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AMZN - Amazon.com
Implied Volatility Analysis

Implied Volatility:
52.4%
Put/Call-Ratio:
1.01

Amazon.com has an Implied Volatility (IV) of 52.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMZN is 78 and the Implied Volatility Percentile (IVP) is 90. The current Implied Volatility Index for AMZN is 1.45 standard deviations away from its 1 year mean.

Market Cap$1.23T
Next Earnings Date10/27/2022 (20d)
Implied Volatility (IV) 30d
52.38
Implied Volatility Rank (IVR) 1y
78.15
Implied Volatility Percentile (IVP) 1y
89.93
Historical Volatility (HV) 30d
41.98
IV / HV
1.25
Open Interest
9.13M
Option Volume
501.15K
Put/Call Ratio (Volume)
1.01

Data was calculated after the 10/6/2022 closing.

This stock chart shows AMZN Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for AMZN Amazon.com over a one year time horizon.
Tradingview Chart →

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