Amazon AMZN 240.35 -3.44 -1.41% Regime: Trend Up (95%)
Expected move
October 30, 2026 close · $240.79| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.3% ±$5.49 | $235.30 – $246.28 | $234.19 – $247.39 | $228.99 – $252.59 |
| 2 sessions | ±2.7% ±$6.60 | $234.19 – $247.39 | $232.80 – $248.79 | $226.56 – $255.02 |
| 3 sessions | ±3.2% ±$7.80 | $232.99 – $248.59 | $231.47 – $250.11 | $224.15 – $257.43 |
| 1 week | ±3.7% ±$9.01 | $231.79 – $249.80 | $229.76 – $251.82 | $221.58 – $260.01 |
| 2 weeks | ±4.9% ±$11.82 | $228.97 – $252.61 | $226.18 – $255.41 | $215.58 – $266.00 |
| 3 weeks | ±5.8% ±$14.09 | $226.70 – $254.88 | $223.29 – $258.30 | $211.03 – $270.55 |
| 1 month | ±6.7% ±$16.18 | $224.61 – $256.97 | $220.59 – $260.99 | $206.48 – $275.10 |
Earnings: priced against what happened
Average implied move
±7.06%
Average actual move
4.99%
Beyond the implied move
2 / 6
Median IV change
-36.32%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 30, 2026 | ±8.06% | -1.41% | 0.18× | — |
| July 31, 2026 | ±8.23% | +15.32% | 1.86× | — |
| April 30, 2026 | ±7.60% | +0.77% | 0.10× | — |
| August 01, 2025 | ±5.83% | -8.27% | 1.42× | 43.6% → 31.5% |
| May 02, 2025 | ±6.31% | -0.12% | 0.02× | 51.3% → 32.7% |
| February 07, 2025 | ±6.30% | -4.05% | 0.64× | 46.2% → 25.8% |