Option Focus | Amazon's $6.95 Million Bearish Call Spread Caps Near-Term Upside Despite a $1.54 Million OTM Call Purchase

Option Witch07:02

Amazon.com closed at $258.45, up 1.87%.

Large options trades painted a mixed but defensively tilted picture. The biggest order was a $6.95 million bearish call spread, capping near-term upside, while a separate $1.54 million out-of-the-money call purchase showed some longer-term bullish appetite. Overall block activity remained dominated by call selling and bearish premium collection.

>>>Start OPTIONS trading & earn up to SGD 200 in rewards!

Options Indicators

AMZN’s implied volatility is 34.30%, and with an IV percentile of 38.65%, current volatility sits in a neutral range rather than at an extreme. Relative to its historical movement, the IV/HV ratio of 1.32 shows implied volatility is running above realized volatility, but not at a level that suggests unusually stretched option pricing. Overall, AMZN options appear fairly valued to slightly rich, rather than distinctly cheap or expensively priced.

The Call/Put volume ratio is 3.58.

Large Trades

A bearish call spread with a net debit of $6.95 million was the largest displayed trade, pairing a long 250.0 call expiring March 19, 2027 against a short 250.0 call expiring October 16, 2026, with both legs in the money versus the $258.45 reference share price. Because this combination contains both a buy call and a sell call, it is best read as a spread strategy rather than a synthetic structure, and its size should be judged by the stated net debit of $6.95 million. The trader paid premium to own longer-dated upside exposure while capping near-term upside through the short call, which points to a bearish-to-cautious view in the nearer horizon, likely combining directional skepticism with positioning or hedge management rather than an outright aggressive bullish bet.

A call purchase worth $1.54 million was the second displayed large trade, consisting of 1,499 contracts of the 270.0 call expiring November 20, 2026. With the strike above the $258.45 reference stock price, the option was out of the money at execution, making this a straightforward bullish single-leg position that seeks upside participation if AMZN rallies above the strike over time. Even so, the broader large-trade flow remains clearly bearish overall: the biggest order on the board was a bearish call spread, and the full block activity was dominated by additional call selling and bearish premium collection, indicating institutional positioning that is more defensive and upside-capping than optimistic.

Strategy Reference

For a lower-assignment-probability premium-selling approach, a trader could consider selling a shorter-dated OTM call above the nearest resistance zone, while a bearish call spread like a short 260.0 call and long 270.0 call would cap margin risk if one prefers not to post excessive uncovered margin.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Comments

We need your insight to fill this gap
Leave a comment