Jeff felt a lot of things as he was being stared down by Amon with that smug but confused look on his face.
Jeff felt terrified, wondering what was going to happen to him, but also insulted as he knew Amon was doing this on purpose, just to get some sort of sick twisted pleasure out of his misery.
Jeff didn't understand why Amon was doing this to him. In his mind, he did nothing wrong.
Reading his thoughts made Amon laugh. He couldn't believe Jeff is still delusional enough to think he was not in the wrong here.
Not only did this idiot start stalking Megan after getting enamored by her beauty and start obsessing over her, but he also started daydreaming and fantasizing about being with her. He then tried to drive a rift between Amon and Megan, only to fail miserably as he realized that Megan knew about Amon's other lovers all along and got off to it.
He then tried to get Amon killed.