AMZN · Expected-Move

Amazon.com, Inc. (AMZN) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$259.92
Expected move
$21.35
Expected move %
8.2%
Lower boundary
$238.57
Upper boundary
$281.27
Median historical move
6.5%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-26Realized move 6.8328%Implied move UnavailableSigned actual 6.8328% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
6.8328%UnavailableSigned actual 6.8328% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.8666%UnavailableSigned actual 7.8666% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
2.2857%UnavailableSigned actual 2.2857% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.7847%UnavailableSigned actual 8.7847% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.1856%6.6025%Signed actual 6.1856% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.1263%6.743%Signed actual 1.1263% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.1157%6.7916%Signed actual 0.1157% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.2696%5.452%Signed actual 8.2696% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.5845%6.7629%Signed actual 9.5845% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.5548%8.627%Signed actual 5.5548% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.7679%UnavailableSigned actual 0.7679% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
15.3206%7.0263%Signed actual 15.3206% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.

Amazon.com, Inc. (AMZN) Expected move | Options Whale