What is AMZN's IV rank?

At the last close, AMZN's IV rank was 36 with 30-day implied volatility of 33.2%. IV sits 36% of the way from its one-year low to its one-year high. Its IV percentile was 52: IV is higher than 52% of the past year's readings.

What is the expected move for AMZN?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $24.53 (9.2%), a range of $242.13 to $291.19. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on AMZN?

At the last close, these OptionClaws preset screens had passing trades on AMZN: Cash-Secured Put Entries on Mega Caps (31), Long Call Butterflies for Pinning (14), Married Put Protection (5), Iron Condor, 2-ATR Profit Zone (2), Fresh Money Flow: Calls (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is AMZN option volume above average?

At the last close, AMZN option volume was 0.6x its average, quieter than usual.

AMZN options: IV rank, expected move and trade screens

Amazon Com Inc · Consumer

In the app, stock prices are live and options data is refreshed intraday.

AMZN last closed at $266.66 with 30-day implied volatility of 33.2%. That is in the lower half of its one-year range (IV rank 36), so premiums are on the modest side for AMZN. Measured by IV percentile, IV is higher than 52% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $24.53, or 9.2%.

The price is above both its 50-day (+4.6%) and 200-day (+9.1%) moving averages. It is 6.1% below its 52-week high and 34.1% above its 52-week low. The 14-day RSI of 57.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $9.09, about 3.4% of the price, a measure of a typical day's range.

Option volume at the close (403K contracts) was 0.6x its average, quieter than usual. A beta of 1.32 means AMZN has tended to move about 1.3 times as much as the broad market. 5 of our preset screens found trades on AMZN at the close, led by Cash-Secured Put Entries on Mega Caps with 31 trades.

AMZN stats at the close

Price: $266.66; Market cap $2.88T
Implied volatility: 33.2%; 30-day, at the money
IV rank: 36; IV sits 36% of the way from its one-year low to its one-year high.
IV percentile: 52; IV is higher than 52% of the past year's readings.
ATR (14-day): $9.09; 3.4% of the price on a typical day
RSI (14-day): 57.4; Between 30 and 70, neutral
52-week range: -6.1% from high; +34.1% from the 52-week low
Moving averages: +4.6% vs 50-day; +9.1% vs the 200-day
Beta: 1.32; Sensitivity to the broad market
Option volume: 0.6x avg; 403K contracts vs 674K average

AMZN expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 16, 20263 days	23.9%	±$5.78 (2.2%)	$260.88 to $272.44	$4.65
Dec 11, 202628 days	33.2%	±$24.53 (9.2%)	$242.13 to $291.19	$19.58
Jan 15, 202763 days	33.1%	±$36.63 (13.7%)	$230.03 to $303.29	$29.15
Feb 19, 202798 days	36.8%	±$50.85 (19.1%)	$215.81 to $317.51	$40.33

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for AMZN from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

31 trades pass on AMZN

Annualized return: 4.0% to 32.4%
Probability of profit: 73.2% to 97.1%

Cash-secured put screener

Long Call Butterflies for Pinning

Call Butterfly

14 trades pass on AMZN

Return on risk: 250.9% to 1,000%+
Probability of profit: 10.5% to 50.3%

Butterfly spread screener

Married Put Protection

Married Put

5 trades pass on AMZN

Probability of profit: 36.1% to 43.2%

Married put screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

2 trades pass on AMZN

Return on risk: 35.3% to 38.5%
Probability of profit: 70.7% to 71.0%

Iron condor scanner

Fresh Money Flow: Calls

Long Call

1 trade passes on AMZN

Probability of profit: 14.9%

Unusual options activity scanner

AMZN options FAQ

What is AMZN's IV rank?: At the last close, AMZN's IV rank was 36 with 30-day implied volatility of 33.2%. IV sits 36% of the way from its one-year low to its one-year high. Its IV percentile was 52: IV is higher than 52% of the past year's readings.
What is the expected move for AMZN?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $24.53 (9.2%), a range of $242.13 to $291.19. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on AMZN?: At the last close, these OptionClaws preset screens had passing trades on AMZN: Cash-Secured Put Entries on Mega Caps (31), Long Call Butterflies for Pinning (14), Married Put Protection (5), Iron Condor, 2-ATR Profit Zone (2), Fresh Money Flow: Calls (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is AMZN option volume above average?: At the last close, AMZN option volume was 0.6x its average, quieter than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.