ThetaOwl

AMZN

Amazon.com, Inc.Consumer Cyclical
$205.80
Bullish
Mkt Cap: $2.21T|Float: 9.75B|SI: 0.9%|DTC: 1.8
Data as of market close Mar 30, 2026
IV Rank
91
IV Pctl
50%
HV 20d
3234.0%
52W Range
$161-$259
ATR(14)
$5.17
Exp. Move
±2.0%
P/C Ratio
0.58
Earnings
Apr 30
GEX Positive
DEX Long
Net Put Premium
IV High
Exp. Move Narrow
Low Put/Call

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-012±$4.08±2.0%$201.72$209.88
2026-04-023±$5.33±2.6%$200.47$211.14
2026-04-067±$7.28±3.5%$198.53$213.08
2026-04-089±$8.62±4.2%$197.18$214.43
2026-04-1011±$10.10±4.9%$195.70$215.90
2026-04-1718±$12.82±6.2%$192.98$218.63

Explore AMZN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.