AMZNAmazon.Com Inc
Options Analysis Report•RETAIL-CATALOG & MAIL-ORDER HOUSES
Market Cap $2.44T|NASDAQ
● 2026-07-30$226.65
NEUTRAL
Analysis: 2026-07-29 EOD data
1Y -1.5%YTD +0.1%7D -3.0%
Options Vol
631,389
30D
Implied Move
±18.3%
IV Rank
95%
AMZN Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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AMZN Gamma Walls
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Value
Is IV priced right?
2.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 75.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.89x — IV premium over HV
Sector Relative≤50%
Sector percentile 69% — above sector median
Term Structure
<1.1xFront/Back 3.10x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 73.6% — normal range
Spread-Adjusted Value
<80%Effective IV 78.1% (ATM 73.6% + spread 2.3% + bias) — fair
Execution Efficiency
<3.0%Total drag 4.14% (spread 2.26% + slippage 1.88%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 2.26%) — spread drag
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +2%, Raw: +3%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +2% (neutral) — Raw: +3%
OI Skew Magnitude
≥15%|OI skew| 20.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +24.7%, OI skew +20.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 28%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -1%, ATM: +1%, OTM: +6% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 32% — bullish vs sector
Activity
Unusual activity?
4.4
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 14.1% — 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 +1.0% (5d) — stable
Sector Relative≥60%
Sector activity percentile 94% — very active vs sector
Trade Quality
≥30%Large trade volume 24% — mixed
Execution Urgency
≥60%Aggressive execution 38% — patient
Flow Conviction
≥30Conviction +2 (bullish) — mixed
Liquidity
Can I trade efficiently?
7.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 2.3% — acceptable
Adequate OI
≥10,000OI 4,483,053 — deep
Active Volume
≥500Volume 631,389/day — active
Reasonable Cost
≤$0.50$0.11 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 70% — wider than sector
Order Book Depth
≥100 contractsDepth 225.9 contracts (bid:119.5 ask:106.4) — adequate
Execution Quality
<1.0%Avg slippage 1.88% — fair
Timing
Is now a good time?
6.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +210.0% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 76% — seller opportunity
Event Detection
≥10pts kinkIV kink 68.4pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)HIGH RISK: Earnings in 0d (HIGH RISK)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +2% @ 51% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 54 (ITM 20% + inst 24%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.0
bullishIV expensive, bullish flow
Long Puts4.0
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.9
bullishIV rich premium, bullish flow
Covered Call6.0
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.