AMZN Implied Volatility
AMZN $249.09 · Updated Oct 26, 4:00 PM ET
AMZN at-the-money implied volatility is 36.7% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 44.5%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 28, 2026 | 2 | 250 | 36.7% |
| Oct 30, 2026 | 4 | 250 | 91.5% |
| Nov 2, 2026 | 7 | 250 | 73.2% |
| Nov 4, 2026 | 9 | 250 | 68.6% |
| Nov 6, 2026 | 11 | 250 | 62.7% |
| Nov 13, 2026 | 18 | 250 | 52.9% |
| Nov 20, 2026 | 25 | 250 | 48.3% |
| Nov 27, 2026 | 32 | 250 | 44.5% |
| Dec 4, 2026 | 39 | 250 | 42.8% |
| Dec 18, 2026 | 53 | 250 | 40.2% |
| Jan 15, 2027 | 81 | 250 | 37.3% |
| Feb 19, 2027 | 116 | 250 | 38.7% |
SKEW, OCT 28, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 230 | 65.0% | 53.7% |
| 232.5 | 57.9% | 50.9% |
| 235 | 57.7% | 44.9% |
| 237.5 | 56.9% | 41.7% |
| 240 | 45.5% | 39.6% |
| 242.5 | 42.8% | 38.5% |
| 245 | 39.9% | 37.6% |
| 247.5 | 38.0% | 36.7% |
| 250 | 36.5% | 36.9% |
| 252.5 | 36.5% | 37.4% |
| 255 | 36.2% | 38.7% |
| 257.5 | 36.4% | 42.3% |
| 260 | 36.7% | 50.4% |
| 262.5 | 38.2% | 71.3% |
| 265 | 39.8% | 66.1% |
| 267.5 | 42.2% | 96.5% |
| 270 | 44.5% | 92.4% |
How this is calculated: Implied Volatility methodology