AMZN expected-move history Amazon.com, Inc.
Every trading day after the close we record what the options market was pricing — per expiration, before the outcome was known. When an expiration passes, the outcome is written next to the original estimate. Estimates are never revised after the fact. How to read these statistics · recording since Aug 31, 2026
Comparisons resolved4
Close inside range75%
|Actual| under expected75%
Avg expected move±0.8%
Avg |actual| move0.5%
Mean abs. error0.4pt
Implied vs realized, by expiration
For each expiration: the amber outline is the expected move recorded closest to expiry; the solid bar is what the stock actually did. Signed values are printed beneath the bars.
expected (recorded)actual
Currently recorded (awaiting outcome)
| Snapshot | Expires | DTE | Spot then | Expected move | Range | Method |
|---|---|---|---|---|---|---|
| Sep 03 | Sep 04 | 1 | 258.96 | ±1.4% | 255.41–262.52 | em-1.0 |
| Sep 02 | Sep 04 | 2 | 255.18 | ±1.9% | 250.38–259.98 | em-1.0 |
| Sep 01 | Sep 04 | 3 | 254.93 | ±2.1% | 249.49–260.36 | em-1.0 |
| Aug 31 | Sep 04 | 4 | 260.08 | ±2.6% | 253.28–266.88 | em-1.0 |
| Sep 03 | Sep 09 | 6 | 258.96 | ±2.5% | 252.59–265.33 | em-1.0 |
| Sep 02 | Sep 09 | 7 | 255.18 | ±2.8% | 248.03–262.33 | em-1.0 |
| Sep 01 | Sep 09 | 8 | 254.93 | ±3.0% | 247.38–262.48 | em-1.0 |
| Aug 31 | Sep 09 | 9 | 260.08 | ±3.3% | 251.50–268.65 | em-1.0 |
| Sep 03 | Sep 11 | 8 | 258.96 | ±3.2% | 250.56–267.36 | em-1.0 |
| Sep 02 | Sep 11 | 9 | 255.18 | ±3.4% | 246.56–263.81 | em-1.0 |
| Sep 01 | Sep 11 | 10 | 254.93 | ±3.6% | 245.75–264.10 | em-1.0 |
| Aug 31 | Sep 11 | 11 | 260.08 | ±3.9% | 249.93–270.23 | em-1.0 |
| Sep 03 | Sep 14 | 11 | 258.96 | ±3.6% | 249.71–268.21 | em-1.0 |
| Sep 02 | Sep 14 | 12 | 255.18 | ±3.6% | 245.93–264.43 | em-1.0 |
| Sep 01 | Sep 14 | 13 | 254.93 | ±4.0% | 244.78–265.08 | em-1.0 |
| Aug 31 | Sep 14 | 14 | 260.08 | ±4.1% | 249.43–270.73 | em-1.0 |
| Sep 03 | Sep 16 | 13 | 258.96 | ±4.1% | 248.39–269.54 | em-1.0 |
| Sep 02 | Sep 16 | 14 | 255.18 | ±4.2% | 244.58–265.78 | em-1.0 |
| Sep 01 | Sep 16 | 15 | 254.93 | ±4.3% | 243.95–265.90 | em-1.0 |
| Sep 03 | Sep 18 | 15 | 258.96 | ±4.6% | 247.09–270.84 | em-1.0 |
| Sep 02 | Sep 18 | 16 | 255.18 | ±4.7% | 243.16–267.20 | em-1.0 |
| Sep 01 | Sep 18 | 17 | 254.93 | ±4.9% | 242.53–267.33 | em-1.0 |
| Aug 31 | Sep 18 | 18 | 260.08 | ±5.0% | 247.16–273.00 | em-1.0 |
| Sep 03 | Sep 25 | 22 | 258.96 | ±5.6% | 244.49–273.44 | em-1.0 |
| Sep 02 | Sep 25 | 23 | 255.18 | ±5.7% | 240.68–269.68 | em-1.0 |
| Sep 01 | Sep 25 | 24 | 254.93 | ±5.8% | 240.18–269.68 | em-1.0 |
| Aug 31 | Sep 25 | 25 | 260.08 | ±5.9% | 244.66–275.50 | em-1.0 |
| Sep 03 | Oct 02 | 29 | 258.96 | ±6.5% | 242.14–275.79 | em-1.0 |
| Sep 02 | Oct 02 | 30 | 255.18 | ±6.5% | 238.53–271.83 | em-1.0 |
| Sep 01 | Oct 02 | 31 | 254.93 | ±6.7% | 237.80–272.05 | em-1.0 |
Resolved snapshots
| Snapshot | Expired | Expected | Actual | Inside range? | Spot → close |
|---|---|---|---|---|---|
| Sep 02, 2026 | Sep 02 | ±0.2% | -0.1% | inside | 255.18 → 254.98 |
| Sep 01, 2026 | Sep 02 | ±1.2% | +0.0% | inside | 254.93 → 254.98 |
| Aug 31, 2026 | Sep 02 | ±1.7% | -2.0% | outside | 260.08 → 254.98 |
| Aug 31, 2026 | Aug 31 | ±0.2% | -0.1% | inside | 260.08 → 259.77 |
Outcomes compare the recorded range with the closing price on expiration day. Method version shown per row where it differs; current: em-1.0.