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AMZN - Amazon.com
Implied Volatility Analysis

Implied Volatility:
38.9%
Put/Call-Ratio:
0.64

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 Date4/27/2023 (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.

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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