AMZNAmazon.Com Inc
Options Analysis Report•RETAIL-CATALOG & MAIL-ORDER HOUSES
Market Cap $2.57T|NASDAQ
● 2026-06-12$238.55
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y +10.4%YTD +5.3%7D -3.0%
Options Vol
663,470
30D
Implied Move
±9.1%
IV Rank
17%
AMZN Options Overview
unusual activity. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 47.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.25x — IV premium over HV
Sector Relative≤50%
Sector percentile 34% — below sector median
Term Structure
<1.1xFront/Back 0.89x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 35.1% — normal range
Spread-Adjusted Value
<80%Effective IV 41.1% (ATM 35.1% + spread 3.0% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 4.72% (spread 2.98% + slippage 1.74%) — high friction
Vega Efficiency
≥5.0Vega efficiency 246.38 (vega 73.420 / spread 2.98%) — efficient
Sentiment
Bullish or bearish?
6.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Strong signal (Conviction: +9%, Raw: +4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +9% (neutral) — Raw: +4%
OI Skew Magnitude
≥15%|OI skew| 20.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +33.0%, OI skew +20.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 43%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +15%, ATM: +9%, OTM: -1% — bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 30% — very bullish vs sector
Activity
Unusual activity?
5.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 13.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +4.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 92% — very active vs sector
Trade Quality
≥30%Large trade volume 25% — mixed
Execution Urgency
≥60%Aggressive execution 54% — patient
Flow Conviction
≥30Conviction +9 (bullish) — mixed
Liquidity
Can I trade efficiently?
8.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks6/8 checks passed
Tradeable Spread
≤5.0%Spread 3.0% — acceptable
Adequate OI
≥10,000OI 5,013,222 — deep
Active Volume
≥500Volume 663,470/day — active
Reasonable Cost
≤$0.50$0.15 to cross — cheap
Strike Coverage
≥5 strikes3 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 38% — tighter than sector
Order Book Depth
≥100 contractsDepth 191.2 contracts (bid:94.1 ask:97.1) — adequate
Execution Quality
<1.0%Avg slippage 1.74% — fair
Timing
Is now a good time?
7.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -11.4% — contango
IV Percentile Clarity
<30 or >70IV percentile 47% — neutral
Event Detection
≥10pts kinkIV kink -2.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1007.13 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +9% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 55 (ITM 20% + inst 25%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls7.0
bullishIV cheap, bullish flow
Long Puts5.8
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put6.0
bullishIV too cheap, bullish flow
Covered Call4.7
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.