Dated end-of-day edition
JW Intelligence Report

Amazon.com Inc / AMZN

StockConsumer DiscretionaryRetail
JW Rank60.1/ 100
Official close$245.96-2.46 (-0.99%)
Bid$245.96
Ask$246.09
Previous close$248.42
ATR (14)2.49%
RSI (14)39.5
Volume18.87M
Model reference$246.00
Upside scenario$258.00
Risk reference$239.00
Decision summary

AMZN Option Market Implies Balanced Sentiment

BalancedHigh confidence

The AMZN option market displays a neutral stance towards the stock's direction. While implied volatility is elevated at 30.44%, reflecting uncertainty surrounding upcoming earnings and macro factors, the term structure shows a slight backwardation with near-term options slightly more expensive than longer-dated ones. Skew is balanced, suggesting no strong directional bias.

Wheel contextAMZN's option activity is relatively balanced, with both calls and puts seeing moderate trading volume.
Dated supporting context

JW AI outlook

Neutral

Short-term scenario

Cautious dip-buy / wait for bounce confirmation in 1-3 weeks; high uncertainty from mixed technicals, Fed/rates, low volume, and Oct earnings. Not a high-conviction setup.

Three-month outlook

Moderately bullish with significant uncertainty. AWS AI backlog and reacceleration plus retail margin gains support 15%+ growth and analyst PTs implying 25-35% upside toward $300+. However, $220B capex is pressuring FCF/debt, Q3 guide is conservative, and macro (rates, competition from MSFT/GOOG) plus potential regulation could cap gains. Stock likely ranges 230-280 pending Q3 results and AI monetization proof; upside if AWS converts backlog faster than feared. High uncertainty around execution, rates, and AI returns.


Market sentiment context

Mixed/cautious near-term, constructive longer-term. Retail traders viewing current levels as dip-buy opportunity (especially on any Fed-driven selloff) and citing AWS reacceleration; some sentiment scores at 8/10. Concerns over high capex, Bezos share sales fading post-earnings momentum, and negative short-term options flow. Wage hike dismissed as immaterial (~2% of op. income). Overall wait-and-see on capex vs. growth resolution. Limited high-engagement discussion; many promotional posts.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$257.19
50D SMA$255.56
200D SMA$240.11
9D EMA$252.64
21D EMA$255.74
20D MVWAP$257.17
YTD VWAP$238.90
Daily reference VWAP$246.51
Price vs 20D SMA-4.37%
Price vs 50D SMA-3.76%
Price vs 200D SMA2.44%
Momentum kinematics10 observations
RSI (7)29.74
RSI (14)39.45
RSI (21)43.70
Stochastic K11.69
Stochastic D19.77
MACD line-2.24
MACD histogram-0.70
ADX (14)12.55
MACD acceleration-0.47
RSI velocity-3.16
Volatility and price boundaries11 observations
ATR (14)-0.03
ATR (14) %2.49%
Bollinger upper$267.54
Bollinger middle$257.19
Bollinger lower$246.83
Bollinger position-0.04%
Volatility environmentMedium
20D realized volatility27.13%
Observed range position33.66%
5D true high$257.59
5D true low$244.30
Participation and institutional flow7 observations
Volume18.87M
20D average volume17.06M
Volume vs 20D average1.11x
20D SMA velocity-0.59
50D SMA velocity0.10
Institutional flow-0.67
ATR velocity-0.03
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$245.96
DateSep 16, 2026
Volume18.87M
Vwap D$246.51
Mvwap 20$257.17
Change-2.46
Change Percentage 0.99%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$257.19
Sma 50$255.56
Sma 200$240.11
Ema 9$252.64
Ema 21$255.74
Momentum structure9 observations
Rsi 729.74
Rsi 1439.45
Rsi 2143.70
Rsi SignalNeutral
Stoch K11.69
Stoch D19.77
Macd Line-2.24
Macd SignalBearish
Macd Hist-0.70
Volatility structure3 observations
Atr6.13
Atr Pct2.49%
EnvironmentMedium
Option market context3 observations
Current Iv30.36
Iv Rank25.99
Iv Percentile32.67%
Price boundaries8 observations
Bb Upper267.5
Bb Middle257.2
Bb Lower246.8
Bb Pctb-0.04
True High$249.26
True Low$244.30
True High 5d$257.59
True Low 5d$244.30
Three-day velocities7 observations
Sma20$-0.59
Sma50$0.10
Mvwap20$-0.67
Macd-0.47
Rsi-3.16
Volume1.80M
Atr-0.03
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 29, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskHigh
Deterministic scoring

JW Rank factors

Higher scores indicate stronger observed structure
LiquidityTrading capacity and quote quality proxyCoverage 100%
99
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
75
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
42
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
56
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 86%
61
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
54

JW Rank is not a buy/sell rating, and coverage measures field availability—not accuracy or certainty.

Options Intelligence

What the closing chain was pricing

AMZN Option Market Implies Balanced Sentiment

The AMZN option market displays a neutral stance towards the stock's direction. While implied volatility is elevated at 30.44%, reflecting uncertainty surrounding upcoming earnings and macro factors, the term structure shows a slight backwardation with near-term options slightly more expensive than longer-dated ones. Skew is balanced, suggesting no strong directional bias.

Front ATM IV36.93%
Current IV30.44%
IV Rank26.29
IV Percentile33.47%
25Δ skew0.60
Term slope-6.06
Term structureBackwardation
Quote coverage100%
Median option spread6.88%
Term structure

Implied volatility by expiration

3 observed expirations
36.9%30.5%
ExpirationDTEATM IVState
2026-09-182.0036.93%
2026-09-237.0030.45%
2026-10-0216.0030.87%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$242.50
Long strike$240.00
Net credit / share$0.55
Credit / width22.00%
$55$-195$238.63$243.88Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$250.00
Long strike$252.50
Net credit / share$0.57
Credit / width22.60%
$57$-193$248.63$253.88Expiration payoff per standard 100-share contract
Evidence used
  • Implied volatility (IV) at 30.44% indicates heightened market uncertainty.
  • The term structure exhibits a slight backwardation, with near-term options slightly more expensive than longer-dated ones.
  • Balanced delta skew suggests no strong bullish or bearish sentiment.
Risk context
  • Upcoming earnings on October 29th could significantly impact the stock price.
  • High capital expenditures (capex) raise concerns about future profitability.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score74.40

AMZN's option activity is relatively balanced, with both calls and puts seeing moderate trading volume.

Execution intelligence

Liquidity and quote conditions

Dollar volume$4.64B
Underlying bid/ask spread0.05%
Option quote coverage100%
Median option spread6.88%
Fundamental intelligence

Business quality context

Factor score60.80
Coverage86%

Business quality and balance-sheet durability

Latest strategy observation

AMZN Covered Call signal

Sep 16, 2026 12:40 PM EDT

Covered Call | 2026-09-18 | short $247.50 | $3.00 credit | High turnover

Generalized structural observation only; no quantity, order instruction or personalized recommendation is provided.

Company and fundamental profile

Amazon.com Inc at a glance

Dated valuation, quality, growth and shareholder context

Market position and valuation

Market capitalization$2.68T
P/E (TTM)19.9×
Beta1.51
52-week range$196.00 – $287.20
52-week return7.34%
Shares outstanding10.76B

Profitability and financial quality

Return on equity30.50%
Operating margin12.08%
Net margin17.44%
Debt / equity0.22×

Growth and cash generation

Revenue growth (3Y)11.73%
Free cash flow CAGR (5Y)-21.57%
Revenue / share (TTM)71.14
Book value / share51.16

Trading and reference facts

MarketNasdaq Nms Global Market
CountryUs
CurrencyUsd
IPO date1997-05-15
Company website
Methodology, edition and field coverage
EditionOfficial Close
Ready sections3 / 3
Report identity506406aa27a4dbb56d52993a

JW Rank is deterministic and is not a buy/sell rating. Narrative sections explain dated evidence and do not change the score or observed facts. Coverage measures field availability, not accuracy or certainty. This public edition remains fixed.

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Important disclosures. Generalized market-structure research only. This report does not consider holdings, objectives, risk tolerance or financial circumstances and is not an investment recommendation, transaction instruction, offer, solicitation or return forecast. Market data, model scores and AI explanations may be delayed, incomplete or incorrect. Past, hypothetical, model and settled-signal results do not predict future results. Options are complex and may involve loss of the entire premium, substantial or theoretically unlimited loss, assignment, early exercise, margin, liquidity and execution risk. Before trading standardized options, read the OCC’s Characteristics and Risks of Standardized Options. Terms of Use · Privacy Policy