[specialdragon]

TL;DR: Amazon is trading at too high a price for massive movements, instead look at the volatility of the options market or for an instrument that allows buying part of a share of Amazon

Full thing: It might not have moved because of the liquidity of the market. Due to their stock price, people won't generally own lots of the stock, so any sell orders would go through the SOES (https://en.wikipedia.org/wiki/Small-order_execution_system). I'm not sure whether a Level 1 book would include that information, I have a feeling it doesn't. [citation needed]

However, SOES only works for lots of at most 1000 and only on stocks up to a value of $250. Amazon is currently trading at $535.

Occasionally another instrument will be set up that works in parts of the stock, which will be a lot more volatile, so you could buy 1/10 of an Amazon share. Alternatively, people start trading in options on the stock.

So you get the situation where the share price for Amazon looks fine, but the options market dries up or the volatility of derivative instruments is massive.