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Amazon.com, Inc. AMZN

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Market datapartial · fetched 2026-10-31T14:03:43.208Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-31T04:59:14.798037243Z

FundamentalsAlpha Vantage · unavailable

Research2026-08-31 · 40 entries · 65 trades · 0 option records · 6747 price bars

Share price$226.39
1D+6.3%
AH$223$228$233$238$2435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMZN
Sold putSold callAH

Amazon.com, Inc. options

Live interpolated AMZN call and put midpoint premiums by absolute delta.Amazon.com, Inc.$0.00$18.28$36.55$54.83$73.11$175.08$201.55$228.01$254.48$280.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZN spot · $226.39AMZN PRICE$2.38$3.36$4.55$6.02$7.79$10.00$12.51$16.14$21.18$27.63$37.00$49.82$67.73$0.54$0.61$0.68$0.73$0.76$0.79$0.82$0.85$0.88$0.91$0.94$0.97$1.00
PutsCheap0.07×
CallsExpensive2.07×
SkewBullish-140.44 pp
Implied moveBullish±$13.33
TiltBullish92.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.2676.6%10.3%222.5416.6%1.9%
25Δ244.3681.3%9.4%223.5514.6%1.5%
30Δ241.6386.8%8.7%224.5612.5%1.1%
35Δ238.9193.5%8.2%225.1311.2%0.9%
40Δ236.03101.0%7.7%225.3710.4%0.8%
45Δ232.87110.1%7.3%225.609.6%0.7%
50Δ229.13118.3%6.7%225.848.8%0.6%
55Δ224.98133.2%6.5%226.078.0%0.5%
60Δ219.70154.2%6.4%226.317.2%0.4%
65Δ212.87179.2%6.2%226.556.4%0.3%
70Δ203.50216.9%6.2%226.785.6%0.2%
75Δ190.63262.1%6.2%227.024.8%0.2%
80Δ172.59332.3%6.2%227.254.0%0.1%

20Δ

Calls
Pseudo strike
247.26
IV
76.6%
B/E move
10.3%
Puts
Pseudo strike
222.54
IV
16.6%
B/E move
1.9%

25Δ

Calls
Pseudo strike
244.36
IV
81.3%
B/E move
9.4%
Puts
Pseudo strike
223.55
IV
14.6%
B/E move
1.5%

30Δ

Calls
Pseudo strike
241.63
IV
86.8%
B/E move
8.7%
Puts
Pseudo strike
224.56
IV
12.5%
B/E move
1.1%

35Δ

Calls
Pseudo strike
238.91
IV
93.5%
B/E move
8.2%
Puts
Pseudo strike
225.13
IV
11.2%
B/E move
0.9%

40Δ

Calls
Pseudo strike
236.03
IV
101.0%
B/E move
7.7%
Puts
Pseudo strike
225.37
IV
10.4%
B/E move
0.8%

45Δ

Calls
Pseudo strike
232.87
IV
110.1%
B/E move
7.3%
Puts
Pseudo strike
225.60
IV
9.6%
B/E move
0.7%

50Δ

Calls
Pseudo strike
229.13
IV
118.3%
B/E move
6.7%
Puts
Pseudo strike
225.84
IV
8.8%
B/E move
0.6%

55Δ

Calls
Pseudo strike
224.98
IV
133.2%
B/E move
6.5%
Puts
Pseudo strike
226.07
IV
8.0%
B/E move
0.5%

60Δ

Calls
Pseudo strike
219.70
IV
154.2%
B/E move
6.4%
Puts
Pseudo strike
226.31
IV
7.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
212.87
IV
179.2%
B/E move
6.2%
Puts
Pseudo strike
226.55
IV
6.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
203.50
IV
216.9%
B/E move
6.2%
Puts
Pseudo strike
226.78
IV
5.6%
B/E move
0.2%

75Δ

Calls
Pseudo strike
190.63
IV
262.1%
B/E move
6.2%
Puts
Pseudo strike
227.02
IV
4.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
172.59
IV
332.3%
B/E move
6.2%
Puts
Pseudo strike
227.25
IV
4.0%
B/E move
0.1%

Options history

IV · four-Friday blend34.75%
Daily close
AMZN20.9%59.9%98.8%2026-08-03: 35.81%2026-08-04: 36.60%2026-08-05: 34.55%2026-08-06: 32.72%2026-08-07: 29.36%2026-08-10: 30.94%2026-08-11: 29.65%2026-08-12: 29.45%2026-08-13: 28.78%2026-08-14: 26.30%2026-08-17: 28.96%2026-08-18: 29.36%2026-08-19: 30.21%2026-08-20: 30.34%2026-08-21: 28.06%2026-08-24: 30.50%2026-08-25: 29.61%2026-08-26: 29.21%2026-08-27: 27.90%2026-08-28: 27.58%2026-08-31: 28.47%2026-09-01: 28.28%2026-09-02: 28.82%2026-09-03: 28.86%2026-09-04: 28.33%2026-09-08: 31.59%2026-09-09: 30.97%2026-09-10: 31.74%2026-09-11: 28.37%2026-09-14: 31.49%2026-09-15: 32.04%2026-09-16: 31.55%2026-09-17: 29.37%2026-09-18: 28.19%2026-09-21: 30.80%2026-09-22: 30.46%2026-09-23: 30.47%2026-09-24: 29.00%2026-09-25: 28.23%2026-09-28: 29.93%2026-09-29: 30.23%2026-09-30: 30.69%2026-10-01: 28.68%2026-10-02: 29.39%2026-10-05: 31.55%2026-10-06: 31.89%2026-10-07: 32.32%2026-10-08: 32.22%2026-10-09: 33.81%2026-10-12: 35.73%2026-10-13: 37.94%2026-10-14: 39.98%2026-10-15: 37.75%2026-10-16: 41.84%2026-10-19: 44.29%2026-10-20: 45.32%2026-10-21: 47.71%2026-10-22: 51.37%2026-10-23: 55.00%2026-10-26: 63.69%2026-10-27: 67.22%2026-10-28: 77.15%2026-10-29: 93.43%2026-10-30: 34.75%Aug 3Sep 16Oct 30
64 observations2026-08-03 — 2026-10-30
Table
DateIV (%)
35.81%
36.60%
34.55%
32.72%
29.36%
30.94%
29.65%
29.45%
28.78%
26.30%
28.96%
29.36%
30.21%
30.34%
28.06%
30.50%
29.61%
29.21%
27.90%
27.58%
28.47%
28.28%
28.82%
28.86%
28.33%
31.59%
30.97%
31.74%
28.37%
31.49%
32.04%
31.55%
29.37%
28.19%
30.80%
30.46%
30.47%
29.00%
28.23%
29.93%
30.23%
30.69%
28.68%
29.39%
31.55%
31.89%
32.32%
32.22%
33.81%
35.73%
37.94%
39.98%
37.75%
41.84%
44.29%
45.32%
47.71%
51.37%
55.00%
63.69%
67.22%
77.15%
93.43%
34.75%

Company coverage

Moat

Wide

AWS (31% cloud market share) with high switching costs and 35-38% operating margins. Custom silicon (Trainium, Inferentia) decouples margins from Nvidia pricing. E-commerce network effects (more merchants → more shoppers → more sellers) and logistic…

Physical assets

Strong

43M sq ft of fulfillment capacity added in 2024, 38M more in 2025. 1M+ warehouse robots across 300 facilities. 3.8 GW of new power capacity added in 12 months, 10+ GW AWS-controlled capacity expected by 2027. New data center campuses including $15B…

Software / hardware

Software60%
Hardware40%

Growth. AWS custom silicon (Trainium/Inferentia) decouples AI margins from NVIDIA pricing while 1M+ robot fleet and $200B capex build the world's most automated logistics network. Primary assets. AWS (31% cloud share, 10+ GW power capacity), 300+ fu…

Latest entries
  1. manual · sw-hw

    Growth. AWS custom silicon (Trainium/Inferentia) decouples AI margins from NVIDIA pricing while 1M+ robot fleet and $200B capex build the world's most automated logistics network. Primary assets. AWS (31% cloud share, 10+ GW powe…

  2. manual · physical-assets

    43M sq ft of fulfillment capacity added in 2024, 38M more in 2025. 1M+ warehouse robots across 300 facilities. 3.8 GW of new power capacity added in 12 months, 10+ GW AWS-controlled capacity expected by 2027. New data center camp…

  3. manual · moat

    AWS (31% cloud market share) with high switching costs and 35-38% operating margins. Custom silicon (Trainium, Inferentia) decouples margins from Nvidia pricing. E-commerce network effects (more merchants → more shoppers → more s…

Recent records
Action Type Relative size
BUY Equity +13%
BUY Equity +6%
SELL Equity +23%
SELL Equity +100%
SELL Equity +54%
SELL Equity +50%
BUY Equity +13%
BUY Equity +50%
BUY Equity +25%
BUY Equity +25%
BUY Equity +15%
BUY Equity +12%
BUY Equity +25%
BUY Equity +25%
BUY Equity +25%
BUY Equity +10%
BUY Equity +2%
BUY Equity +4%
BUY Equity +0%
BUY Equity +0%
BUY Equity +0%
BUY Equity +3%
BUY Equity +5%
BUY Equity +5%

Notes

Full portfolio moat / asset analysis

AWS (31% cloud market share) with high switching costs and 35-38% operating margins. Custom silicon (Trainium, Inferentia) decouples margins from Nvidia pricing. E-commerce network effects (more merchants → more shoppers → more sellers) and logistics scale: 8B items shipped same/next-day in 2025 (+30% YoY). Prime membership creates sticky relationships. $20…

Full portfolio moat / asset analysis

43M sq ft of fulfillment capacity added in 2024, 38M more in 2025. 1M+ warehouse robots across 300 facilities. 3.8 GW of new power capacity added in 12 months, 10+ GW AWS-controlled capacity expected by 2027. New data center campuses including $15B Indiana project. Scale and geographic breadth take years and massive capex to replicate.