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Amazon.com Inc AMZN

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:59:34.961Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:59:34.012464+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$2.42$10.50$18.58$26.67$34.75$217.32$236.46$255.60$274.74$293.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMZN spot · $253.25AMZN PRICE$3.30$4.41$5.65$7.00$8.53$10.17$12.05$14.16$16.62$19.50$22.71$26.70$32.42$3.65$4.79$6.05$7.43$8.92$10.54$12.29$14.23$16.29$18.86$21.77$23.98$27.57
PutsExpensive1.52×
CallsExpensive1.74×
SkewBullish-5.93 pp
Implied moveBalanced±$24.34
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ284.2139.2%13.5%231.1738.7%10.2%
25Δ278.5639.4%11.7%236.2337.9%8.6%
30Δ273.5639.7%10.2%240.6637.4%7.4%
35Δ268.9339.9%9.0%244.7237.1%6.3%
40Δ264.6640.4%7.9%248.5336.7%5.4%
45Δ260.4540.6%6.9%252.2336.3%4.6%
50Δ256.3441.0%6.0%255.8636.0%3.8%
55Δ252.2241.5%5.2%259.4635.7%3.2%
60Δ247.9642.3%4.5%263.0435.1%2.6%
65Δ243.4643.3%3.8%266.9435.1%2.0%
70Δ238.6744.1%3.2%271.0235.1%1.6%
75Δ233.2345.3%2.6%274.4933.6%1.1%
80Δ226.3248.2%2.2%279.0933.2%0.7%

20Δ

Calls
Pseudo strike
284.21
IV
39.2%
B/E move
13.5%
Puts
Pseudo strike
231.17
IV
38.7%
B/E move
10.2%

25Δ

Calls
Pseudo strike
278.56
IV
39.4%
B/E move
11.7%
Puts
Pseudo strike
236.23
IV
37.9%
B/E move
8.6%

30Δ

Calls
Pseudo strike
273.56
IV
39.7%
B/E move
10.2%
Puts
Pseudo strike
240.66
IV
37.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
268.93
IV
39.9%
B/E move
9.0%
Puts
Pseudo strike
244.72
IV
37.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
264.66
IV
40.4%
B/E move
7.9%
Puts
Pseudo strike
248.53
IV
36.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
260.45
IV
40.6%
B/E move
6.9%
Puts
Pseudo strike
252.23
IV
36.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
256.34
IV
41.0%
B/E move
6.0%
Puts
Pseudo strike
255.86
IV
36.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
252.22
IV
41.5%
B/E move
5.2%
Puts
Pseudo strike
259.46
IV
35.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
247.96
IV
42.3%
B/E move
4.5%
Puts
Pseudo strike
263.04
IV
35.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
243.46
IV
43.3%
B/E move
3.8%
Puts
Pseudo strike
266.94
IV
35.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
238.67
IV
44.1%
B/E move
3.2%
Puts
Pseudo strike
271.02
IV
35.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
233.23
IV
45.3%
B/E move
2.6%
Puts
Pseudo strike
274.49
IV
33.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
226.32
IV
48.2%
B/E move
2.2%
Puts
Pseudo strike
279.09
IV
33.2%
B/E move
0.7%

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.