Ticker research
Amazon.com, Inc. (AMZN)
$259.92 underlying · data as of Oct 7, 2026, 4:00 PM EDT
Price context
- Underlying
- $259.92
- Expected move
- $21.35
- Expected move %
- 8.2%
Options snapshot
- ATM implied volatility
- 41.0%
- IV rank
- 6.6%
- Liquidity
- GOOD
- Median spread
- 8.0%
Catalyst
- Next earnings
- 2026-10-29
- Session
- After Market
- Days away
- 22
Strategy opportunities
- Calendar score 0.69
Sell nearer-dated premium and own post-event time when the earnings expiration carries a relative IV premium.
- Iron Condor score 0.66
Sell defined-risk premium around the implied-move boundaries when realized moves have frequently remained contained.
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Data provenance
Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.