AMZN Implied Volatility
AMZN $271.18 · Updated Nov 10, 4:00 PM ET
AMZN at-the-money implied volatility is 38.6% for Nov 11, 2026 (1 day out). For Dec 11, 2026 it is 32.8%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Nov 11, 2026 | 1 | 270 | 38.6% |
| Nov 13, 2026 | 3 | 270 | 37.8% |
| Nov 16, 2026 | 6 | 270 | 31.9% |
| Nov 18, 2026 | 8 | 270 | 34.0% |
| Nov 20, 2026 | 10 | 270 | 35.4% |
| Nov 23, 2026 | 13 | 270 | 33.6% |
| Nov 25, 2026 | 15 | 270 | 33.6% |
| Nov 27, 2026 | 17 | 270 | 32.8% |
| Dec 4, 2026 | 24 | 270 | 32.5% |
| Dec 11, 2026 | 31 | 270 | 32.8% |
| Dec 18, 2026 | 38 | 270 | 33.1% |
| Dec 24, 2026 | 44 | 270 | 32.5% |
SKEW, NOV 11, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 250 | 111.0% | 60.3% |
| 252.5 | 104.7% | 53.6% |
| 255 | 91.8% | 52.2% |
| 257.5 | 76.1% | 49.2% |
| 260 | 56.1% | 45.7% |
| 262.5 | 40.2% | 43.2% |
| 265 | 41.2% | 41.0% |
| 267.5 | 38.1% | 39.9% |
| 270 | 38.3% | 38.9% |
| 272.5 | 37.9% | 38.9% |
| 275 | 38.1% | 39.7% |
| 277.5 | 38.8% | 0.0% |
| 280 | 40.3% | 0.0% |
| 282.5 | 42.5% | 0.0% |
| 285 | 44.3% | 61.5% |
| 287.5 | 48.6% | 72.6% |
| 290 | 51.5% | 0.0% |
How this is calculated: Implied Volatility methodology