3.9 |
-22.92% |
3.85 |
3.9 |
9,016 |
137.00 |
1.37 |
15.13% |
1.35 |
1.37 |
7,020 |
AMZN Call 137.00
Exp: Aug 12, 2022
Last: 3.9
Chg.: -22.92%
SymbolAMZN|20220812|137.00C
Delta0.6728
Imp Vol0.4162
Bid3.85
Gamma0.0594
Theoretical3.9
Ask3.9
Theta-0.28
Intrinsic Value2.41
Volume9,016
Vega0.0527
Time Value1.49
Open Interest10,783
Rho0.0099
Delta / Theta-2.4027
AMZN Put 137.00
Exp: Aug 12, 2022
Last: 1.37
Chg.: 15.13%
SymbolAMZN|20220812|137.00P
Delta-0.3297
Imp Vol0.4226
Bid1.35
Gamma0.0587
Theoretical1.37
Ask1.37
Theta-0.2766
Intrinsic Value-2.41
Volume7,020
Vega0.0529
Time Value3.78
Open Interest6,626
Rho-0.0047
Delta / Theta1.1919
|
3.25 |
-26.14% |
3.2 |
3.3 |
1,889 |
138.00 |
1.71 |
14.77% |
1.7 |
1.72 |
8,151 |
AMZN Call 138.00
Exp: Aug 12, 2022
Last: 3.25
Chg.: -26.14%
SymbolAMZN|20220812|138.00C
Delta0.6115
Imp Vol0.4118
Bid3.2
Gamma0.0637
Theoretical3.25
Ask3.3
Theta-0.2934
Intrinsic Value1.41
Volume1,889
Vega0.056
Time Value1.84
Open Interest3,079
Rho0.009
Delta / Theta-2.0841
AMZN Put 138.00
Exp: Aug 12, 2022
Last: 1.71
Chg.: 14.77%
SymbolAMZN|20220812|138.00P
Delta-0.3898
Imp Vol0.4161
Bid1.7
Gamma0.0632
Theoretical1.71
Ask1.72
Theta-0.2882
Intrinsic Value-1.41
Volume8,151
Vega0.056
Time Value3.12
Open Interest3,974
Rho-0.0055
Delta / Theta1.3523
|
2.69 |
-27.3% |
2.66 |
2.68 |
6,342 |
139.00 |
2.15 |
16.85% |
2.11 |
2.15 |
9,215 |
AMZN Call 139.00
Exp: Aug 12, 2022
Last: 2.69
Chg.: -27.3%
SymbolAMZN|20220812|139.00C
Delta0.5463
Imp Vol0.4087
Bid2.66
Gamma0.0664
Theoretical2.67
Ask2.68
Theta-0.3004
Intrinsic Value0.41
Volume6,342
Vega0.0579
Time Value2.28
Open Interest2,152
Rho0.0081
Delta / Theta-1.8187
AMZN Put 139.00
Exp: Aug 12, 2022
Last: 2.15
Chg.: 16.85%
SymbolAMZN|20220812|139.00P
Delta-0.4546
Imp Vol0.4163
Bid2.11
Gamma0.0652
Theoretical2.15
Ask2.15
Theta-0.2975
Intrinsic Value-0.41
Volume9,215
Vega0.0579
Time Value2.56
Open Interest4,719
Rho-0.0063
Delta / Theta1.5281
|
|
139.41 |
Price @ Aug 08, 2022 20:03 GMT |
2.17 |
-30.45% |
2.14 |
2.15 |
14,706 |
140.00 |
2.63 |
16.89% |
2.62 |
2.65 |
17,001 |
AMZN Call 140.00
Exp: Aug 12, 2022
Last: 2.17
Chg.: -30.45%
SymbolAMZN|20220812|140.00C
Delta0.4791
Imp Vol0.4037
Bid2.14
Gamma0.0676
Theoretical2.15
Ask2.15
Theta-0.2978
Intrinsic Value-0.59
Volume14,706
Vega0.0582
Time Value2.76
Open Interest10,629
Rho0.0071
Delta / Theta-1.609
AMZN Put 140.00
Exp: Aug 12, 2022
Last: 2.63
Chg.: 16.89%
SymbolAMZN|20220812|140.00P
Delta-0.5206
Imp Vol0.412
Bid2.62
Gamma0.0663
Theoretical2.63
Ask2.65
Theta-0.2955
Intrinsic Value0.59
Volume17,001
Vega0.0582
Time Value2.04
Open Interest5,453
Rho-0.0072
Delta / Theta1.7619
|
1.71 |
-34.23% |
1.7 |
1.72 |
9,182 |
141.00 |
3.2 |
18.08% |
3.15 |
3.25 |
7,433 |
AMZN Call 141.00
Exp: Aug 12, 2022
Last: 1.71
Chg.: -34.23%
SymbolAMZN|20220812|141.00C
Delta0.4123
Imp Vol0.4026
Bid1.7
Gamma0.0662
Theoretical1.71
Ask1.72
Theta-0.2897
Intrinsic Value-1.59
Volume9,182
Vega0.0569
Time Value3.3
Open Interest4,361
Rho0.0061
Delta / Theta-1.4232
AMZN Put 141.00
Exp: Aug 12, 2022
Last: 3.2
Chg.: 18.08%
SymbolAMZN|20220812|141.00P
Delta-0.5859
Imp Vol0.412
Bid3.15
Gamma0.0648
Theoretical3.2
Ask3.25
Theta-0.2884
Intrinsic Value1.59
Volume7,433
Vega0.0569
Time Value1.61
Open Interest2,279
Rho-0.008
Delta / Theta2.0316
|
1.35 |
-36.62% |
1.34 |
1.35 |
24,048 |
142.00 |
3.83 |
19.69% |
3.8 |
3.85 |
8,221 |
AMZN Call 142.00
Exp: Aug 12, 2022
Last: 1.35
Chg.: -36.62%
SymbolAMZN|20220812|142.00C
Delta0.3488
Imp Vol0.4034
Bid1.34
Gamma0.0628
Theoretical1.35
Ask1.35
Theta-0.2755
Intrinsic Value-2.59
Volume24,048
Vega0.054
Time Value3.94
Open Interest4,435
Rho0.0052
Delta / Theta-1.2663
AMZN Put 142.00
Exp: Aug 12, 2022
Last: 3.83
Chg.: 19.69%
SymbolAMZN|20220812|142.00P
Delta-0.6487
Imp Vol0.4113
Bid3.8
Gamma0.0618
Theoretical3.83
Ask3.85
Theta-0.2734
Intrinsic Value2.59
Volume8,221
Vega0.0542
Time Value1.24
Open Interest3,235
Rho-0.0088
Delta / Theta2.373
|