| 5.95 |
5.95% |
5.7 |
5.9 |
4,022 |
255.00 |
0.42 |
0.42% |
0.44 |
0.46 |
1,782 |
AMZN Call 255.00
Exp: Oct 14, 2026
Last: 5.95
Chg.: 5.95%
SymbolAMZN|20261014|255.00C
Delta0.8406
Imp Vol0.4013
Bid5.7
Gamma0.0444
Theoretical5.8
Ask5.9
Theta-0.6863
Intrinsic Value5.81
Volume4,022
Vega0.0331
Time Value0.14
Open Interest917
Rho0.0058
Delta / Theta-1.2247
AMZN Put 255.00
Exp: Oct 14, 2026
Last: 0.42
Chg.: 0.42%
SymbolAMZN|20261014|255.00P
Delta-0.1572
Imp Vol0.3973
Bid0.44
Gamma0.0444
Theoretical0.45
Ask0.46
Theta-0.6469
Intrinsic Value-5.81
Volume1,782
Vega0.0328
Time Value6.23
Open Interest1,706
Rho-0.001
Delta / Theta0.243
|
| 3.75 |
3.75% |
3.7 |
3.9 |
2,051 |
257.50 |
0.98 |
0.98% |
0.95 |
0.98 |
5,437 |
AMZN Call 257.50
Exp: Oct 14, 2026
Last: 3.75
Chg.: 3.75%
SymbolAMZN|20261014|257.50C
Delta0.7103
Imp Vol0.3849
Bid3.7
Gamma0.0652
Theoretical3.8
Ask3.9
Theta-0.9165
Intrinsic Value3.31
Volume2,051
Vega0.0466
Time Value0.44
Open Interest3,063
Rho0.005
Delta / Theta-0.775
AMZN Put 257.50
Exp: Oct 14, 2026
Last: 0.98
Chg.: 0.98%
SymbolAMZN|20261014|257.50P
Delta-0.2901
Imp Vol0.3853
Bid0.95
Gamma0.0653
Theoretical0.965
Ask0.98
Theta-0.8912
Intrinsic Value-3.31
Volume5,437
Vega0.0466
Time Value4.29
Open Interest1,283
Rho-0.0019
Delta / Theta0.3255
|
| 2.25 |
2.25% |
2.23 |
2.25 |
8,222 |
260.00 |
1.9 |
1.9% |
1.9 |
1.94 |
9,148 |
AMZN Call 260.00
Exp: Oct 14, 2026
Last: 2.25
Chg.: 2.25%
SymbolAMZN|20261014|260.00C
Delta0.53
Imp Vol0.3805
Bid2.23
Gamma0.0767
Theoretical2.24
Ask2.25
Theta-1.0456
Intrinsic Value0.81
Volume8,222
Vega0.0542
Time Value1.44
Open Interest2,398
Rho0.0037
Delta / Theta-0.5068
AMZN Put 260.00
Exp: Oct 14, 2026
Last: 1.9
Chg.: 1.9%
SymbolAMZN|20261014|260.00P
Delta-0.4706
Imp Vol0.3835
Bid1.9
Gamma0.0762
Theoretical1.92
Ask1.94
Theta-1.0276
Intrinsic Value-0.81
Volume9,148
Vega0.0542
Time Value2.71
Open Interest1,584
Rho-0.003
Delta / Theta0.4579
|
|
260.81 |
Price @ Oct 13, 2026 15:31 GMT |
| 1.2 |
1.2% |
1.2 |
1.22 |
25,716 |
262.50 |
3.31 |
3.31% |
3.2 |
3.45 |
1,645 |
AMZN Call 262.50
Exp: Oct 14, 2026
Last: 1.2
Chg.: 1.2%
SymbolAMZN|20261014|262.50C
Delta0.3456
Imp Vol0.388
Bid1.2
Gamma0.0697
Theoretical1.21
Ask1.22
Theta-0.984
Intrinsic Value-1.69
Volume25,716
Vega0.0502
Time Value2.89
Open Interest3,252
Rho0.0024
Delta / Theta-0.3512
AMZN Put 262.50
Exp: Oct 14, 2026
Last: 3.31
Chg.: 3.31%
SymbolAMZN|20261014|262.50P
Delta-0.659
Imp Vol0.3781
Bid3.2
Gamma0.0713
Theoretical3.325
Ask3.45
Theta-0.929
Intrinsic Value1.69
Volume1,645
Vega0.05
Time Value1.62
Open Interest501
Rho-0.0041
Delta / Theta0.7093
|
| 0.58 |
0.58% |
0.57 |
0.59 |
21,426 |
265.00 |
5.14 |
5.14% |
5.05 |
5.35 |
344 |
AMZN Call 265.00
Exp: Oct 14, 2026
Last: 0.58
Chg.: 0.58%
SymbolAMZN|20261014|265.00C
Delta0.1968
Imp Vol0.3929
Bid0.57
Gamma0.0518
Theoretical0.58
Ask0.59
Theta-0.7475
Intrinsic Value-4.19
Volume21,426
Vega0.0378
Time Value4.77
Open Interest3,740
Rho0.0014
Delta / Theta-0.2633
AMZN Put 265.00
Exp: Oct 14, 2026
Last: 5.14
Chg.: 5.14%
SymbolAMZN|20261014|265.00P
Delta-0.8118
Imp Vol0.3805
Bid5.05
Gamma0.0522
Theoretical5.2
Ask5.35
Theta-0.6809
Intrinsic Value4.19
Volume344
Vega0.0367
Time Value0.95
Open Interest187
Rho-0.0046
Delta / Theta1.1923
|
| 0.26 |
0.26% |
0.26 |
0.27 |
9,203 |
267.50 |
7.49 |
7.49% |
7.25 |
7.55 |
2,445 |
AMZN Call 267.50
Exp: Oct 14, 2026
Last: 0.26
Chg.: 0.26%
SymbolAMZN|20261014|267.50C
Delta0.102
Imp Vol0.4048
Bid0.26
Gamma0.0323
Theoretical0.265
Ask0.27
Theta-0.4936
Intrinsic Value-6.69
Volume9,203
Vega0.0243
Time Value6.95
Open Interest4,430
Rho0.0007
Delta / Theta-0.2065
AMZN Put 267.50
Exp: Oct 14, 2026
Last: 7.49
Chg.: 7.49%
SymbolAMZN|20261014|267.50P
Delta-0.9073
Imp Vol0.3905
Bid7.25
Gamma0.0323
Theoretical7.4
Ask7.55
Theta-0.423
Intrinsic Value6.69
Volume2,445
Vega0.0226
Time Value0.8
Open Interest450
Rho-0.0046
Delta / Theta2.1448
|