AMZN Volatilität Amazon.com, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.1%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.29.3%
HV6040.9%
IV − HV20-Spread
+10.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
52
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:03 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 35.8% | +1.7pt | ±1.7% |
| Oct 23, 2026 | 3 | 34.9% | +1.4pt | ±2.7% |
| Oct 26, 2026 | 6 | 28.8% | +1.5pt | ±3.0% |
| Oct 28, 2026 | 8 | 30.3% | +1.5pt | ±3.6% |
| Oct 30, 2026 | 10 | 54.4% | +3.0pt | ±7.3% |
| Nov 02, 2026 | 13 | 50.7% | +6.2pt | ±7.7% |
| Nov 04, 2026 | 15 | 50.1% | +2.5pt | ±8.2% |
| Nov 06, 2026 | 17 | 46.5% | +2.8pt | ±8.1% |
| Nov 13, 2026 | 24 | 42.3% | +3.0pt | ±8.7% |
| Nov 20, 2026 | 31 | 39.8% | +2.8pt | ±9.3% |
| Nov 27, 2026 | 38 | 37.6% | +3.1pt | ±9.7% |
| Dec 18, 2026 | 59 | 35.7% | +2.5pt | ±11.5% |
| Jan 15, 2027 | 87 | 34.0% | +2.4pt | ±13.3% |
| Feb 19, 2027 | 122 | 35.9% | +2.3pt | ±16.6% |
| Mar 19, 2027 | 150 | 35.6% | +2.4pt | ±18.3% |
| Apr 16, 2027 | 178 | 35.1% | +2.3pt | ±19.6% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20