AMZN Options History — December 2024 In December 2024, AMZN traded between $210.57 and $232.56. ATM implied volatility averaged 25.8%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 2.5% (HV 20d: 28.3%). Max pain ranged from $170.00 to $190.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.44.
Notable Days 2024-12-06 : Highest Volume — 1,097,791 contracts2024-12-18 : Largest IV spike — 14.9% change2024-12-31 : Highest IV Rank — 40.3%2024-12-18 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $224.22 $210.57 $232.56 $210.57 $220.69 Max Pain $176.67 $170.00 $190.00 $190.00 $180.00 ATM IV 25.8% 23.2% 30.9% 24.0% 30.9% Expected Move 7.4% 6.7% 8.8% 7.4% 7.6% HV 20d 28.3% 22.8% 31.2% 30.8% 27.5% HV 60d 29.1% 28.0% 30.4% 28.3% 29.8% IV Rank 18.2% 6.6% 40.3% 10.4% 40.3% IV Percentile 34.4% 9.9% 59.1% 20.2% 59.1% Term Structure 1.4% -0.7% 5.4% 0.5% 3.8% VWIV 26.5% 24.0% 31.9% 25.9% 26.0% Skew 25d 1.5% -0.2% 4.3% 0.6% 3.7% Skew 10d 4.4% 0.5% 12.1% 2.9% 7.3% Call IV 25d 25.5% 22.4% 29.9% 24.2% 29.8% Put IV 25d 27.0% 23.7% 33.7% 24.8% 33.5% Bid-Ask Spread % 1.94 1.48 3.00 1.87 2.13 Gamma HHI 0.10 0.08 0.13 0.10 0.09 Net GEX 752.1M 455.8M 975.6M 786.1M 485.2M Net DEX -29.65B -36.27B -22.57B -24.85B -22.57B Net VEX -86.7M -93.8M -82.5M -86.1M -85.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.30 0.67 0.35 0.43 Total Volume 518,713.857 227,845 1,097,791 548,915 227,845 Total OI 4,281,486.714 3,920,435 4,601,225 4,197,406 3,987,825
Daily Data (21 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 2024-12-02 $210.57 $190.00 24.0% 7.4% 30.8% 10.4% 25.9% 0.6% 0.5% 786.1M -24.85B -86.1M 0.35 1.87 N/A N/A 406,223 142,692 2,183,873 2,013,533 2024-12-03 $212.61 $190.00 23.3% 7.1% 30.3% 7.3% 25.1% 0.7% 0.5% 854.7M -25.20B -85.7M 0.30 1.84 N/A N/A 340,725 101,059 2,165,297 1,960,861 2024-12-04 $218.75 $190.00 23.5% 7.2% 31.2% 8.1% 25.7% 0.4% 0.3% 971.0M -30.21B -82.5M 0.33 2.21 N/A N/A 776,435 254,412 2,208,110 1,980,268 2024-12-05 $221.00 $170.00 23.4% 7.0% 29.6% 7.6% 25.0% 0.1% 0.3% 975.6M -31.50B -83.5M 0.36 1.92 N/A N/A 543,303 195,139 2,275,396 2,036,936 2024-12-06 $226.56 $170.00 23.5% 7.0% 29.8% 8.2% 25.2% -0.2% 0.4% 935.0M -35.60B -83.3M 0.42 1.59 N/A N/A 773,222 324,569 2,315,682 2,072,325 2024-12-09 $226.07 $170.00 25.4% 7.4% 29.5% 16.3% 26.5% 0.1% 0.3% 755.7M -32.09B -84.9M 0.33 1.88 N/A N/A 626,393 209,346 2,191,775 2,021,109 2024-12-10 $224.98 $170.00 24.9% 7.2% 29.3% 14.3% 26.5% 0.1% 0.1% 789.6M -31.58B -87.3M 0.51 1.56 N/A N/A 295,219 152,003 2,323,606 2,068,547 2024-12-11 $229.92 $175.00 24.7% 7.2% 29.9% 13.2% 25.8% -0.0% 0.4% 915.7M -35.96B -84.8M 0.35 1.48 N/A N/A 465,804 163,245 2,371,789 2,106,040 2024-12-12 $228.80 $175.00 24.7% 7.1% 28.9% 13.3% 25.9% 0.1% 0.2% 878.8M -34.29B -87.9M 0.47 1.60 N/A N/A 268,340 125,108 2,391,960 2,132,999 2024-12-13 $227.76 $175.00 24.8% 7.2% 28.3% 13.5% 25.8% 0.1% 0.3% 942.2M -33.58B -88.2M 0.43 1.52 N/A N/A 351,092 149,892 2,431,815 2,141,087 2024-12-16 $232.56 $175.00 25.9% 7.4% 22.8% 18.5% 26.9% -0.2% -0.2% 850.5M -36.27B -85.0M 0.39 1.54 N/A N/A 305,698 117,990 2,332,948 2,057,899 2024-12-17 $231.40 $175.00 26.7% 7.7% 23.0% 21.9% 27.4% 0.4% -0.3% 821.5M -35.25B -85.2M 0.49 1.54 N/A N/A 269,757 131,129 2,364,699 2,084,900 2024-12-18 $220.81 $175.00 30.6% 8.8% 29.8% 39.1% 31.9% 2.5% -0.2% 565.6M -26.82B -92.7M 0.42 3.00 N/A N/A 373,435 155,750 2,396,943 2,108,857 2024-12-19 $224.22 $175.00 29.8% 8.6% 29.6% 35.4% 31.6% 4.3% -0.7% 623.2M -28.97B -93.8M 0.67 2.58 N/A N/A 274,487 183,538 2,432,642 2,134,369 2024-12-20 $224.49 $175.00 26.5% 7.6% 28.2% 21.1% 27.5% 3.6% -0.6% 576.9M -29.38B -89.5M 0.49 2.39 N/A N/A 398,228 194,699 2,439,029 2,162,196 2024-12-23 $225.59 $175.00 25.2% 7.3% 27.9% 15.4% 26.6% 3.4% 5.1% 603.0M -25.78B -88.6M 0.54 1.98 N/A N/A 183,117 98,711 2,076,910 1,864,408 2024-12-24 $228.50 $175.00 23.2% 6.7% 27.6% 6.6% 24.0% 2.4% 5.1% 775.8M -28.02B -86.8M 0.39 1.85 N/A N/A 172,149 67,153 2,130,838 1,891,015 2024-12-26 $227.99 $175.00 24.5% 6.8% 26.1% 12.4% 24.5% 2.4% 5.0% 730.7M -27.57B -85.9M 0.54 2.17 N/A N/A 182,719 98,299 2,133,713 1,906,832 2024-12-27 $223.02 $175.00 26.7% 7.4% 27.5% 22.0% 26.0% 3.2% 5.4% 455.8M -23.90B -88.1M 0.49 2.00 N/A N/A 326,255 159,340 2,159,808 1,931,947 2024-12-30 $222.36 $180.00 30.4% 7.5% 27.5% 38.0% 26.6% 3.9% 3.8% 500.6M -23.31B -85.7M 0.61 2.16 N/A N/A 191,924 116,547 2,036,852 1,883,583 2024-12-31 $220.69 $180.00 30.9% 7.6% 27.5% 40.3% 26.0% 3.7% 3.8% 485.2M -22.57B -85.7M 0.43 2.13 N/A N/A 158,938 68,907 2,071,254 1,916,571
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