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Amazon.com Inc AMZN

CONSUMER CYCLICAL · INTERNET RETAIL
i

Market dataready · fetched 2026-10-16T01:51:01.097Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:37.620226831Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:51:00.456099+00:00

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

Share price$253.25
1D+1.5%
AH$249$251$252$254$2565:30 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$0.05$3.17$6.29$9.41$12.54$247.65$251.01$254.38$257.75$261.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZN spot · $253.25AMZN PRICE$0.62$0.85$1.13$1.41$1.72$2.19$2.67$3.15$4.10$5.06$6.80$8.93$11.64$0.39$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.26$1.37$1.48$1.59$1.69
PutsCheap0.88×
CallsExpensive1.67×
SkewBullish-37.22 pp
Implied moveBullish±$3.72
TiltBullish57.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ258.1441.8%2.2%250.3126.1%1.3%
25Δ257.1842.5%1.9%250.8725.0%1.1%
30Δ256.4243.5%1.7%251.4424.0%1.0%
35Δ255.6544.5%1.5%252.0123.0%0.8%
40Δ254.8745.6%1.3%252.5422.0%0.6%
45Δ254.0847.7%1.2%252.8020.9%0.5%
50Δ253.3049.8%1.1%253.0719.8%0.5%
55Δ252.5152.0%0.9%253.3318.7%0.4%
60Δ251.3557.2%0.9%253.6017.6%0.4%
65Δ250.2062.5%0.8%253.8616.5%0.3%
70Δ248.3473.1%0.7%254.1315.4%0.2%
75Δ246.0484.1%0.7%254.4014.3%0.2%
80Δ243.0995.7%0.6%254.6613.2%0.1%

20Δ

Calls
Pseudo strike
258.14
IV
41.8%
B/E move
2.2%
Puts
Pseudo strike
250.31
IV
26.1%
B/E move
1.3%

25Δ

Calls
Pseudo strike
257.18
IV
42.5%
B/E move
1.9%
Puts
Pseudo strike
250.87
IV
25.0%
B/E move
1.1%

30Δ

Calls
Pseudo strike
256.42
IV
43.5%
B/E move
1.7%
Puts
Pseudo strike
251.44
IV
24.0%
B/E move
1.0%

35Δ

Calls
Pseudo strike
255.65
IV
44.5%
B/E move
1.5%
Puts
Pseudo strike
252.01
IV
23.0%
B/E move
0.8%

40Δ

Calls
Pseudo strike
254.87
IV
45.6%
B/E move
1.3%
Puts
Pseudo strike
252.54
IV
22.0%
B/E move
0.6%

45Δ

Calls
Pseudo strike
254.08
IV
47.7%
B/E move
1.2%
Puts
Pseudo strike
252.80
IV
20.9%
B/E move
0.5%

50Δ

Calls
Pseudo strike
253.30
IV
49.8%
B/E move
1.1%
Puts
Pseudo strike
253.07
IV
19.8%
B/E move
0.5%

55Δ

Calls
Pseudo strike
252.51
IV
52.0%
B/E move
0.9%
Puts
Pseudo strike
253.33
IV
18.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
251.35
IV
57.2%
B/E move
0.9%
Puts
Pseudo strike
253.60
IV
17.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
250.20
IV
62.5%
B/E move
0.8%
Puts
Pseudo strike
253.86
IV
16.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
248.34
IV
73.1%
B/E move
0.7%
Puts
Pseudo strike
254.13
IV
15.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
246.04
IV
84.1%
B/E move
0.7%
Puts
Pseudo strike
254.40
IV
14.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
243.09
IV
95.7%
B/E move
0.6%
Puts
Pseudo strike
254.66
IV
13.2%
B/E move
0.1%

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…

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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.