| 8 |
8% |
8.5 |
8.75 |
2 |
237.50 |
0.02 |
0.02% |
0.02 |
0.03 |
591 |
AMZN Call 237.50
Exp: Jul 22, 2026
Last: 8
Chg.: 8%
SymbolAMZN|20260722|237.50C
Delta0.9981
Imp Vol0.2381
Bid8.5
Gamma0.002
Theoretical8.625
Ask8.75
Theta-0.0331
Intrinsic Value6.92
Volume2
Vega0.0008
Time Value1.08
Open Interest192
Rho0.0064
Delta / Theta-30.1736
AMZN Put 237.50
Exp: Jul 22, 2026
Last: 0.02
Chg.: 0.02%
SymbolAMZN|20260722|237.50P
Delta-0.0167
Imp Vol0.3239
Bid0.02
Gamma0.01
Theoretical0.025
Ask0.03
Theta-0.0869
Intrinsic Value-6.92
Volume591
Vega0.0053
Time Value6.94
Open Interest1,369
Rho-0.0001
Delta / Theta0.1922
|
| 6.13 |
6.13% |
6.1 |
6.25 |
145 |
240.00 |
0.05 |
0.05% |
0.05 |
0.06 |
2,427 |
AMZN Call 240.00
Exp: Jul 22, 2026
Last: 6.13
Chg.: 6.13%
SymbolAMZN|20260722|240.00C
Delta0.9631
Imp Vol0.2722
Bid6.1
Gamma0.0232
Theoretical6.175
Ask6.25
Theta-0.1654
Intrinsic Value4.42
Volume145
Vega0.0103
Time Value1.71
Open Interest1,039
Rho0.0062
Delta / Theta-5.8235
AMZN Put 240.00
Exp: Jul 22, 2026
Last: 0.05
Chg.: 0.05%
SymbolAMZN|20260722|240.00P
Delta-0.0386
Imp Vol0.2755
Bid0.05
Gamma0.0238
Theoretical0.055
Ask0.06
Theta-0.1489
Intrinsic Value-4.42
Volume2,427
Vega0.0107
Time Value4.47
Open Interest1,364
Rho-0.0002
Delta / Theta0.2595
|
| 3.8 |
3.8% |
3.75 |
3.9 |
720 |
242.50 |
0.18 |
0.18% |
0.18 |
0.19 |
7,748 |
AMZN Call 242.50
Exp: Jul 22, 2026
Last: 3.8
Chg.: 3.8%
SymbolAMZN|20260722|242.50C
Delta0.8743
Imp Vol0.2503
Bid3.75
Gamma0.0645
Theoretical3.825
Ask3.9
Theta-0.3567
Intrinsic Value1.92
Volume720
Vega0.0264
Time Value1.88
Open Interest423
Rho0.0057
Delta / Theta-2.4511
AMZN Put 242.50
Exp: Jul 22, 2026
Last: 0.18
Chg.: 0.18%
SymbolAMZN|20260722|242.50P
Delta-0.1199
Imp Vol0.244
Bid0.18
Gamma0.0641
Theoretical0.185
Ask0.19
Theta-0.3137
Intrinsic Value-1.92
Volume7,748
Vega0.0256
Time Value2.1
Open Interest2,364
Rho-0.0007
Delta / Theta0.3821
|
|
244.42 |
Price @ Jul 22, 2026 14:31 GMT |
| 1.79 |
1.79% |
1.81 |
1.85 |
8,037 |
245.00 |
0.69 |
0.69% |
0.68 |
0.7 |
9,640 |
AMZN Call 245.00
Exp: Jul 22, 2026
Last: 1.79
Chg.: 1.79%
SymbolAMZN|20260722|245.00C
Delta0.6498
Imp Vol0.2326
Bid1.81
Gamma0.1245
Theoretical1.83
Ask1.85
Theta-0.5749
Intrinsic Value-0.58
Volume8,037
Vega0.0474
Time Value2.37
Open Interest1,074
Rho0.0043
Delta / Theta-1.1303
AMZN Put 245.00
Exp: Jul 22, 2026
Last: 0.69
Chg.: 0.69%
SymbolAMZN|20260722|245.00P
Delta-0.3485
Imp Vol0.2291
Bid0.68
Gamma0.1263
Theoretical0.69
Ask0.7
Theta-0.5419
Intrinsic Value0.58
Volume9,640
Vega0.0473
Time Value0.11
Open Interest3,349
Rho-0.0021
Delta / Theta0.6431
|
| 0.63 |
0.63% |
0.63 |
0.65 |
21,332 |
247.50 |
2.01 |
2.01% |
1.97 |
2.03 |
2,405 |
AMZN Call 247.50
Exp: Jul 22, 2026
Last: 0.63
Chg.: 0.63%
SymbolAMZN|20260722|247.50C
Delta0.3266
Imp Vol0.2356
Bid0.63
Gamma0.1197
Theoretical0.64
Ask0.65
Theta-0.559
Intrinsic Value-3.08
Volume21,332
Vega0.0461
Time Value3.71
Open Interest2,200
Rho0.0022
Delta / Theta-0.5842
AMZN Put 247.50
Exp: Jul 22, 2026
Last: 2.01
Chg.: 2.01%
SymbolAMZN|20260722|247.50P
Delta-0.6773
Imp Vol0.2316
Bid1.97
Gamma0.1222
Theoretical2
Ask2.03
Theta-0.5251
Intrinsic Value3.08
Volume2,405
Vega0.0459
Time Value-1.07
Open Interest2,500
Rho-0.0038
Delta / Theta1.2897
|
| 0.18 |
0.18% |
0.18 |
0.19 |
14,494 |
250.00 |
4.14 |
4.14% |
3.95 |
4.2 |
204 |
AMZN Call 250.00
Exp: Jul 22, 2026
Last: 0.18
Chg.: 0.18%
SymbolAMZN|20260722|250.00C
Delta0.1177
Imp Vol0.2521
Bid0.18
Gamma0.0612
Theoretical0.185
Ask0.19
Theta-0.3257
Intrinsic Value-5.58
Volume14,494
Vega0.0252
Time Value5.76
Open Interest6,051
Rho0.0008
Delta / Theta-0.3615
AMZN Put 250.00
Exp: Jul 22, 2026
Last: 4.14
Chg.: 4.14%
SymbolAMZN|20260722|250.00P
Delta-0.8806
Imp Vol0.2556
Bid3.95
Gamma0.0615
Theoretical4.075
Ask4.2
Theta-0.3147
Intrinsic Value5.58
Volume204
Vega0.0255
Time Value-1.44
Open Interest2,548
Rho-0.0042
Delta / Theta2.7982
|