Amazon.com has an Implied Volatility (IV) of 38.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMZN is 23 and the Implied Volatility Percentile (IVP) is 22. The current Implied Volatility Index for AMZN is -0.80 standard deviations away from its 1 year mean.
Market Cap | $1.05T |
---|---|
Next Earnings Date | 4/27/2023 (78d) |
Implied Volatility (IV) 30d | 38.94 |
Implied Volatility Rank (IVR) 1y | 22.84 |
Implied Volatility Percentile (IVP) 1y | 22.22 |
Historical Volatility (HV) 30d | 51.11 |
IV / HV | 0.76 |
Open Interest | 7.27M |
Option Volume | 1.29M |
Put/Call Ratio (Volume) | 0.64 |
Data was calculated after the 2/7/2023 closing.