AMZN Volatility Skew

The at-the-money implied volatility for Amazon.com Inc (AMZN) options expiring Nov 13, 2026 (1 DTE) is 39.7%.

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Implied Volatility Stats

Showing results for 2026-11-13(w), calls & puts

Expiration Date Avg IV
2026-11-13(w) calls 39.71%
2026-11-13(w) puts 39.15%

AMZN Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is AMZN's one-year implied volatility range?

Over the past year, Amazon 30-day implied volatility ranged from 23.8% on Dec 26, 2025 to 50.0% on Feb 5, 2026.

How has AMZN implied volatility changed recently?

Amazon 30-day implied volatility went from 40.9% on Oct 14, 2026 to 32.2% on Nov 11, 2026. See the AMZN implied volatility history for a longer view.

What is Amazon.com Inc?

Amazon.com operates an online marketplace, sells merchandise directly, and provides fulfillment and advertising services to merchants and brands.

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