44.56 |
154.63% |
43.25 |
45.3 |
4,078 |
3,360.00 |
34.05 |
-54.26% |
31.85 |
34.35 |
1,238 |
AMZN Call 3,360.00
Exp: Apr 16, 2021
Last: 44.56
Chg.: 154.63%
SymbolAMZN|20210416|3360.00C
Delta0.5566
Imp Vol0.205
Bid43.25
Gamma0.0041
Theoretical44.56
Ask45.3
Theta-2.7043
Intrinsic Value12.2
Volume4,078
Vega1.8442
Time Value32.36
Open Interest531
Rho0.3514
Delta / Theta-0.2058
AMZN Put 3,360.00
Exp: Apr 16, 2021
Last: 34.05
Chg.: -54.26%
SymbolAMZN|20210416|3360.00P
Delta-0.4454
Imp Vol0.2144
Bid31.85
Gamma0.0039
Theoretical34.05
Ask34.35
Theta-2.8239
Intrinsic Value-12.2
Volume1,238
Vega1.8455
Time Value46.25
Open Interest57
Rho-0.2627
Delta / Theta0.1577
|
42.35 |
171.82% |
40.6 |
42.4 |
1,623 |
3,365.00 |
36.35 |
-53.87% |
33.9 |
37 |
415 |
AMZN Call 3,365.00
Exp: Apr 16, 2021
Last: 42.35
Chg.: 171.82%
SymbolAMZN|20210416|3365.00C
Delta0.5355
Imp Vol0.2075
Bid40.6
Gamma0.0041
Theoretical42.35
Ask42.4
Theta-2.754
Intrinsic Value7.2
Volume1,623
Vega1.8556
Time Value35.15
Open Interest453
Rho0.3382
Delta / Theta-0.1945
AMZN Put 3,365.00
Exp: Apr 16, 2021
Last: 36.35
Chg.: -53.87%
SymbolAMZN|20210416|3365.00P
Delta-0.4652
Imp Vol0.2142
Bid33.9
Gamma0.004
Theoretical36.35
Ask37
Theta-2.8371
Intrinsic Value-7.2
Volume415
Vega1.8559
Time Value43.55
Open Interest126
Rho-0.2739
Delta / Theta0.164
|
39.65 |
163.46% |
38.55 |
41.25 |
2,557 |
3,370.00 |
38 |
-49.43% |
36.35 |
39.45 |
497 |
AMZN Call 3,370.00
Exp: Apr 16, 2021
Last: 39.65
Chg.: 163.46%
SymbolAMZN|20210416|3370.00C
Delta0.515
Imp Vol0.2068
Bid38.55
Gamma0.0041
Theoretical39.65
Ask41.25
Theta-2.7535
Intrinsic Value2.2
Volume2,557
Vega1.8616
Time Value37.45
Open Interest409
Rho0.3255
Delta / Theta-0.187
AMZN Put 3,370.00
Exp: Apr 16, 2021
Last: 38
Chg.: -49.43%
SymbolAMZN|20210416|3370.00P
Delta-0.4851
Imp Vol0.21
Bid36.35
Gamma0.0041
Theoretical38
Ask39.45
Theta-2.7898
Intrinsic Value-2.2
Volume497
Vega1.8617
Time Value40.2
Open Interest46
Rho-0.2849
Delta / Theta0.1739
|
|
3,372.2 |
Price @ Apr 10, 2021 08:33PM GMT |
36.54 |
159.15% |
35.45 |
38.2 |
791 |
3,375.00 |
42.05 |
-52.52% |
38.85 |
42.15 |
162 |
AMZN Call 3,375.00
Exp: Apr 16, 2021
Last: 36.54
Chg.: 159.15%
SymbolAMZN|20210416|3375.00C
Delta0.494
Imp Vol0.2034
Bid35.45
Gamma0.0042
Theoretical36.54
Ask38.2
Theta-2.7091
Intrinsic Value-2.8
Volume791
Vega1.8628
Time Value39.34
Open Interest182
Rho0.3125
Delta / Theta-0.1824
AMZN Put 3,375.00
Exp: Apr 16, 2021
Last: 42.05
Chg.: -52.52%
SymbolAMZN|20210416|3375.00P
Delta-0.5048
Imp Vol0.2181
Bid38.85
Gamma0.0039
Theoretical42.05
Ask42.15
Theta-2.8997
Intrinsic Value2.8
Volume162
Vega1.8628
Time Value39.25
Open Interest42
Rho-0.2962
Delta / Theta0.1741
|
34.58 |
166% |
33.2 |
36.4 |
1,749 |
3,380.00 |
44.8 |
-50.42% |
41.45 |
44.55 |
323 |
AMZN Call 3,380.00
Exp: Apr 16, 2021
Last: 34.58
Chg.: 166%
SymbolAMZN|20210416|3380.00C
Delta0.4735
Imp Vol0.2055
Bid33.2
Gamma0.0041
Theoretical34.58
Ask36.4
Theta-2.732
Intrinsic Value-7.8
Volume1,749
Vega1.8588
Time Value42.38
Open Interest328
Rho0.2996
Delta / Theta-0.1733
AMZN Put 3,380.00
Exp: Apr 16, 2021
Last: 44.8
Chg.: -50.42%
SymbolAMZN|20210416|3380.00P
Delta-0.5259
Imp Vol0.2091
Bid41.45
Gamma0.0041
Theoretical43
Ask44.55
Theta-2.7735
Intrinsic Value7.8
Volume323
Vega1.859
Time Value37
Open Interest37
Rho-0.3076
Delta / Theta0.1896
|
31.87 |
172.63% |
32.2 |
33.6 |
625 |
3,385.00 |
47.58 |
-58.61% |
44.2 |
47.75 |
93 |
AMZN Call 3,385.00
Exp: Apr 16, 2021
Last: 31.87
Chg.: 172.63%
SymbolAMZN|20210416|3385.00C
Delta0.4537
Imp Vol0.2087
Bid32.2
Gamma0.0041
Theoretical32.9
Ask33.6
Theta-2.7609
Intrinsic Value-12.8
Volume625
Vega1.8504
Time Value44.67
Open Interest163
Rho0.2871
Delta / Theta-0.1643
AMZN Put 3,385.00
Exp: Apr 16, 2021
Last: 47.58
Chg.: -58.61%
SymbolAMZN|20210416|3385.00P
Delta-0.5436
Imp Vol0.219
Bid44.2
Gamma0.0039
Theoretical47.58
Ask47.75
Theta-2.8943
Intrinsic Value12.8
Volume93
Vega1.8518
Time Value34.78
Open Interest23
Rho-0.3177
Delta / Theta0.1878
|