AMZN Options History — October 2024 In October 2024, AMZN traded between $180.42 and $193.38. ATM implied volatility averaged 38.6%, placing in the 64.6% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 16.3% (HV 20d: 22.3%). Max pain ranged from $170.00 to $177.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.40.
Notable Days 2024-10-31 : Highest Volume — 807,746 contracts2024-10-31 : Largest IV spike — 11.0% change2024-10-31 : Highest IV Rank — 93.9%2024-10-31 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $186.96 $180.42 $193.38 $185.56 $186.28 Max Pain $174.67 $170.00 $177.50 $175.00 $177.50 ATM IV 38.6% 36.3% 43.3% 36.6% 43.3% Expected Move 11.3% 7.8% 15.7% 7.8% 15.7% HV 20d 22.3% 20.3% 25.1% 24.5% 25.1% HV 60d 32.0% 23.9% 34.3% 33.5% 25.2% IV Rank 64.6% 54.9% 93.9% 56.0% 93.9% IV Percentile 81.8% 71.8% 98.4% 72.6% 98.4% Term Structure -1.7% -2.9% -0.1% -0.1% -2.5% VWIV 39.2% 27.0% 54.4% 27.4% 54.4% Skew 25d 2.9% 2.0% 3.7% 3.7% 2.6% Skew 10d 5.8% 4.4% 7.3% 7.3% 4.9% Call IV 25d 37.0% 34.9% 41.9% 35.4% 41.9% Put IV 25d 39.9% 37.6% 44.4% 39.1% 44.4% Bid-Ask Spread % 1.79 1.46 2.28 1.90 2.03 Gamma HHI 0.11 0.06 0.37 0.07 0.07 Net GEX 430.3M 211.6M 929.7M 351.4M 268.5M Net DEX -13.22B -16.11B -9.43B -12.26B -11.86B Net VEX -90.2M -93.5M -87.8M -92.8M -90.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.30 0.61 0.58 0.61 Total Volume 413,202.87 202,637 807,746 421,654 807,746 Total OI 3,820,110 3,532,722 4,082,392 3,736,891 3,792,491
Daily Data (23 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 2024-10-01 $185.56 $175.00 36.6% 7.8% 24.5% 56.0% 27.4% 3.7% -0.1% 351.4M -12.26B -92.8M 0.58 1.90 N/A N/A 266,418 155,236 1,988,237 1,748,654 2024-10-02 $185.47 $175.00 37.6% 7.9% 23.6% 59.8% 27.0% 3.7% -0.1% 364.0M -12.28B -93.5M 0.36 1.70 N/A N/A 186,706 67,557 2,017,159 1,781,613 2024-10-03 $181.81 $175.00 39.4% 10.8% 23.7% 66.4% 37.3% 3.2% -0.4% 211.6M -9.90B -93.5M 0.47 1.83 N/A N/A 278,630 130,226 2,039,590 1,793,921 2024-10-04 $185.98 $175.00 38.0% 10.4% 21.9% 61.0% 36.1% 3.1% -0.4% 400.3M -13.36B -92.1M 0.34 2.28 N/A N/A 481,466 165,708 2,088,560 1,807,563 2024-10-07 $180.42 $175.00 41.0% 11.2% 24.8% 72.4% 39.0% 3.4% -1.8% 226.7M -9.43B -92.2M 0.38 1.89 N/A N/A 399,384 150,875 1,977,871 1,767,244 2024-10-08 $182.56 $175.00 39.0% 10.6% 22.4% 64.9% 37.2% 3.2% -1.7% 365.3M -11.15B -91.5M 0.34 1.78 N/A N/A 257,172 86,246 2,083,956 1,814,933 2024-10-09 $185.25 $175.00 38.6% 10.5% 22.1% 63.3% 36.2% 3.1% -1.9% 505.5M -13.10B -91.2M 0.41 2.15 N/A N/A 247,978 101,319 2,096,826 1,833,010 2024-10-10 $186.33 $175.00 38.3% 10.5% 21.1% 62.3% 36.4% 3.1% -2.0% 536.1M -13.86B -90.0M 0.36 1.97 N/A N/A 338,859 120,725 2,105,566 1,854,770 2024-10-11 $189.43 $175.00 37.3% 10.3% 21.9% 58.3% 37.3% 3.1% -2.1% 929.7M -16.11B -89.2M 0.45 1.71 N/A N/A 359,475 160,164 2,119,306 1,866,100 2024-10-14 $188.04 $170.00 37.0% 10.4% 21.9% 57.5% 36.3% 2.9% -1.7% 436.4M -14.36B -87.8M 0.32 1.62 N/A N/A 271,370 86,103 2,012,753 1,827,831 2024-10-15 $187.42 $170.00 38.5% 11.0% 21.7% 63.0% 37.3% 3.1% -1.9% 464.0M -14.06B -89.7M 0.33 1.78 N/A N/A 238,929 78,755 2,096,785 1,853,747 2024-10-16 $187.09 $175.00 37.9% 10.9% 21.7% 60.5% 37.5% 3.0% -1.9% 442.5M -13.95B -89.3M 0.35 2.05 N/A N/A 179,463 62,583 2,122,155 1,873,836 2024-10-17 $187.64 $175.00 36.7% 10.6% 21.1% 56.3% 36.5% 2.8% -1.9% 501.3M -14.54B -88.4M 0.34 1.74 N/A N/A 267,782 90,704 2,153,816 1,884,705 2024-10-18 $189.50 $175.00 36.3% 10.6% 21.4% 54.9% 36.6% 2.8% -1.9% 883.6M -15.91B -89.1M 0.33 1.87 N/A N/A 487,294 160,651 2,185,223 1,897,169 2024-10-21 $188.97 $175.00 37.0% 11.1% 20.3% 57.5% 38.7% 2.6% -2.1% 407.1M -13.35B -88.5M 0.38 1.57 N/A N/A 236,785 89,915 1,839,809 1,692,913 2024-10-22 $189.75 $175.00 38.0% 11.6% 20.4% 61.1% 40.3% 2.7% -2.3% 490.4M -14.07B -89.0M 0.31 1.56 N/A N/A 333,409 102,173 1,896,246 1,722,623 2024-10-23 $184.91 $175.00 39.9% 12.3% 22.3% 68.0% 42.5% 2.8% -2.5% 240.6M -10.89B -89.8M 0.30 1.53 N/A N/A 371,857 110,736 1,918,362 1,749,936 2024-10-24 $186.28 $175.00 39.4% 12.3% 22.4% 66.4% 42.5% 2.7% -2.9% 346.2M -12.07B -90.0M 0.41 1.63 N/A N/A 207,743 84,458 1,985,852 1,768,262 2024-10-25 $187.94 $175.00 39.1% 12.5% 21.8% 65.3% 43.2% 2.8% -2.8% 465.0M -13.15B -90.4M 0.42 1.74 N/A N/A 333,925 140,181 1,994,085 1,772,570 2024-10-28 $188.91 $175.00 39.4% 13.3% 21.6% 66.1% 46.4% 2.3% -1.6% 311.7M -13.45B -89.0M 0.51 1.46 N/A N/A 133,868 68,769 1,873,241 1,745,196 2024-10-29 $191.07 $175.00 39.2% 13.5% 21.9% 76.1% 47.0% 2.4% -1.7% 357.5M -14.82B -89.0M 0.54 1.70 N/A N/A 152,909 82,169 1,919,265 1,769,764 2024-10-30 $193.38 $175.00 39.0% 13.9% 22.2% 75.3% 48.5% 2.0% -1.9% 391.0M -16.06B -88.6M 0.46 1.67 N/A N/A 253,716 115,529 1,938,906 1,790,110 2024-10-31 $186.28 $177.50 43.3% 15.7% 25.1% 93.9% 54.4% 2.6% -2.5% 268.5M -11.86B -90.1M 0.61 2.03 N/A N/A 503,222 304,524 1,971,168 1,821,323
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