AMZN Implied Volatility
AMZN $249.40 · Updated Oct 26, 4:00 PM ET
AMZN at-the-money implied volatility is 35.7% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 43.5%. 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 | 35.7% |
| Oct 30, 2026 | 4 | 250 | 91.2% |
| Nov 2, 2026 | 7 | 250 | 72.9% |
| Nov 4, 2026 | 9 | 250 | 68.4% |
| Nov 6, 2026 | 11 | 250 | 62.5% |
| Nov 9, 2026 | 14 | 250 | 54.8% |
| Nov 13, 2026 | 18 | 250 | 52.7% |
| Nov 20, 2026 | 25 | 250 | 47.7% |
| Nov 27, 2026 | 32 | 250 | 43.5% |
| Dec 4, 2026 | 39 | 250 | 40.9% |
| Dec 18, 2026 | 53 | 250 | 39.8% |
| Jan 15, 2027 | 81 | 250 | 36.9% |
SKEW, OCT 28, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 230 | 63.1% | 53.7% |
| 232.5 | 56.1% | 47.5% |
| 235 | 56.4% | 44.2% |
| 237.5 | 40.6% | 41.2% |
| 240 | 38.0% | 39.4% |
| 242.5 | 37.9% | 37.9% |
| 245 | 36.8% | 36.9% |
| 247.5 | 36.4% | 36.1% |
| 250 | 35.8% | 35.6% |
| 252.5 | 35.6% | 35.6% |
| 255 | 35.6% | 35.6% |
| 257.5 | 36.0% | 33.2% |
| 260 | 36.5% | 40.2% |
| 262.5 | 37.2% | 48.8% |
| 265 | 38.5% | 66.4% |
| 267.5 | 40.9% | 0.0% |
| 270 | 42.9% | 0.0% |
How this is calculated: Implied Volatility methodology