AMZN volatilità 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.40.2%
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%
Spread IV − HV20
+10.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 giorni registrati
Cboe delayed options data · aggiornato al 18:03 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Oct 21, 2026 | 1 | 34.0% | +0.7pt | ±1.5% |
| Oct 23, 2026 | 3 | 35.3% | +1.6pt | ±2.6% |
| Oct 26, 2026 | 6 | 29.1% | +1.3pt | ±3.0% |
| Oct 28, 2026 | 8 | 30.8% | +1.3pt | ±3.7% |
| Oct 30, 2026 | 10 | 55.2% | +2.0pt | ±7.3% |
| Nov 02, 2026 | 13 | 50.2% | +1.9pt | ±7.6% |
| Nov 04, 2026 | 15 | 48.9% | +2.3pt | ±8.0% |
| Nov 06, 2026 | 17 | 47.2% | +2.8pt | ±8.2% |
| Nov 13, 2026 | 24 | 42.5% | +2.5pt | ±8.8% |
| Nov 20, 2026 | 31 | 39.9% | +2.4pt | ±9.3% |
| Nov 27, 2026 | 38 | 37.8% | +2.4pt | ±9.8% |
| Dec 18, 2026 | 59 | 36.0% | +2.5pt | ±11.6% |
| Jan 15, 2027 | 87 | 34.1% | +2.1pt | ±13.3% |
| Feb 19, 2027 | 122 | 36.2% | +2.0pt | ±16.8% |
| Mar 19, 2027 | 150 | 35.7% | +2.4pt | ±18.3% |
| Apr 16, 2027 | 178 | 35.3% | +2.2pt | ±19.7% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20