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AMZN

Amazon.com, Inc.Close $265.82EOD only
Max Pain
$270.00
Next expiry May 13, 2026
Expected Move
±$3.41
1.3% from close
Price Gap
+4.18
Distance to max pain
IV Rank
46
Middle-high premium
P/C OI
0.59
Slightly call-heavy
Consensus
6.0/10
Consensus signal
Published snapshot: May 12, 2026 close
End-of-day snapshot

This page reflects AMZN options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 12, 2026 close
AMZN Earnings Report
Analysis based on market close May 13, 2026
DirectionalTheta GangFlowEarningsConsensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

Earnings Verdict

Pre-earnings 78d out; bullish flow & 80% beat rate suggest positive sentiment.

Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 spot 1.9% from MP; +1 VIX 18
Most important: Heavy 0DTE call buying at $267.5 and $270 indicates short-term bullish bias.
🟢Bullish flow signals near-term confidence.
⚠️0DTE call overhang suggests pinning risk at $270.

Regime Classification

Vol Regime
Normal
Gamma Regime
Pinning
Flow Regime
Bullish
Spot vs MP
Above

Earnings Overview

Next earnings: 2026-07-30 (78 days)explicit

Expected moves:

  • 2026-05-15 (2d): ±$5.47 (2.0%)
  • 2026-05-18 (5d): ±$7.00 (2.6%)
  • 2026-05-20 (7d): ±$8.78 (3.2%)

IV Setup

Term structure: Near-term IV low (2d ~2%); earnings IV not yet elevated.

Crush estimate: Earnings crush est. 30-40% based on historical patterns.

Skew: Put skew elevated on weeklies; call buying dominates.

Historical Context

Beat rate: 80% (4/5 quarters)

Avg move vs expected: Average move within range; 80% beat rate.

Directional bias: Historically bullish post-earnings; up 3/4 beats.

Key Levels

1EM guardrails: 2d $264.67/$275.60; 1w $263.13/$277.13
2Max pain pins: $265 (2026-05-13); $235 (2026-05-15); $265 (2026-05-18)

Flow Highlights

Unusual call volume: 50k+ and 69k at $267.5/$270 0DTE

Aggressive short-term bullish positioning near max pain.

Strategies

Risk Assessment

!Gamma pinning at $265; spot above could snap to support.
!Earnings delay risk: sentiment may shift over 78 days.

What to Watch

?Spot at $275 resistance; break above targets $280.
?Call flow persistence for near-term upside confirmation.
How to Use These Reports
This earnings reflects the market close on May 13, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.