Amazon AMZN 266.03 15.34 6.12% Regime: Trend Up (95%)
Expected move
November 04, 2026 close · $266.10| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.6% ±$4.12 | $261.98 – $270.22 | $261.15 – $271.05 | $257.24 – $274.96 |
| 2 sessions | ±2.2% ±$5.75 | $260.35 – $271.85 | $259.15 – $273.05 | $253.73 – $278.47 |
| 3 sessions | ±2.7% ±$7.18 | $258.92 – $273.28 | $257.53 – $274.67 | $250.83 – $281.37 |
| 1 week | ±3.2% ±$8.49 | $257.61 – $274.59 | $255.70 – $276.50 | $248.01 – $284.19 |
| 2 weeks | ±4.4% ±$11.74 | $254.36 – $277.84 | $251.57 – $280.63 | $241.03 – $291.17 |
| 3 weeks | ±5.3% ±$14.18 | $251.92 – $280.28 | $248.46 – $283.74 | $236.11 – $296.09 |
| 1 month | ±6.4% ±$17.08 | $249.02 – $283.18 | $244.79 – $287.41 | $229.88 – $302.32 |
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% |