← Back to Stock / ETF implied volatility screener

AMZN

Amazon.com

$120.11
-0.96% ($4.44)
Market Cap: $1.18T
Open Interest: 6.6M
Option Volume: 1.7M
Dividend

Next Earnings
7/27/2023 (59d)
Implied Volatility
31.7%
IV Min 1y:
29.3%
IV Max 1y:
63.1%
IV Rank 1y
7
IV Percentile 1y
5
IV ZScore 1y
-1.79
Historical Volatility 30d
34.22%
IV/HV
0.93
Put/Call Ratio
0.50
Amazon.com has an Implied Volatility (IV) of 31.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AMZN is 7 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for AMZN is -1.8 standard deviations away from its 1 year mean of 44.4%.
Data as of 5/26/2023

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.