AMZN · Expected Move
Amazon.Com Inc
The expected move for AMZN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
AMZN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AMZN Expected Move
30-Day Straddle
$23.30
7-Day Straddle
$8.38
30-Day ATM IV
41.5%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to AMZN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AMZN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $23.30 | $8.38 | 41.5% | 73% |
| 20261015 | $22.90 | $7.20 | 39.8% | 65% |
| 20261014 | $23.73 | $8.48 | 40.6% | 69% |
| 20261013 | $23.80 | $7.10 | 39.7% | 64% |
| 20261012 | $23.73 | $7.30 | 39.3% | 62% |
| 20261009 | $23.25 | $7.75 | 39.1% | 62% |
| 20261008 | $23.05 | $7.00 | 39.9% | 65% |
| 20261007 | $24.02 | $7.93 | 40.5% | 68% |
| 20261006 | $23.50 | $6.75 | 39.4% | 63% |
| 20261005 | $23.07 | $7.25 | 39.0% | 61% |
| 20261002 | $21.50 | $7.21 | 38.4% | 58% |
| 20261001 | $21.92 | $6.92 | 39.0% | 61% |
| 20260930 | $22.85 | $7.88 | 40.0% | 66% |
| 20260929 | $22.93 | $6.78 | 38.6% | 59% |
| 20260928 | $22.73 | $7.51 | 36.8% | 50% |
| 20260925 | $15.80 | $7.67 | 32.3% | 28% |
| 20260924 | $16.45 | $6.80 | 31.1% | 22% |
| 20260923 | $17.05 | $7.80 | 29.8% | 15% |
| 20260922 | $17.93 | $7.05 | 30.3% | 18% |
| 20260921 | $18.50 | $7.97 | 30.0% | 17% |
| 20260918 | $16.15 | $7.70 | 28.7% | 10% |
| 20260917 | $16.48 | $6.82 | 29.0% | 12% |
| 20260916 | $17.38 | $8.02 | 30.7% | 20% |
| 20260915 | $18.02 | $7.45 | 30.9% | 21% |
| 20260914 | $18.40 | $8.18 | 30.5% | 19% |
| 20260911 | $16.75 | $7.78 | 29.1% | 12% |
| 20260910 | $17.55 | $7.88 | 30.6% | 19% |
| 20260909 | $18.05 | $8.38 | 30.6% | 20% |
| 20260908 | $18.43 | $7.49 | 30.6% | 20% |
| 20260904 | $16.77 | $7.62 | 29.3% | 13% |
| 20260903 | $16.82 | $6.42 | 28.8% | 11% |
| 20260902 | $16.77 | $6.93 | 28.8% | 11% |
| 20260901 | $17.12 | $7.55 | 28.9% | 11% |
| 20260831 | $17.65 | $8.57 | 28.7% | 10% |
| 20260828 | $16.93 | $8.05 | 28.5% | 9% |
| 20260827 | $16.25 | $6.78 | 27.9% | 6% |
| 20260826 | $17.02 | $7.93 | 28.5% | 9% |
| 20260825 | $17.67 | $7.23 | 28.8% | 11% |
| 20260824 | $18.35 | $8.15 | 29.2% | 13% |
| 20260821 | $16.27 | $7.92 | 28.4% | 9% |
| 20260820 | $17.17 | $7.38 | 29.5% | 14% |
| 20260819 | $17.62 | $8.32 | 28.8% | 11% |
| 20260818 | $17.18 | $6.90 | 28.4% | 9% |
| 20260817 | $17.55 | $7.78 | 28.1% | 7% |
| 20260814 | $15.65 | $7.35 | 26.6% | 0% |
| 20260813 | $16.75 | $7.30 | 28.2% | 3% |
| 20260812 | $17.43 | $8.15 | 28.1% | 2% |
| 20260811 | $18.35 | $7.53 | 28.6% | 5% |
| 20260810 | $20.08 | $8.75 | 30.2% | 13% |
| 20260807 | — | — | 29.8% | 11% |
| 20260806 | $19.48 | $9.05 | 31.2% | 19% |
| 20260805 | $20.23 | $9.73 | 31.9% | 22% |
| 20260804 | $21.88 | $9.93 | 33.6% | 31% |
| 20260803 | $22.18 | $10.65 | 33.0% | 28% |
| 20260731 | $19.25 | $11.28 | 31.4% | 20% |
| 20260730 | $25.32 | $20.43 | 46.9% | 100% |
| 20260729 | $22.62 | $18.50 | 42.7% | 90% |
| 20260728 | $22.62 | $16.73 | 42.4% | 88% |
| 20260727 | $23.08 | $16.82 | 42.5% | 89% |
| 20260724 | $21.98 | $16.70 | 42.1% | 86% |
More on AMZN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.