 27.6% 28.6% 3.5% -0.1% 380.8M -11.22B -98.9M 0.51 2.27 N/A N/A 360,105 182,586 2,159,837 1,981,411 2024-09-06 $172.19 $170.00 31.6% 8.9% 29.2% 37.3% 31.4% 4.3% -0.5% 75.2M -7.17B -100.0M 0.85 1.87 N/A N/A 266,718 227,077 2,214,082 2,008,699 2024-09-09 $174.24 $170.00 29.1% 8.3% 29.4% 27.8% 28.8% 4.2% -0.3% 223.9M -8.75B -97.5M 0.54 2.01 N/A N/A 178,817 97,055 2,130,812 1,973,876 2024-09-10 $179.93 $170.00 28.7% 8.2% 31.2% 26.4% 29.1% 3.9% -0.0% 418.3M -12.80B -98.1M 0.53 1.95 N/A N/A 279,847 149,299 2,162,997 1,995,628 2024-09-11 $183.16 $170.00 27.3% 7.9% 31.0% 21.3% 28.5% 3.4% 0.1% 535.1M -15.45B -96.9M 0.40 2.05 N/A N/A 389,124 157,365 2,201,384 2,015,210 2024-09-12 $186.67 $170.00 26.8% 7.7% 31.4% 19.5% 27.6% 3.2% 0.1% 642.9M -18.21B -96.7M 0.41 2.39 N/A N/A 411,240 169,361 2,233,852 2,032,569 2024-09-13 $186.84 $170.00 26.3% 7.6% 27.5% 17.3% 26.5% 2.9% 0.1% 633.4M -18.17B -97.6M 0.45 2.17 N/A N/A 294,810 132,997 2,272,832 2,055,313 2024-09-16 $185.25 $170.00 26.9% 7.7% 27.7% 19.7% 27.1% 3.1% 1.6% 490.2M -15.85B -95.8M 0.62 1.90 N/A N/A 151,285 93,614 2,192,756 1,974,175 2024-09-17 $186.80 $170.00 27.2% 7.8% 27.8% 20.8% 27.6% 2.9% 1.9% 556.2M -16.86B -96.5M 0.53 1.80 N/A N/A 213,067 113,493 2,220,347 1,993,053 2024-09-18 $186.66 $170.00 26.7% 7.6% 27.8% 18.8% 27.4% 3.2% 1.8% 529.7M -16.83B -95.2M 0.60 2.59 N/A N/A 151,209 90,228 2,228,221 2,011,424 2024-09-19 $189.35 $170.00 24.9% 7.0% 28.0% 12.1% 25.6% 2.9% 2.2% 687.7M -18.81B -94.4M 0.39 1.84 N/A N/A 292,853 114,246 2,245,613 2,021,021 2024-09-20 $190.18 $170.00 24.5% 6.8% 26.3% 10.7% 25.5% 3.0% 2.1% 822.6M -19.50B -92.8M 0.46 1.76 N/A N/A 391,385 179,886 2,264,797 2,028,331 2024-09-23 $193.54 $170.00 25.0% 6.7% 26.8% 12.6% 23.7% 2.7% 7.1% 548.1M -17.62B -91.1M 0.43 2.12 N/A N/A 309,515 132,818 1,852,239 1,669,189 2024-09-24 $193.12 $170.00 24.9% 6.6% 26.4% 12.4% 23.1% 3.1% 7.4% 578.0M -17.38B -92.1M 0.40 1.83 N/A N/A 263,633 105,647 1,904,277 1,707,885 2024-09-25 $192.78 $170.00 25.6% 6.7% 26.0% 14.8% 23.7% 3.3% 7.4% 605.3M -17.32B -92.5M 0.53 1.67 N/A N/A 176,036 93,826 1,941,908 1,719,361 2024-09-26 $191.40 $170.00 28.5% 6.9% 25.2% 25.8% 24.1% 3.3% 7.6% 569.1M -16.22B -93.7M 0.33 1.56 N/A N/A 337,854 112,122 1,974,538 1,745,512 2024-09-27 $188.07 $170.00 30.1% 7.2% 26.6% 31.7% 24.8% 3.1% 7.7% 304.7M -13.90B -94.0M 0.38 1.72 N/A N/A 424,776 160,009 2,019,417 1,763,890 2024-09-30 $186.28 $175.00 35.2% 7.5% 24.8% 50.6% 26.3% 3.5% 0.3% 342.6M -12.70B -93.0M 0.39 1.69 N/A N/A 321,249 123,688 1,922,810 1,721,648
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