AMZN Options History — November 2024 In November 2024, AMZN traded between $195.68 and $214.28. ATM implied volatility averaged 25.6%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 10.1% (HV 20d: 35.6%). Max pain ranged from $175.00 to $187.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.39.
Notable Days 2024-11-01 : Highest Volume — 1,554,326 contracts2024-11-15 : Largest IV spike — 14.9% change2024-11-21 : Highest IV Rank — 32.2%2024-11-01 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $204.30 $195.68 $214.28 $198.25 $207.53 Max Pain $182.13 $175.00 $187.50 $180.00 $187.50 ATM IV 25.6% 22.2% 29.1% 27.3% 24.2% Expected Move 7.5% 6.5% 8.7% 8.7% 7.3% HV 20d 35.6% 30.6% 40.2% 32.5% 37.2% HV 60d 28.6% 27.5% 29.4% 27.8% 29.0% IV Rank 17.1% 2.5% 32.2% 24.7% 11.3% IV Percentile 35.9% 2.0% 57.1% 52.8% 23.4% Term Structure -0.1% -1.2% 0.4% 0.1% 0.2% VWIV 26.6% 23.8% 30.8% 30.8% 26.0% Skew 25d 1.4% -0.2% 3.2% 2.7% 0.8% Skew 10d 4.4% 1.2% 7.7% 6.4% 2.0% Call IV 25d 25.2% 22.2% 28.6% 26.4% 24.2% Put IV 25d 26.7% 23.0% 30.8% 29.1% 25.0% Bid-Ask Spread % 2.00 1.59 2.24 2.24 2.05 Gamma HHI 0.11 0.08 0.23 0.11 0.23 Net GEX 703.6M 328.9M 1.23B 599.1M 1.23B Net DEX -20.47B -28.20B -13.99B -20.11B -22.13B Net VEX -87.4M -93.3M -80.7M -84.5M -89.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.25 0.58 0.46 0.39 Total Volume 714,175.7 368,128 1,554,326 1,554,326 470,443 Total OI 4,072,520.6 3,741,644 4,322,705 4,044,317 4,322,705
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 2024-11-01 $198.25 $180.00 27.3% 8.7% 32.5% 24.7% 30.8% 2.7% 0.1% 599.1M -20.11B -84.5M 0.46 2.24 N/A N/A 1,065,082 489,244 2,105,743 1,938,574 2024-11-04 $195.68 $175.00 27.1% 7.8% 30.6% 23.6% 28.0% 3.0% -0.1% 426.4M -15.66B -85.8M 0.58 1.73 N/A N/A 257,790 149,134 1,902,165 1,839,479 2024-11-05 $199.00 $175.00 26.0% 7.5% 30.9% 18.9% 26.9% 3.2% -0.1% 548.2M -17.93B -84.7M 0.54 2.00 N/A N/A 267,589 145,196 1,941,085 1,863,050 2024-11-06 $205.49 $175.00 24.7% 7.2% 32.2% 13.5% 25.8% 2.0% 0.1% 792.2M -22.81B -82.4M 0.37 1.59 N/A N/A 780,389 288,364 2,008,160 1,897,660 2024-11-07 $210.28 $180.00 23.3% 6.8% 32.8% 7.3% 24.5% 1.0% -0.0% 965.3M -27.04B -80.7M 0.38 1.80 N/A N/A 644,313 247,119 2,096,187 1,927,555 2024-11-08 $208.47 $180.00 22.2% 6.5% 33.0% 2.5% 23.8% 0.9% 0.2% 840.9M -24.80B -84.3M 0.40 2.10 N/A N/A 359,654 143,489 2,161,370 1,981,092 2024-11-11 $206.61 $180.00 23.8% 6.9% 33.1% 9.5% 24.5% 0.9% 0.4% 712.5M -22.36B -82.3M 0.44 2.22 N/A N/A 254,862 113,266 2,047,701 1,893,127 2024-11-12 $208.64 $180.00 23.7% 6.9% 33.0% 9.1% 24.4% 0.6% 0.3% 816.7M -23.83B -84.4M 0.28 2.06 N/A N/A 400,601 111,975 2,096,788 1,925,114 2024-11-13 $214.28 $180.00 23.8% 6.9% 33.7% 9.6% 24.8% -0.2% 0.2% 903.5M -28.20B -82.5M 0.32 2.19 N/A N/A 791,029 250,464 2,123,740 1,955,629 2024-11-14 $211.16 $185.00 23.8% 6.9% 34.5% 9.6% 24.8% 0.4% 0.4% 868.1M -25.22B -85.6M 0.37 1.80 N/A N/A 455,687 169,843 2,180,991 1,995,928 2024-11-15 $202.20 $185.00 27.4% 7.9% 38.7% 25.0% 27.3% 2.1% 0.1% 328.9M -17.59B -90.6M 0.47 2.13 N/A N/A 979,117 459,800 2,207,961 2,016,923 2024-11-18 $202.03 $185.00 27.1% 7.8% 38.6% 23.8% 27.7% 1.6% -0.7% 520.9M -16.97B -90.2M 0.40 2.11 N/A N/A 322,334 129,848 2,078,919 1,851,255 2024-11-19 $204.07 $185.00 26.5% 7.6% 38.7% 21.2% 27.1% 1.4% -1.0% 642.7M -18.47B -91.1M 0.30 2.13 N/A N/A 355,903 107,674 2,136,627 1,887,396 2024-11-20 $202.16 $185.00 27.8% 8.0% 37.5% 26.8% 28.5% 1.9% -0.6% 576.7M -17.07B -93.0M 0.48 2.14 N/A N/A 319,535 152,996 2,178,415 1,909,113 2024-11-21 $198.22 $185.00 29.1% 8.4% 38.4% 32.2% 29.3% 2.2% -1.2% 353.3M -14.41B -91.7M 0.39 2.17 N/A N/A 636,999 249,194 2,227,512 1,944,696 2024-11-22 $197.31 $185.00 27.6% 8.0% 38.4% 25.7% 28.2% 1.5% -0.7% 371.8M -13.99B -93.3M 0.41 2.14 N/A N/A 445,686 181,278 2,321,408 1,965,411 2024-11-25 $201.18 $185.00 26.3% 7.8% 38.9% 20.1% 27.5% 1.2% 0.0% 660.9M -17.39B -90.1M 0.25 1.82 N/A N/A 379,144 93,628 2,188,798 1,895,165 2024-11-26 $207.51 $185.00 24.9% 7.5% 40.0% 14.4% 26.5% 0.5% -0.2% 1.03B -22.73B -90.8M 0.26 1.70 N/A N/A 811,839 214,520 2,239,310 1,920,677 2024-11-27 $205.84 $185.00 24.7% 7.4% 40.2% 13.2% 26.1% 0.9% 0.1% 884.5M -20.62B -90.8M 0.31 1.98 N/A N/A 448,950 139,536 2,305,182 1,971,801 2024-11-29 $207.53 $187.50 24.2% 7.3% 37.2% 11.3% 26.0% 0.8% 0.2% 1.23B -22.13B -89.6M 0.39 2.05 N/A N/A 338,234 132,209 2,335,310 1,987,395
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