Simplify Analytics
AMZN

AMZN

single name · Core universe$253.71 unadjusted close, 2026-09-18as of 2026-09-20
book spot $251.19 (unadjusted close, 2026-09-17)gamma flip $241.95 (-1.52 ATR from book spot) · 2026-09-17call wall $250.00 (-0.47% from book spot) · 2026-09-17put wall $250.00 (-0.47% from book spot) · 2026-09-17max pain $250.00 (-0.47% from book spot, 2026-10-16 monthly) · 2026-09-17200-session mean $240.30 (close 5.58% above it) · 2026-09-18

Peers today: 25 names — every Core single (XLY holds 1 Core single (AMZN), fewer than 8).

The 5 most unusual now — this name's registered metrics ordered by |robust z|, computed in core.metric_context(). Codes, price levels and readings below n_min are not facts and are not listed.

The 5 most unusual now — this name's registered metrics ordered by |robust z|, computed in core.metric_context(). Codes, price levels and readings below n_min are not facts and are not listed.
metricvaluevalue_dateown-history percentilerobust z
call wall distancecall_wall_distance_pct-0.47%2026-09-17own all (<3y) 8.6% · n=64-1.47 · n=64
term-structure runiv_term_regime_days-352026-09-18own all (<3y) 6.2% · n=241-1.17 · n=241
term slope, 30d - 90div_term_slope_30_90-6.2 pts2026-09-18own all (<3y) 10.4% · n=241-0.73 · n=241
30-day IViv_cm_30d28.9%2026-09-18own all (<3y) 17.6% · n=241-0.62 · n=241
10-delta risk reversalrr_10d-0.0 pts2026-09-17own all (<3y) 27.1% · n=35-0.61 · n=35

Technicals

own 3y 32.3% · n=750 · 2026-09-18peers today 22.9% · n=24 · 2026-09-18

from options: Chain levels from the 2026-09-17 book, on the price line: gamma flip $241.95; call wall $250.00; put wall $250.00.from earnings: 4 reports since 2025-09-21 marked on the chart. The latest with an implied move, 2026-07-30, moved 15.32% against 6.70% implied.

AMZN close$253.712026-09-18gamma flip$241.952026-09-17volume51,894,3132026-09-18

250 sessions from 2025-09-21 · ER marks 4 past reports

price vs 200-session mean
5.58%
own 3y 32.3% · n=750
2026-09-18
drawdown from 252-session high
-10.67%
own 3y 29.1% · n=750
2026-09-18
realised vol, 21 sessions
26.5%
own 3y 39.0% · n=750
2026-09-18
1-session return
1.00%
own 3y 70.1% · n=750
2026-09-18
dollar volume, 21-session mean
$8.30B
own 3y 41.0% · n=750
2026-09-18

24 of 25 peers had a reading on 2026-09-18, the subject's own session. Excluded, with no reading on it (their newest on or before it): SPCX (none).

Price from core.prices_asof() - split- and price-factor-adjusted to the as-of date, dividends left in. Volume as collected. The flip overlay is this name's own gamma_flip_level on each session whose gamma_flip_state found one, bounded at what was knowable on the as-of date.

Options & IV

own all (<3y) 17.6% · n=241 · 2026-09-18peers today 18.0% · n=25 · 2026-09-18

from earnings: The next report (2026-10-29) falls after the 30-day IV's tenor from 2026-09-18: that IV does not span it.from technicals: 30-day IV 28.9% (2026-09-18) against 21-session realised vol 26.5% (2026-09-18).

30-day IV
28.9%
own all (<3y) 17.6% · n=241
2026-09-18
90-day IV
35.1%
own all (<3y) 45.9% · n=241
2026-09-18
term slope, 30d - 90d
-6.2 pts
own all (<3y) 10.4% · n=241
2026-09-18
term-structure run
-35
own all (<3y) 6.2% · n=241
2026-09-18
variance risk premium, 30d
+3.0 pts
own all (<3y) 52.8% · n=236
2026-09-18
25-delta risk reversal
-1.2 pts
own all (<3y) 38.6% · n=35
2026-09-17
10-delta risk reversal
-0.0 pts
own all (<3y) 27.1% · n=35
2026-09-17
net GEX
+$435.6m per 1%
own all (<3y) 61.7% · n=64
2026-09-17
0DTE share of volume
no reading for 2026-09-17
never observed
never observed

The whole chain and IV surface for AMZN

Constant-maturity IV, the variance risk premium and skew from the vendor's interpolated surface; net GEX and the 0DTE share from the chain book of 2026-09-17. No export: the chain is the vendor's personal-use tier (ADR-0020).

Earnings reactions

own ratios insufficient data (n=19) · 2026-07-30peers' latest 78.0% · n=25 · 2026-07-30

from options: A 30-DTE option bought 2026-09-20 expires 2026-10-20: the report's first session (2026-10-29) falls after it.

realised / implied, median
insufficient data (n=19)
reports that moved more than implied
insufficient data (n=19)
long straddle, 1d win rate
43%
n=21
long straddle, median 1d
-13.49%
n=21
Next report, for the quarter ending 2026-09-30
  • 2026-10-29 unknown · source estimation · first session it can move: 2026-10-29 (39 calendar days out)
2026-07-302026-06-30postmarket6.70%+15.32%2.29x+82.58%-91.98%
2026-04-292026-03-31postmarket6.42%+0.77%0.12x-73.68%+71.44%
2026-02-052025-12-31postmarket7.39%-5.55%0.75x-42.78%+35.36%
2025-10-302025-09-30postmarket6.06%+9.58%1.58x+30.82%-42.83%
2025-07-312025-06-30postmarket4.99%-8.27%1.66x+42.20%-58.38%
2025-05-012025-03-31postmarket5.35%-0.12%0.02x-98.69%+95.38%
2025-02-062024-12-31postmarket5.22%-4.05%0.78x-30.95%+20.55%
2024-10-312024-09-30postmarket5.80%+6.19%1.07x-21.09%+12.42%
2024-08-012024-06-30postmarket6.00%-8.78%1.46x+21.90%-42.99%
2024-04-302024-03-31postmarket7.62%+2.29%0.30x-68.35%+62.18%
2024-02-012023-12-31postmarket5.62%+7.87%1.40x+9.30%-16.27%
2023-10-262023-09-30postmarket6.56%+6.83%1.04x-26.84%+5.44%
2023-08-032023-06-30postmarket5.69%+8.27%1.45x+16.67%-30.89%
2023-04-272023-03-31postmarket6.42%-3.98%0.62x-52.98%+37.76%
2023-02-022022-12-31postmarket7.71%-8.43%1.09x-13.49%-26.08%
2022-10-272022-09-30postmarket8.58%-6.80%0.79x-36.17%+29.77%
2022-07-282022-06-30postmarket5.37%+10.36%1.93x+60.00%-74.97%
2022-04-282022-03-31postmarket5.28%-14.05%2.66x+103.54%-136.13%
2022-02-032021-12-31postmarket+13.54%+32.43%-36.29%
2021-10-282021-09-30postmarket-2.15%-6.13%+3.83%
2021-07-292021-06-30postmarket-7.56%-18.89%+16.66%
2021-04-292021-03-31postmarket-0.11%
2021-02-022020-12-31postmarket-2.00%
2020-10-292020-09-30postmarket-5.45%
2020-07-302020-06-30postmarket+3.70%

117 reports on this security, the newest 28 listed. An implied move is served from 2019-10-30 and the straddle returns from 2021-06-07, so n sits near its floor for names with a shorter history. One report a quarter, so the one-session windows never overlap and n is already the effective n.

core.earnings_events read point-in-time: the vintages that existed at the end of the as-of day, with the quarter and epoch flags re-derived over that set (migration 7a5161d44b1e). A past report is one that happened - the only date for its quarter, or one carrying actual EPS.

Short & borrow

own history 90.8% · n=87 · 2026-09-18peers today 72.0% · n=25 · 2026-09-18

from technicals: Fee 0.41% on 2026-09-18, with the price 10.67% below its 252-session high on 2026-09-18.

fee rate
0.41%
annualised · 2026-09-18
in its own accrued history
90.8%
n=87 days from 2026-05-15 · range 0.25–0.44%
rebate rate
3.47%
observed 2026-09-18 15:24:53
shares available
10,000,000
as the vendor last posted
0.41%2026-09-18
AMD0.43%2026-09-18
SNDK0.43%2026-09-18
SPCX0.43%2026-09-18
DE0.42%2026-09-18
DELL0.41%2026-09-18
CRSR0.41%2026-09-18
AMZN0.41%2026-09-18
CAT0.41%2026-09-18
MRVL0.36%2026-09-18
STX0.35%2026-09-18
WDC0.35%2026-09-18
PLTR0.30%2026-09-18
LMT0.30%2026-09-18
MSFT0.29%2026-09-18
AAPL0.28%2026-09-18
AVGO0.25%2026-09-18
CRWD0.25%2026-09-18
GOOG0.25%2026-09-18
INTC0.25%2026-09-18
META0.25%2026-09-18
MU0.25%2026-09-18
NVDA0.25%2026-09-18

Ranked 7 of 25 names with a snapshot on 2026-09-18. A peer whose newest snapshot falls on a different day - older or newer - is listed with that day and excluded from the rank, never compared across days.

core.borrow_rates, the accrued snapshot series. The percentile is the house midrank - (below + half the ties) / n - over one reading per ET day, computed in SQL and NULL below its floor. Fee rates sit on a general-collateral floor, so ties are the common case and the midrank is what keeps a floor reading from reading as the minimum.

News

own history 78.7% · n=54 · 2026-09-18peers today 94.0% · n=25 · 2026-09-18

from technicals: Busiest day since 2026-07-27: 2026-07-30, 9 headlines; that session returned 3.90%.

headlines on 2026-09-18
3
that session returned +1.00%
in its own day history
78.7%
n=54 complete days
against its peers that day
94.0%
2 of 25 names
partial day
1 on 2026-09-19
counted, never ranked: the feed is still being read
headlines32026-09-18session return+1.00%
  • 2026-09-19 10:20Blockchain Newssentiment: neutral
    Potential AMZN price at $320, needs to clear $258 hurdle. AWS growing at 37% with a 17.4% net margin. Analysts bullish.
  • 2026-09-18 11:01Tradexmajorsentiment: neutral
    Amazon is in the EU's crosshairs over suspected price curbs on sellers. $AMZN
  • 2026-09-18 10:57Tradexmajorsentiment: neutral
    AWS signs a 5-year strategic collaboration pact with SAP to expand SAP Business AI platform to 7 new AWS regions. $AMZN $SAP
    also tagged SAP, AI
  • 2026-09-18 09:00Blockchain Newsmajorsentiment: neutral
    Amazon's stock at $252.29 but below moving averages. Wall Street predicts $323-$328. AWS performing well. Dip expected before rise.
  • 2026-09-17 09:28Tradexmajorsentiment: neutral
    GENERAC LANDS AMAZON DATA CENTER DEAL $GNRC expects $2.4B of generator deliveries to $AMZN in 2027-28. Amazon also received a warrant for up to 1.69M shares, with vesting tied to as much as $8B in payments.
    also tagged GNRC
  • 2026-09-16 12:35Tradexmajorsentiment: neutral
    AWS' Desantis: Next Tranium chip to be very differentiated. $AMZN
  • 2026-09-16 09:23Business Wiresentiment: neutral
    Amazon raises minimum starting pay for full-time core operations employees to $20/hour, with average pay reaching nearly $24/hour, and launches grocery discount and access to new lifetime banking benefits to make everyday life more affordable
  • 2026-09-16 09:16Tradexmajorsentiment: neutral
    AMAZON RAISES MINIMUM STARTING PAY FOR FULL-TIME CORE OPERATIONS EMPLOYEES TO $20/HOUR, WITH AVERAGE PAY REACHING NEARLY $24/HOUR, AND LAUNCHES GROCERY DISCOUNT AND ACCESS TO NEW LIFETIME BANKING BENEFITS TO MAKE EVERYDAY LIFE MORE AFFORDABLE
  • 2026-09-16 05:12Tradexsentiment: neutral
    Amazon Plans 1,000 Same-Day Fulfilment Centres By 2031 - Business Insider www.businessinsider.com/amazon-plans...
  • 2026-09-15 13:07Tradexmajorsentiment: neutral
    AMAZON HAS LAUNCHED A FIVE-SERVICE STREAMING BUNDLE ON PRIME VIDEO IN THE U.S. FOR $29.99/MONTH STARTING SEPT. 15, 2026, COMBINING AMC+, BRITBOX, MGM+, PBS MASTERPIECE AND STARZ - WEBSITE
  • 2026-09-14 09:24Business Wiremajorsentiment: neutral
    Ninth Wave&apos;s AI-Powered Compass with Amazon Bedrock Cuts API Integration Time Up to 95%
  • 2026-09-13 20:49Tradexmajorsentiment: neutral
    Amazon halts operations with 21 air after Miami crash: WSJ

Complete days 2026-07-27 to 2026-09-18; the newest headline in the feed is 2026-09-19 20:10 ET.

core.news_headlines, matched on the feed's own ticker array. A ticker in this feed is a bare symbol, not an identifier: a foreign listing sharing the symbol is tagged the same way, and nothing here can tell the two apart, so headlines are shown exactly as the feed tagged them.

ETF membership

from peers: Ranked against all 25 Core singles: XLY holds 1 Core single (AMZN), fewer than 8.

Tracked funds holding AMZN:

XLY22.28%Consumer Cyclical2026-06-30
QQQ4.29%Consumer Cyclical2026-09-16
SPY3.70%Consumer Cyclical2026-09-16
DIA2.76%Consumer Cyclical2026-06-30

core.etf_holdings at each fund's newest vendor vintage on or before the as-of date - not this name's newest row, so a fund that dropped it in a later composition drops out here too. Weights are percent; a sum slightly over 100 is cash and rounding.