6.05 |
6.05% |
6 |
6.1 |
227 |
222.50 |
0.57 |
0.57% |
0.56 |
0.57 |
2,992 |
AMZN Call 222.50
Exp: Aug 29, 2025
Last: 6.05
Chg.: 6.05%
SymbolAMZN|20250829|222.50C
Delta0.8255
Imp Vol0.2907
Bid6
Gamma0.0428
Theoretical6.05
Ask6.1
Theta-0.2792
Intrinsic Value5.9
Volume227
Vega0.0532
Time Value0.15
Open Interest2,588
Rho0.015
Delta / Theta-2.9572
AMZN Put 222.50
Exp: Aug 29, 2025
Last: 0.57
Chg.: 0.57%
SymbolAMZN|20250829|222.50P
Delta-0.1745
Imp Vol0.2903
Bid0.56
Gamma0.0429
Theoretical0.57
Ask0.57
Theta-0.2529
Intrinsic Value-5.9
Volume2,992
Vega0.0532
Time Value6.47
Open Interest4,454
Rho-0.003
Delta / Theta0.6901
|
4.1 |
4.1% |
4.05 |
4.15 |
3,998 |
225.00 |
1.11 |
1.11% |
1.09 |
1.11 |
5,036 |
AMZN Call 225.00
Exp: Aug 29, 2025
Last: 4.1
Chg.: 4.1%
SymbolAMZN|20250829|225.00C
Delta0.701
Imp Vol0.2822
Bid4.05
Gamma0.0595
Theoretical4.1
Ask4.15
Theta-0.3558
Intrinsic Value3.4
Volume3,998
Vega0.0717
Time Value0.7
Open Interest7,474
Rho0.0128
Delta / Theta-1.9702
AMZN Put 225.00
Exp: Aug 29, 2025
Last: 1.11
Chg.: 1.11%
SymbolAMZN|20250829|225.00P
Delta-0.2986
Imp Vol0.2805
Bid1.09
Gamma0.0599
Theoretical1.11
Ask1.11
Theta-0.3277
Intrinsic Value-3.4
Volume5,036
Vega0.0717
Time Value4.51
Open Interest7,721
Rho-0.0051
Delta / Theta0.9111
|
2.53 |
2.53% |
2.51 |
2.54 |
6,516 |
227.50 |
2 |
2% |
2 |
2.03 |
3,964 |
AMZN Call 227.50
Exp: Aug 29, 2025
Last: 2.53
Chg.: 2.53%
SymbolAMZN|20250829|227.50C
Delta0.5385
Imp Vol0.2771
Bid2.51
Gamma0.0694
Theoretical2.53
Ask2.54
Theta-0.3931
Intrinsic Value0.9
Volume6,516
Vega0.082
Time Value1.63
Open Interest10,979
Rho0.0099
Delta / Theta-1.3698
AMZN Put 227.50
Exp: Aug 29, 2025
Last: 2
Chg.: 2%
SymbolAMZN|20250829|227.50P
Delta-0.4619
Imp Vol0.2706
Bid2
Gamma0.0712
Theoretical2
Ask2.03
Theta-0.3588
Intrinsic Value-0.9
Volume3,964
Vega0.082
Time Value2.9
Open Interest4,376
Rho-0.0077
Delta / Theta1.2873
|
|
228.4 |
Price @ Aug 26, 2025 15:00 GMT |
1.36 |
1.36% |
1.35 |
1.37 |
8,204 |
230.00 |
3.4 |
3.4% |
3.35 |
3.4 |
223 |
AMZN Call 230.00
Exp: Aug 29, 2025
Last: 1.36
Chg.: 1.36%
SymbolAMZN|20250829|230.00C
Delta0.3633
Imp Vol0.2688
Bid1.35
Gamma0.0676
Theoretical1.36
Ask1.37
Theta-0.357
Intrinsic Value-1.6
Volume8,204
Vega0.0775
Time Value2.96
Open Interest20,118
Rho0.0067
Delta / Theta-1.0177
AMZN Put 230.00
Exp: Aug 29, 2025
Last: 3.4
Chg.: 3.4%
SymbolAMZN|20250829|230.00P
Delta-0.6377
Imp Vol0.2705
Bid3.35
Gamma0.0674
Theoretical3.4
Ask3.4
Theta-0.3346
Intrinsic Value1.6
Volume223
Vega0.0774
Time Value1.8
Open Interest4,432
Rho-0.01
Delta / Theta1.906
|
0.63 |
0.63% |
0.62 |
0.64 |
3,638 |
232.50 |
5.27 |
5.27% |
5.1 |
5.2 |
99 |
AMZN Call 232.50
Exp: Aug 29, 2025
Last: 0.63
Chg.: 0.63%
SymbolAMZN|20250829|232.50C
Delta0.2081
Imp Vol0.2625
Bid0.62
Gamma0.0529
Theoretical0.63
Ask0.64
Theta-0.2647
Intrinsic Value-4.1
Volume3,638
Vega0.0592
Time Value4.73
Open Interest20,694
Rho0.0038
Delta / Theta-0.7863
AMZN Put 232.50
Exp: Aug 29, 2025
Last: 5.27
Chg.: 5.27%
SymbolAMZN|20250829|232.50P
Delta-0.7968
Imp Vol0.2605
Bid5.1
Gamma0.053
Theoretical5.15
Ask5.2
Theta-0.2367
Intrinsic Value4.1
Volume99
Vega0.0583
Time Value1.17
Open Interest1,417
Rho-0.0113
Delta / Theta3.3662
|
0.26 |
0.26% |
0.26 |
0.27 |
3,895 |
235.00 |
7.35 |
7.35% |
7.3 |
7.5 |
17 |
AMZN Call 235.00
Exp: Aug 29, 2025
Last: 0.26
Chg.: 0.26%
SymbolAMZN|20250829|235.00C
Delta0.1023
Imp Vol0.2612
Bid0.26
Gamma0.033
Theoretical0.26
Ask0.27
Theta-0.1632
Intrinsic Value-6.6
Volume3,895
Vega0.0369
Time Value6.86
Open Interest21,524
Rho0.0019
Delta / Theta-0.6267
AMZN Put 235.00
Exp: Aug 29, 2025
Last: 7.35
Chg.: 7.35%
SymbolAMZN|20250829|235.00P
Delta-0.8898
Imp Vol0.2746
Bid7.3
Gamma0.0369
Theoretical7.35
Ask7.5
Theta-0.1613
Intrinsic Value6.6
Volume17
Vega0.0388
Time Value0.75
Open Interest1,235
Rho-0.0112
Delta / Theta5.518
|