AMZN Greek Exposure

AMZN is AMAZON , a Consumer Cyclical company with a $2.7T market cap. Gamma (GEX) highlights support/resistance from dealer hedging, Delta (DEX) shows bullish vs bearish bets, Vanna tracks volatility-driven flows, and Charm shows time-decay hedging. Analyze exposure by strike and expiration to find key price levels.

Name
AMAZON
Type
Common Stock
Sector
Consumer Cyclical
Market cap
$2.7T
Avg. daily volume (30d)
36.25M
Next earnings
2026-10-29

Frequently asked questions

What is AMZN gamma exposure (GEX)?
Gamma exposure (GEX) measures how much market makers must hedge when AMZN stock moves. Positive GEX means dealers are long gamma and will hedge in a stabilizing way (buy dips, sell rallies), while negative GEX means their hedging amplifies moves.
What is AMZN delta exposure (DEX)?
Delta exposure (DEX) shows the net directional options exposure on AMZN. It represents how many shares market makers need to buy or sell to stay delta-neutral. Large DEX shifts can indicate significant directional positioning.
How do AMZN Vanna and Charm affect the stock?
Vanna measures how AMZN option deltas change with implied volatility — when IV drops, positive vanna exposure forces dealers to buy shares, creating upward pressure. Charm measures delta decay over time, causing similar hedging flows as options approach expiration.