Amazon options
Amazon trades at 259.90; 30-day implied volatility is 35.0%, and the market prices a ±4.95% expected move into the 2026-11-13 expiry, 6 days out.
Cheap or dear right now
- Options look cheap: IV30 is 35.0%, 6.2 points below 20-day realised volatility. Buyers pay less for time value.
- Over the next 6 days (expiring 2026-11-13) the market prices a one-standard-deviation move of ±4.95%, about 12.86 points.
- Skew 2.6: calls and puts are priced close together, with no strong directional bid.
- Put/call volume ratio 0.40: call volume clearly outnumbers puts.
Pricing across strikes
2026-11-13 expiry (6 days), spot 259.90. The further apart the two lines, the bigger the skew.
Implied volatility by expiry
Near-dated IV above far-dated (inverted) points to short-term event risk; the reverse suggests calm now and more movement later.
Where the open interest sits
Bar height is open interest; max pain is the strike that minimises the total value of expiring options.
2026-11-13 expiry, five strikes either side of the money
IV is the implied volatility at that strike; OI is open interest.
| Call OI | Call IV | Strike | Put IV | Put OI |
|---|---|---|---|---|
| 1,492 | 45.3% | 248 | 43.5% | 1,506 |
| 1,693 | 43.3% | 250 | 42.4% | 4,556 |
| 1,227 | 43.7% | 252 | 41.2% | 1,721 |
| 1,804 | 41.2% | 255 | 40.0% | 1,635 |
| 1,098 | 40.2% | 258 | 39.0% | 671 |
| 11,709 | 38.9% | 260 ATM | 38.2% | 2,278 |
| 1,191 | 38.0% | 262 | 36.5% | 969 |
| 2,784 | 37.2% | 265 | 35.9% | 807 |
| 3,700 | 36.6% | 268 | 34.2% | 281 |
| 7,386 | 36.0% | 270 | 30.8% | 837 |
| 1,126 | 35.9% | 272 | 28.4% | 344 |
FAQ
Is the expected move a guarantee?
No. It is a one-standard-deviation move implied by at-the-money option prices — the market's current price for movement, not a forecast or a guarantee.
Why is IV rank empty?
IV rank needs a year of IV30 history. Our database records IV30 once a day and shows a value after 20 trading days; until then the page shows collection progress.
What does a positive skew mean?
25-delta puts carry a higher implied volatility than calls at the same expiry, so the market is paying more for downside protection — typical when hedging demand rises.
Can I trade straight off this page?
No. This is volatility and pricing information, not a buy or sell signal.
Data from CBOE delayed quotes (about 15 minutes behind), for information only and not investment advice. Options carry high risk and can lose the entire premium.