Amazon.com, Inc. (AMZN)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:33 UTC · Figures derived from the full chain (2,390 contracts, 24 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.8% (range 224.48–273.48) by Nov 20, 2026. ATM straddle: 24.50 @ strike 250 · ATM IV: 39.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 224.08 | -10% | 80.0% | 20.0% |
| 236.53 | -5% | 64.8% | 35.2% |
| 248.98 | +0% | 47.7% | 52.3% |
| 261.43 | +5% | 31.7% | 68.3% |
| 273.88 | +10% | 19.2% | 80.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | ±1.6% | 22.0% | 36.5K |
| Oct 21, 2026 | 2 | ±2.8% | 29.5% | 19.3K |
| Oct 23, 2026 | 4 | ±3.4% | 30.2% | 160.6K |
| Oct 26, 2026 | 7 | ±3.7% | 27.5% | 9,382 |
| Oct 28, 2026 | 9 | ±4.3% | 31.3% | 3,516 |
| Oct 30, 2026 | 11 | ±7.9% | 50.3% | 196.7K |
| Nov 02, 2026 | 14 | — | — | 0 |
| Nov 06, 2026 | 18 | ±8.7% | 45.1% | 52.2K |
| Nov 13, 2026 | 25 | ±9.4% | 42.0% | 17.4K |
| Nov 20, 2026 | 32 | ±9.8% | 39.6% | 631.5K |
| Nov 27, 2026 | 39 | ±10.1% | 37.2% | 5,112 |
| Dec 18, 2026 | 60 | ±11.9% | 35.7% | 562.8K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 280 C · 98.1K260 C · 88.9K270 C · 84.1K265 C · 79.8K300 C · 66.9K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 192 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 79.2% of the time.
Past earnings reactions
Avg |reaction| 6.4% · median 5.6% (20 reports). Two-session close-to-close window; definition
About Amazon.com, Inc.
Amazon.com, Inc. operates a vast global retail enterprise, distributing consumer goods and subscription services through both its extensive online platforms and a network of physical stores across North America and internationally. Its operations are structured into three primary segments: North America, International, and Amazon Web Services (AWS). The company's product offerings encompass both merchandise and content procured for direct resale, alongside items sold by third-party merchants on its platform. Furthermore, the company develops and markets its own range of electronic devices, such as Kindle e-readers, Fire tablets and TVs, Ring, Blink, eero, and Echo products. It also invests in the development and production of original media content. Amazon provides various programs designed to enable independent sellers to offer their products, and empowers authors, musicians, filmmakers, Twitch streamers, and app developers to publish and commercialize their content. Beyond this, it delivers a comprehensive suite of cloud computing solutions, including compute, storage, database, analytics, and machine learning services through AWS. The company also offers fulfillment services, ad
Consumer Cyclical · Specialty Retail · NASDAQ · Profile: Financial Modeling Prep
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