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AMZN Implied Volatility: IV Now & Its History
AMZN ATM implied volatility by time to expiration: latest sessionranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. AMZN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022series · 2026-10-04 · 52×4Preview: a 16-point series, ending lower. AMZN at-the-money implied volatility by session: trailing 90 daysseries · 2026-10-04 · 63×2Preview: a 16-point series, ending lower.
AMZN Premarket and After-Hours Prices
The eight widest overnight gaps on AMZN, Oct 2023 through Sep 2025ranking · 2026-10-02 · 8×3Preview: 8 ranked values, smallest first. AMZN quoted spread and inside size by ET hour, after the close into the next openranking · 2026-10-02 · 11×3Preview: 11 ranked values, largest first. AMZN share volume by ET clock hour (September 2025 sessions)ranking · 2026-10-02 · 16×3Preview: 16 ranked values, largest first. AMZN from the Jul 31, 2025 close through the next morning's first half hourranking · 2026-10-02 · 20×3Preview: 16 ranked values, largest first.
AMZN ATM implied volatility by time to expiration: latest session

AMZN ATM implied volatility by time to expiration: latest session

most recentas of ranking 4×3read in context →
AMZN ATM implied volatility by time to expiration: latest session — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
expiry_bucketatm_iv_pctcontracts
Under 2 weeks27.2110
2-6 weeks35.858
6 weeks - 4 months3530
Beyond 4 months35.989
the exact SQL behind every number 
SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'AMZN'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)
More from this analysisAMZN Implied Volatility: IV Now & Its History
AMZN at-the-money implied volatility by session: trailing 90 days series 63×2 → AMZN vs SPY and QQQ: median ATM implied volatility by month, since mid-2022 series 52×4 → Implied volatility beside the movement each stock actually delivered over the prior 30 sessions ranking 11×4 → At-the-money implied volatility, eleven familiar tickers (July 28, 2026) ranking 11×2 → See all 3,256 queries →
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