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No strategies meet current entry criteria.
Amazon (AMZN) operates in the Consumer Discretionary sector and has actively traded listed options. IV Rank 31% is 5pp below the Consumer Discretionary sector median of 36%. See Walls for support and resistance levels.
AMZN Edge Score: 73/100 — data coverage is strong, but current trading conditions are unfavorable.
No strategies meet entry criteria. Consider waiting for better conditions.
See full analysis →AMZN conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (47.0%, OHLC-based) captures intraday volatility, while ORATS RV (33.2%, close-to-close) uses only closing prices. For AMZN, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 13.8pp. Full IV Analysis →
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Amazon shows moderately favorable conditions for premium selling. Yang-Zhang realized volatility reads 47.0% over 20 days versus a 33.6% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.78, indicating calming conditions relative to implied expectations. E-commerce and aws cycles create seasonal vol patterns. For premium sellers tracking AMZN, this ratio suggests options are likely priced for more movement than the stock is currently delivering.
Over the past 20 trading days, AMZN's volatility has been dropping sharply. The RV ratio moved from a high of 1.75 down to the current 0.78 — a significant compression that often precedes favorable premium selling windows. During this period, 15 out of 20 days (75%) showed conditions favorable for sellers (ratio below 1.0). This kind of rapid vol compression in a consumer discretionary name like AMZN typically means options haven't fully repriced lower yet — creating a temporary edge.
At $209.01, AMZN is expected to move ±$6.19 (3.0%) per day and ±$13.85 (6.6%) over a 5-day trading week. These ranges are calculated using the Yang-Zhang realized volatility model, which captures overnight gaps — particularly relevant for AMZN, which e-commerce and AWS cycles create seasonal vol patterns. Premium sellers use these ranges to set strike prices outside the expected move zone, targeting high-probability outcomes.
Current conditions on AMZN point toward range-bound strategies like iron condor. Moderately calm conditions (ratio 0.78). Range-bound behavior favors iron condors. Iron Condor benefits from time decay while defining maximum risk on both sides — a structure that suits AMZN's current volatility profile where directional edge is limited but overall conditions are acceptable for premium collection.
Consumer discretionary names are tied to spending cycles and can show seasonal volatility patterns. AMZN specifically e-commerce and AWS cycles create seasonal vol patterns. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks AMZN daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about AMZN
Amazon currently shows a weak premium selling signal. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Amazon's IV Rank is 31%, indicating relatively cheap options. While premiums are thinner, low IV can present opportunities for option buyers or for sellers who focus on probability rather than absolute premium. See the IV Analysis page for detailed breakdown.
Amazon's 5-day expected move is ±6.6% (±$13.85 from $209.01). A wide expected range reflects elevated realized volatility. See the Expected Move page for strike placement guidance and probability analysis.
Amazon currently shows a weak premium selling signal because multiple factors are unfavorable. Consider waiting for conditions to improve.
Amazon's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.78.
Amazon's snapshot: IV Rank 31% (average premiums), VRP +9.7pp (options overpriced), RV Ratio 0.78 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Amazon: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Every options trade carries risk: undefined-risk strategies (naked puts/calls) expose you to large losses on gap moves, while defined-risk strategies cap losses but reduce premium. For Amazon, current conditions require careful selection — check the signal strength before entering positions — always size positions so no single trade risks more than 1-3% of your account. Use the Strategy Builder to model worst-case scenarios before entering.
Amazon's Volatility Risk Premium (VRP) is +9.7pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Based on Yang-Zhang realized volatility, Amazon has a 1-day expected move of ±$6.19 (±3.0%) and a 5-day expected move of ±$13.85 (±6.6%). This means the stock is expected to trade between $195 and $223 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Consumer Discretionary tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.